教师简介

 

研究领域

 

计量经济学,宏观经济与货币政策,时间序列分析

 

 

教育背景

 

2009-2013,厦门大学王亚南经济研究院,数量经济学,经济学博士

2006-2009,东北财经大学,数量经济学,经济学硕士

2003-2006,青岛大学,数学与应用数学,理学学士(修满学分,提前一年毕业)

 

 

职业经历

 

2013.7-2017.3,中国科学院大学,经济与管理学院,讲师

2014.1-2015.1,新加坡管理大学,经济学院,博士后

2017.3-至今,中山大学岭南学院,副教授

 

研究成果

 

[1] Liangjun Su, Xia Wang, 2017, On Time Varying Factor Models: Estimation and Testing, Journal of  Econometrics, 198, 84-101.

[2] Xia Wang, Yongmiao Hong, 2017, Characteristic Function Based Testing for Conditional Independence: A Nonparametric Regression Approach, Econometric Theory, forthcoming.

[3] Yongmiao Hong, Xia Wang, Shouyang Wang, 2017, Testing Strict Stationarity with Applications to Macroeconomic Time Series, International Economic Review, forthcoming.

[4]  Liangjun Su, Xia Wang, Sainan Jin, 2017, Sieve Estimation of Time-varying Panel Data Models with Latent Structures, Journal of Business & Economic Statistics, forthcoming.

[5] Yongmiao Hong, Xia Wang, Wenjie Zhang, Shouyang Wang, 2017, An Efficient Integrated Nonparametric Entropy estimator of Serial Dependence, Econometric Reviews, forthcoming.

[6] Tingguo Zheng, Xia Wang, Huiming Guo, 2012, Estimating Forward-Looking Rules for China’s Monetary Policy: A Regime-Switching Perspective, China Economic Review (SSCI), 23(1): 47-59.

[7] Xia Wang, Yuhuang Shang, Tingguo Zheng, 2014, An Extensive Study on Markov Switching Models with Endogenous Regressors,  Studies in Nonlinear Dynamics & Econometrics (SSCI), 18(4): 403-418.

[8] Xia Wang, Tingguo Zheng, Yanli Zhu, 2014, Money-Output Granger Causal Dynamics in China, Economic Modelling (SSCI), 43: 192-200.

[9] 王霞,洪永淼,2016,《基于非参数回归的遗漏变量检验》,《管理科学学报, 3, 77-91

[10] 王霞,洪永淼,2014,《一类基于非参数回归的条件异方差检验》,《统计研究》,12, 75-81

[11] 郑挺国,王霞,2013,《中国经济周期的混频数据测度及实时分析》,《经济研究》,6p58-70

[12] 郑挺国,王霞,苏娜,2012,《通货膨胀实时预测及菲利普斯曲线的适用性》,《经济研究》,3p88-101

[13] 郑挺国,王霞,2010,《中国产出缺口的实时分析及其可靠性研究》,《经济研究》,10p129-142

[14] 郑挺国,王霞,2011,《泰勒规则的实时分析及其在我国货币政策中的适用性》,《金融研究》,8p31-46

 

当前研究

[1] Sieve Estimation of Time-varying Panel Data Models with Latent Structures (with Liangjun Su, Sainan Jin), revised and resubmitted.

[2] A Nonparametric Test for Structural Changes in Factor Models (with Liangjun Su).

[3] Testing Constant Conditional Dependence with Application to Financial contagion (with Yongmiao Hong), working in progress.

 

教授课程