I am Xiaobin Liu, serve as an associate Professor and Ph.D supervisor since 2023 at Lingnan College, Sun Yat-sen University. I also serve as a Research Fellow at the Institute of Digital Economy and Policy at Sun Yat-sen University, a Research Fellow at the Academy of Financial Research at Zhejiang University, and a Council Member of the Guangdong Economic Association. His primary research interests include econometrics (with a focus on big data, including Bayesian econometrics, financial econometrics, theoretical econometrics), empirical asset pricing, and macro-finance. His research has been published in academic journals such as Economic Research Journal, Journal of Financial Research, Review of Economics and Statistics, Journal of Econometrics, and Journal of Business & Economic Statistics.

Research Interests

Econometrics (with a focus on big data, including Bayesian econometrics, financial econometrics, theoretical econometrics)
Empirical Asset Pricing
Macro-Finance

Education

2007 – 2011: Bachelor of Science, Sun Yat-sen University
2011 – 2013: Master of Finance, Sun Yat-sen University
2013 – 2018: Ph.D. in Economics, Singapore Management University

Professional Experience

2023 – Present: Associate Professor and Ph.D. supervisor, Lingnan College, Sun Yat-sen University
2018 – 2023:    Research Fellow under the "Hundred Talents Program" and Ph.D. Supervisor, School of Economics, Zhejiang University

Publications in English

1. Shi, S., Liu, X, Yu, J.. Fractional Stochastic Volatility Model Journal of Time Series Analysis, forthcoming.
2. Jiang, L., Liu, X., Phillips, P. C., & Zhang, Y. (2024). Bootstrap inference for quantile treatment effects in randomized experiments with matched pairs. Review of Economics and Statistics, 106(2), 542-556.
3. Liu, X., Li, Y., Yu, J., & Zeng, T. (2022). Posterior-based Wald-type statistics for hypothesis testing. Journal of Econometrics, 230(1), 83-113.
4. Liu, X., Yang, T. T., & Zhang, Y. (2022). Quasi-Bayesian Inference for Production Frontiers. Journal of Business & Economic Statistics, 40(3), 1334-1345.
5. Li, Y., Liu, X., & Yu, J. (2015). A Bayesian chi-squared test for hypothesis testing. Journal of Econometrics, 189(1), 54-69.
6. Liu, X., & Li, Y. (2014). Bayesian testing volatility persistence in stochastic volatility models with jumps. Quantitative Finance, 14(8), 1415-1426.

Publications in Chinese

1. 陈创练、单敬群、刘晓彬，信贷流动性约束、宏观经济效应与货币政策弹性空间[J]，经济研究，2022第6期，101-118。
2. 陈创练、高锡蓉、刘晓彬*，“稳增长” 与 “防风险” 双目标的宏观调控政策抉择[J]， 金融研究，2022第1期，19-37。

Books and Chapters

Liu, X. Methods for estimating discrete-time stochastic volatility models. Financial Econometrics – Theory and Applications. Edited by Shuping Shi, Xiaohu Wang, and Tao Zeng, Cambridge University Press, forthcoming.

Research Projects and Grants

National Natural Science Foundation of China Youth Fund, January 2021 - December 2023, Principal Investigator

Courses

Advanced Econometrics I (Ph.D. students, Fall 2023)
Econometrics (Master's students, Spring-Summer 2024)
Machine Learning in Economics and Finance (Undergraduate, Fall 2023)
Investment (Zhejiang University, Undergraduate, 2018 - 2022)
Economic Statistics Software and Applications (Zhejiang University, Undergraduate, 2018 - 2022)
Python Programming (Zhejiang University, Master's, Fall 2019, Fall 2020)