Professor JiawenXu received her Ph.D. in May 2013 from Boston University.She joined the School of Economics at Shanghai University of Finance & Economics in July 2013. Her areas of specialization include Time Series Econometrics, Financial Econometrics and Forecasting.
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.
Modelling Exchange Rate Volatility with Random Level Shifts, (with Ye Li and Pierre Perron), Applied Economics, v.49, no.26, 2017 June, p.2579(11).
Forecasting return volatility: Level shifts with varying jump probability and mean reversion, International Journal of Forecasting 30, 2014, p449-463
Forecasting in the Presence of In and Out-of-Sample Breaks, with Pierre Perron, Submit to International Journal of Forecasting（R&R）
How Well does Economic Uncertainty Forecast Economic Activity, with John Rogers, Submit to Journal of Money & Credit Banking
Forecasting U.S. Yield Curve using Random Level Shifts: a Dynamic Nelson-Siegel Model revisited, with Deqing Luo and Pang Tao, Submit to Economic Modeling (R&R)
Robust Testing of Time Trend and Mean with Unknown Integration Order Errors, with SeongYeon Chang and Pierre Perron, Submit to Studies in Nonlinear Dynamics & Econometrics
Functional Dynamic Factor Models, with Tao Chen and Tianfang Ren
Forecasting Macroeconomics using Common Factors with Parameter Instability, with Deqing Luo
China's State-Owned-Enterprises: Load-Bearing Walls in Systemic Distress, with Chenye Liu and Dongming Zhu