CURRICULUM VITAE

 

Tae-Hwy Lee

 

A.  ADDRESS

 

Department of Economics
University of California, Riverside

900 University Avenue
Riverside, California 92521-0427, USA

Phone: (951) 827-1509
Fax: (951) 827-5685

E-mail: taelee at ucr.edu

Web Page: http://faculty.ucr.edu/~taelee

 

B.  EDUCATION

 

  • Ph.D. in Economics, University of California, San Diego, June 1990

Thesis Title: Essays on Multicointegration and Nonlinearity

Thesis Committee: Professors Clive Granger, Valerie Ramey, Halbert White

 

  • Bachelor in Economics, February 1985, Seoul National University, Korea

 

C.  ACADEMIC EMPLOYMENT

 

  • Professor, Department of Economics, University of California, Riverside, July 2004 – Present 
  • Associate Professor, Department of Economics, University of California, Riverside, July 2000 – June 2004
  • Associate Professor, Department of Economics, Dongguk University, Seoul, Korea, September 1996 – February 1998
  • Assistant Professor, Department of Economics, University of California, Riverside, July 1995 – June 2000
  • Assistant Professor, Department of Economics, Louisiana State University, August 1990 – May 1995

 

D.  VISITING ACADEMIC POSITIONS

 

  • Visiting Professor of Economics, University of California, San Diego, January-March 2008
  • Visiting Professor of Economics, Cambridge Endowment for Research in Finance, Judge Business School, University of Cambridge, U.K., June-July 2007
  • Visiting Professor of Economics, California Institute of Technology, July 2005 – June 2006
  • Visiting Professor of Economics, Xiamen University, WISE Institute of Studies in Economics, July 2006
  • Visiting Professor of Economics, Bilgi University, Istanbul, December 2005
  • Visiting Associate Professor of Economics, Bilgi University, Istanbul, March 2004
  • Visiting Associate Professor of Economics, City University of Hong Kong, March 2001
  • Visiting Senior Research Fellow at U.S. Bureau of Labor Statistics, Washington D.C., June-July in 1995, June-July, December in 1996 (Fellowship sponsored by the  National Science Foundation/American Statistical Association/Bureau of Labor Statistics)

 

E.  TEACHING

 

University of California, Riverside (1995 - present):  

 

  • Undergraduate Courses

Statistics for Economics (STAT101/ECON101)

Introductory Econometrics I (ECON107)

Introductory Econometrics II (ECON108)

Forecasting in Business and Economics (ECON112)

Empirical Financial Economics (ECON136)

 

  • Core Graduate Courses

Mathematics for Economists (ECON206)

Econometric Methods I   (ECON205A)

Econometric Methods II  (ECON205B)

Econometric Methods III (ECON205C)

 

  • Advanced Graduate Courses

Advanced Econometrics I (Topics in Econometric Theory) (ECON285E)

Advanced Econometrics II (Advanced Time Series Topics) (ECON285F)

 

California Institute of Technology (2005-2006):  

 

  • Undergraduate Course: Econometrics (EC122, Winter 2006)
  • Core Graduate Course: Econometrics III (SS222C, Spring 2006)
  • Advanced Graduate Course: Advanced Topics in Econometric Theory III (SS223C, Spring 2006)

 

F.  AREAS OF EXPERTISE

 

  • Econometrics
  • Time Series Econometrics
  • Macroeconometrics
  • Financial Econometrics

 

G.  CURRENT RESEARCH TOPICS

 

  • Nonlinear Time Series: specification testing, model selection, forecasting
  • Forecasting: combined forecast, bagging, factor models, yield curve, data rich environment, real time analysis, mixed frequency, predictability of financial returns, variable selection for (unbalanced) panel data models
  • Conditional Quantiles: causality in distribution, quantile spacings, forecasting, impulse responses
  • Unit root processes, cointegration, multicointegration
  • Multivariate GARCH modeling: correlation dynamics, copula density, high frequency data, realized volatility

 

RESEARCH PAPERS

 

A.  PAPERS PUBLISHED

 

1.    “Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Nonsymmetric Error Correction Models”, Journal of Applied Econometrics , 4, S145-159, December 1989, with Clive W.J. Granger.

 

2.    “Multicointegration”, Advances in Econometrics: Cointegration, Spurious Regression, and Unit Roots, edited by Thomas B. Fomby and George F. Rhodes, Jr., Vol. 8, 71-84, JAI Press Inc., 1990, with Clive W.J. Granger.

 

       Reprinted (1991) in Long-run Economic Relationships: Readings in Cointegration, Chapter 9, 179-190, edited by Robert F. Engle and Clive W. J. Granger, Oxford University  Press.

 

3.    “On the Predictive Power of the Spread between Spot and Forward Exchange Rates for Volatility”, Korean Economic Review, 8, 99-115, Summer 1992.

 

4.    “Stock-Flow Relationships for US Housing Construction”, Oxford Bulletin of Economics and Statistics, 54, 419-430, August 1992.

 

5.    “Testing for Neglected Nonlinearity in Time Series Models: A Comparison of Neural Network Methods and Alternative Tests”, Journal of Econometrics, 56, 269-290, April 1993, with Halbert White and Clive W. J. Granger.

 

Reprinted (2001) in Essays in Econometrics: Collected Paper of Clive W.J. Granger , Volumes I: Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting, edited by Eric Ghysels, Norman R. Swanson, and Mark W. Watson, Chapter 8, pp. 208-229, Cambridge University Press, Econometric Society Monograph Series No. 32.          

 

6.    “Uncertainty in Sales and Inventory Behavior in the US Trade Sectors”, Canadian Journal of Economics, 27, 129-142, February 1994, with Faik Koray.

 

7.    “Spread and Volatility in Spot and Forward Exchange Rates”, Journal of International Money and Finance, 13, 375-383, June 1994.

 

8.    “Disequilibrium and Uncertainty in Cointegrated Systems”, Economics Letters, 49, 147-155, July 1995.

 

9.    “Relative Power of the t Type Tests for Stationary and Unit Root Processes”, Journal of Time Series Analysis, 17, 37-47, January 1996, with Jesus Gonzalo.

 

10.  “Stochastic Trends and Fluctuations in National Income, Wages, and Profits”, Southern Economic Journal, 873-888, April 1996, with Faik Koray and Theodore Palivos.

 

11.  “Cointegration Tests with Conditional Heteroskedasticity”, Journal of Econometrics, 73(2), 401-410, August 1996, with Yiuman Tse.

 

12.  “International Linkages in Nikkei Stock Index Futures Markets”, Pacific-Basin Finance Journal, 4, 59-76, April 1996, with G. Geoffrey Booth and Yiuman Tse.

 

Reprinted (1998) in Volatility: New Techniques for Pricing Derivatives and Managing Financial Portfolios, Chapter 18, 285-294, edited by Robert Jarrow, Risk Publications, London. 

 

13.  “The International Transmission of Information in Eurodollar Futures Markets: A Continuously Trading Market Hypothesis”, Journal of International Money and Finance, 15, 447-465, August 1996, with Yiuman Tse and G. Geoffrey Booth.

 

14.  “Stock Adjustment for Multicointegrated Series”, Empirical Economics, 21(4), 633-639, 1996.

 

15.  “Transmission of Producers' Prices through Stages of Processing”, American Statistical Association, Proceedings  for  Survey Research Methods, 110-119, 1996, with Stuart Scott.

 

16.  “Some Pitfalls on Testing for Cointegration”, American Statistical Association, Proceedings for Business and  Economic  Statistics, 8-17, 1996, with Jesús Gonzalo. 

 

17.  “Pitfalls in Testing for Long Run Relationships”, Journal of Econometrics, 86(1), 129-154, September 1998, with Jesús Gonzalo. In the TOP 10 Most Requested Articles of the Journal of Econometrics 1997-1998.

 

18.  “Investigating Inflation Transmission by Stages of Processing”, in Cointegration, Causality, and Forecasting: A Festschrift in Honor of Clive W.J. Granger, edited by Robert Engle and Halbert White, Chapter 12, 283-300, August 1999, Oxford University Press, with Stuart Scott.

 

19.  “The Effect of Aggregation on Nonlinearity”, Econometric Reviews, 18(3), 259-269, August 1999, with Clive W.J. Granger.

 

20.  “Excess Holding Yields and Risk Premia in the Term Structure of Interest Rates”, Journal of Quantitative Economics, 15(1), 145-153, 1999.

 

21.  “On the Robustness of Cointegration Tests When Series Are Fractionally Integrated”, Journal of Applied Statistics , 27(7), 821-827, 2000, with Jesús Gonzalo. [pdf]

 

22.  “Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models”, Studies in Nonlinear Dynamics and Econometrics, 4(4), 169-182, 2001. [pdf]

 

23.  “Modeling the Impact of Overnight Surprises on Intra-daily Stock Returns”, American Statistical Association, Proceedings for Business and Economic Statistics, 2001, with Giampiero Gallo and Yongmiao Hong. [pdf]

 

24.  “Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models”, Journal of Nonparametric Statistics, 13, 425-451, 2001, with Aman Ullah. [pdf]

 

25.  “Assessing the Risk Forecasts for Japanese Stock Market”, Japan and the World Economy, 14, 63-85, 2002, with Burak Saltoglu. [pdf]

 

26.  “Nonparametric Bootstrap Specification Testing in Econometric Models”, in Computer-Aided Econometrics, Chapter 15, edited by David Giles, Marcel Dekker, New York, pp. 451-477, 2003, with Aman Ullah. [pdf of the paper]  [contents of the book]

 

27.  “Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models”, Review of Economics and Statistics, 85(4), 1048-1062, November 2003, with Yongmiao Hong.  [pdf]  [link]

 

        Erratum (2004): There was a publisher’s error in the title of the paper, which was corrected in “Erratum”, Review of Economics and Statistics, August 2004, Vol. 86, No. 3: 840-840. [erratum] [link]

 

28.  “Diagnostic Checking for Adequacy of Nonlinear Time Series Models”, Econometric Theory, 19(6), 1065-1121, December 2003, with Yongmiao Hong. [link]

 

Award (2006): “The 2003-2005 Tjalling C. Koopmans Econometric Theory Prize” (for the three year period 2003-2005 inclusive). Announced in Econometric Theory, Vol. 22, No. 4, August 2006, pages 763-764. [pdf]

 

29.  “Forecasting Volatility: A Reality Check Based on Option Pricing, Utility Function, Value-at-Risk, and Predictive Likelihood”, International Journal of Forecasting, 20(4), 629-645, October-December 2004, with Gloria González-Rivera and Santosh Mishra. [pdf]

 

30.  “Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison”, Advances in Econometrics, Volume 20, Part B, pages 41-62, January 2006, with Yong Bao. [pdf]

 

31.  “Evaluating Predictive Performance of Value-at-Risk Models in Emerging Markets: A Reality Check”, Journal of Forecasting, 25(2), 101-128, March 2006, with Yong Bao and Burak Saltoglu. [pdf]

 

32.  “Bagging Binary and Quantile Predictors for Time Series”, Journal of Econometrics, Volume 135, Issues 1-2, November-December 2006, pages 465-497, with Yang Yang. [pdf]

 

33.  “Comparing Density Forecast Models”, Journal of Forecasting, 26(3), 203-225, April 2007, with Yong Bao and Burak Saltoglu. [pdf]

 

         A previous version (2004) of this paper has been circulated with the title, “A Test for Density Forecast Comparison with Applications to Risk Management” [pdf]

 

34.  “Bagging Binary and Quantile Predictors for Time Series: Further Issues”, forthcoming, Forecasting in Presence of Structural Breaks and Model Uncertainty, edited by Mark E. Wohar and David E. Rapach, North Holland (Elsevier) Publishers, with Yang Yang. [pdf] 

 

35.  “Permanent and Transitory Components of GDP and Stock Prices: Further Analysis”, forthcoming, Macroeconomics and Finance, with Jesús Gonzalo and Weiping Yang. [pdf]

 

36.  “Loss Functions in Time Series Forecasting”, forthcoming, International Encyclopedia of the Social Science, 2nd edition, Macmillan Thomson Gale Publishers. [pdf]

 

37.  “Optimality of the RiskMetrics VaR Model”, with Gloria González-Rivera and Emre Yoldas, forthcoming, Finance Research Letters. [pdf]

 

38.  “Copula-based Multivariate GARCH Models with Uncorrelated Dependent Errors”, with Xiangdong Long, forthcoming, Journal of Econometrics. [pdf]

 

39.  “Jumps in Cross-Sectional Rank and Expected Returns: A Mixture Model”, with Gloria González-Rivera and Santosh Mishra, forthcoming, Journal of Applied Econometrics. [pdf], [Supplemental Appendix]

 

40.  “Nonlinear Time Series in Financial Forecasting”, invited to contribute to a section for Finance and Econometrics in Encyclopedia of Complexity and Systems Science (2008), Springer Science, with Gloria González-Rivera. http://refworks.springer.com/complexity/   [pdf]

 

 

B.  PAPERS SUBMITTED

 

41.  “To Combine Forecasts or to Combine Information?” with Huiyu Huang, under the second round revision for Econometric Reviews. [pdf]

 

42.  “Forecasting Output Growth and Inflation: How to Use Information in the Yield Curve”, with Huiyu Huang and Canlin Li, under the second round revision for Journal of Econometrics. [pdf] 

 

43.  “Forecasting Using High Frequency Financial Time Series”, with Huiyu Huang, submitted to Journal of Forecasting. [pdf]

 

44.  “Nominal Price Rigidity, Inflation Persistence, and Output Gap in Korea”, with Weiping Yang and Yongseung Jung, invited to contribute in Korea Development Review. [pdf]

 

 

C.  PAPERS COMPLETED (not yet submitted)

 

45.  “Money-Income Granger-Causality in Quantiles”, with Weiping Yang  [pdf]

 

46.  “Dynamics of Inflation Rate: Comparison of New Keynesian Models via Simulated Density”, with Yongseung Jung and Weiping Yang. [pdf]

 

47.  “Comparison of New Open Economy Macroeconomic Models for Exchange Rate Fluctuations”, with Yongseung Jung and Weiping Yang. [pdf]

 

48.  “Granger-Causality in Quantiles between Financial Markets: Using Copula Approach”, with Weiping Yang. [pdf]

 

 

D.  PAPERS IN PROGRESS

 

49.  “Impulse Responses for Conditional Quantiles”, with Oscar Jorda.

 

50.  “Variable Selection for (Unbalanced) Panel Data Models via Cross-Validation and Generalized Information Criteria”, with Halbert White.

 

51.  “Forecasting Using Supervised Factor Models”

 

52.  “Bagging Multi-step Forecasts”, with Xiangdong Long and Marcelo Medeiros.

 

53.  “Forecasting with Threshold Models”, with Jesús Gonzalo.

 

54.  “Testing the Stylized Facts of Economic Growth: Kaldor Revisited”, with Theodore Palivos and Anastasia Litina.

 

55.  “Forecasting Default Probability”, with Burak Saltoglu.

 

56.  “Nonlinear Models versus Time Varying Coefficient Models?”

 

 

PROFESSIONAL ACTIVITY

 

 

A.  CONFERENCE PRESENTATIONS

 

  • International Society for Inventory Research, ASSA, Washington D.C., January 1991.
  • Korean Economic Association, Seoul, August 1992.
  • Southern Economic Association, New Orleans, November 1993.
  • Conference on Multivariate Time Series and Financial Econometrics, San Diego, April 1994.
  • Southern Economic Association, Orlando, November 1994.
  • Econometric Society, North American Winter Meetings, ASSA, Washington D.C., January 1995 
  • Econometric Society, the 7th World Congress, Tokyo, August 1995 
  • American Statistical Association, Business and Economic Statistics Session, JSM, Chicago, August 1996
  • American Statistical Association, Survey Research Method Session, JSM, Chicago, August 1996
  • Korean Econometric Society, Seoul, November 1997
  • American Economic Association, ASSA, Chicago, January 1998
  • Econometric Society, North American Winter Meetings, ASSA, Boston, January 2000
  • Econometric Society, the 8th World Congress, Seattle, August 2000
  • Korean-American Economic Association, Seoul, June 2000
  • Greater China and WTO, Hong Kong, March 2001 (discussant)
  • Econometric Society, North American Summer Meeting, Maryland, June 2001 (session chair)
  • Western Economic Association, San Francisco, July 2001
  • Econometric Society, Far Eastern Meeting, Kobe, July 2001
  • American Statistical Association, Business and Economic Statistics Session, JSM, Atlanta, August 2001
  • Econometric Society, European Meeting, Lausanne, August 2001
  • Econometric Society, North American Winter Meetings, ASSA, Atlanta, January 2002 (presenter and discussant)
  • American Statistical Association, Business and Economic Statistics Session, JSM, New York, August 2002 (organized an invited session)
  • Korean-American Economic Association (KAEA), ASSA, Washington, DC, January 2003 (Program Committee)
  • Econometric Society, European Meeting, Stockholm, August 2003
  • Midwest Econometrics Group (MEG2003), Columbia, October 2003
  • Econometric Society, North American Winter Meetings, ASSA, San Diego, January 2004
  • Forecasting Conference in Honor of Professor Clive Granger, San Diego, January 2004
  • BK21 International Econometrics Conference, SKKU, Seoul, June 2004
  • Econometric Society, Far Eastern Meeting, Seoul, July 2004
  • NSF/NBER Time Series Conference, SMU, Dallas, September 2004
  • Canadian Econometrics Study Group (CESG2004) Conference, Toronto, September 2004
  • Symposium on Econometric Theory and Applications (SETA2005), Taipei, May 2005
  • Econometric Society, the 8th World Congress, London, August 2005
  • Workshop on Financial Risk and Time Series Analysis, Munich, September 2005
  • NSF/NBER Time Series Conference, Heidelberg, September 2005
  • Applied Marco Workshop, Duke University, November 2005
  • European Conferences of the Econometrics Community (EC2 ) on Econometrics of Financial and Insurance Risks, Istanbul, Turkey, December 2005
  • Econometric Society, North American Winter Meetings, ASSA, Boston, January 2006 (discussant)
  • Symposium on Econometric Theory and Applications (SETA2006), Xiamen University, WISE Institute of Studies in Economics, April 2006
  • Econometric Society, North American Summer Meeting, Minneapolis, June 2006
  • Econometric Society, Far Eastern Meeting, Beijing, July 2006
  • Forecasting Conference for a volume, Forecasting in Presence of Structural Breaks and Model Uncertainty, edited by Mark E. Wohar and David E. Rapach, North Holland (Elsevier) Publishers, St. Louis, August 2006
  • Midwest Econometrics Group (MEG2006), Cincinnati, October 2006
  • Symposium on Econometric Theory and Applications (SETA2007), Hong Kong University of Science and Technology, April 2007
  • The 4th Bank of Korea/KAEA Conference, Seoul, July 2007
  • The 5th Korea Development Institute/KAEA Conference, Seoul, July 2007
  • North American Winter Meetings of the Econometric Society, New Orleans, January 2008
  • Society for Nonlinear Dynamics & Econometrics, Federal Reserve Bank of San Francisco, April 2008 (to organize an invited session and to present)

 

 

B.  REFEREEING

 

  • Advances in Econometrics
  • American Economic Review (6)
  • Artificial Intelligence in Medicine
  • Bernoulli
  • Canadian Journal of Economics
  • Computational Statistics and Data Analysis
  • Econometric Journal
  • Econometric Reviews (14)
  • Economic Inquiry
  • Economics Letters
  • Empirical Economics (5)
  • Energy Economics
  • European Journal of Operational Research
  • Festschrift in honor of Professor Clive W.J. Granger (a book chapter)
  • Forecasting in Presence of Structural Breaks and Model Uncertainty (a book chapter)
  • IEEE Transactions on Neural Networks
  • Information Sciences (2)
  • International Economic Journal (2)
  • International Economic Review (2)
  • International Journal of Forecasting
  • Japan and the World Economy (2)
  • Journal of the American Statistical Association
  • Journal of Applied Economics
  • Journal of Applied Econometrics (7)
  • Journal of Business and Economic Statistics (17)
  • Journal of Econometrics (13)
  • Journal of Economic Development
  • Journal of Economic Dynamics and Control (2)
  • Journal of Economic Theory and Econometrics (2)
  • Journal of Financial Econometrics (4)
  • Journal of Forecasting
  • Journal of International Money and Finance
  • Journal of Macroeconomics (11)
  • Journal of Money, Credit, and Banking (2)
  • Journal of Multinational Finance
  • Journal of Multivariate Analysis
  • Journal of Nonparametric Statistics (2)
  • Journal of Policy Analysis and Management
  • Journal of Quantitative Economics
  • Journal of the American Real Estate and Urban Economics Association
  • KDI Journal of Economic Policy
  • Korean Economic Review (2)
  • Macroeconomic Dynamics
  • Management Science
  • Neural Computation
  • Oxford Economic Papers
  • Oxford Bulletin of Economics and Statistics (2)
  • Pacific Economic Review
  • Physica A
  • Review of Economics and Statistics
  • Southern Economic Journal (2)
  • Southwest Business and Economics Journal
  • Studies in Nonlinear Dynamics and Econometrics (5)
  • National Science Foundation (proposal review) (2)
  • Research Council of Dong-Ah University, Korea (proposal review)
  • Research Grants Council of Hong Kong (proposal review) (2)
  • Social Sciences and Humanities Research Council of Canada (proposal review)
  • Routledge, Taylor & Francis Group (book review) (3)
  • McGraw-Hill/Irwin, D.N. Gujarati, Basic Econometrics (book review)
  • Addison-Wesley, J.H. Stock and M.W. Watson, Introduction to Econometrics (book review)

 

 

C.  EDITORIAL BOARD

 

  • Associate Editor, Studies in Nonlinear Dynamics and Econometrics

 

 

D.  INVITED LECTURES

 

  • Lectures on Financial Econometrics, Bilgi University, Istanbul, March 22-27, 2004
  • Lectures on Time Series Econometrics, Bilgi University, Istanbul, December 19-20, 2005
  • Lectures on Time Series Econometrics, Xiamen University, WISE Institute of Studies in Economics, July 15-20, 2006

 

 

E.  INVITED SEMINARS (alphabetical)

 

  • Bilgi University, Istanbul (2004, 2005)
  • Board of Governors, Federal Reserve Board, Washington, D.C. (1990, 2007)
  • Bureau of Labor Statistics, Washington, D.C. (1995, 1996)
  • City University of Hong Kong (2001)
  • Dongguk University, Seoul (1995, 1996)
  • Ewha University, Seoul (1994)
  • Federal Reserve Bank of St. Louis (2006)
  • Indiana University, Bloomington (1999, 2000)
  • Korea Institute for International Economic Policy, Seoul (2002)
  • Korea Institute of Finance, Seoul (2001)
  • Korean Bureau of Statistics, Seoul (1993)
  • Korean Development Institute, Seoul (1999, 2007)
  • Louisiana State University (1990, 1993, 2008)
  • North Carolina State University (2006)
  • Purdue University (2001, 2007)
  • Rutgers University (2002)
  • Tulane University (1992)
  • University of British Columbia (2004)
  • University of California, Davis (2002)
  • University of California, Los Angeles (1998, 2003)
  • University of California, Riverside (7 times)
  • University of California, Riverside, Department of Statistics (twice)
  • University of California, San Diego (2003, 2006)
  • University of California, Santa Barbara (2002, 2007)
  • University of California, Santa Cruz (1990)
  • University of Cambridge (2007)
  • University of Florida (1990)
  • University of Kentucky (1990)
  • University of Macedonia, Thessaloniki, Greece (2005)
  • University of Notre Dame (1995)
  • University of Pittsburgh (1990)
  • University of Southern California (1997, 2004, 2006)
  • University of Victoria, Canada (2004)

 

 

F.  Ph.D. DISSERTATION COMMITTEES

 

  • Emre Yoldas, in progress, 2008, Economics, UCR (member)
  • Weiqian Qian, in progress, 2008, Economics, UCR (member)
  • Scott Lesch, August 2007, Statistics, UCR (member)
  • Huiyu Huang, June 2007, Economics, UCR (Chair, Pan Agora Asset Management, Boston)
  • Xiangdong Long, June 2005, Economics, UCR (Co-Chair, University of Cambridge, Judge Business School, CERF) 
  • Xiao Huang, June 2005, Economics, UCR (member, Kennesaw State University)
  • Wei Sun, June 2005, Economics, UCR (member, Khimetrics Inc. Phoenix)
  • Heather Tierney, June 2005, Economics, UCR (member, College of Charleston)
  • Weiping Yang, October 2005, Economics, UCR (Chair, Capital One Credit Risk Research, Richmond)
  • Yang Yang, December 2005, Economics, UCR (Chair, Wells Fargo Bank, San Francisco)
  • Yong Bao, June 2004, Economics, UCR (Co-Chair, Temple University)
  • Santosh Mishra, June 2003, Economics, UCR (Co-Chair, Oregon State University)
  • Li Ping, 2004, Statistics, UCR (member)
  • Bernard Gress, 2004, Economics, UCR (member, Freddie Mac)
  • Dustin Chambers, 2004, Economics, UCR (member, Salisbury University)
  • Daniel Henderson, 2003, Economics, UCR (member, SUNY Binghamton University)
  • Debasri Mukherjee, 2002, Economics, UCR (member, Western Michigan University)
  • Fang Dong, 2001, Economics, UCR (member, Providence College)
  • Marc Mercurio, 2000, Economics, UCR (member)
  • Colleen Burns, 2000, Statistics, UCR (member)
  • Lance Teschmacher, 2000, Statistics, UCR (member)
  • Vigfus Madsen, 2000, Economics, UCR (member)
  • Paul R. Woodburne, 1999, Economics, UCR (member)
  • Sherman Ho, 1998, Economics, UCR (member, Providian Financial)
  • Shahana Samiullah, 1997, Economics, UCR (member)
  • Jaeho Choi, 1997, Economics, Dongguk University (member)
  • Rong-Chang Wu, 1996, Economics, UCR (member, Taiwan)
  • Yiuman Tse, 1995, Finance, LSU (member, Finance, University of Texas, San Antonio)
  • Omer Ozcicek, 1995, Economics, LSU (member)
  • Sok-Tae Kim, 1994, Finance, LSU (member, Dongguk University, Korea)
  • Jie-Haun Lee, 1993, Finance, LSU (member, Taiwan)
  • Barun Kanjilal, 1992, Agricultural Economics, LSU (member)
  • Parisun Chantanahom, 1991, Economics, LSU (member, Thailand)
  • Salil Sarkar, 1991, Finance, LSU (member)
  • Jang Cheon Jin, 1991, Economics, LSU (member, Chinese University of Hong Kong)

 

 

G.  CONSULTING SERVICES

 

  • Bates White LLC (independent contractor for econometrics)

 

 

H.  RESEARCH GRANTS

 

  • Institute of Monetary and Economic Research of the Bank of Korea, Research Grant, Summer 2007 (about $8,740)
  • California Institute of Technology, Research Fund, 2005-2006 ($5,000)
  • University of California, Riverside, Executive Vice Chancellor Research Funds, 2000-2003 ($35,000)
  • Academic Senate, University of California, Riverside, Research Funds, 1995-2008 ($1,300-$2,500 each year)
  • Regents of University of California, Faculty Fellowship and Faculty Development Awards, 1998-1999 ($3,000)
  • Korea Sanhak Foundation, Research Grant, 1997-1998 (about $8,000)
  • American Statistical Association/National Science Foundation/Bureau of Labor Statistics, Senior Research Fellowship, 1995-1996 (about $45,000)
  • Research Council, Louisiana State University, Research Funds, 1990-1995 ($6,000 each year)

 

 

I.  INSTRUCTIONAL GRANTS

 

  • University of California, Riverside, Faculty Instructional Method Grant, 1999 

 

 

J.  TRAVEL GRANTS

 
  • Cambridge Endowment for Research in Finance, Judge Business School, University of Cambridge, UK, Travel Grant, June-July 2007
  • Korea Development Institute, Travel Grant, July 2007
  • The Third Symposium on Econometric Theory and Applications (SETA2007), Travel Grant, Hong Kong University of Science and Technology, April 2007
  • Workshop on Forecasting in Presence of Structural Breaks and Model Uncertainty, Travel Grant, St. Louis, Saint Louis University Simon Center, August 2006
  • The Second Symposium on Econometric Theory and Applications (SETA2006), Travel Grant, Xiamen University, April 2006
  • European Conferences of the Econometrics Community (EC2 ) on Econometrics of Financial and Insurance Risks, Istanbul, December 11-22, 2005
  • Workshop on Financial Risk and Time Series Analysis (Munich) and NSF/NBER Time Series Conference (Heidelberg), September 18-25, 2005
  • Econometric Society, the 9th World Congress (ESWC2005), Travel Grant, London, August 18-25, 2005
  • The First Sympo