师资资源
钱军辉
- 系 别:经济系
- 办公电话:+86 (0)21 52301191
- 职 称:教授
- 电子邮箱:jhqian@sjtu.edu.cn
教师简介
个人主页:http://jhqian.org
教育背景:
2003年8月-2007年5月
莱斯大学(Rice University),获经济学博士学位(Ph.D.)2000年8月-2003年5月
莱斯大学(Rice University),获电子工程硕士学位(M.S.)1995年9月-1999年7月
哈尔滨工程大学,获水声电子工程学士学位
科学研究
研究兴趣
理论和应用计量经济学,宏观金融,中国经济
Journal Articles
Functional regression of continuous state distributions, with Joon Y. Park, Journal of Econometrics 167 (2), 397-412 , 2012.
Estimating semiparametric panel data models by marginal integration, with Le Wang, Journal of Econometrics 167 (2), 483-493, 2012.
Structural change estimation in time series regressions with endogenous variables, with Liangjun Su, Economics Letters, 125, 415-421, 2014.
The inequality-growth plateau, with Daniel J. Henderson and Le Wang, Economics Letters 128 17-20, 2015.
Shrinkage estimation of regression models with multiple structural changes, with Liangjun Su, Econometric Theory, 32 (6), 1376-1433, 2016.
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso, with Liangjun Su, Journal of Econometrics, 191 (1), 86-109, 2016.
Panel data models with interactive fixed effects and multiple structural breaks, with Degui Li and Liangjun Su, Journal of the American Statistical Association, 111 (516), 1804-1819, 2016.supplement
Forecasting the yield curve using a dynamic natural cubic spline model, with Pan Feng, 2018, Economics Letters, 168, 73-76.
Analyzing and forecasting the Chinese term structure of interest rates using functional principal component analysis, with Pan Feng, 2018, China Finance Review International, 8 (3), 275-296.
Structural Changes in the RMB Exchange Rate Mechanism, with SU Guanyu, 2021, China & World Economy, 29 (2), 1-23.
Does the offshore market matter to China's exchange rate policy?with SU Guanyu, 2022, Applied Economics Letters.
On time-varying panel data models with time-varying interactive fixed effects, with Xia Wang, Sainan Jin, Yingxing Li, Liangjun Su, Journal of Econometrics, forthcoming.
Monotonicity in Estimating Multiple Structural Breaks, with Siyuan Xia, Economics Letters, forthcoming.
Book Chapters
Stochastic frontiers with bounded inefficiency, with Almanidis P and Sickles R., In: Festschrift in honor of Peter Schmidt: Econometric methods and applications. Berlin: Springer Science and Business Media, 2014.
Matlab codes:SF.rarpde08.rarThe great accommodation: Chinese central banking in the new millennium, with Wing Thye Woo, In: Financial Systems at the Crossroads: Lessons for China, World Scientific Publishing, 2014.
主讲课程
宏观经济与金融市场(MBA)
证券投资分析(MBA)
中级宏观经济学(本科)
高级概率与统计(博士生)
资产定价理论(博士生)
时间序列分析(硕士生,博士生)
计量经济学(本科)
中国经济

