Hello and welcome to my webpage!ย
My name is Quinlan (Quin) and I am an Assistant Professor at the Econometrics Institute, Erasmus University Rotterdam. I am also a candidate fellow with the Tinbergen Institute. My primary research interests are in nonlinear time series econometrics and their applications to empirical macroeconomics & finance.ย
๐ Ph.D. in Economics, University of Toronto (2026)ย
Thesis: "Nonlinear Impulse Response Functions and Decomposition Measures for Macroeconomic and Financial Time Series"
Committee: Martin Burda (co-supervisor), Christian Gourieroux (co-supervisor), Yuanyuan Wan (committee member)
๐ M.A. in Economics, University of Toronto (2020)
๐ B.A. in Economics (Honours), University of Waterloo (2018)
๐ 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.ย
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
๐ง Email: q.t.h.lee[at]ese[dot]eur[dot]nl ย
๐ผ Linkedin
๐ Google Scholar
๐ซ Address: 50 Burgemeester Oudlaan, 3062 PA, Rotterdam, The Netherlands