CURRENT WORKING PAPERS
- 2025，混频动态因子模型高频扩展及宏观经济实时监测应用，（with 王霞）
- 2025，GDP Tracker，in progress
- 2025，Daily Tracking of Economic Conditions with a Time-Varying Parameter Mixed-Frequency Dynamic Factor Model，in progress（with Xinyue Fan）
- 2024，Assessing Energy Sector Resilience to Adverse Shocks: A Scenario-Based QVAR Approach，（with Shiqi Ye、Hongyin Zhang、Mo Zhou）
- 2024，Assessing US Housing Price Vulnerability under Data-Rich Environment，（with Mo Zhou、Shiqi Ye）
- 2024，Daily Tracking of Growth-at-Risk via Connectedness，（with Shuting Liu、Shiqi Ye）
- 2024，Time Varying Parameter MAR Models with an Application to Multi-country Network，（with Hengwei Yu、Shiqi Ye）
- 2024，Monitoring the Growth-at-Risk with China’s real-time macroeconomic data flow，（with Linyan Chen、Xinyue Fan）
- 2024，大语言模型赋能宏观经济即时预测研究，（with 范馨月、方匡南、周琼）
- 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”，《管理世界》，R&R（with 巩璐、叶仕奇）
- 2023，Multi-Matrix Autoregressive Models with an Application to Multi-Modal Network， (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*)
- 2022，Score-Driven Time-Varying Parameter VAR Models，Tingguo Zheng and Shiqi Ye*
- 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）