Welcome to my website!
I am a Ph.D. candidate in the Department of Economics at McGill University. Later this year, I will join the University of Mannheim as an Assistant Professor of Theoretical Econometrics and Statistics. My research interests are econometrics, applied macroeconomics, and high dimensional time series. In particular, I explore econometric models, develop estimation methods, and derive statistical inference to tackle questions on dynamic causality and counterfactual analysis in macroeconomics. You can find my CV here.
Research topics in Econometrics
- Vector Autoregression and local/linear projection
- High dimensionality in time series
Research topics in Applied Macroeconomics
- Counterfactual analysis and mediation analysis
- Causal transmission mechanism