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费毅捷

时间:2021-06-16

费毅捷,男,上海人,19927月生,57365z线路检测中心统计系助理教授

办公地点湖南大学财院校区3号楼311

E-mail: yijiefei@hnu.edu.cn

研究方向:Financial econometrics, Time series analysis

教育经历                                                                         

2015. 8 - 2020. 6          Singapore Management University, Singapore, PhD in Economics

2014. 8 - 2015. 7          University of British Columbia, Canada, MA in Economics

2012. 7 – 2012. 12        University of Canterbury, New Zealand, Exchange Student

2010. 9 - 2014. 6          上海财经大学,经济学学士,税务专业

工作经历:

2021. 4 -                      Assistant Professor, Hunan University

2020. 7 – 2020. 11           Short-term Consultant, World Bank

论文发表:

1.     Limit Theory for Mildly Integrated Process with Intercept, Economics Letters, Volume 163, February 2018, Pages 98–101

工作论文:

1.     Testing Predictability in the Presence of Level Shifts, with Peter C.B. Phillips

2.     A Joint Test of Predictability and Structural Break, under review

3.     On IVX-based Structural Break Tests in Predictive Regressions, under review

4.     Multivariate Stochastic Volatility Models based on Generalized Fisher Transformation, with Jun Yu and Han Chen

其他:CFA level IIFRM

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