Affiliations, research interests, education, honors, service, and profile links.
Shiqi Ye is an Assistant Professor at the AMSS Center for Forecasting Science, Chinese Academy of Sciences. He is also a Special Research Assistant at the National Center for Mathematics and Interdisciplinary Sciences and a research assistant for the NSFC Basic Science Center for Econometric Modeling and Economic Policy Studies.
His research spans time-series econometrics, applied macroeconometrics, and financial econometrics. Methodologically, he studies high-dimensional time-varying systems built from vector, matrix, tensor, and mixed-frequency data. Empirically, he works on macroeconomic risk management, economic monitoring and forecasting, industrial-chain resilience, climate and transition risk, and financial connectedness.
He received a Ph.D. in Quantitative Economics from the Gregory and Paula Chow Institute for Studies in Economics, Xiamen University, an M.A. in Applied Economics and Econometrics from the University of Southern California, and a B.S. in Mathematics and Applied Mathematics from the University of Science and Technology of China.
Research Interests
High-dimensional time-varying systems
Score-driven models, dynamic factor methods, TVP-VARs, matrix autoregressions, and covariance models for rich economic and financial data.
Macroeconomic monitoring and risk management
Growth-at-risk, inflation-at-risk, prosperity indexes, consumption vulnerability, and data-rich nowcasting.
Connectedness, resilience, and policy evaluation
Industrial-chain resilience, global trade networks, energy and commodity spillovers, climate transition risk, and macro-financial policy transmission.
Appointments
Assistant Professor
AMSS Center for Forecasting Science, Chinese Academy of Sciences | 2024.07-present
Special Research Assistant
National Center for Mathematics and Interdisciplinary Sciences | 2024.07-present
Research Assistant
NSFC Basic Science Center for Econometric Modeling and Economic Policy Studies | 2022.03-present
Young Editorial Board Member
Studies in Quantitative Economics | 2025.09-present
Education
Ph.D. in Economics, Quantitative Economics
Gregory and Paula Chow Institute for Studies in Economics, Xiamen University | 2020-2024
M.A. in Applied Economics and Econometrics
University of Southern California | 2018-2020
B.S. in Mathematics and Applied Mathematics
University of Science and Technology of China | 2014-2018
Visiting Appointments
Queen Mary University of London
Visiting scholar | 2025.12-2026.01
Tinbergen Institute
Visiting scholar | 2025.09-2025.10
Vrije Universiteit Amsterdam
Department of Econometrics and Data Science | 2024.12-2025.12
Selected Honors
Excellent Paper Award
Chinese Economic Association UK/Europe Annual Conference | 2026
Top 10 Best Chinese Papers in World Economics
Institute of World Economics and Politics, Chinese Academy of Social Sciences | 2025
Excellent Paper Award
China Macroeconomics Society | 2025
Excellent Paper Award, Second Prize
16th Fujian Social Science Outstanding Achievement Award | 2025
Excellent Paper Award
Inaugural CUEB-AMSS Bilateral PhD Forum | 2025
Selected Paper Award
2024 Annual Conference of the China Industrial Economics Society | 2024
Excellent Paper Nomination Award
6th China Industrial Economics Society Youth Forum | 2024
Young Econometrician Award
Australia New Zealand Econometric Study Group | 2023
Best 3-Minute Presentation Award
Time Series and Forecasting Symposium, University of Sydney | 2023
Excellent Paper Awards
Annual Conference of Quantitative Economics; 17th China Economic Growth and Cycles Summit Forum | 2023
Best Student Paper Award
IEEE DSAA | 2022
Academic Service
Referee service
Journal of Applied Econometrics, Empirical Economics, Journal of International Financial Markets, Institutions & Money, Economic Modelling, Finance Research Letters, Financial Innovation, Econometric Reviews, and leading Chinese economics and management journals.
Selected Funded Projects
National Postdoctoral Researcher Program
Time-varying complex-system modeling for the digital economy | 2025-2026
China Postdoctoral Science Foundation, Special Grant
