上海财经大学经济学院
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徐佳文
最后学位:波士顿大学经济学博士
岗位职称:助教授
研究领域:计量经济学,时间序列,金融计量经济学
教学课程
办公室:经济学院楼217
电 话:86-021-65902465
Emailxu.jiawen@mail.shufe.edu.cn
通讯地址:上海市国定路777号 上海财经大学经济学院
邮 编:200433


教师简介
2013 PhD, Economics, Boston University

2008 BA, Econometrics, Shanghai University of Finance and Economics

发表论文
1. "Comments on In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models," (with Pierre Perron), International Journal of Forecasting 32:891-892.

2. "Modelling Exchange Rate Volatility with Random Level Shifts", (with Ye Li and Pierre Perron), Applied Economics, 2016.11(published online).

3. "Forecasting return volatility: Level shifts with varying jump probability and mean reversion", International Journal of Forecasting 30, 2014, p449-463.

工作论文
1. "Robust Testing of Time Trend and Mean with Unknown Integration Order Errors," with Pierre Perron and SeongYeon Chang , R&R at Journal of Time Series Analysis

2. "Forecasting in the Presence of In and Out-of-Sample Breaks," with Pierre Perron, under review.

3. "Forecasting using common factors with parameter instability"

4. "Functional Dynamic Factor Models," with Tao Chen and Tianfang Ren

上海财经大学经济学院