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                               Xuewen Yu                              


Curriculum Vitae Google Scholar Twitter@yu_xuewen

Welcome! I am an Assistant Professor in Economics at the School of Management, Fudan University. I obtained my Ph.D. in Economics from Purdue University in August 2022. My academic field is Econometrics.
Although I have a general interest in Econometrics, currently, my research projects span
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  • Nonstationary Time Series: Structural Breaks, Robust Inference, etc.
  • Large Vector Autoregressions (VAR)
  • Dynamic Panel Data Models​
  • Model Averaging

I am also interested in Finance and Macroeconomics, where flexible and powerful time series tools can be applied to answer empirical research questions. Please find more details on my research page and check my research statement.​
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[News]: I recently won the 2021 Denis Sargan Econometrics Prize, check it out here.


​Contact:


Department of Applied Economics, School of Management, Fudan University
Email: xuewenyu@fudan.edu.cn
, Phone: +86-15821578857

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