最后学位：波士顿大学经济学博士
岗位职称：助教授

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研究领域：计量经济学，时间序列，金融计量经济学
教学课程：

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办公室：高等研究院楼211
电 话：86-
Email：xu.jiawen@mail.shufe.edu.cn

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通讯地址：上海市国定路777号 上海财经大学高等研究院
邮 编：200433



教师简介

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2013 PhD, Economics, Boston University
2008 BA, Econometrics, Shanghai University of Finance and Economics
发表论文

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1. Comments on In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models, (with Pierre Perron), International Journal of Forecasting32:891-892.
2. Modelling Exchange Rate Volatility with Random Level Shifts, (with Ye Li and Pierre Perron), Applied Economics, v.49, no.26, 2017 June, p.2579(11).
3. Forecasting return volatility: Level shifts with varying jump probability and mean reversion, International Journal of Forecasting30, 2014, p449-463.
工作论文

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Forecasting in the Presence of In and Out-of-Sample Breaks, with Pierre Perron, Submit to International Journal of Forecasting（R&R）
How Well does Economic Uncertainty Forecast Economic Activity with John Rogers, Submit to Journal of Money & Credit Banking
Forecasting U.S. Yield Curve using Random Level Shifts: a Dynamic Nelson-Siegel Model revisited, with Deqing Luo and Pang Tao, Submit to Economic Modeling(R&R)
Robust Testing of Time Trend and Mean with Unknown Integration Order Errors, with SeongYeon Chang and Pierre Perron, Submit to Studies in Nonlinear Dynamics & Econometrics
Functional Dynamic Factor Models, with Tao Chen and Tianfang Ren
Forecasting Macroeconomics using Common Factors with Parameter Instability, with Deqing Luo
China's State-Owned-Enterprises: Load-Bearing Walls in Systemic Distress, with Chenye Liu and Dongming Zhu

科研项目

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国家自然科学基金青年项目（2021-2014）：时变系数混频动态因子模型的研究及应用（**）