News

2026/ 01/ 05 I am pleased to share that I have taken on the role of Director of Actuarial Studies at Monash University. The Monash Actuarial Studies program is accredited by the Actuaries Institute Australia (AI Australia), the Institute and Faculty of Actuaries (IFoA), and the Society of Actuaries (SOA). I look forward to working with colleagues, students, and industry partners to continue strengthening the program’s teaching, research, and industry engagement.

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!