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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).
🎓 Ph.D. Candidate in Economics, University of Toronto (expected 2026)
🎓 M.A. in Economics, University of Toronto (2020)
🎓 B.A. in Economics, University of Waterloo (2018)
🎓 B.Math in Statistics, University of Waterloo (2016)
My academic CV is available here.
In Fall 2026, I will be joining the Econometrics Institute at Erasmus University Rotterdam as an Assistant Professor.
Research
Abstracts are available on the research tab above.
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
Identification of Impulse Response Functions for Nonlinear Dynamic Models, with Christian Gourieroux
Contact Information
📧 Email: qt.lee[at]mail[dot]utoronto[dot]ca
💼 Linkedin
🎓 Google Scholar
🏫 Address: Max Gluskin House, Department of Economics, 150 St George Street, Toronto, ON, M5S 3G7
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