Hi, my name is Shiqi Ye. I am an Assistant Professor at the Center for Forecasting Science (CEFS), Academy of Mathematics and Systems Science (AMSS), Chinese Academy of Sciences (CAS). I am also a Special Research Assistant at the National Center for Mathematics and Interdisciplinary Sciences (NCMIS), supervised by Professor Shouyang Wang. Additionally, I have been serving as a research assistant at the National Natural Science Foundation’s Basic Science Center for Econometric Modeling and Economic Policy Study, supervised by Professor Yongmiao Hong.

My research interests include time-series econometrics, applied macroeconometrics, and financial econometrics. I received the Young Econometrician ANZESG Award from Professor Peter C.B. Phillips and the Best Student 3-minute Presentation Award at the TSF2023 at the University of Sydney. Additionally, I have earned multiple awards at conferences hosted by Chinese journals like Economic Research Journal (经济研究).

Currently, I’m working on investigating macroeconomic uncertainty or downward risk in the context of big data and the specification and estimation of large-dimensional time-varying parameter models. I’m good at programming, primarily in Python, but also has Matlab, R, and Oxmetrics expertise.

I have extensive tutoring experience and have served as a teaching assistant for advanced econometrics, financial econometrics, and thesis writing. I also have a background in book writing. I have completed a book “Advanced Econometrics: Exercise Solutions and Study Guide” and am currently working on a new chapter with Professor Yongmiao Hong about causal inference for the advanced econometrics textbook.

I’m also interested in combining machine learning methods with econometric methods.

You can view and download my Chinese CV here (link) and my English CV here (link).

My email address is shiqi.ye.c@gmail.com.

Welcome all kinds of academic communication and cooperation！

My highest respect to my collaborators: Rongwei (my honey), Oscar, Jinjin, Gonglu, Xinyue, Hengwei, Zhoumo, Xiaolong, Hongyin, and Zhengwei.

Last Update, December 1, 2024.