Working Papers
“Time-Varying Parameter Dynamic Factor Models: From Novel Estimation To Macroeconomic Monitoring”
(with Tingguo Zheng and Xinyue Fan).
—Journal of Business & Economic Statistics, Revise and Resubmit.
“Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers”
(with Yicong Lin and Andre Lucas).
—Working Paper, Under Review.
“Impact of Major Public Health Events on Inter-City Connectedness and Cross-Regional Spillover of Housing Prices”
(with Tinngguo Zheng and Mo Zhou).
| Paper🔒 |
—Working Paper, Under Review.
“Tracking Daily Macroeconomic Risk via Connectedness”
(with Shuting Liu, Shouyang Wang, and Tingguo Zheng).
—Working Paper, Submitted.
“Multi-Matrix Autoregressive Models with
an Application to Multi-Modal Network”
(with Tingguo Zheng, Han Xiao, and Yongmiao Hong).
—Working Paper, Under Review.
“Score-Driven Time-Varying Parameter VAR Models”
(with Tingguo Zheng).
—Working Paper, Under Review.
“Time-Varying Parameter MAR Model with an Application to Multi-Country Economic Network”
(with Tingguo Zheng and Hengwei Yu).
—Working Paper, Under Review.
“Measurement and Influencing Factors of Chinese Urban Housing Price Vulnerability Based on Macro Big Data.”
(with Tingguo Zheng and Mo Zhou).
—Working Paper, Under Review.
“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).
—Management World (《管理世界》), Revise and Resubmit.
“Monitoring the Operational Dynamics and Evaluating the Economic Effects of Data Governance from a Multi-Actor Perspective: A Quantitative Study Based on Big Data and Large Language Models”
(with Hongyin Zhang, Tingguo Zheng, and Yongmiao Hong).
| Slides |
—Working Paper, Under Review.