个人简介
复旦大学经济学院教授，博士生导师，《世界经济文汇》编辑。2010年获得美国印第安纳大学经济学博士。论文发表于Management Science，Journal of Econometrics，China Quarterly和《经济研究》等国内外著名杂志。主持国家自然科学基金、教育部人文社科项目各1项。数次获得优秀教学奖。
Academic Positions
Professor, Fudan University, November 2019-present
Professor, Southwestern University of Finance and Economics, January 2016-July 2019
Associate Professor, Southwestern University of Finance and Economics, Aug. 2010-Dec. 2015
Visiting Positions
Visiting Professor, Soochow University, September 2016-January 2020
Visiting Scholar, Boston College, September 2014-August 2015
Education
Ph.D., Economics Indiana University, Bloomington June 2010
M.A., Mathematics Indiana University, Bloomington May 2005
B.S., Mathematics University of Science and Technology of China July 2003
近期论文
查看导师新发文章
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“Do Overseas Returnees Excel in the Chinese Labor Market?” with Yuting Sun, Guochang Zhao and David Zweig, China Quarterly (SSCI), 2021, forthcoming
“The Impacts of RMB Exchange Rate Regime Reform in 2005: A Counterfactual Analysis”, with Jie Li and Pei Pei, Review of Development Economics (SSCI), 2021, 25 (1), 430-448
“Backtesting Portfolio Value-at-Risk with Estimated Portfolio Weights”, with Pei Pei, Journal of Time Series Analysis (SCI), 2020, 41 (5), 605-619. “Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau”, with Hua Yin and Lin Zhang, Economic Modeling (SSCI), 2018, 70, 147-158
“Automatic Portmanteau Tests with Applications to Market Risk Management”, with Guangwei Zhu and Juan Carlos Escanciano, Stata Journal (SSCI), 2017, 17(4), pp. 901-915
“Backtesting Expected Shortfall: Accounting for Tail Risk”, with Juan Carlos Escanciano, Management Science (SSCI, SCI), 2017, 63(4), 940-958. http://dx.doi.org/10.1287/mnsc.2015.2342 Chinese version at Journal of Finance and Economics (CSSCI 财经研究) 2017, 43(12),74-99
“Nonparametric Bootstrap Tests for Independence of Generalized Errors”, Econometrics Journal (SSCI, SCI), 2016, Vol. 19. pp. 55-83
“Home-Purchase Restriction, Property Tax and Housing Price in China: A Counterfactual Analysis”, with Lin Zhang, Journal of Econometrics (SSCI, SCI), 2015, 188, 2, pp. 558–568
“The Macroeconomic Effects of the Canada-US Free Trade Agreement on Canada: A Counterfactual Analysis”, with Lin Zhang, Cheng Hsiao & Hua Yin, The World Economy (SSCI), 2015, Vol. 38, 5, pp. 878–892
“A Nonparametric Distribution-Free Test for Serial Independence of Errors”, with Juan Carlos Escanciano, Econometric Reviews (SSCI, SCI), 2015, 34(6-10), pp. 1010-1033
“Decomposing the Rich Dad Effect on Income Inequality Using Instrumental Variable Quantile Regression”, with Renyu Li, Qinying He and Lin Zhang, China Economic Review (SSCI), 2014, Vol. 31, pp. 379–391
“Testing for Serial Independence of Panel Errors”, Computational Statistics & Data Analysis (SCI), 2014, Vol. 76, pp. 248–261
“The Macroeconomic Effects of the 35-Hour Workweek Regulation in France”, with Hua Yin and Lin Zhang, B.E. Journal of Macroeconomics (SSCI), 2013, Vol. 13, No.1, pp. 881–901
“The Effects of Medical Insurance on Durables Consumption in Rural China”, with Meiling Ying, China Agricultural Economic Review (SSCI, SCI), 2012, Vol. 4, No. 2, pp. 176-187
“Intraday Probability of Informed Trading”, Economics Bulletin (JEL, EconLit), 2011, Vol. 31, No. 4, pp. 3103-3112
In Chinese:
“The Effects of Clubs Participation on Graduates’ Starting Salary”, with Yuting Sun, Guochang Zhao and Liqiu Zhao, Nankai Economic Studies (CSSCI 南开经济研究), 2021, forthcoming
“Growth, Structural Development and Intergenerational Income Mobility”, with Renyu Li, Qiang Gong and Qinying He, China Economic Quarterly (CSSCI经济学(季刊)), 2018, 17 (3), 995-1012
“Dependence Structure, Dynamic Systemic Risk Measurement and Backtesting Analysis”, with Jinyang Wang and Xiliang Liu, Statistical Research (CSSCI 统计研究), 2018, 35 (3), pp. 3-13
“Guanxi, Insurance Purchasing and Insurance Compensation”, with Donghao Zhang and Lin Zhang, Journal of Management Sciences in China (CSSCI管理科学学报), 2016, 12, 95-109
“Do Chinese Overseas Returnees Earn More?” with Yuting Sun, Guochang Zhao and Rui Li, Journal of Financial Research (CSSCI 金融研究), 2016, Vol. 11，pp. 174-190
“Guanxi, Formal and Informal Credit”, with Yongyuan Sun, Lin Zhang and Jincai He, China Economic Quarterly (CSSCI经济学(季刊)), 2016, Vol. 15(2), pp. 597-626, reprinted at Caijing Magazine (财经) 2016, Vol. 18.
“Survey on Matching Method: Theory and Applications”, with Xingxiang Wen, Statistical Research (CSSCI 统计研究), 2015, Vol. 32 (4), pp. 104-112
“Guanxi, Stock Market Participation and Stock Return”, with Guangwei Zhu & Lin Zhang, Economic Research Journal (CSSCI 经济研究), 2014, 11, pp. 87-101
“Rich Dad, Poor Dad and Offspring Income Inequality”, with Renyu Li, Qinying He and Qiang Gong, China Economic Quarterly (CSSCI经济学(季刊)), 2014, Vol. 14(1), pp. 231-257, reprinted at DongFang Daily (东方早报) http://news.hexun.com/2015-03-31/174564375.html and Narada Insights (南都观察) http://www.yidianzixun.com/home?page=article&id=0Eil4cI1&up=0
“China’s Rural Household Consumption Behavior － Based on the Perspective of Health Risk and Medical Insurance”, with Jihong Ding and Meiling Ying, Journal of Financial Research (CSSCI 金融研究), 2013, Vol. 10, pp. 154-166
“The Non-monotonic Price Adjustments under Demand Shocks: Evidence from the Airline Market along the Beijing-Shanghai High-speed Railway”, with Feng Wei, Lan Zhang and Han Li, Nankai Economic Studies (CSSCI 南开经济研究), 2012, Vol. 6, pp. 133-150
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