Luiggi Donayre

About me

 I'm an Associate Professor of Economics at the University of Minnesota - Duluth (UMD). I received my Ph.D. from Washington University in St. Louis in May 2010 and joined the Department of Economics at UMD in August 2011. 

I do research and teach courses in Macroeconomics and Econometrics. From a macroeconomics perspective, my research involves the use of statistical tools to understand a number of empirical issues, such as the nature of asymmetries in business cycle fluctuations, regime-switching dynamics in macroeconomic relationships, and the effectiveness of policy responses to aggregate shocks. From an econometrics perspective, I work with different time series models to address economic questions, including threshold autoregressive (TAR), smooth transition autoregressive (STAR) and Markov-switching models. Therefore, my research also focuses on statistical issues such as constructing confidence intervals for threshold parameters and making inferences about nonlinearity in the presence of outliers.

My research has been published in peer-reviewed journals, including the Journal of International Money and Finance, Macroeconomic Dynamics, Economics Letters, Journal of Macroeconomics, Studies in Nonlinear Dynamics and Econometrics, Economic Modelling, among others. 

Upcoming and recent presentations

August 1st - 2nd, 2025: I will be presenting "Accounting for Structural Breaks in the Hamilton Filter" (joint with Eiji Goto)" at the 14th Annual Meeting of the Midwest Economics Research Group, University of Missouri - St. Louis, St. Louis, MO.

July 10th - 12th, 2025: I will be presenting "Accounting for Structural Breaks in the Hamilton Filter" (joint with Eiji Goto)" at the 10th Annual Conference of the Society for Economic Measurement, Athens University of Economics and Business, Athens, Greece.

June 13th, 2025: I will be presenting "Gender Differences in Employment Recoveries" (joint with Yunjong Eo)" at the Department of Economics of Universidad del Pacifico, Lima, Peru.

March 21st - 22nd, 2025: I will be presenting "Gender Differences in Employment Recoveries" (joint with Yunjong Eo)" at the 32nd Annual Symposium of the Society for Nonlinear Dynamics and Econometrics, (U. of Texas at San Antonio).

2024: RCEA (London, UK), IAEE (Thessaloniki, Greece), WEAI (Seattle, WA), MERG (Minneapolis, MN), SEA (Washington, D.C.).

2023: SNDE (Orlando, FL), International WEAI (Melbourne, Australia - virtual), Annual WEAI (San Diego, CA - virtual), Universidad del Pacifico (Lima, Perú), CES (Tokyo, Japan - virtual), MERG (Duluth, MN), COMPSTAT (London, UK - virtual), SEA (New Orleans, LA).

2022: MERG (La Crosse, WI), COMPSTAT (Bologna, Italy - virtual), LACEA-LAMES (Lima, Perú), CFE (London, UK - virtual).

2021: WEAI (virtual), UMD (virtual), IAES (virtual), AMES (Sarawak, Malaysia - virtual), WEAI (Honolulu, HI - virtual), MERG (Whitewater, WI - virtual), LACEA-LAMES (Bogotá, Colombia - virtual), CFE (London, UK - virtual).

2020: CFE (London, England - virtual), INFER (Paris, France - virtual), UMD (virtual), MVEA (virtual), SNDE (Zagreb, Croatia - virtual), MERG (Duluth, Minnesota - virtual), CEF (Warsaw, Poland - cancelled).