Email: yufanh_cueb@163.com

       Current Position

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 Ma croeconomics 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 E?cient 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

　　　　

　　Working Paper

　　Dynamic Relationships between Markov-switching Processes.

　　Economic Uncertainty and Asymmetric Business Cycle (with Sui Luo and Hung-Jen Wang)

　　

　　Research in Progress

　　How different is this time? Investigating the declines of the U.S. real GDP during the Great Recession (with Sui Luo)

　　Regression with endogenous switching regressor

　　

　　

　　Research Grant　

　　Jan 2017 - Dec 2019: Asymmetric Trend-cycle Decomposition and Stochastic Frontier: Methods and Applications. National Natural Science Foundation of China: 71601129.

　　

　　Presentation　

　　2013 June Canadian Economics Association Annual Meeting, Montreal.

　　2013 Nov Taiwan Econometrics Society Annual Meeting, Taipei

　　2014 June Asian Meeting of the Econometric Society, Taipei

　　2014 June International Symposium on Financial Engineering and Risk Management,

　　Beijing

　　2014 Nov Taiwan Econometrics Society Annual Meeting, Taipei

　　2016 Aug Asian Meeting of the Econometric Society, Kyoto

　　2017 June Chinese Economists Society Annual Conference in China

　　2017 July China Financial Research Conference, Beijing (Discussant)

　　2017 Aug Taiwan Economics Research Workshop

　　2018 Aug Taiwan Economics Research Workshop

　　

　　Other Information

　　Citizenship: Taiwan.

　　Language: Chinese (native), English (fluent).