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Hello and welcome to my webpage! My name is Quinlan and I recently completed my Ph.D. in Economics at the University of Toronto. My primary research interests are in nonlinear time series econometrics and their applications to empirical macroeconomics & finance.Β
Starting September 1st, 2026, I will be joining the Econometrics Institute at Erasmus University Rotterdam as an Assistant Professor.Β
π Ph.D. in Economics, University of Toronto (defended May 2026)
Thesis: "Nonlinear Impulse Response Functions and Decomposition Measures for Macroeconomic and Financial Time Series"
Committee: Martin Burda, Christian Gourieroux, Yuanyuan Wan
π M.A. in Economics, University of Toronto (2020)
π B.A. in Economics (Honours), University of Waterloo (2018)
π B.Math in Statistics (Honours), University of Waterloo (2016)
My academic CV is available here.
Selected Research
Abstracts and a full list of my working papers are available on the research tab above.Β
Forecast Relative Error Decompositions with Application to Cyber Risk, with Christian Gourieroux
[Conditionally Accepted, Journal of Business & Economic Statistics]
Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials
[Revise & Resubmit, Oxford Bulletin of Economics and Statistics]
Bottom-Up Mixed-Frequency Data Sampling (BUMIDAS), with Stephen Snudden
[Revise & Resubmit, Journal of Applied Econometrics]
Contact Information
π§ Email: qt.lee[at]mail[dot]utoronto[dot]ca
πΌ Linkedin
π Google Scholar
π« Address: Max Gluskin House (GE), Room 72, Department of Economics, 150 St George Street, Toronto, ON, M5S 3G7
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