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</b> to tackle questions on dynamic causality and counterfactual analysis in macroeconomics. You can find my CV here.

Research topics in Econometrics

• Vector Autoregression (VAR) and local/linear projection (LP)
• High dimensionality in time series
• Dynamic causality: impulse response/Granger causality

Research topics in Applied Macroeconomics (Monetary policy)

• Counterfactual analysis and mediation analysis
• Causal transmission mechanism

Recent & upcoming presentations

• International Association for Applied Econometrics, Turin, Italy, Jun 2025 (scheduled)
• CIREQ Econometrics Conference on Recent Developments in Identification and Inference, Montreal, Apr 2025 (scheduled)
• ES-NAWM, San Francisco, CA, Jan 2025
• CIREQ-McGill Lunch Seminar, Montreal, QC, Nov 2024
• Annual Meeting of the Canadian Econometrics Study Group, Toronto, ON, Oct 2024
• Dagenais seminar at the Université de Montréal, Montreal, QC, Oct 2024
• NBER-NFS Time Series conference, Philadelphia, PA, Sep 2024
• CIREQ-McGill Lunch Seminar, Montreal, QC, Jul 2024
• ES-NASM, Nashville, TN, Jun 2024
• CEA Annual Conference, Toronto, ON, Jun 2024
• CIREQ PhD Students’ Conference, Montreal, QC, May 2024
• CIREQ-CMP Econometrics Conference in Honor of Eric Ghysels, Montreal, QC, May 2024
• CIREQ-McGill Lunch Seminar, Montreal, QC, Feb 2024
• ES-NAWM, San Antonio, TX, Jan 2024
• Joint Statistical Meetings, Toronto, ON, Aug 2023
• International Association for Applied Econometrics, Oslo, Norway, July 2023
• Asia Meeting of the Econometric Society, virtual, June, 2023
• CEA Annual Conference, Winnipeg, MB, Jun 2023
• CIREQ Colloquium on Econometrics, Montreal, QC, May 2023
• CIREQ PhD Students’ Conference, Montreal, QC, May 2023
• CMS-CFE conference, virtual, Dec 2022
• NBER-NFS Time Series conference, Boston, MA, Sep 2022
• CIREQ-McGill Lunch Seminar, Montreal, QC, Jul 2022
• CIREQ PhD Students’ Conference, Montreal, QC, Jun 2022