High-end Meeting on Frontiers and Development of Econometrics in the Big Data Era Held at SOE

2021-06-30

The High-end Meeting on Frontiers and Development of Econometrics in the Big Data Era was held in the School of Economics, Shanghai University of Finance and Economics, on 19th June. More than twenty scholars from seventeen universities or institutes participated in the conference. Yahong Zhou, Dean of School of Economics (SOE) of SUFE, Yan Sun, Vice Dean of SOE, and Zhengyu Zhang, Director of the Mathematical Economics Department, attended the conference. The opening ceremony was hosted by Yan Sun, and the keynote speeches were hosted by Zhengyu Zhang.  Prof. Yahong Zhou extend...

2021 Shanghai Applied Economics Workshop Held in SUFE

2021-06-30

The 2021 Shanghai Applied Economics Workshop was held in Shanghai University of Finance and Economics, from June 18-19, 2021. The workshop was co-sponsored by School of Economics, Institute for Advanced Research (IAR), and the Key Laboratory of Mathematical Economics (SUFE) of Ministry of Education. Guest speakers from over 20 universities are invited. The workshop attracted many scholars and students in the field of applied economics. Xinyuan Chen, Vice President of SUFE, and Yahong Zhou, Dean of School of Economics of SUFE, attended the workshop and delivered speeches. The opening ceremony w...

Dr. Zhengyu Zhang Paper Accepted for Publication in Econometric Theory

2021-06-04

Professor Zhengyu Zhang recently had a paper accepted for publication in the Econometric Theory, a tier-two journal in SUFE list. The paper, titled“Identification and Estimation of Random Coefficients Transformation Model”, was coauthored with Post-doctor Zequn Jin from School of Economics.AbstractThis study examines identification and estimation in a correlated random coefficients (CRC) model with an unknown transformation of the dependent variable, namely λ(Y∗) = B0 + X′B, where the latent outcome Y∗ may be subject to a certain kind of censoring mechanism, λ(·) is an unknown, one-t...

Prof. Zhe Yang Publish Paper in the Journal of Mathematical Economics

2021-04-29

Professor Zhe Yang recently had published a paper, titled“The Weak α-core of Exchange Economies with a Continuum of Players and Pseudo-utilities”, in the Journal of Mathematical Economics, a tier-two journal in SUFE list. Besides, another paper, he coauthored with Dr. Xuan Zhang from School of Economics, titled “Aweak α-core Existence Theorem of Games with Nonordered Preferencesand a Continuum of Agents”, had also published in the same journal online. AbstractThe Weak α-core of Exchange Economies with a Continuum of Players and Pseudo-utilitiesAbstract: In this paper...

Dr. Lei Qiao Publish Paper in the Journal of Economic Theory

2021-04-29

Associate Lei Qiao recently had a paper published in the Journal of Economic Theory, a tier-one journal in SUFE list. The paper, titled “Modeling large societies: Why countable additivity is necessary”, was coauthored with Dr. M. Ali Khan, Dr. Kali P. Rath and Dr. Yeneng Sun. AbstractThe economic literature with an atomless countably additive measure space to model the interaction of agents in a large society is enormous. However, there have been a number of attempts to relax the countable additivity assumption by working with a finitely (but non-countably) additive measure space (...

Dr. Sambuddha Ghosh Publish Paper in the Economic Theory

2021-04-29

Associate Professor Sambuddha Ghosh recently had a paper published in the Economic Theory, a tier-two journal in SUFE list. The paper, titled“Prior-free online Mechanisms for Queueing with Arrivals”, was coauthored with Dr. Yan Long and Dr. Manipushpak Mitra. AbstractAgents from a finite population arrive at various discrete times, and exit after they use a server for one period each. Each agent has a per-period cost of queueing, which constitutes his private information. Among direct mechanisms that are prior-free, i.e. independent of distributions of arrivals and costs, and onlin...

Dr. Jun Yu Publish Paper in the Games and Economic Behavior

2021-04-29

Associate Jun Yu recently had a paper published in the Games and Economic Behavior, a tier-one journal in SUFE list. The paper, titled “Consumer Search with Blind Buying”, was coauthored with Dr. Yanbin Chen, Dr. Sanxi Li and Dr. Kai Lin.  AbstractThis article proposes a sequential search model in which consumers freely observe products' prices and prior values before a search and decide whether and in which order to identify the match values for a positive search cost. We allow consumers to purchase a product without incurring a search cost to inspect the match value, whi...

Dr. Shuguang Zhu Paper Accepted for Publication in American Economic Journal-Microeconomics

2021-04-29

Assistant Professor Shuguang Zhu has his paper accepted for publication by American Economic Journal-Microeconomics, a first-tier journal as listed by SUFE. The paper entitled “On the Foundations of Ex Post Incentive Compatible Mechanisms”was co-authored with Dr. Takuro Yamashita. AbstractThis paper considers an interdependent-value robust mechanism design problem, where the principal has little knowledge about the agent's belief. Although ex post incentive compatible (EPIC) mechanisms can implement allocations without any knowledge about the agent's belief, we show that, under ...

Dr. Yuting Chen Publish Paper in the Journal of Development Economics

2021-04-29

Dr. Yuting Chen had a paper published online in the Journal of Development Economics, a tier-one journal in SUFE list. The paper, titled“Informal Institutions and Comparative Advantage of South-based MNEs: Theory and Evidence”, was coauthored with Dr. Pao-Li Chang.  AbstractThis paper builds a theory based on “informal institutions” to characterize the comparative advantage of South-based MNEs. MNEs headquartered in countries with poorer state institutions are shown to endogenously invest more in firm-specific institutional capital to compensate for the lack of state institu...

Dr. Gaoji Hu Publish Paper in the Games and Economic Behavior

2020-09-29

Dr. Gaoji Hu recently had a paper published in the Games and Economic Behavior, a tier-one journal in SUFE list. The paper, titled “The revealed preference theory of stable matchings with one-sided preferences”, was coauthored with Dr. Jiangtao Li from School of Economics, Singapore Management University and Dr. Rui Tang from Department of Economics, Princeton University. AbstractWe investigate the testable implications of the theory of stable matchings in two-sided matching markets with one-sided preferences. Our main result connects the revealed preference analysis to the well-known l...

Dr. Jingyi Zhang Paper Accepted for Publication in JME

2020-09-29

Congratulations to Dr. Jingyi Zhang, whose paper titled “Optimal Capital Account Liberalization in China” (co-authored with Zheng Liu and Mark M. Spiegel) has been accepted for publication in the Journal of Monetary Economics, a tier-one journal in SUFE journal list. Last year, she also co-authored a paper titled “Reserve requirements and optimal Chinese stabilization policy” that was published in the same journal. Associate Professor Jingyi Zhang joined the SOE in 2018. She holds a PhD degree in Applied Economics from Shanghai Advanced Institute of Finance, Shanghai Jiao Tong University. ...

2020 “Modern Economics”Summer School Successfully Held

2020-09-29

From August 3 to August 18, the School of Economics successfully held the 2020 “Modern Economics” Summer School, namely, Graduate Summer School and Summer School for Teachers at Colleges. The programs are jointly organized by Shanghai Municipal Commission on Degrees and SUFE. This year’s programs, offered online, enrolled 134 students (including 23 auditors) and 83 teachers from famous universities across the country. Despite the physical distance, teachers and students actively participated and interacted with experts in fulfillment of the aim to build knowledge and improve research skills...

Econometrics Faculty Papers Accepted for Publication in JoE and JBES

2020-09-17

Econometrics faculty recently had three papers accepted for publication in the internationally reputed journals: Associate Prof. Kai Yang’s paper “Estimation of Dynamic Panel Spatial Vector Autoregression: Stability and Spatial Multivariate Cointegration” accepted for publication in Journal of Econometrics, Associate Professor Chao Yang’s paper “Estimation of a SAR Model with Endogenous Spatial Weights Constructed by Bilateral Variables” accepted for publication in Journal of Econometrics and Professor Yahong Zhou’s paper “Semiparametric Estimation of a Censored Regression Model Subjec...

SOE Partners with Enterprises to Educate High-level Integrated Talents

2020-09-17

SOE recently initiated discussions with Shanghai Stock Exchange and Guotai Junan Securities(GTJA) Research Institute to explore new ways, new strategies and new approaches to educating finance and economics talents and to try to create a good platform that enables collaborative innovation between industry, higher education and research. A delegation from Shanghai Stock Exchange, including Aiguo Huang, Head of the Investor Service Department, Yong He, leader of the national education project at the department, and Jiufu Zhang, project manager, visited the School on the afternoon of July 9 to di...