当前位置:首页  团队  专职研究员

徐佳文博士

发布日期:2019-02-24设置

最后学位:波士顿大学经济学博士
岗位职称:助教授
研究领域:计量经济学,时间序列,金融计量经济学
教学课程
办公室:经济学院楼217
电 话:86-021-65902465
Emailxu.jiawen@mail.shufe.edu.cn
通讯地址:上海市国定路777号 上海财经大学经济学院
邮 编:200433



教师简介
2013 PhD, Economics, Boston University

2008 BA, Econometrics, Shanghai University of Finance and Economics

发表论文
1. 'Comments on In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models,' (with Pierre Perron), International Journal of Forecasting 32:891-892.

2. 'Modelling Exchange Rate Volatility with Random Level Shifts',  (with Ye Li and Pierre Perron), Applied Economics, v.49, no.26, 2017 June, p.2579(11).

3. 'Forecasting return volatility: Level shifts with varying jump probability and mean reversion', International Journal of Forecasting 30, 2014, p449-463.

工作论文
1. 'Robust Testing of Time Trend and Mean with Unknown Integration Order Errors,' with Pierre Perron and SeongYeon Chang , R&R at Journal of Time Series Analysis

2. 'Forecasting in the Presence of In and Out-of-Sample Breaks,' with Pierre Perron, under review.

3. 'Forecasting using common factors with parameter instability'

4. 'Functional Dynamic Factor Models,' with Tao Chen and Tianfang Ren