Fuyu Yang was admitted to the degree of Doctor of Philosophy in Economics from the Faculty of Social Sciences, University of Leicester, UK in Jan, 2009.
She has been working as a Graduated Teaching Assistant when she was a postgraduate student in Leicester. Since Oct, 2008, she has been an Early Stage Researcher in COMISEF (Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät). Her research involves making Bayesian inference of models with high dimensional latent variables, and model selections with the use of information flow. Her research also involves nowcasting and forecasting of macro variables and evaluating the forecasting capacities of statistical models.
Paper under Submission and Working Projects:
- Bayesian Analysis of Deterministic Time Trend and Changes in Persistence Using a Generalised Stochastic Unit Root Model (2007), with Roberto Roberto Leon-Gonzalez, under submission.
- Interest rates modelling with investigations of an extended Nielson-Siegel (ENS) model where estimations of latent variables are involved. Out-of-sample forecasts using the proposed ENS model will be evaluated.
- Nowcast and forecast macro variables using data with different frequencies and the information of announcements.