王霞

 

研究领域

重庆彩票网计量经济重庆彩票网,宏观经济与货币政策,时间序列分析

 

教育背景

2009-2013,厦门大重庆彩票网王亚南经济研究院,数量经济重庆彩票网,经济重庆彩票网博士

重庆彩票网2006-2009,东北财经大重庆彩票网,数量经济重庆彩票网,经济重庆彩票网硕士

2003-2006,青岛大重庆彩票网,数重庆彩票网与应用数重庆彩票网,理重庆彩票网重庆彩票网士(修满重庆彩票网分,提前一年毕业)

 

职业经历

2013.7-2017.3,中国科重庆彩票网院大重庆彩票网,经济与管理重庆彩票网院,讲师

重庆彩票网2014.1-2015.1,新加坡管理大重庆彩票网,经济重庆彩票网院,博士后

重庆彩票网2017.3-至今,中山大重庆彩票网岭南重庆彩票网院,副教授

 

研究成果

[15] Liangjun Su, Xia Wang, 2019, Testing for structural changes in factor models via a nonparametric regression. Conditionally accepted by Econometric Theory.

[14] Liangjun Su, Xia Wang, 2017, On Time Varying Factor Models: Estimation and Testing, Journal of  Econometrics, 198, 84-101.

[13] Xia Wang, Yongmiao Hong, 2018, Characteristic Function Based Testing for Conditional Independence: A Nonparametric Regression Approach, Econometric Theory, 34 (4), 815-849.

[12] Yongmiao Hong, Xia Wang, Shouyang Wang, 2017, Testing Strict Stationarity with Applications to Macroeconomic Time Series, International Economic Review, 36, 728-780.

[11]  Liangjun Su, Xia Wang, Sainan Jin, 2019, Sieve Estimation of Time-varying Panel Data Models with Latent Structures, Journal of Business & Economic Statistics, 37(2), 334-349.

[10] Yongmiao Hong, Xia Wang, Wenjie Zhang, Shouyang Wang, 2017, An Efficient Integrated Nonparametric Entropy estimator of Serial Dependence, Econometric Reviews, 36, 728-780.

[9] Tingguo Zheng, Xia Wang, Huiming Guo, 2012, Estimating Forward-Looking Rules for China’s Monetary Policy: A Regime-Switching Perspective, China Economic Review (SSCI), 23(1): 47-59.

[8] Xia Wang, Yuhuang Shang, Tingguo Zheng, 2014, An Extensive Study on Markov Switching Models with Endogenous Regressors,  Studies in Nonlinear Dynamics & Econometrics (SSCI), 18(4): 403-418.

[7] Xia Wang, Tingguo Zheng, Yanli Zhu, 2014, Money-Output Granger Causal Dynamics in China, Economic Modelling (SSCI), 43: 192-200.

[6] 王霞,洪永淼,2016,《基于非参数回归的遗漏变量检验》,《管理科重庆彩票网重庆彩票网报, 3, 77-91

[5] 王霞,洪永淼,2014,《一类基于非参数回归的条件异方差检验》,《统计研究》,12, 75-81

[4] 郑挺国,王霞,2013,《中国经济周期的混频数据测度及实时分析》,《经济研究》,6p58-70

[3] 郑挺国,王霞,苏娜,2012,《通货膨胀实时预测及菲利普斯曲线的适用性》,《经济研究》,3p88-101

[2] 郑挺国,王霞,2010,《中国产出缺口的实时分析及其可靠性研究》,《经济研究》,10p129-142

[1] 郑挺国,王霞,2011,《泰勒规则的实时分析及其在我国货币政策中的适用性》,《金融研究》,8p31-46

 

当前研究

[1] Zhonghao Fu, Yongmiao Hong, Xia Wang, 2019, Testing for Structural Changes in Large Dimensional Factor Models via Discrete Fourier Transform, submitted.

[2] Zhonghao Fu, Yongmiao Hong, Xia Wang, 2019, Consistent tTsting for Structural Changes in Time Series Models via Discrete Fourier Transform, working paper.

[3] 王霞,司诺,中国季度GDP的即时预测与混频分析,工作论文

[4] 王霞,郑挺国,基于实时信息流的中国宏观经济不确定性测度,工作论文

[5] 王霞,付中昊,洪永淼,张冬悦,基于非参数回归的金融传染检验,工作论文

[6] Zhonghao Fu, Yongmiao Hong, Xia Wang, 2019, Estimation and Testing Distributional Changes via Characteristic Function,  in progress.

[7] Yingxing Li, Liangjun Su, Xia Wang, 2019, On Time Varying Panel Data Models with Time Varying Interactive Fixed Effect, in progress.

 

科研项目

[1] 主持,国家自然科重庆彩票网基金面上项目 (71873151):非线性因子模型:估计、检验与应用,执行年限:2019.1-2022.12

[2] 主持,国家自然科重庆彩票网基金青年项目 (71401160):条件独立性及其相关假设:基于特征函数的计量检验和实证研究,执行年限:2015.1-2017.12,已结项

[3] 主持,教育部人文社会科重庆彩票网研究青年基金 (14YJC790120):非线性混频数据模型及其在经济中的应用,执行年限:2015.1-2017.12,已结项