Welcome to my website!

I am a Ph.D. candidate in the Department of Economics at McGill University. I expect to graduate in 2025. 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 on theoretical Econometrics

• Vector Autoregression (VAR) and local/linear projection (LP)
• High dimensionality in time series
• Vector Autoregressive and Moving Average (VARMA) model

Applications in Macroeconomics

• Dynamic causality: impulse response/Granger causality
• Counterfactual analysis and mediation analysis
• Casual transmission mechanism

Recent & upcoming presentation

• ES-NAWM, San Francisco, CA, Jan 2025 (scheduled)
• NBER-NFS Time Series conference, Philadelphia, PA, Sep 2024 (scheduled)
• 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