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.
Current manuscripts
Working Papers
Active manuscripts listed with status only; work-in-progress projects are intentionally omitted.
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
Best Paper Award, 2026 Summer School of Economic Measurement and Economic Statistics.
Nowcasting GDP Growth in an Ever-Changing World
with Tingguo Zheng and Ziyang Chen
Best Student Presentation Award, 45th ISF Conference - Tier Two.
Nowcasting and Decomposing Macroeconomic Risk via Business News and Large Language Model
with Yue Wu
CEA2026 Featured Paper.
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
Excellent Paper Award, China Macroeconomics Society.
The Gap between Macroeconomic Data and Microeconomic Perceptions: Measurement, Decomposition, and Economic Effects
with Yongmiao Hong and Shouyang Wang
Best Paper Award, 2026 Summer School of Economic Measurement and Economic Statistics.
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 Micro-Agent 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.