博士生导师、硕士生导师  邮箱：jie_hou_cueb@163.com

 

　　教育背景

　　经济学博士，美国波士顿大学，2014年5月

　　经济学硕士，香港科技大学，2007年6月

　　数学硕士，清华大学，2006年6月，

　　电子工程学学士，清华大学，2003年6月。

　　

　　研究兴趣

　　计量经济学，统计建模，金融学

　　

　　工作经历

　　2014年至2018年，助理教授，首都经济贸易大学国际经济管理学院

　　2018年至今，副教授，首都经济贸易大学国际经济管理学院

　　

　　　论文发表

　　“Modified Local Whittle Estimator for Long Memory Processes in the Presence of Low Frequency (and Other) Contaminations,” (Jie Hou and Pierre Perron), Journal of Econometrics 182 (2014) 309–328

　　“Real estate price and heterogeneous investment behavior in China,” (With Ren Wang and Xiaobei He), Economic Modelling 60 (2017) 271–280, DOI: 10.1016/j.econmod.2016.09.020

　　“Borrowing constraint, heterogeneous production sectors and policy implications: The case of China”, (With Ren Wang, Xiaobei He and Hui Song), International Review of Economics and Finance 49 (2017), 568–581, DOI: 10.1016/j.iref.2017.03.017

　　“Stock Returns, weather, and air conditioning”, (With Wendong Shi and Jingwei Sun), Plos One 14(7) (2019), e0219439, DOI: https://doi.org/10.1371/journal.pone.0219439

　　

　　工作论文

　　“Land Finance, Land Attracting Investment and Housing Price Fluctuations in China” (with Ren Wang), Revised and Resubmitted

　　“Collateral versus Crowding Out: Policy Implications on China's Housing and Manufacture Sectors”, (with Ren Wang), Submitted

　　“Environmental Policies with Financing Constraints in China”, (with Ren Wang and Jujun Jiang), Revised and Resubmitted

　　“Pivotal Inference on Structural Changes in Joint Trend Break Model with Heterogeneous Innovation,” (with Pierre Perron), April 2014, Revised December 2017

　　“Memory Parameter Estimation of Financial Time Series Robust to Low Frequency Contaminations,” October 2013, Revised January 2019

　　“Take it or transmit it? On the job search social network,” (with Rui Zhang), June 2017, Presented at the 2nd Chinese Labor Economics Forum Annual Meeting

　　

　　教授课程

　　任课教师，应用随机过程，首都经济贸易大学国际经济管理学院，2015年春季学期，2016年春季学期，2017年春季学期

　　任课教师，金融工程，首都经济贸易大学国际经济管理学院，2018年春季学期，2020年春季学期

　　任课教师，计量经济学，首都经济贸易大学国际经济管理学院，2019年春季学期

　　　　

　　Education

　　Ph.D., Economics, Boston University, Boston MA, May 2014

　　M.S., Economics, HKUST, Clear Water Bay, Kowloon, Hong Kong, June 2007

　　M.S., Mathematics, Tsinghua University, Beijing, China, July 2006

　　B.A., Electronic Engineering, Tsinghua University, Beijing, China, July 2003

　　

　　Field of Interest

　　Statistical Modeling, Econometrics, Mathematical Economics, Finance

　　

　　Employment History

　　2014 - 2018, Assistant Professor, International School of Economics and Management, Capital University of Economics and Business, Beijing, China

　　2018 - Present, Associate Professor, International School of Economics and Management, Capital University of Economics and Business, Beijing, China

　　

　　Publications

　　“Modified Local Whittle Estimator for Long Memory Processes in the Presence of Low Frequency (and Other) Contaminations,” (Jie Hou and Pierre Perron), Journal of Econometrics 182 (2014) 309–328

　　“Real estate price and heterogeneous investment behavior in China,” (With Ren Wang and Xiaobei He), Economic Modelling 60 (2017) 271–280, DOI: 10.1016/j.econmod.2016.09.020

　　“Borrowing constraint, heterogeneous production sectors and policy implications: The case of China”, (With Ren Wang, Xiaobei He and Hui Song), International Review of Economics and Finance 49 (2017), 568–581, DOI: 10.1016/j.iref.2017.03.017

　　“Stock Returns, weather, and air conditioning”, (With Wendong Shi and Jingwei Sun), Plos One 14(7) (2019), e0219439, DOI: https://doi.org/10.1371/journal.pone.0219439

　　

　　　Working Papers

　　“Land Finance, Land Attracting Investment and Housing Price Fluctuations in China” (with Ren Wang), Revised and Resubmitted

　　“Collateral versus Crowding Out: Policy Implications on China's Housing and Manufacture Sectors”, (with Ren Wang), Submitted

　　“Environmental Policies with Financing Constraints in China”, (with Ren Wang and Jujun Jiang), Revised and Resubmitted

　　“Pivotal Inference on Structural Changes in Joint Trend Break Model with Heterogeneous Innovation,” (with Pierre Perron), April 2014, Revised December 2017

　　“Memory Parameter Estimation of Financial Time Series Robust to Low Frequency Contaminations,” October 2013, Revised January 2019

　　“Take it or transmit it? On the job search social network,” (with Rui Zhang), June 2017, Presented at the 2nd Chinese Labor Economics Forum Annual Meeting

　　

　　Teaching

　　Lecturer, Applied Stochastic Process, ISEM, CUEB, Spring 2015, Spring 2016, Spring 2017

　　Lecturer, Financial Engineering, ISEM, CUEB, Spring 2018, Spring 2020

　　Lecturer, Advanced Econometrics, ISEM, CUEB, Spring 2019