首都经济贸易大学
国际经济管理学院
邮箱：zoeyechen cueb@163.com
个人主页：http://zoeyechen.weebly.com/
博士生导师、硕士生导师

工作经历
2017年1月-至今：副教授，国际经济管理学院，首都经济贸易大学
2015年9月-2017年1月：助理教授，国际经济管理学院，首都经济贸易大学
2014年7月-2015年7月：博士后，SKB金融经济研究中心，新加坡管理大学
 

教育经历
2009-2014 经济学博士，新加坡管理大学
2003-2007 金融学学士，山东大学
 

论文发表
1.“OptimalJackknifeforUnitRootModels” withJunYu,(StatisticsandProbability
Letters,99(2015):
135-142.).
2.InferenceincontinuoussystemswithmildlyexplosiveregressorswithPeterC.B.
PhillipsandJun Yu (theJournalofEconometrics,201(2),(2017):400-416.).
3.Financialization and Commodity Price Bubbles with LiJian and LiCongguang
(ManagementWorld,
2018(08):84-98).
4.Is Stock Price Correlated with OilPrice?Spurious Regressions with Moderately
ExplosiveProcesseswithTu Yundong(OxfordBulletinofEconomicsandStatistics,
2019).
 

工作论文
1.“DetectingCommonBubblesinaLarge-DimensionalFinancialSystem”withShuping
ShiandPeterC.B.Phillips,
2.“RestrictedLikelihoodRatioTestsinPredictiveRegressions”withPeterC.B.Phillips,
3.“SeeminglyUnrelatedRegressionEstimationforVARwith CommonExplosiveRoots”
with Li Qiyuan,andLiJian
4.“TheCo-explosiveAnalysisofCryptocurrencies”withZongyeHuang,
5.“Themixeddynamicfactormodels—withapplicationtoexplosivehouseprices”with
KunpengLiandPeterC.B.Phillips,
 

研究基金
1.2018-2020,Kernelestimationofasetofmanydensitiesanditsapplicationincorp
insurance,国家自然科学基金(No.71703108),参与者.
2.2019-2021,AnalysisofHighDimensionFactorModelsundertheBackgroundofAsset
PriceBubbles.国家自然科学基金(No.71803138),180000,主持者.
 

学术报告/学术会议
2020
1.OnlineSeminaratHehaiUniversity,March15
2019
2.1.SeminaratChineseUniversityofHongkong(Shenzhen),Mar18
2.SeminaratShanghaiUniversityofFinanceandEconomics,June4
3.THeSymposium onFinancialTimeSeriesinHonorofJunYU,June,11
4.InternationalConferenceinEconometrics,TsinghuaUniversity,China,Jun28-29
5.SeminaratUniversityofInternationalBusinessandEconomics,Oct17
6.SeminaratBeijingUniversity,Nov,07
7.SeminaratTsinghuaUniversity,Nov,26
2018
1.2018MeetingofYoungEconometriciansinAsian-Pacific(YEAP)Region,China,Jan
13-14
2.HU-HUE-SMUTripartiteConference,Singapore,Mar28-29
3.EconomyandFinancialEconometricsAgainsttheBackgroundofBigData,China,Jun
11
4.The11thFrontiersinEconometricsworkshop,Australia,Jul19-21
5.The4thGuangzhouEconometricsworkshop,Guangzhou,Nov10-11
2017
1.2017MeetingofYoungEconometriciansinAsian-Pacific(YEAP)Region,China,Jan
14-15
2.The2017AsianMeetingoftheEconometricSociety,HongKong,June3-5
3.The2017ChinaMeetingoftheEconometricSociety,Wuhan,Jun9-11
4.13thInternationalSymposium onEconometricTheoryandApplications(SETA2017),
China,Jun13-14
5.ASeminaratCenterforEconomicResearchofShandongUniversity,China,Jun19
2016
1.2016MeetingofYoungEconometriciansinAsian-Pacific(YEAP)Region,China,Jan
15-16
2.Princeton-QUT-SJTU-SMUEconometricsConference,SJTU,China,May21-22
3.InternationalConferenceofFinancialEconometrics,ShandongUniversity,China,Jun
17
4.InternationalConferenceinEconometrics,TsinghuaUniversity,China,Jun28-29
2015
1.Princeton-QUT-SJTU-SMUconference,Singapore
2.2015IEEESymposium onAnalyticsandRiskinComplexManagementSystem,China
2014
1.SMU-NTU-HUE-HUInternationalConferenceonEconomicsandEconometrics,Japan
2.CCERSeminar,PekingUniversity,China
3.InternationalConferenceinEconometrics,TsinghuaUniversity,China
4.SchoolofInternationalTradeandEconomicsSeminar,UIBE,China
2013
1.InternationalConferenceofFinancialEconometrics,ShandongUniversity,China
2.EconometricSeminarSeries,RenminUniversity,China
2012
1.CenterforFinancialEconometricBrownBagSeminarSeries,SingaporeManagement
University
2.The22ndNZESGMeeting,ReserveBankofNewZealandWellington,NewZealand
 

审稿经历
EconometricTheory,EconometricReviews,JournalofAppliedEconometrics,Journalof
Banking and Finance,Journalof Econometrics,Economic Modelling,Empirical
Economics,SocialSciencesinChina,
OxfordBulletinofEconomicsandStatistics
 

 

 

 

CapitalUniversityofEconomicsandBusinessInternationalSchoolofEconomicsand
ManagementBeijing,China
Email: zoeyechen cueb@163.com
Homepage:http://zoeyechen.weebly.com/
 

Employment
Jan2017-Now Associate Professor, International School of Economics and
ManagementCapitalUniversityofEconomicsandBusiness
Sep2015-Jan2017 AssistantProfessor,InternationalSchoolofEconomics and
ManagementCapitalUniversityofEconomicsandBusiness
Jul2014-Jul2015PostdoctoralResearchFellow,Sim KeeBoonInstituteforFinancial
EconomicsSingaporeManagementUniversity
 

Education
2009-2014 Ph.D.Economics,SingaporeManagementUniversity
2003-2007 B.A.Finance,ShandongUniversity
 

ResearchPapers
Publications
5.“OptimalJackknifeforUnitRootModels” withJunYu,(StatisticsandProbability
Letters,99(2015):
135-142.).
6.InferenceincontinuoussystemswithmildlyexplosiveregressorswithPeterC.B.
PhillipsandJun Yu (theJournalofEconometrics,201(2),(2017):400-416.).
7.Financialization and Commodity Price Bubbles with LiJian and LiCongguang
(ManagementWorld,
2018(08):84-98).
8.Is Stock Price Correlated with OilPrice?Spurious Regressions with Moderately
ExplosiveProcesseswithTu Yundong(OxfordBulletinofEconomicsandStatistics,
2019).
 

WorkingPapers
6.“DetectingCommonBubblesinaLarge-DimensionalFinancialSystem”withShuping
ShiandPeterC.B.Phillips,
7.“RestrictedLikelihoodRatioTestsinPredictiveRegressions”withPeterC.B.Phillips,
8.“SeeminglyUnrelatedRegressionEstimationforVARwith CommonExplosiveRoots”
with Li Qiyuan,andLiJian
9.“TheCo-explosiveAnalysisofCryptocurrencies”withZongyeHuang,
10.“Themixeddynamicfactormodels—withapplicationtoexplosivehouseprices”with
KunpengLiandPeterC.B.Phillips,
 

Research grant
3.2018-2020,Kernelestimationofasetofmanydensitiesanditsapplicationincorp
insurance,NationalNaturalScienceFoundationofChina(No.71703108),Participant.
4.2019-2021,AnalysisofHighDimensionFactorModelsundertheBackgroundofAsset
PriceBubbles.NationalNaturalScienceFoundationofChina(No.71803138),180000,
PrincipalInvestigator.
 

Conferences&Presentations
2020
3.OnlineSeminaratHehaiUniversity,March15
2019
4.1.SeminaratChineseUniversityofHongkong(Shenzhen),Mar18
2.SeminaratShanghaiUniversityofFinanceandEconomics,June4
3.THeSymposium onFinancialTimeSeriesinHonorofJunYU,June,11
4.InternationalConferenceinEconometrics,TsinghuaUniversity,China,Jun28-29
5.SeminaratUniversityofInternationalBusinessandEconomics,Oct17
6.SeminaratBeijingUniversity,Nov,07
7.SeminaratTsinghuaUniversity,Nov,26
2018
2.2018MeetingofYoungEconometriciansinAsian-Pacific(YEAP)Region,China,Jan
13-14
2.HU-HUE-SMUTripartiteConference,Singapore,Mar28-29
3.EconomyandFinancialEconometricsAgainsttheBackgroundofBigData,China,Jun
11
4.The11thFrontiersinEconometricsworkshop,Australia,Jul19-21
5.The4thGuangzhouEconometricsworkshop,Guangzhou,Nov10-11
2017
2.2017MeetingofYoungEconometriciansinAsian-Pacific(YEAP)Region,China,Jan
14-15
2.The2017AsianMeetingoftheEconometricSociety,HongKong,June3-5
3.The2017ChinaMeetingoftheEconometricSociety,Wuhan,Jun9-11
4.13thInternationalSymposium onEconometricTheoryandApplications(SETA2017),
China,Jun13-14
5.ASeminaratCenterforEconomicResearchofShandongUniversity,China,Jun19
2016
2.2016MeetingofYoungEconometriciansinAsian-Pacific(YEAP)Region,China,Jan
15-16
2.Princeton-QUT-SJTU-SMUEconometricsConference,SJTU,China,May21-22
3.InternationalConferenceofFinancialEconometrics,ShandongUniversity,China,Jun
17
4.InternationalConferenceinEconometrics,TsinghuaUniversity,China,Jun28-29
2015
2.Princeton-QUT-SJTU-SMUconference,Singapore
2.2015IEEESymposium onAnalyticsandRiskinComplexManagementSystem,China
2014
2.SMU-NTU-HUE-HUInternationalConferenceonEconomicsandEconometrics,Japan
2.CCERSeminar,PekingUniversity,China
3.InternationalConferenceinEconometrics,TsinghuaUniversity,China
4.SchoolofInternationalTradeandEconomicsSeminar,UIBE,China
2013
2.InternationalConferenceofFinancialEconometrics,ShandongUniversity,China
2.EconometricSeminarSeries,RenminUniversity,China
2012
1.CenterforFinancialEconometricBrownBagSeminarSeries,SingaporeManagement
University
2.The22ndNZESGMeeting,ReserveBankofNewZealandWellington,NewZealand
RefereeSevices
EconometricTheory,EconometricReviews,JournalofAppliedEconometrics,Journalof
Banking and Finance,Journalof Econometrics,Economic Modelling,Empirical
Economics,SocialSciencesinChina,
OxfordBulletinofEconomicsandStatistics
Computer Skills&Languages
ComputerSkills:MatLab,Stata,R,Eviews,LaTeXLanguages:English(Fluent),Chinese
(Native)
Lastupdated: August30,2019
http://zoeyechen.weebly.com/