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 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)
Long-Run Risk and Its Implications for the Equity Premium Puzzle: New Evidence from a Multivariate Framework. forthcoming, Journal of Money, Credit, and Banking.
Sources of the Stock Price Fluctuations in Chinese Equity Market, with Zhenhua Su and Mark E. Wohar, forthcoming, European Journal of Finance.
Is the Poor Quality of Chinese Civic Awareness Preventing Democracy in China? A Case Study of Zeguo Township, with Zhenhua Su, Junjie Le, and Yongjing Zhang, 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: Norges Bank (Oslo, Norway) scheduled
Southern Economic Association Annual Conference (New Orleans, LA) scheduled
Western Economic Association Annual Conference (San Francisco, CA) scheduled
Conference in honor of Charles Nelson (Seattle, WA) - by invitation only scheduled
Department of Economics, Virginia Tech (Blacksburg, VA)
Applied Time Series Workshop at St. Louis Fed (St. Louis, MO) - by invitation only
Nonlinear Dynamics and Econometrics Annual Conference (Istanbul)
Department of Economics, University of Washington (Seattle, WA)
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 International Economics
Journal of Business and Economics Statistics
Studies in Nonlinear Dynamics and Econometrics
Macroeconomic Dynamics
Oxford Bulletin of Economics and Statistics
Canadian Journal of Economics
Empirical Economics
Contemporary Economic Policy
Journal of Financial Research
Journal of Financial Stability
Eastern Economic Journal
Journal of Economics and Business
Review of Financial Economics
Asia-Pacific Education Review
PROFESSIONAL AFFILIATION
Econometric Society, American Economic Association, Western Economic Association
TEACHING EXPERIENCE
University of Alabama
Econometrics (PhD course), Spring 2010
Seminar in International Finance (PhD course), Spring 2012, Fall 2010, Fall 2009, Spring 2008
Intermediate Macroeconomics, Spring 2012, Fall 2011, 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
GRADUATE STUDENT SUPERVISION
Yu Liu (Committee member), Assistant Professor, University of Texas at El Paso
Bradford Patterson (Committee member)
Stefan Mullinax (Committee member)
Hyejin Lee (Committee member)
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