工作论文

Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers

with Yicong Lin and Andre Lucas

首届央财-AMSS 双边博士论坛优秀论文。

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

with Yongmiao Hong and Yue Wu

第 45 届 ISF 会议最佳学生报告奖（二类）。

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

第 45 届 ISF 会议最佳学生报告奖（一类）。

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

第 45 届 ISF 会议最佳学生报告奖（二类）。

Double Pooling for Dynamic Tail Estimation

with Yicong Lin and Andre Lucas

多主体视域下数据治理运行态势监测及经济效应评估

与张宏音、郑挺国、洪永淼合作

宏观经济数据与微观主体感受的“温差”：计量测度、因素分解与经济影响

与洪永淼、汪寿阳合作

大语言模型、气候风险与金融稳定

与刘书婷、孙光飞合作

融合高维股市关联信息的中国经济在险增长混频测度与实时预测研究

与刘书婷、李坤潮合作

大数据视阈下在险通胀测度与风险来源探析

与郑挺国、巩璐合作

中国工业经济学年会入选论文奖。