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 • 2016 School of Economics and Faculty of Arts and Social Sciences Postgraduate Teaching Fellowship • 2015 Melbourne University Bayesian Analysis and Modeling Research Group Travel Grant • 2015 Faculty of Arts and Social Sciences Dean’s Citation for Excellence in Tutorials (ECMT1020 Introduction to Econometrics) • International Symposium on Forecasting Travel Grant, granted by International Association of Forecasting and University of California Riverside, U.S.A. • 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. • Cultural Economics Conference Travel Grant, granted by Association of Cultural Economics, • Cultural Economics Conference Travel Grant, granted by Social Sciences and Humanities Research Council of Canada • University of Sydney Top-up PhD Travel Grant • University of Sydney Postgraduate Research Support Scheme • Economic Modeling Summer School Tuition Fee Reduction Partial Scholarship, granted by EcoMod and Singapore Institute of Statistics • 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 • • • • • 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 1 • • 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. • • • • • • • • • • • • • • • • • • • • • • • • • • • 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 2 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 • • • • • • • • • 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 • • • • • • • • 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 • • 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 • • Pacific Road Corporate Finance and Capital Management • • 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’. 3 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’ 4 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 • • • • • • • • • • • • • • • • • • • • • • • 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 5 • • 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 6
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