黄宇凡 Yu-Fan Huang
时间: 2023-03-07 10:47:00 来源: 美国 西雅图华盛顿大学 University of Washington, Seattle
Yu-Fan Huang
Email:yufanh.cueb@gmail.com
Website:https://sites.google.com/site/yufaneconnerd/
Academic Positions
2018- |
Associate professor |
International School of Economics and Management Capital University of Economics and Business, Beijing
|
2013 – 2017 |
Assistant professor |
International School of Economics and Management Capital University of Economics and Business, Beijing
|
Education
Ph.D. in Economics, University of Washington, Seattle, 2013
M.A. in Economics, National Taiwan University, Taiwan, 2006.
B.A. in Economics, National Chengchi University, Taiwan, 2004.
Research Interests
Primary field: Empirical Macroeconomics.
Secondary fields: Bayesian Econometrics, Nonlinear Time Series Analysis, Monetary economics.
Honors and Awards
2011 Best Graduate Teaching Assistant Award.
2012 Henry T. Buechel Memorial Fellowship.
Publication
Huang, Yu-Fan. "Time variation in US monetary policy and credit spreads." Journal of Macroeconomics 43 (2015): 205-215.
Huang, Yu-Fan and Sui Luo. "Potential Output Variations and Inflation Dynamics after the Great Recession." Empirical Economics, 55 (2018): 495-517.
Huang, Yu-Fan, Sui Luo and Hung-Jen Wang. "Flexible Panel Stochastic Frontier Model with Serially Correlated Errors." Economics Letters 163 (2018): 55-58.
Yu-Fan Huang. "Dynamic Responses of Real Output to Financial Spreads." International Review of Economics & Finance, 62 (2019): 153-159
Huang, Yu-Fan and Dick Startz. “Improved Recession Dating Using Stock Volatility.” International Journal of Forecasting, 36 (2020): 507-514
Huang, Yu-Fan and Sui Luo. "Can Stock Volatility Be Benign? New Measurements and Macroeconomic Implications." Journal of Money, Credit, and Banking, 52 (2020): 933-950
Huang, Yu-Fan. “An Efficient Exact Bayesian Method for State Space Models with Stochastic Volatility.” Studies in Nonlinear Dynamics & Econometrics, 25-2 (2021): 20180098.
Luo, Sui, Yu-Fan Huang and Richard Startz. “Are recoveries all the same: GDP and TFP?” Oxford Bulletin of Economics and Statistics, 83,5(2021): 1111-1129
Huang, Yu-Fan, et al. "Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks." Journal of Economic Dynamics and Control 163 (2024): 104871.
Huang, Yu-Fan, Wenting Liao, and Taining Wang. "Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations." Journal of International Money and Finance 148 (2024): 103171.
Huang, Yu-Fan, Taining Wang and Subal Kumbhakar. "Spillovers on the mean and tails: a semiparametric dynamic panel modeling approach." Macroeconomic Dynamics, 29(2025)
Luo, Sui, Yu-Fan Huang and Richard Startz. "Recessions, Recoveries, and Leverage." Oxford Bulletin of Economics and Statistics, forthcoming.
Research Grant
Jan 2017 - Dec 2019: Asymmetric Trend-cycle Decomposition and Stochastic Frontier: Methods and Applications. National Natural Science Foundation of China: 71601129.
Jan 2024 - Dec 2027: Economic risk assessment in the context of big data: method and application. National Natural Science Foundation of China: 72373104
Other Information
Citizenship: Taiwan.
Language: Chinese (native), English (fluent).