Personal website: http://jhqian.org

Research Interest:

• Econometric theory and applications, macro-finance, Chinese economy.

Journal Articles

• Functional regression of continuous state distributions, with Joon Y. Park, Journal of Econometrics 167 (2), 397-412 , 2012. 

• Estimating semiparametric panel data models by marginal integration, with Le Wang, Journal of Econometrics 167 (2), 483-493, 2012. 

• Structural change estimation in time series regressions with endogenous variables, with Liangjun Su, Economics Letters, 125, 415-421, 2014. 

• The inequality-growth plateau, with Daniel J. Henderson and Le Wang, Economics Letters 128 17-20, 2015. 

• Shrinkage estimation of regression models with multiple structural changes, with Liangjun Su, Econometric Theory, 32 (6), 1376-1433, 2016. 

• Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso, with Liangjun Su, Journal of Econometrics, 191 (1), 86-109, 2016. 

• Panel data models with interactive fixed effects and multiple structural breaks, with Degui Li and Liangjun Su, Journal of the American Statistical Association, 111 (516), 1804-1819, 2016. supplement 

• Forecasting the yield curve using a dynamic natural cubic spline model, with Pan Feng, Economics Letters, 168, 73-76.

• Analyzing and forecasting the Chinese term structure of interest rates using functional principal component analysis, with Pan Feng, China Finance Review International, 8 (3), 275-296.

• Structural Changes in the RMB Exchange Rate Mechanism, with SU Guanyu, 2021, China & World Economy, 29 (2), 1-23.

• Does the offshore market matter to China's exchange rate policy? with SU Guanyu, 2022, Applied Economics Letters.

• On time-varying panel data models with time-varying interactive fixed effects, with Xia Wang, Sainan Jin, Yingxing Li, Liangjun Su, Journal of Econometrics, forthcoming.

• Monotonicity in Estimating Multiple Structural Breaks, with Siyuan Xia, Economics Letters, forthcoming. 

Book Chapters

• Stochastic frontiers with bounded inefficiency, with Almanidis P and Sickles R., In: Festschrift in honor of Peter Schmidt: Econometric methods and applications. Berlin: Springer Science and Business Media, 2014.
  Matlab codes: SF.rar pde08.rar

• The great accommodation: Chinese central banking in the new millennium, with Wing Thye Woo, In: Financial Systems at the Crossroads: Lessons for China, World Scientific Publishing, 2014.

Macroeconomics and Financial Markets (MBA)

Security Investment (MBA)

Intermediate Macroeconomics (Undergraduate)

Econometrics (Undergraduate)

Chinese Economy (International Masters)

Econometrics I (Advanced Probability and Statistics, PhD)

Asset Pricing Theory (PhD)

Time Series (PhD)