Yongchen Zhao

Education

Ph.D., Economics (Expected May 2014)
University at Albany, State University of New York, Albany, New York, United States
Dissertation: Essays on Forecasting with Survey Data and Many Predictors: Forecast Combination, Evaluation, and Applications to the Financial Market
Adviser: Prof. Kajal Lahiri

M.A., Economics (May 2012)
University at Albany, State University of New York, Albany, New York, United States

B.A., Economics (May 2008)
University of International Relations, Beijing, China, P.R.

Fields of Interest

Forecasting, Applied Econometrics, Macroeconomics, Finance

Publications

Modeling Hedge Fund Returns: Selection, Non-linearity and Managerial Efficiency, 2013, with K. Lahiri and H. Shawky. Forthcoming in Managerial and Decision Economics. Download

The Yield Spread Puzzle and the Information Content of SPF Forecasts, with K. Lahiri and G. Monokroussos, Economics Letters. 118 (2013), pp. 219-221. Download

On Estimating the Failure Probability of Hedge Funds, with K. Lahiri and H. Shawky, Chapter 2, Research in Finance, Volume 27, Research in Finance, Edited by J. Kensinger, ISBN 978-0-85724-541-0. Download

Working Papers

Determinants of Consumer Sentiment – Evidence from Household Survey Data, 2013, with K. Lahiri. Download

Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited, 2013, with K. Lahiri. Submitted to the International Journal of Forecasting. Download

Forecasting Consumption: The Role of Consumer Confidence in Real Time with Many Predictors, 2013, with K. Lahiri and G. Monokroussos. Submitted to the Journal of Applied Econometrics. Download

Testing the Value of Probability Forecasts for Calibrated Combining, 2013, with K. Lahiri and H. Peng. Submitted to the Journal of the Royal Statistical Society. Download

Machine Learning and Forecast Combination in Incomplete Panels, 2013, with K. Lahiri and H. Peng. Submitted to Econometric Reviews. Download

Honors and Awards

Pong S. Lee Award for Excellence in Teaching, Department of Economics, University at Albany, SUNY, August, 2012.

Extended Year Funding for Dissertation Research, College of Arts and Sciences, University at Albany, SUNY, May, 2012.

Pong S. Lee Endowment Award for Outstanding Research, Department of Economics, University at Albany, SUNY, December, 2011.

Outstanding Performance on Preliminary Comprehensive Examinations, Department of Economics, University at Albany, SUNY, September, 2009.

Graduate Assistantship, Department of Economics, University at Albany, SUNY, September, 2008 to May 2012.

Teaching

Courses taught as sole instructor:
AECO320 Economic Statistics – Spring 2013
AECO480 Economic Forecasting – Fall 2011, Spring 2012, Fall 2012
AECO301 Intermediate Macroeconomics – Summer 2012
AECO350 Money and Banking – Summer 2012
AECO130 Developing Economies – Fall 2011
AECO380 Applied Business and Economic Forecasting – Spring 2011

Courses TA’ed or tutored:
AECO110 Principles of Economics I: Microeconomics; AECO111 Principles of Economics II: Macroeconomics; AECO300 Intermediate Microeconomics; AECO301 Intermediate Macroeconomics.

Professional Development

Courses taken: ACAS601 Seminar in College Teaching (Fall 2011); ACAS602 Preparing for Professoriate (Spring 2011).

Research Tools and Languages

Proficiency in Stata; experience in Matlab, SAS (certified base programmer), Eviews, and Limdep/Nlogit.

Spoken and written proficiency in English (acquired) and Chinese Mandarin (native).

Conference Presentations

Eastern Economic Association 39th Annual Conference New York City, New York, USA, May 10, 2013.

New York Camp Econometrics VIII, The Center for Policy Research, Syracuse University, Bolton Landing, New York, USA, April 5, 2013 (poster; expected).

New York Camp Econometrics VII, The Center for Policy Research, Syracuse University, Cooperstown, New York, USA, April 15, 2012.

64th Annual Conference, New York State Economics Association, Rochester Institute of Technology, Rochester, New York, USA, September 24, 2011.

New York Camp Econometrics VI, The Center for Policy Research, Syracuse University, Lake Placid, New York, USA, April 9, 2011.

30th CIRET (Centre for International Research on Economic Tendency Surveys) Conference, The Conference Board, New York City, New York, USA, October 16, 2010.

Referee

International Journal of Forecasting