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Hello and welcome to my webpage! My name is Quinlan and I am a doctoral candidate in the Department of Economics at the University of Toronto. My primary research interests are in nonlinear time series econometrics and their applications to empirical macroeconomics & finance. Currently, I am working under the supervision of Professors Martin Burda (University of Toronto) and Christian Gourieroux (University of Toronto, Toulouse School of Economics and CREST).Β
π Ph.D. Candidate in Economics, University of Toronto (expected 2026)
π M.A. in Economics, University of Toronto (2020)
π B.A. in Economics, University of Waterloo (2018)
π B.Math in Statistics, University of Waterloo (2016)
My academic CV is available here.
I am on the job market for the 2025 - 2026 academic year.Β
Research
Abstracts are available on the research tab above.Β
Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials
[Job Market Paper, R&R, Oxford Bulletin of Economics and Statistics]
Forecast Relative Error Decompositions with Application to Cyber Risk, with Christian Gourieroux
[R&R, Journal of Business & Economic Statistics]
Bottom-Up Mixed-Frequency Data Sampling (BUMIDAS), with Stephen Snudden
[R&R, Journal of Applied Econometrics]
Nonlinear Impulse Response Functions and Local Projections, with Christian Gourieroux
[Submitted]
Identification of Impulse Response Functions for Nonlinear Dynamic Models, with Christian Gourieroux
Contact Information
π§ Email: qt.lee[at]mail[dot]utoronto[dot]ca
πΌ Linkedin
π Google Scholar
π« Address: Max Gluskin House, Department of Economics, 150 St George Street, Toronto, ON, M5S 3G7
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