News

2025/12/08 I have just completed a three-month visit in the UK under a British Academy Visiting Fellowship, which was an exciting and highly productive period. During the visit, I initiated several new projects, with a particular focus on large-dimensional VAR methods and their macro-financial applications.

2025/11/23 I’m thrilled to share that my student Yunyun Wang, now an Assistant Professor at Hunan University, has published a thesis chapter in the Journal of Applied Econometrics. Her paper, “Distributional Vector Autoregression: Eliciting Macro and Financial Dependence,” is joint work with Prof. Tatsushi Oka (Keio University, Japan). Huge congratulations to Yunyun!