Boyuan Zhang

Boyuan Zhang

Graduate Student in Economics

University of Pennsylvania

About Me

I am currently a fourth-year Ph.D. student in Economics at the University of Pennsylvania. My research interests include time series econometrics, Bayesian analysis, panel data model, applied macroeconomics, and machine learning. Before joining UPenn, I received a Master in Statistics at the University of Illinois at Urbana-Champaign.

Interests

  • Econometrics
  • Applied Macroeconomics
  • Panel Data Model
  • Machine Learning

Education

  • Ph.D. in Economics, 2022 (Expected)

    University of Pennsylvania

  • M.S. in Statistics, 2016

    University of Illinois at Urbana-Champaign

  • B.S. in Physics, 2014

    Renmin University of China

Publications

(2020). Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach. International Journal of Forecasting, in press.

PDF Working Paper Version

(2018). Measuring International Uncertainty: the Case of Korea. Economics Letters 162 (2018): 22-26.

PDF Dataset Online Appendix

Work in Progress

  • Bayesian Estimation of Sparsely Heterogenous Panel Models
    (with Hyungsik Roger Moon and Frank Schorfheide)
  • Early Warning Indicator of Banking Crises via factor-augmented VAR model
  • Forecasting with Prior Wisdom on the Group Structure
  • Predicting an Ice-Free Arctic Ocean Using Sea Ice Area, Extent, Thickness, and Volume
    (with Francis Diebold, Philippe Goulet Coulombe, Glenn Rudebusch, and Maximilian Göbel)

Talks

  • The 13th Annual Society for Financial Econometrics (SoFiE) Conference - San Diego, U.S. (June 2021)
  • International Association for Applied Econometrics (IAAE) 2021 Annual Conference - Rotterdam, The Netherlands (June 2021)
  • Canadian Economics Association Conference 2021 - Vancouver, Canada (June 2021)
  • The 25th International Conference on Computing in Economics and Finance - Ottawa, Canada (June 2019)

Teaching

University of Pennsylvania

Recitation Instructor

  • Econ 002: Introductory Economics: Macroeconomics (2018 Fall)
  • Econ 002: Introductory Economics: Macroeconomics (2019 Spring)

Contact