叶仕奇
面向高维宏观与金融系统的计量经济学工具。
我研究得分驱动时间序列模型、矩阵时间序列模型、动态因子方法和宏观金融风险度量,应用于经济预测、关联网络、产业链韧性和政策评估。
叶仕奇
Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers
with Yicong Lin and Andre Lucas
Journal of EconometricsMulti-Matrix Autoregressive Models with an Application to Multi-Modal Network
with Tingguo Zheng, Han Xiao, and Yongmiao Hong
Journal of Business & Economic StatisticsImpact of Major Public Health Events on Inter-City Connectedness and Cross-Regional Spillover of Housing Prices
with Tingguo Zheng and Mo Zhou
Nature - Humanities and Social Sciences CommunicationsWhen Large Language Model Meets Textual Data: Toward Narrative-Driven Macroeconomic Forecasting and Nowcasting
with Yongmiao Hong and Yue Wu
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
访问记录
访问地区
6843 访客 36334 访问
China 1905 19364 访问
Ireland 1162 8459 访问
United States 393 883 访问
United States · VA · Ashburn 253 389 访问
Singapore 129 427 访问
China · GD · Guangzhou 120 264 访问