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
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