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