Jun Ma

Jun Ma
Assistant Professor of Economics
Economics, Finance & Legal Studies
Office: 265 Alston Hall, 205-348-8985
Specialty Areas:
Time Series Econometrics, Macroeconomics, Finance
Education:
Ph.D, University of Washington, 2007, Economics

Selected Publications

  • “Is the Quality of Chinese Citizens Too Poor to Actualize Democracy?—A Case Study of Zeguo Township in China.”  Asian Perspective. (With Zhenhua Su, Junjie Le and Jongjing Zhang.). Forthcoming.
  • “Sources of the Great Moderation: A Time-Series Analysis of GDP Subsectors.” (With Walter Enders.) Journal of Economic Dynamics & Control.  January 2011.
  • “Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified.” (With Charles R. Nelson and Richard Startz.)  Studies in Nonlinear Dynamics & Econometrics. March 2007.
  • “Valid Inference for a Class of Models Where Standard Inference Performs Poorly; Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components.”  (With Charles R. Nelson.)  Working Paper.
  • “Long-Run Risk and Its Implications for the Equity Premium Puzzle: New Evidence from a Multivariate Framework.” Working Paper.
  • “Real and Nominal Business Cycles:  New Evidence from a Generalized Unobserved Components Model.” (With Mark E. Wohar.) Working Paper.
  • “Can Fundamental Risks Explain the Foreign Exchange Risk Premium?” (With Liang Ding.) Working Paper.
  • “Does Fiscal Policy Affect Private Sector Output? A VAR Analysis.” (With James Cover.) Working Paper.
  • “A Closed-Form Asymptotic Variance-Covariance Matrix for the Quasi-Maximum Likelihood Estimator of the GARCH(1,1) Model.” Working Paper.
  • “Is There a Structural Break in the Risk Free Interest Rate Dynamics?” Working Paper.
  • “Portfolio Reallocation and Exchange Change Rate Dynamics.”  (With Liang Ding.) Working Paper.
  • “How Much Do Expected Returns and Expected Dividend Growth Contribute to Movements in Stock Returns?  Issues of Weak Identification Make Existing Estimates Unreliable.”  (With Mark Wohar.)  Working Paper.
  • “The Contributions of Economic Fundamentals to Movements in Exchange Rates.”  (With Nathan Balke and Mark Wohar.)  Working Paper.