Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Hongyu Xia

Contact

E-mail:

xiahongy[at] hu-berlin.de

Hongyu_Xia.jpeg

 

Phone:

 

+ 49 030 2093 99468

Office:

Office hours:

Dorotheenstraße 1, Room 004

 

Postal address: School of Business and Economics
Humboldt-Universität zu Berlin
Unter den Linden 6
10099 Berlin, Germany

Status

2021.01-2022.02 Visiting PhD student in Humboldt-Universität zu Berlin

Education

  • 2016.09-2021.12 D.Ec in Finance, Xiamen University, China
  • 2013.09-2016.06 M.Ec in Finance, Shandong University, China

  • 2008.09-2012.06 B.Ma in Tourism Management, Shandong University of Finance and Economics, China

 

Research Interests

  • Macro finance
  • Applied high-dimensional time series model
  • Fixed income

 

Teaching Assistants

  • 2019.02-2019.06 Advanced Macroeconomics II (for graduate students), Xiamen University, China
  • 2018.09-2018.01 Macroeconomics II (for undergraduate students), Xiamen University, China
  • 2018.02-2018.06 Advanced Macroeconomics II (for graduate students), Xiamen University, China
  • 2017.09-2018.01 Asset Pricing/Financial Economics (for undergraduate students), Xiamen University, China

 

Publications

  • Linlin Niu, Hongyu Xia*, and Xiu Xu, “ The Provincial Risk Measurement and Network Spillover Risk of Local Debt in China”. China Economic Quarterly (in Chinese), 2021(03),863-888.
  • Fengrong Wang, Hongyu Xia*, and Xue Li, “ An Empirical Study of the Evolution and Efficiency of Chinese Cultural Industry Policy -Based on the Perspective of Government Competition in Transition Economies”. Journal of Shandong University (Philosophy and Social Science) (in Chinese), 2016(03),13-26.