I am So Jin Lee, Ph.D. in Economics from the University of Mannheim. I am starting as an Assistant Professor at CUNEF Universidad in September 2025.
My research agenda focuses on the statistical and mathematical modeling of dynamic interactions between micro-level and system-wide dimensions, with the goal of facilitating practical real-world applications. I primarily work on econometric theory and its applications in finance and macroeconomics, with a particular emphasis on systemic risk analysis, structural instability, high-dimensional statistics, factor models, and network analysis.