Published Papers
- “Research on Cross-National Inflation Spillover Among Global Major Economies from a Time-Varying Perspective”
(with Tingguo Zheng and Lu Gong).
—The Journal of World Economy (《世界经济》), (2024) |
Paper🔒 |
- “Assessing Time-Varying Risk in China’s GDP Growth”
(with Mendi Lv, Shoukun Jiao, Hongmei Song, Jiexin Xu, and Wuyi Ye).
—Economic Letters, (2024) | Paper |
- “Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network”
(with Tingguo Zheng and Hongyin Zhang).
—Energy Economics, (2024) | Paper |
- “The “Ripple Effect” of Dual Carbon Transition Risks”
(with Tingguo Zheng and Hongyin Zhang).
—China Industrial Economics (《中国工业经济》), (2024) | Paper | Slides | .
- “Risk Measurement and Risk Source Identification of Economic Growth
under Data-rich Environment” (Cover Article)
(with Tingguo Zheng and Xinyue Fan).
—Economic Research Journal (《经济研究》), (2023) | Paper | Slides | .
- “Cholesky GAS Models for Large Time-Varying Covariance Matrices”
(with Tingguo Zheng).
—Journal of Management Science and Engineering, (2023) | Paper | Slides |
- “Fast Estimation of a Large TVP-VAR Model with Score-Driven Volatilities”
(with Tingguo Zheng and Yongmiao Hong).
—Journal of Economic Dynamics and Control, (2023) | Paper | Slides |
- “Global Energy Market Connectedness and Inflation at Risk”
(with Tingguo Zheng and Lu Gong).
—Energy Economics, (2023)
| Paper | Slides |
- “Attention-aware Multi-hop Trust Inference in Online Social Networks” (The Best Student Paper Award)
(with Rongwei Xu, Guanfeng Liu, Xianmei Hua, Xuyun Zhang, and Junwen Lu).
—International Conference on Data Science and Advanced Analytics, (2022) | Paper | Slides |
Book Chapters and Other Publications
- “Advanced Econometrics: Exercise Solutions and Study Guide”
(with Meiting Zhu, Jianhao Xu, and Zengguang Zhong).
—Xiamen University Press, (2024).
Working Papers
- “Time-Varying Parameter Dynamic Factor Models: From Novel Estimation To Macroeconomic Monitoring”
(with Tingguo Zheng and Xinyue Fan).
| Paper🔒 | Slides |
—Journal of Business & Economic Statistics, Revise.
- “Impact of Major Public Health Events on Inter-City Connectedness and Cross-Regional Spillover of Housing Prices”
(with Tinngguo Zheng and Mo Zhou).
| Paper🔒 |
—Habitat International, Under Review.
- “Commodity Market during Post-Russia-Ukraine Conflict: Evidence from a Dynamic Frequency Connectedness Approach”
(with Shouyang Wang, Xiaoan Ma, and Rongwei Xu).
| Paper🔒 |
—Applied Economic Letters, Under Review.
- “Tracking Daily Macroeconomic Risk via Connectedness”
(with Shuting Liu, Shouyang Wang, and Tingguo Zheng).
| Paper🔒 | Slides |
—Journal of Applied Econometrics, Under Review.
- ““Dual Carbon” Goal, Transition Risk, and Industry Connectedness
— Analysis Based on High-Dimensional Time-Frequency Complex Network”
(with Tingguo Zheng and Hongyin Zhang).
| Paper🔒 | Slides |
—Journal of Quantitative & Technology Analysis (《数量经济技术经济研究》), Final Review.
- “Construction and Examination of the Global Trade Spillover Network: A Deep Dive into China’s Import-Export Influence”
(with Tingguo Zheng and Hengwei Yu).
| Paper🔒 | Slides |
—System Engineering Theory and Practice (《系统工程理论与实践》), Final Review.
- “Dynamic Connection between the Chinese and US Stock Markets and Macroeconomic Environment Changes from a Vast-Dimensional Perspective.”
(with Tingguo Zheng, Xiaolong Fan, and Hongyin Zhang).
| Paper🔒 | Slides |
—Statistical Research (《统计研究》), Revise.
- “Measurement and Influencing Factors of Chinese Urban Housing Price Vulnerability Based on Macro Big Data.”
(with Tingguo Zheng and Mo Zhou).
| Paper🔒 | Slides |
—Statistical Research (《金融研究》), Revise.
- “Measurement of Inflation-at-Risk and Sources of Risk from the Perspective of Big Data—Managing the Ebbs and Flows”
(with Tingguo Zheng and Lu Gong).
| Paper🔒 | Slides |
—Management World (《管理世界》), Revise.
- “Resilience of China’s Industrial Chain: Measurement, Linkage, and Attribution”
(with Yu Zhao, Cuihong Yang, and Yongmiao Hong).
| Paper🔒 | Slides |
—China Industrial Economics (《中国工业经济》), Under Review.
