Working Papers

Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers

with Yicong Lin and Andre Lucas

Distinguished Conference Paper Award, First CUEB-AMSS Bilateral Forum.

When Large Language Model Meets Textual Data: Toward Narrative-Driven Macroeconomic Forecasting and Nowcasting

with Yongmiao Hong and Yue Wu

Best Student Presentation Award, 45th ISF Conference - Tier Two.

Monitoring Consumption Vulnerability with Macroeconomic and News Big Data

with Shuting Liu and Guangfei Sun

Daily Tracking of Growth-at-Risk via Connectedness

with Shuting Liu, Shouyang Wang, and Tingguo Zheng

Nowcasting Macroeconomic Downward Risk: The Role of Time-Variation, Skewness, and Group-Sparsity

with Mengdi Lyu, Shoukun Jiao, and Wuyi Ye

Best Student Presentation Award, 45th ISF Conference - Tier One.

Cross Sectional Financial Conditions and Inflation at Risk

with Lu Gong and Tingguo Zheng

Measuring Asymmetric and Heterogeneous Effects of Climate Risks on Dynamic Connectedness among Cross-Country Energy Markets

with Tingguo Zheng and Hongyin Zhang

Nowcasting GDP Growth in an Ever-Changing World

with Tingguo Zheng and Ziyang Chen

Best Student Presentation Award, 45th ISF Conference - Tier Two.

Double Pooling for Dynamic Tail Estimation

with Yicong Lin and Andre Lucas

Monitoring Data Governance and Its Economic Effects from a Multi-Agent Perspective

with Hongyin Zhang, Tingguo Zheng, and Yongmiao Hong

The Gap between Macroeconomic Data and Microeconomic Perceptions: Measurement, Decomposition, and Economic Effects

with Yongmiao Hong and Shouyang Wang

Large Language Models, Climate Risk, and Financial Stability

with Shuting Liu and Guangfei Sun

Mixed-Frequency Measurement and Real-Time Forecasting of China's Growth-at-Risk with High-Dimensional Stock-Market Connectedness

with Shuting Liu and Kunchao Li

Inflation-at-Risk Measurement and Risk Source Analysis with Big Data

with Tingguo Zheng and Lu Gong

Selected Paper, China Industrial Economics Society Annual Conference.