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 time series econometrics and applied macroeconomics. In particular, I explore econometric models 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 presentations

  • ES-NASM, Nashville, TN, Jun 2024 (scheduled)
  • CEA Annual Conference, Toronto, ON, Jun 2024 (scheduled)
  • CIREQ PhD Students’ Conference, Montreal, QC, May 2024 (scheduled)
  • CIREQ-CMP Econometrics Conference in Honor of Eric Ghysels, Montreal, QC, May, 2024 (scheduled)
  • 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