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 appears in Journal of Econometrics, Journal of Business & Economic Statistics, Journal of Economic Dynamics and Control, Journal of Management Science and Engineering, Nature - Humanities and Social Sciences Communications, Energy Economics, Economic Research Journal, China Industrial Economics, The Journal of World Economy, Statistical Research, and China Journal of Econometrics.
His methodological work studies high-dimensional time-varying systems built from vector, matrix, tensor, and mixed-frequency data, with score-driven methods as a central modeling device. His applied work focuses on macroeconomic risk management, economic monitoring and forecasting, industrial-chain resilience, climate and transition risk, and financial connectedness.
He has led or contributed to research projects supported by the National Natural Science Foundation of China, the China Postdoctoral Science Foundation, the National Data Administration, the National Social Science Fund of China, and State Grid. His papers and presentations have received awards from ANZESG, the International Symposium on Forecasting, the China Macroeconomics Society, the Fujian Social Science Outstanding Achievement Awards, and other academic meetings.
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, matrix and tensor time series, dynamic factor methods, TVP-VARs, 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 forecasting and 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
Professional Member
Australia-New Zealand Econometric Study Group | 2025.05-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
USC Dornsife College of Letters, Arts and Sciences | 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
Host: Liudas Giraitis.
Tinbergen Institute
Guest visiting scholar | 2025.09-2025.10
Vrije Universiteit Amsterdam
Visiting scholar, Department of Econometrics and Data Science | 2025.04-2025.05
Host: Andre Lucas.
Vrije Universiteit Amsterdam
Visiting scholar, Department of Econometrics and Data Science | 2024.12-2025.12
Host: Yicong Lin.
Selected Honors
Best Paper Award
Economic Measurement and Economic Statistics Seminar | 2026
Outstanding Organizer Award
Econometric Society Asian Summer School in Econometrics and Statistics | 2026
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
Excellent Teaching Assistant Award
Xiamen University | 2021-2022
Undergraduate Academic Scholarship
University of Science and Technology of China | 2014-2015
Academic Service
Area Chair
EMNLP Workshop | 2026.08
Co-Chair
Econometric Society Asian Summer School in Econometrics and Statistics | 2026.07
Referee service
Journal of Applied Econometrics, Empirical Economics, Journal of International Financial Markets, Institutions & Money, Economic Modelling, Finance Research Letters, Financial Innovation, Econometric Reviews, Economic Research Journal, Management World, China Industrial Economics, Journal of Management Sciences, Systems Engineering - Theory & Practice, China Journal of Econometrics, and Journal of Quantitative & Technological Economics.
Books, Reports & Patents
Method, electronic device, and medium for constructing a time-varying mixed-frequency dynamic factor model
Patent | 2026
China Industrial Resilience in 2025 and Outlook for 2026
Science Press | 2026
Advanced Econometrics: Study Guide and Exercise Solutions
Xiamen University Press | 2024
Teaching
Advanced Econometrics
Teaching assistant | 2022, 2023
Financial Econometrics
Teaching assistant | 2023
Macroeconomics
Teaching assistant | 2023
Literature Reading and Writing
Teaching assistant | 2022
Skills
Statistical software
Python, Matlab, R, STATA
Languages
Chinese, English, Minnan
Selected Funded Projects
National Postdoctoral Researcher Program
Time-varying complex-system modeling for the digital economy with big data and large language models | 2025-2026
China Postdoctoral Science Foundation, Special Grant
