EDUCATION Doctor of Philosophy in Economics Courses Monash

XIN ZHENG
96 City Road Chippendale Sydney NSW 2008
Mobile: +61497323583 E-mail: [email protected]
EDUCATION
Doctor of Philosophy in Economics
July 2013―Expected to be awarded in November 2017
School of Economics, Faculty of Arts and Social Sciences, the University of Sydney
Thesis Topic: Economic Shocks and Endogenous Growth in the Framework of the Bayesian DSGE-VAR Model
Awards & Travel Grants
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2016 School of Economics and Faculty of Arts and Social Sciences Postgraduate Teaching Fellowship
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2015 Melbourne University Bayesian Analysis and Modeling Research Group Travel Grant
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2015 Faculty of Arts and Social Sciences Dean’s Citation for Excellence in Tutorials (ECMT1020 Introduction to
Econometrics)
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International Symposium on Forecasting Travel Grant, granted by International Association of Forecasting and University of
California Riverside, U.S.A.
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University of California Irvine Travel Grant for Presentation at Advances in Econometrics Conference on Bayesian Model
Comparison, granted by Department of Economics, University of California Irvine, U.S.A.
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Cultural Economics Conference Travel Grant, granted by Association of Cultural Economics,
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Cultural Economics Conference Travel Grant, granted by Social Sciences and Humanities Research Council of Canada
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University of Sydney Top-up PhD Travel Grant
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University of Sydney Postgraduate Research Support Scheme
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Economic Modeling Summer School Tuition Fee Reduction Partial Scholarship, granted by EcoMod and Singapore Institute
of Statistics
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University of Sydney International Scholarship
Courses
Mathematical Modelling (High Distinction)
 Monash Advanced Macroeconomics Summer School
22-26 February 2016
Faculty of Business and Economics, Monash University
Instructor: Dr Petr Sedlaceck
Course
Numerical solution techniques for solving dynamic stochastic general equilibrium models
 Summer School in Advanced DSGE-VAR Modelling
7-11 September 2015
School of Economics, University of Surrey, Guildford, United Kingdom
Instructors: Dr Tom Holden, Dr Antonio Mele, Dr Szabolcs Deák
 Summer School in DSGE Modelling Step by Step
26-30 January 2015
EcoMod and Singapore Institute of Statistics
Instructor: Professor Ali Bayar
 Bayesian Time Series and DSGE Workshop
5-7 July 2013
Research School of Economics, Australian National University
Instructors: Professor Frank Schorfheide and Dr Joshua Chan
 MPhil in Economics (Distinction)
July 2011―November 2012
School of Economics, Faculty of Arts and Social Sciences, the University of Sydney
Thesis Topic: Trade Liberalization’s Impacts upon Economic Growth in an Endogenous Growth Theoretic Framework:
Experiences from Two Asymmetric Countries
Awards & Travel Grants
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Ian Hudson Award
Rosalie McCutcheon Award
Graeme de Graaff Bursary
Best Paper Award at the 15th International Business Research Conference, World Business Institute, 2012
Certificate of Rank Third in the Division of Funds Management/Derivatives/Risk Management/Quantitative Finance in the
3rd Financial Markets and Corporate Governance Conference, La Trobe University, 2012
Master of Economics (Distinction)
February 2010―July 2011
Faculty of Economics and Business, the University of Sydney
Majors: Econometrics and Financial Economics
Awards
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Beta Gamma Sigma Permanent Membership (AACSB’s highest honor)
Rank 3rd in Quantitative Finance
Courses
Quantitative Finance (High Distinction)
Capital Markets and Corporate Finance (High Distinction)
Financial Economics (Distinction)
Microeconomic Theory (Distinction)
Macroeconomic Theory (Distinction)
Microeconomic Analysis 1 (High Distinction)
Principles of Econometrics (Distinction)
Econometric Applications (Distinction)
Applied Financial Econometrics (Distinction)
Mathematical Methods of Econ Analysis (High Distinction)
Analysis of Panel Data (Distinction)
Macroeconomic Analysis 1 (High Distinction)
Bachelor of Economics (Average 83% and Graduate Thesis Grade 90 out of 100) September 2005―August 2009
The School of Finance, Renmin University of China
Major: Finance
Courses
Financial Engineering, Financial Econometrics, Calculus, The Principles of Statistics, Probability Theory and Mathematical
Statistics, Linear Algebra, Fixed Income Securities, Corporate Finance, Financial Derivatives, Money and Banking, International
Finance, Microeconomics, Macroeconomics, International Economics, Game Theory and Its Application, Commercial Banking
Business and Management, Security Analysis and Investment, Insurance, Venture Capital, International Settlement, Theory and
Practice of Futures Exchange, Financial Institutions and Risk Management, Introduction to Investment Banking, Credit Evaluation,
Fiscal Science, Electronic Payment and Settlement, Insurance, Principles of Accounting, Bank Accounting, Management
Accounting, Computer Modelling Methods and Software in Economic Management, C++ Language Programming Design,
Database Application.
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RESEARCH TRAINING COURSES
Introduction to Bayesian Modelling and Analysis, Statistical Society of Australia, 29-30 March 2016
Python-based Workshop. RezBaz Software Carpentry. 1-2 February 2016
Bayesian Analysis and Modeling Summer Workshop 2015. The University of Melbourne. 1 December 2015
Julia for Statisticians. Statistical Society of Australia. Instructor: Dr Simon Byrne. 17 November 2015
Applied Non-parametric Econometrics. University of Queensland. Instructor: Professor Christopher Parmeter. 28-30 September
2015
The Science and Art of DSGE Modelling-Advanced Course with DSGE-VAR Models and Forecasting. University of Surrey. 711 September 2015
State Space Modeling Workshop in Riverside, CA Instructor: Mr Rajesh Selukar. 21 June 2015
Statistical Inference with RStan. University of Technology Sydney. Instructor: Dr Bob Carpenter. 24 March 2015
Identifying Structural Vector Autoregressive Models via Changes in Volatility. Department of Economics, Macquarie
University. Instructor: Professor Helmut Lütkepohl. 24 February 2015
Dynamic Stochastic General Equilibrium (DSGE) Modeling Step-By-Step. EcoMod 2015 Summer School and Singapore
Institute of Statistics. Instructor: Professor Ali Bayer. 26-30 January 2015
Multilevel modelling: Instructor: Professor Andrew J Martin, November 2014
Bayes on the Beach, Surfers Paradise, Statistical Society of Australia, November, 2014
Certificate of Completion in Semiparametric Regression, Statistical Society of Australia, July 2014
Certificate of Completion in Introduction to R and R Studio, Statistical Society of Australia, July 2014
Certificate of Completion in Introduction to Choice Modeling, Discrete Choice Experiments and Best-Worst Scaling, Centre
for the Study of Choice, University of Technology Sydney, November 2013
Bayesian Modelling using R, School of Mathematics and Physics, the University of Queensland, July 2014
Melbourne Bayesian Econometrics Workshop 2014 and Master Class in Bayesian Causal Inference, Instructor: Professor
Siddhartha Chib, Department of Economics, the University of Melbourne, June 5-6, 2014
Time Series Modeling and Analysis, Instructor: Professor Andrew Harvey, 2013
DSGE Lectures: Bayesian Analysis of DSGE Models, Instructor: Professor Frank Schorfheide, 2013
Mathematical Modeling (High Distinction)
Introduction to Thesis Writing
Economic Measurement Group Workshop, University of New South Wales, 2013
Effective Qualitative Research Workshop, Instructor: David Silverman, 2013
Introduction to Choice Modeling, Discrete Choice Experiments and Best-Worst Scaling, Instructor: Professor Jordan Louviere,
2013
Economic Policy Master Class, Instructor: Professor Francis Vella, 2013
Introduction to Applied Productivity and Efficiency Analysis, Instructor: Professor Chris O'Donnell, 2013
Quantitative Approaches of the Social Science Methods, Analysis and Research Training (SSMART2012), the United States
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Studies Center at the University of Sydney
EMPLOYMENT HISTORY
School of Economics, Faculty of Arts and Social Sciences, the University of Sydney
• Postgraduate Teaching Fellow
2016
Introduction to Business Statistics (ECMT1010), Introduction to Microeconomics (ECON1001)
• Tutor of Introduction to Econometrics (ECMT1020)
2015
• Tutor of Business and Economic Statistics B (ECMT1020)
2014
• Tutor of Business and Economic Statistics B (ECMT1020)
2013 and Summer School 2014
• Tutor of Introductory Macroeconomics (ECON1002)
Summer School 2013
• Marker of Development Economics (ECOS3002)
2012
• Business and Economic Statistics A (ECMT1010) Computer Lab Helper
2012
Department of Economics, Faculty of Business and Economics, Macquarie University
• Tutor and Marker of ECON334 (Financial Econometrics and Application of Eviews)
St Andrew’s College within the University of Sydney
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July 2014 and Semester 1 2015
2011, 2012 and 2013
Financial Econometrics (ECMT2130) Tutor
Regression Modeling (ECMT2110) Tutor
Applied Economic Modeling (AGEC2105) Tutor
Business and Economic Statistics A (ECMT1010) Tutor
Business and Economic Statistics B (ECMT1020) Tutor
Quantitative Business Statistics (BUSS1020) Tutor
Investments and Portfolio Management (FINC3017) Tutor
Corporate Finance I (FINC2011) Tutor
Corporate Finance II (FINC2012) Tutor
 International House within the University of Sydney
2013-2015
• Senior Tutor
 International Office, the University of Sydney
Summer School 2013
• Macroeconomic Theory (ECON5002) Tutor
 Sancta Sophia College, the University of Sydney
Semester 2 2012
• Business and Economic Statistics B (ECMT1020) Tutor
• Quantitative Business Statistics (BUSS1020) Tutor
• Intermediate Microeconomics (ECOS2001) Tutor
• Corporate Finance I (FINC2011) Tutor
• Introductory macroeconomics (ECON1002) Tutor
St John’s College, the University of Sydney
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2011 and 2012
Intermediate Microeconomics (ECOS2001) Tutor
Business and Economic Statistics A (ECMT1010) Tutor
Business and Economic Statistics B (ECMT1020) Tutor
Corporate Finance I (FINC2011) Tutor
Agricultural Economics Tutor
Introductory Microeconomics (ECON1001) Tutor
Regression Modeling (ECMT2110) Tutor
UTS Business Statistics Tutor
The Women’s College, the University of Sydney
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2011and 2012
Discrete Choice Data Analysis (ECMT2120 with the Application of STATA) Tutor
Economics for Business Decision Making (BUSS1040) Tutor
Institute for Economics & Peace (IEP) Sydney Office
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Pacific Road Corporate Finance and Capital Management
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October 2011-January 2012
Research Analyst
Project: China Peace Index Construction
January–February 2011
Research Analyst at Sydney Office
Project: Australian Agriculture Business Econometric Modeling and Price Forecasting
CONFERENCES PRESENTATIONS
 ‘Bayesian Estimation with Informative Priors for GARCH Models: Forecasting Stock Market Volatilities’.
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The 2015 International Symposium on Forecasting at Riverside Convention Center, California in 21-24 June 2015
 ‘Bayesian Estimation with Informative Priors for GARCH Models: Forecasting Stock Market Volatilities’.
1st Conference on Recent Developments in Financial Econometrics and Applications (Conference for Special Issue of the Journal of
Banking and Finance), hosted by Centre for Economics and Financial Econometrics Research, Deakin University, Melbourne, 4-5
December, 2014
 ‘Culture, Investment Behavior and Stock Market Volatility-A Bayesian Markov Regime-Switching GARCH
Approach’
The Association for Cultural Economics International 2014 (The 18th International Conference on Cultural Economics) hosted by
Department of Economics and School of Management, the University of Quebec in Montreal, Canada, June 24st-27th 2014
 ‘Maximum Likelihood and Bayesian Estimation of GARCH Models Forecasting Regional Stock Market
Volatilities’
Advances in Econometrics Conference on Bayesian Model Comparison hosted by Department of Economics, University of
California, Irvine, California, U.S.A., February 22nd-23rd 2014
 ‘Stock Market Volatilities and Macroeconomic Indicators-Optimal GARCH Model Selection’
The 5th Financial Markets and Corporate Governance Conference, School of Economics and Finance, Business School, Queensland
University of Technology, Brisbane, Australia, April 22nd-24th 2014
 ‘Gender Difference, Fertility Choice and Household Wealth’
Cooperation and Conflict in the Family Conference, University of New South Wales, Sydney, Australia, February 2nd-5th 2014
Member of Conference Organizing Committee for Higher Degree Research Conference on ‘Social Justice’ hosted by the
divisions of Arts and Social Sciences, Education and Social Work, and Law at the University of Sydney in 2013 and 2014
 ‘Trade Liberalization in an Endogenous Growth Theoretic Framework: Experiences from Two Asymmetric
Countries of the USA & China’
Econometric Society Australasian Meeting 2013 (ESAM 2013), the University of Sydney, Sydney, July 9th-11th 2013
 ‘Oil Price Shocks, Market Reform and GDP Growth: Experiences from Australia’
41st Australian Conference of Economists, The Economic Society of Australia and Victoria University, Melbourne, July 8th-12th
2012
 ‘Stock Return Distribution Assumptions' Impacts upon Market Volatility Forecasting: Experiences from
Australian Securities Exchange’
3rd Financial Markets and Corporate Governance Conference, La Trobe University, Melbourne, April 12th-13th 2012
 ‘Revisiting Economic Growth and its Immunity against Energy Crisis: Evidence from Australia, 1970-2010’
Asia-Pacific Economic and Business History Conference, Australian National University, Canberra, February 16th-18th 2012
 ‘Economic Growth and its Immunity against Energy Crisis: Evidence from Australia, 1970-2010’
2011 Society of Heterodox Economists (SHE) Conference, University of New South Wales, Sydney, December 5th 2011.
 ‘Trade Liberalization’s Impact upon Economic Development: Experiences from Asymmetric Countries’
15th International Business Research Conference, World Business Institute, Sydney, November 16th 2011.
WORKING PAPERS
 ‘Economic Shocks and Endogenous Growth in the Framework of the Bayesian DSGE-VAR Model’
 ‘Bayesian Estimation with Informative Priors for GARCH Models: Forecasting Stock Market Volatilities’
 ‘Bayesian Semi-parametric Markov Regime-Switching GARCH Models and VaR Estimation’
PUBLICATIONS
 ‘Culture, Investment Behaviour and Stock Market Volatility-A Markov Regime-Switching GJR-GARCH
Approach’
Global Review of Accounting and Finance (Australian ERA, Cabell's and Ulrich Directories), September 2015, Vol. 6, No. 2, pp.
56-81.
 ‘Fertility Choice by the Couples: A Multinomial Model for Household Decision Making’
Journal of Accounting, Finance and Economics, September 2015, Vol. 5. No. 1. pp. 24-45.
 ‘Oil Price Shocks, Macroeconomic Stability and Human Welfare in the Australian Economy’
Human Welfare: An International Journal of Graduate Research, Special Issue: 'Well Defined? Interdisciplinary Understandings of
Human Welfare", Green Templeton College, the University of Oxford, 2013, Vol. 2, No. 2, pp. 108-129.
 ‘Oil Crisis, Market Reforms and Human Welfare: An Econometric Analysis of the Australian Economy’
Journal of Modern Accounting and Auditing, David Publishing Company, U.S.A., 2013, Vol. 9, No. 12, pp. 1655-1670.
 ‘The Transmission Mechanism from Australian Mining Stock Volatility to Australian Exchange Rate Volatility’
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Global Review of Accounting and Finance (Australian ERA, Cabell's and Ulrich Directories), September 2012 Vol. 3, No. 2, pp.
94-113.
 ‘Empirical Analysis of Stock Return Distribution’s Impact upon Market Volatility: Experiences from Australian
Securities Exchange’
International Review of Business Research Papers (Australian ERA, Cabell's and Ulrich Directories), July 2012, Print Issue, Vol. 3,
No. 5, pp. 156-175, Online Issue Vol. 8, No. 5.
 ‘The Determinants of Exchange Rate Regime and Impacts upon the Stability of Economy: Experiences from
Australia’
Journal of Accounting, Finance and Economics (Cabell's and Ulrich Directories), July 2012, Vol. 2, No. 1, pp. 31-48.
 ‘Oil Crisis, Market Reforms and Economic Growth: Evidence from Australia, 1970-2010’
International Review of Business Research Papers (Australian ERA, Cabell's and Ulrich Directories), May 2012, Print Issue Vol. 3,
No. 4, pp. 177-194, Online Issue Vol. 8, No. 4.
 ‘Trade Liberalization and Economic Development: Experiences from Asymmetric Countries’
Journal of Business and Policy Research (Australian ERA, Cabell's and Ulrich Directories), April 2012 Special Issue, Vol. 7, No. 1,
pp. 193-212.
JOURNAL REVIEWS
Economic Modelling published by Elsevier
STATISTICAL SOFTWARES
MATLAB, Dynare, Stata, R, Eviews, WinBUGS, Python, SAS Enterprise Guide, SPSS, OxMetrics, NLOGIT, Frontier, Mplus,
Gretle, LaTeX, NVivo, Julia, Microsoft Office Software
QUALIFICATIONS
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Certificate of Dean’s Citation for Excellence in Tutorials, the University of Sydney, November 2015
Certificate of Completion in ‘Julia for Statisticians’, Statistical Society of Australia, November 2015
Certificate of Completion in ‘Applied Non-parametric Econometrics’, the University of Queensland, October 2015
Certificate of Completion in ‘The Science and Art of DSGE Modelling-Advanced Course with DSGE-VAR Models and
Forecasting’, the University of Surrey, September 2015
Certificate of Completion in ‘State Space Modelling of Sequence Data’, International Society of Forecasting, June 2015
Certificate of Completion in Statistical Inference with RStan, Statistical Society of Australia, March 2015
Certificate of Completion in Dynamic Stochastic General Equilibrium (DSGE) Modeling Step-By-Step. EcoMod and
Singapore Institute of Statistics, January 2015
Certificate of Completion in Semiparametric Regression, Statistical Society of Australia, July 2014
Certificate of Completion in Introduction to R and R Studio, Statistical Society of Australia, July 2014
Certificate of Completion in the University of Sydney Business School Tutor Development Program Semester 2 2014
Certificate of Teaching Development Program, the University of Sydney
Certificate of Introduction to Teaching, the University of Sydney
Certificate of Principles and Practice of University Teaching and Learning, Institute for Teaching and Learning, the University
of Sydney
Certificate of The Faculty of Arts and Social Sciences Peer Observation of Teaching Semester 2, 2013, Faculty of Arts and
Social Sciences, the University of Sydney
Best Paper Award for my paper ‘Trade Liberalization’s Impact upon Economic Development: Experiences from Asymmetric
Countries’ at the 15th International Business Research Conference, Sydney, Australia, 2011
Certificate of Rank Third in the division of Funds Management/Derivatives/Risk Management/Quantitative Finance in the 3rd
Financial Markets and Corporate Governance Conference hosted by Business School, La Trobe University, Melbourne,
Australia, 2012
Certificate of Completion in ‘Introduction to Choice Modelling, Discrete Choice Experiments and Best-Worst Scaling’, issued
by Centre for the Study of Choice, University of Technology Sydney
Certificate of Completion in ‘Time Series Modeling and Analysis’
Certificate of Completion in ‘Introduction to Applied Productivity and Efficiency Analysis’
Certificate of Completion in ‘Introduction to Thesis Writing’
National Computer Rank Examination Certificate: Grade: 2, Language: C
Certificate of Appreciation in Sydney World Program Internship issued by Research Institute of Asia and the Pacific in the
University of Sydney
Certificate of Completion in Customer Service Excellence issued by Sydney Talent
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Certificate of Associate Fellowship at World Business Institute, Melbourne Office
Certificate of Completion in Mental Health First Aid Course
PROFESSIONAL MEMBERSHIP
International Society for Bayesian Analysis, International Institute of Forecasters, The Society for Financial Econometrics,
American Economic Association, Royal Economic Society, Economic Society of Australia, the Econometric Society, Canadian
Economic Association, Association for Cultural Economics International, International Association for Applied Econometrics,
Statistical Society of Australia
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