CURRENT WORKING PAPERS
- 2024,Dynamic Bilinear Models,in progress
- 2024,GDP Tracker,in progress
- 2024,Time Varying Parameter MAR Models with an Application to Multi-country Network,in progress(with Hengwei Yu、Shiqi Ye)
- 2024,Monitoring the Growth-at-Risk with China’s real-time macroeconomic data flow,in progress(with Linyan Chen、Xinyue Fan)
- 2024,Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network, Energy Economics,R&R.(with Hongyin Zhang and Shiqi Ye)
- 2024,融合新闻文本数据的中国宏观经济状况监测研究,(with 范馨月)
- 2024,大数据视阈下在险通胀测度与风险来源探析——把控“潮起”与“潮落”,(with 巩璐、叶仕奇)
- 2023,全球贸易网络关联及中国进出口影响力研究,(with 余恒伟、叶仕奇)
- 2023,时变视阈下全球主要经济体跨国通胀在险溢出研究,(with 巩璐、叶仕奇)
- 2023,Multi-Matrix Autoregressive Models with an Application to Multi-Modal Network,Econometrica,under review, (Shiqi Ye, Tingguo Zheng*, Han Xiao, and Yongmiao Hong)
- 2023,Time Varying Parameter Dynamic Factor Models: From Novel Estimation to Macroeconomic Monitoring,Journal of Business & Economic Statistics,Revision. (Tingguo Zheng, Xinyue Fan and Shiqi Ye*)
- 2023,大维视角下的中美股市动态关联与宏观经济环境变动,(郑挺国、叶仕奇、范小龙)
- 2022,Score-Driven Time-Varying Parameter VAR Models,Tingguo Zheng and Shiqi Ye*
- 2022,“双碳”目标、转型风险与行业关联:基于高维时频复杂网络,《数量经济技术经济研究》(郑挺国、叶仕奇、张宏音)
- 2022,文以载道:中国财经类报刊文本数据的价值,(郑挺国、范馨月、靳炜、方匡南)
- 2021, Daily Tracking of Economic Conditions via Mixed-Frequency Dynamic Factor Models,Tingguo Zheng and Wang Xia*
- 2020, High-Frequency Macroeconomic Measurement with Year-on-Year Growth Data,Tingguo Zheng and Wang Xia*
- 2019, 中国宏观经济监测的高频测度及指数构建,郑挺国、王霞*