联系方式
电话: (010)83951054
电子邮件: xuwen@cueb.edu.cn
办公室: 安工楼215
研究兴趣
计量经济学，以及在金融和宏观中的应用
教育背景
牛津大学，经济学，博士
清华大学，应用物理学，学士
工作经历
2018.12-至今, 首都经济贸易大学，国际经济管理学院，副教授
2017.9-2018.11，首都经济贸易大学，国际经济管理学院，助理教授
教学经历
2019.3-至今 本科生“计量经济学”课程的讲师，首都经济贸易大学
2017.9-2018.1 本科生“应用随机过程”课程的讲师，首都经济贸易大学
2017.4-2017.6 本科生“定量经济学”课程的教学助理，牛津大学
2013.10-2016.3 研究生“计量经济学”课程的教学助理，牛津大学
已发表论文
Wen Xu, Estimation of Dynamic Panel Data Models with Stochastic Volatility using Particle Filters, Econometrics, 2016, 4(4), 39.
Kevin Sheppard, Wen Xu, Factor High-Frequency Based Volatility (HEAVY) Models, Journal of Financial Econometrics, 2019, 17(1), 33-65.
Jing Gao, Wen Xu and Lei Zhang, Tourism, Economic Growth, and Tourism-Induced EKC Hypothesis: Evidence from the Mediterranean Region, Empirical Economics, 2021, 60, 1507-1529.
Yucheng Sun and Wen Xu, A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data, Journal of Business & Economic Statistics, 2022, 40(2), 770-784.
Wen Xu, Testing for Time-Varying Factor Loadings in High-Dimensional Factor Models, Econometric Reviews, 2022, 41(8), 918-965.
Yucheng Sun, Wen Xu and Chuanhai Zhang, Identifying Latent Factors Based on High-Frequency Data, Journal of Econometrics, 2023, 233(1), 251-270.
Research Interests
Econometrics, with application to finance and macroeconomics
Education
DPhil in Economics, University of Oxford
B.S. in Applied Physics, Tsinghua University
Working Experience
2018.12-present, International School of Economics and Management, Capital University of Economics and Business, Associate Professor
2017.9-2018.11, International School of Economics and Management, Capital University of Economics and Business, Assistant Professor
Teaching Experience
2019.3-present, Capital University of Economics and Business, Econometrics (for Undergraduate Students)
2017.9-2018.1, Capital University of Economics and Business, An Introduction to Stochastic Processes and Their Applications (for Undergraduate Students)
2017.4-2017.6, University of Oxford, Quantitative Economics (Teaching Assistant, for Undergraduate Students)
2013.10-2016.3, University of Oxford, Econometrics (Teaching Assistant, for Postgraduate Students)
Publications
Wen Xu, Estimation of Dynamic Panel Data Models with Stochastic Volatility using Particle Filters, Econometrics, 2016, 4(4), 39.
Kevin Sheppard, Wen Xu, Factor High-Frequency Based Volatility (HEAVY) Models, Journal of Financial Econometrics, 2019, 17(1), 33-65.
Jing Gao, Wen Xu and Lei Zhang, Tourism, Economic Growth, and Tourism-Induced EKC Hypothesis: Evidence from the Mediterranean Region, Empirical Economics, 2021, 60, 1507-1529.
Yucheng Sun and Wen Xu, A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data, Journal of Business & Economic Statistics, 2022, 40(2), 770-784.
Wen Xu, Testing for Time-Varying Factor Loadings in High-Dimensional Factor Models, Econometric Reviews, 2022, 41(8), 918-965.
Yucheng Sun, Wen Xu and Chuanhai Zhang, Identifying Latent Factors Based on High-Frequency Data, Journal of Econometrics, 2023, 233(1), 251-270.
Contact Details
Telephone: (010)83951054
Email: xuwen@cueb.edu.cn
Office: Angong Building 215
