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Hello and welcome to my webpage!
My name is Quinlan (Quin) and I recently completed my Ph.D. in Economics at the University of Toronto. Currently, I am an Assistant Professor in Econometrics at the Econometrics Institute, Erasmus University Rotterdam. My primary research interests are in nonlinear time series econometrics and their applications to empirical macroeconomics & finance.
🎓 Ph.D. in Economics, University of Toronto (defended June 2026)
Thesis: "Nonlinear Impulse Response Functions and Decomposition Measures for Macroeconomic and Financial Time Series"
Committee: Martin Burda, Christian Gourieroux, Yuanyuan Wan
🎓 M.A. in Economics, University of Toronto (2020)
🎓 B.A. in Economics (Honours), University of Waterloo (2018)
🎓 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.
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
📧 Email(s): q.t.h.lee[at]ese[dot]eur[dot]nl (EUR), qt.lee[at]mail[dot]utoronto[dot]ca (UofT)
[Note: Going forward I will be using the EUR email, but feel free to use either for now]
💼 Linkedin
🎓 Google Scholar
🏫 Address: 50 Burgemeester Oudlaan, 3062 PA Rotterdam, The Netherlands
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