Econometrics
Symposium on Econometrics
(Holders: Hongyin Zhang and Shiqi Ye)
October 12, 2022, 1st meeting:
October 26, 2022, 2nd meeting:
“A Comparison of the Influence of Sino-US Economic Factors on Bilateral Exchange Rates” (Speaker: Linyan Chen) | Paper🔒 |
“Estimation and Inference of Impulse Response by Local Projection” (Speaker: Hongyin Zhang) | Papers | Slides | Video🔒 |
November 9, 2022, 3rd meeting:
“A Primer on Vector Autoregressions” (Speaker: Shiqi Ye) | Slides |
“Global Trade Networks and the Influence of Stock Market Returns” (Speaker: Zhengwei Zou) | Paper | Video🔒 |
November 23, 2022, 4th meeting:
“Community Detection in Partial Correlation Network Models” (Speaker: Xiaolong Fan) | Paper | Slides | Video🔒 |
December 15, 2022, 5th meeting:
“Global Energy Market Connectedness and Dynamic Inflation at Risk” (Speaker: Lu Gong) | Slides |
“The Term Structural of Growth-at-Risk” (Speaker: Shiqi Ye) | Paper | Slides | Video🔒 |
January 4, 2023, 6th meeting:
“Basic Format Adjustments for Chinese Paper Writing” (Speaker: Tingguo Zheng) | Video🔒 |
“COVID-19 and Housing Market Fluctuations” (Speaker: Mo Zhou) | Slides | Video🔒 |
“QAP Method for Network Analysis” (Speaker: Zhengwei Zou) | Paper | Slides |
January 18, 2023,7th meeting:
“Dynamics and Structural Features of China’s Monetary Policy Based on Interpretable Machine Learning” (Speaker: Xinyue Fan) | Slides 🔒 |
“Local house-price vulnerability: Evidence from the U.S. and Canada” (Speaker: Mo Zhou) | Paper | Slides | Video🔒 |
February 8, 2023, 8th meeting:
“How Connected is the Global Sovereign Credit Risk Network” (Speaker: Hengwei Yu) |Paper | Slides | Video🔒 |
“On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness” (Speaker: Hengwei Yu)| Paper | Slides |
“Growth at Risk from Climate Change” (Speaker: Hongyin Zhang) |Paper | Slides|
February 22, 2023, 9th meeting:
“An Adjustment Method of Year-on-Year Series for Economic Indicators and Applications” (Speaker: Shiqi Ye) |Paper 🔒| Slides | Video🔒 |
“Seasonal Adjustment of Chinese Daily Data” (Speaker: Shiqi Ye)| Paper 🔒| Slides |
March 8, 2023,10th meeting:
“Risk Contagion and Source Analysis of Sino-US Stock Markets Based on HD-DCC-MIDAS Model” (Speaker: Xiaolong Fan) | Slides | Video🔒 |
“State Space Models and Seasonal Adjustment Methods” (Speaker: Yuqian Yang) | Slides |
March 22, 2023, 11th meeting:
“Risk Measurement and Risk Source Identification of Economic Growth under Data-rich Environment” (Speaker: Shiqi Ye) | Slides | Video🔒 |
“Analysis Based on Multi-Layer Networks: an Introduction” (Speaker: Shiqi Ye) | Paper |
April 3, 2023, 12th meeting:
April 19, 2023, 13th meeting:
“Research on the Global Trade Network Connectedness and China’s Import and Export Influence” (Speaker: Hengwei Yu) | Slides | Video🔒 |
“Time-Varying Parameter Matrix Vector Autoregressive Model” (Speaker: Hengwei Yu) | Slides |
May 4, 2023,14th meeting:
“Global Vector Autoregressive and Panel Vector Autoregressive Models” (Speaker: Shiqi Ye) | Slides | Video🔒 |
May 18, 2023, 15th meeting:
“Identification of Bilinear Forms with the Kalman Filter” (Speaker: Hengwei Yu) | Paper | Slides | Video🔒 |
May 31, 2023, 16th meeting:
“Risk Measurement and Risk Source Identification of Economic Growth under Data-rich Environment” (Speaker: Xinyue Fan) | Slides | Video🔒 |
June 7, 2023, 17th meeting:
“Quantile Co-Movement in Financial Markets: A Panel Quantile Model with Unobserved Heterogeneity” (Speaker: Lu Gong) | Paper | Slides |
“The Structure and Dynamics of Multilayer Networks: Chapter 2” (Speaker: Mo Zhou) | Paper | Slides | Video🔒 |
June 28, 2023, 18th meeting:
“The Multi-Layer Network Nature of Systemic Risk and Its Implications for the Costs of Financial Crises” (Speaker: Hengwei Yu) | Paper | Slides |
“Matrix GARCH Model: Inference and Application” (Speaker: Hengwei Yu) | Paper | Slides | Video🔒 |
July 21, 2023, 19th meeting:
“Estimating Global Inflation Risk Spillover Based on Time-varying Quantile VAR Model” (Speaker: Lu Gong) | Paper 🔒| Slides |
“Real-time Monitoring of China’s Growth-at-Risk Based on Mixed-Frequency Regression Model” (Speaker: Linyan Chen) | Slides | Video🔒 |
August 11, 2023, 20th meeting:
August 23, 2023, 21th meeting:
“Quantifying Macroeconomic Uncertainty in Norway” (Speaker: Mo Zhou) | Paper | Slides |
“Tail Risks of Inflation in India” (Speaker: Lu Gong) | Paper | Slides | Video🔒 |
August 30, 2023, 22th meeting:
“Time-Varying Parameter Dynamic Factor Models: From Novel Estimation To Macroeconomic Monitoring” (Speaker: Shiqi Ye) | Paper🔒 | Slides | Video🔒 |
September 13, 2023, 23th meeting:
“A Multilevel Factor Model for Economic Activity with Observation-Driven Dynamic Factors” (Speaker: Yuexin Li) | Paper | Slides | Video🔒 |
September 20, 2023, 23th meeting:
October 11, 2023, 24th meeting:
“Estimation and Influencing Factors of China’s Housing-Price-at-Risk under Data-Rich Environment” (Speaker: Mo Zhou) | Slides🔒 | Video🔒 |
November 22, 2023, 25th meeting:
“Real-time Monitoring of China’s Growth-at-Risk Based on Mixed-Frequency Regression Model” (Speaker: Linyan Chen) | Slides🔒 | Video🔒 |
December 13, 2023, 26th meeting:
“Monitoring Multicountry Macroeconomic Risk” (Speaker: Lo Gong and Hengwei Yu) | Paper | Slides | Video🔒 |
December 27, 2023, 27th meeting:
January 23, 2024, 28th meeting:
“Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data” (Speaker: Hongyin Zhang) | Paper | Slides | Video🔒 |
February 21, 2024, 29th meeting:
“Measurement and Influencing Factor Analysis of Chinese City Housing Price Vulnerability” (Speaker: Mo Zhou) | Slides | Video🔒 |
February 28, 2024, 30th meeting:
March 13, 2024, 31th meeting:
“Measurement and Risk source Analysis of Inflation-at-Risk under Data-Rich Environment - Controlling the “Ebb” and “Flow”” (Speaker: Lu Gong) | Slides | Video🔒 |
March 20, 2024, 32th meeting:
“Forecasting and Stress Testing with Quantile Vector Autoregression” (Speaker: Biying Liu) | Paper | Slides | Video🔒 |
April 10, 2024, 33th meeting:
“Summary of the Spirit of the 2024 Conference” (Speakers: Linyan Chen, Xinyue Fan, Lu Gong, Hongyin Zhang, and Mo Zhou) | Slides |
“The Spirit of the “Government Work Report” of the Two Sessions in 2024 and the Major Topics of “Managing World”” (Speakers: Biying Liu) | Slides |
“Interpretation of 2024 Policy Conference Documents” (Speakers: Yuexin Li) | Slides | Video🔒|
April 24, 2024, 34th meeting:
May 22, 2024, 35th meeting:
June 5, 2024, 36th meeting:
“Dynamic factor models with time-varying parameters: Measuring changes in international business cycles” (Speaker: Shiqi Ye) | Paper | Slides | Video🔒|
June 12, 2024, 37th meeting:
“Dynamic Mixture Vector Autoregressions with Score-Driven Weights” (Speaker: Hengwei Yu) | Paper | Slides | Video🔒|
July 18, 2024, 38th meeting:
“Scenario-based quantile connectedness of the U.S. interbank liquidity risk network” (Speaker: Mo Zhou) | Paper | Slides | Video🔒|
July 24, 2024, 39th meeting:
“Factor models for matrix-valued high-dimensional time series” (Speaker: Ziyang Chen) | Paper | Slides | Video🔒|
August 7, 2024, 40th meeting:
August 13, 2024, 41th meeting:
“Modelling and Forecasting Macroeconomic Downside Risk” (Speaker: Shiqi Ye) | Paper | Slides | Video🔒|
August 28, 2024, 42th meeting:
“Daily Tracking of Growth-at-Risk via Connectedness” (Speaker: Shuting Liu) | Paper🔒 | Slides | Video🔒|
September 5, 2024, 43th meeting:
“Measurement of Regional House Prices at Risk and Economic Growth at Risk and Risk Source Identification” (Speaker: Mo Zhou) | Slides🔒 | Video🔒|
September 19, 2024, 44th meeting:
September 26, 2024, 45th meeting:
October 17, 2024, 46th meeting:
“Monitoring Multi-Country Macroeconomic Risk: A Quantile Factor-Augmented Vector Autoregressive (QFAVAR) Approach” (Speaker: Lu Gong and Hongyin Zhang) | Paper | Slides | Video🔒|
October 24, 2024, 47th meeting:
November 07, 2024, 48th meeting:
“Advances in Nowcasting Economic Activity The Role of Heterogeneous Dynamics and Fat Tails.” (Speaker: Shiji Xin) | Paper | Slides | Video🔒|
November 14, 2024, 49th meeting:
November 28, 2024, 50th meeting:
“Resilience of China’s Industrial Chain: Measurement, Linkage, and Attribution” (Speaker: Shiqi Ye and Yu Zhao) | Slides | Video🔒|
December 17, 2025, 51th meeting:
“Semiparametric Modeling of Multiple Quantiles” (Speaker: Mengdi Lv) | Slides |
January 9, 2025, 52th meeting:
“Economic Predictions With Big Data: The Illusion of Sparsity” (Speaker: Yue Wu) | Slides |
April 16, 2025, 53th meeting:
“Research on the measurement and impact of policy advancement index based on large language model” (Speaker: Xiaoan Ma) | Slides |
April 23, 2025, 54th meeting:
“Volatility and Return Spillovers in Financial Markets: A Review of Diebold & Yilmaz’s Contributions” (Speaker: Xin Tian) | Slides |
May 8, 2025, 55th meeting:
“Likelihood-based dynamic factor analysis for measurement and forecasting” (Speaker: Ziyang Chen) | Paper | Video🔒|
May 30, 2025, 56th meeting:
June 4, 2025, 57th meeting:
“Functional location-scale models with robust observation-driven dynamics” (Speaker: Yue Wu) | Paper | Video🔒|
June 11, 2025, 58th meeting:
June 18, 2025, 59th meeting:
“The Matrix” (Speaker: Ruili Feng) |
June 25, 2025, 60th meeting:
July 2, 2025, 61th meeting:
“Generalized Autoregressive Score Models with Applications” (Speaker: Xin Tian) | Paper | Slides | Video🔒|
July 9, 2025, 62th meeting:
“Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers” (Speaker: Shiqi Ye) | Paper | Video🔒|
July 16, 2025, 63th meeting:
“Communication-Efficient L0 Penalized Least Square” (Speaker: Chenqi Gong) | Video🔒|
July 23, 2025, 64th meeting:
“Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails” (Speaker: Ziyang Chen) | Paper | Video🔒|
July 30, 2025, 65th meeting:
“The Macroeconomic Impact of Europe's Carbon Taxes” (Speaker: Hongyin Zhang) | Paper | Slides | Video🔒|
August 6, 2025, 66th meeting:
“Learning Transferable Visual Models From Natural Language Supervision” (Speaker: Jianhao Xu) | Paper | Video🔒|
August 13, 2025, 67th meeting:
August 20, 2025, 68th meeting:
“The taming of the skew: Asymmetric inflation risk and monetary policy” (Speaker: Mengdi Lv) | Paper | Video🔒|
August 27, 2025, 69th meeting:
“A new model to forecast energy inflation in the euro area” (Speaker: Yifeng Ding) | Paper | Video🔒|
September 3, 2025, 70th meeting:
“The economic commitment of climate change” (Speaker: Hongyin Zhang) | Paper | Slides | Video🔒|
“Spatial correlation in economic analysis of climate change” (Speaker: Hongyin Zhang) | Paper |
September 10, 2025, 71th meeting:
“A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data” (Speaker: Jianhao Xu) | Paper | Video🔒|
September 18, 2025, 72th meeting:
“Housing networks and driving forces” (Speaker: Mo Zhou) | Paper | Video🔒|
“Exploring Housing Networks and Driving Forces: A Global Perspective” (Speaker: Speaker: Mo Zhou) | Paper |
October 4, 2025, 73th meeting:
“Laboratories of Autocracy: Landscape of Central–Local Dynamics in China's Policy Universe” (Speaker: Xiaoan Ma) | Paper | Video🔒|
October 9, 2025, 74th meeting:
“Testing for the Absence of Score-Driven Parameter Dynamics” (Speaker: Yicong Lin) | Video🔒|
October 16, 2025, 75th meeting:
October 23, 2025, 76th meeting:
“Double-Pooling for Dynamic Tail Estimation” (Speaker: Shiqi Ye) | Video🔒|
October 30, 2025, 77th meeting:
November 6, 2025, 78th meeting:
November 12, 2025, 79th meeting:
November 19, 2025, 80th meeting:
“Identifying monetary policy shocks: A natural language approach” (Speaker: Shiji Xin) | Paper | Video🔒|
November 26, 2025, 81th meeting:
“Nowcasting GDP Growth in a Changing World and a Data-Rich Environment” (Speaker: Ziyang Chen) | Video🔒|
December 3, 2025, 82th meeting:
“Macro Data and the 'Temperature Gap' in Micro-Level Perceptions: Measurement, Factor Decomposition, and Economic Effects” (Speaker: Shiqi Ye) | Video🔒|
December 11, 2025, 83th meeting:
“Measuring Asymmetric and Heterogeneous Effects of Climate Risks on Dynamic Connectedness among Cross-Country Energy Markets” (Speaker: Hongyin Zhang) | Video🔒|
December 17, 2025, 84th meeting:
December 24, 2025, 85th meeting:
“A generative artificial intelligence approach to tracking Chinese Mainland's housing market sentiment using social media data” (Speaker: Mo Zhou) | Paper | Video🔒|
December 31, 2025, 86th meeting:
January 7, 2026, 87th meeting:
“Asymmetric uncertainty: Nowcasting using skewness in real-time data” (Speaker: Shiji Xin) | Paper | Video🔒|
January 21, 2026, 88th meeting:
“The Federal Reserve's implicit inflation target and macroeconomic dynamics: an SVAR analysis” (Speaker: Hongyin Zhang) | Paper | Video🔒|
January 28, 2026, 89th meeting:
“Inference in group factor models with an application to mixed-frequency data” (Speaker: Shiqi Ye) | Paper | Video🔒|
February 4, 2026, 90th meeting:
“Nowcasting Macroeconomic Downward Risk: The Role of Time-Variation, Skewness, and Group-Sparsity” (Speaker: Mengdi Lyu) | Video🔒|
February 11, 2026, 91th meeting:
“The Price of War” (Speaker: Mo Zhou) | Video🔒|
February 25, 2026, 92th meeting:
March 4, 2026, 93th meeting:
“Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: A stochastic recurrence equations approach” (Speaker: Xin Tian) | Paper | Video🔒|
March 11, 2026, 94th meeting:
“Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk” (Speaker: Ziyang Chen) | Paper |
“Research Progress” (Speaker: Haonan Yao) | Video🔒|
March 18, 2026, 95th meeting:
“Quantifying Decoupling in the Framework of Global Production” (Speaker: Yu Zhao) | Video🔒|
March 25, 2026, 96th meeting:
“Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: A stochastic recurrence equations approach” (Speaker: Xin Tian) | Paper | Video🔒|
April 1, 2026, 97th meeting:
April 8, 2026, 98th meeting:
“Local projection inference is simpler and more robust than you think” (Speaker: Hongyin Zhang) | Paper | Video🔒|
April 15, 2026, 99th meeting:
“A Broader View of Thompson Sampling” (Speaker: Yanlin Qu) | Video🔒|
April 22, 2026, 100th meeting:
“Using low frequency information for predicting high frequency variables” (Speaker: Haonan Yao) | Paper | Video🔒|
April 30, 2026, 101th meeting:
May 13, 2026, 102th meeting:
“Double Robustness of Local Projections and Some Unpleasant VARithmetic” (Speaker: Hongyin Zhang) | Paper | Video🔒|
May 21, 2026, 103th meeting:
“Autoregressive Models for Functional Interval-Valued Time Series Data” (Speaker: Jianhao Xu) | Video🔒|
May 25, 2026, 104th meeting:
“A Measurement Framework and Mechanism Analysis for the 'Temperature Gap' between Macroeconomic Data and Micro-Level Perceptions” (Speaker: Silong Shuai) | Video🔒|
June 3, 2026, 105th meeting:
June 11, 2026, 106th meeting:
“Spatiotemporal Connectedness, Economic Effects, and Policy Choices of China's Consumption Resilience” (Speaker: Mo Zhou) | Video🔒|
June 18, 2026, 107th meeting:
“Nowcasting: The real-time informational content of macroeconomic data” (Speaker: Haonan Yao) | Paper | Video🔒|