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Wenying Yao

 Lecturer in Economics

Department of Economics
Deakin Business School
Deakin University
 Burwood, VIC 3125 Australia

wenying.yao@deakin.edu.au


News and Updates:
  • Aug-2016: I joined Deakin University as a Lecturer in Economics.
  • Apr-2016: I've started working at Monash University as a Research Fellow until July 2016.
  • Dec-2015: I will be attending the ASSA/AEA meeting in San Francisco during 3-5 January 2016.
  • Nov-2015: My application to the "Australia-Germany Joint Research Co-operation Scheme" has been successful. I will be working with Dr Lars Winkelmann (Free University of Berlin) on the project "Identifying Financial Market Contagion in Real Time" in 2016-2017.
  • Apr-2015: My paper "The role of intra-day volatility pattern in jump detection" has been accepted by the 11th World Congress of the Econometric Society, to be held in August 2015 in Montreal, Canada.
  • Dec-2013: I attended the graduation ceremony on 18th December 2013 at Monash University and obtained my doctoral degree in Econometrics.
  • Apr-2013: I started to work as a post-doctoral research fellow at School of Economics and Finance, University of Tasmania, Australia.
  • Feb-2013: I submitted my PhD dissertation titled "Vector ARMA Model and Macroeconomic Modeling: Some New Methodology and Algorithms".
  • Dec-2012: I presented my paper "Forecasting with Error Correction VARMA Models" in the seminar series at the School of Economics and Finance, University of Tasmania.
  • Apr-2010: I won Econometric Game 2010 held in Amsterdam with other 4 teammates representing Monash University. (Monash news link)