CV
EDUCATION
PhD, Economics, University of Washington, June 2007
MA, Economics, University of Washington, March 2006
BA, Economics, Nanjing University, China, June 2001
DISSERTATION
“Essays on Inference in Weakly Identified Models in Macroeconomics and Finance”
Committee Members: Charles R. Nelson (Chair), Richard Startz, and Eric Zivot
CERTIFICATE
Graduate Computational Finance Certificate, University of Washington, June 2007
RESEARCH INTERESTS
Time Series Econometrics, Macroeconomics, Finance, International Finance
EMPLOYMENT
Assistant Professor, University of Alabama, 2007 – Present
SELECTED PUBLICATIONS (also see research page)
Sources of the Stock Price Fluctuations in Chinese Equity Market, with Zhenhua Su and Mark E. Wohar, forthcoming, European Journal of Finance.
Is the Quality of Chinese Citizens Too Poor to Actualize Democracy? -- A Case Study of Zeguo Township in China, with Zhenhua Su, Junjie Le, and Yongjing Zhang, forthcoming, Asian Perspective, Vol.36, No.1, January, 2012.
Sources of the Great Moderation: A Time Series Analysis of GDP Subsectors, with Walter Enders, Journal of Economic Dynamics & Control, Vol. 35, January, 2011.
Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified, with Charles R. Nelson, Richard Startz, Studies in Nonlinear Dynamics & Econometrics (Lead Article), Vol. 11, No. 1, 2007.
The Characteristics of 'Club Convergence' of China's Economic Growth and Its Causes, with Kunrong Shen, Economic Research Journal (In Chinese), No.1, January, 2002.
ACADEMIC PRESENTATIONS
2012: Applied Time Series Workshop at the St. Louis Fed (by invitation only) scheduled
Nonlinear Dynamics and Econometrics Annual Conference (Istanbul) scheduled
Department of Economics, University of Washington (Seattle, WA) scheduled
American Economics Association Annual Meeting (Chicago, IL)
2011: Department of Economics, University of Nebraska (Omaha, NE)
Midwest Econometrics Group Annual Meeting (Chicago, IL)
Department of Economics, University of Houston (Houston, TX)
NBER/NSF Time Series Annual Conference (East Lansing, MI)
Durham-EJF Special Issue Conference on the Chinese Equity Market (Durham, UK)
International Economic Association Sixteenth World Congress (Beijing, China)
Nonlinear Dynamics and Econometrics Annual Conference (Washington DC)
2010: Nonlinear Dynamics and Econometrics Annual Conference (Novara, Italy)
Midwest Economics Association Annual Conference (Evanston, IL)
Department of Economics, University of Kansas (Lawrence, KS)
2009: NBER/NSF Time Series Annual Conference (Davis, CA)
Department Seminar, University of Alabama (Tuscaloosa, AL)
Western Economic Association Annual Conference (Vancouver, Canada)
Nonlinear Dynamics and Econometrics Annual Conference (Atlanta, GA)
2008: Southern Economic Association Annual Conference (Washington DC)
Midwest Econometrics Group Annual Conference (Lawrence,KS)
Nonlinear Dynamics and Econometrics Annual Conference (San Francisco, CA)
Midwest Economics Association Annual Conference (Chicago, IL)
Macro Brown Bag, University of Alabama (Tuscaloosa, AL)
2007: Midwest Econometrics Group Annual Conference(St. Louis, MO)
Macro Brown Bag, University of Alabama (Tuscaloosa, AL)
Paul Heyne Seminar, University of Washington (Seattle, WA)
Western Economic Association Annual Conference (Seattle, WA)
2006: NBER/NSF Time Series Annual Conference (Montreal, Canada)
Macro Brown Bag, University of Washington (Seattle, WA)
2005: Western Economic Association Annual Conference (San Francisco, CA)
REFEREE ACTIVITY
Review of Economics and Statistics (3)
Journal of Business and Economics Statistics
Studies in Nonlinear Dynamics and Econometrics
Oxford Bulletin of Economics and Statistics
Canadian Journal of Economics
Empirical Economics
Contemporary Economic Policy
Journal of Financial Research
Eastern Economic Journal
Journal of Economics and Business
Review of Financial Economics
PROFESSIONAL AFFILIATION
Econometric Society, American Economic Association
TEACHING EXPERIENCE
University of Alabama
Econometrics (PhD course), Spring 2010
Seminar in International Finance (PhD course), Fall 2010, Fall 2009, Spring 2008
Intermediate Macroeconomics, Fall 2010, Spring 2010, Fall 2009, Spring 2009, Fall 2008, Spring 2008, Fall 2007
University of Washington
Graduate Advanced Econometric Theory I (4 guest lectures), Fall 2006
Introductory Macroeconomics, Summer 2004, Fall 2004
Introductory Microeconomics, Winter 2005, Fall 2005
HONORS AND AWARDS
Summer Research Award, Culverhouse College of Commerce, University of Alabama, 2008, 2009, 2010
Best Macroeconomics Paper, Department of Economics, University of Washington, 2006
Grover and Creta Ensley Fellowship, Department of Economics, University of Washington, 2006 - 2007
Buechel Scholarship, Department of Economics, University of Washington, 2006
Outstanding Graduate Teaching Award, Department of Economics, University of Washington, 2004
Graduate Student Travel Award, University of Washington, 2005, 2006
COMPUTER SKILLS
MATLAB, GAUSS, S-PLUS with Finmetrics Library, RATS, EVIEWS