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Doctoral candidate in economics at the Goethe University Frankfurt

My research focuses on Macroeconomics and Macro Finance, specifically on

• Effects of central banks monetary and communication policies
• Modeling macroeconomic expectations
• Macroeconomic forecasting

I employ a range of theoretical and numerical methods, including

• DSGE modeling
• Bayesian inference
• Time-series analysis
• Machine learning
• Natural language processing

Research

• Forecasting the Great Recession in the United States (joint with Michael Binder, Matyas Farkas, John Taylor, Volker Wieland, and Maik Wolters)
• Vague talking at central bank's press conference: News or noise? (joint with Nan Hu)
• Modeling the effective-lower-bound: An endogenous regime-switching approach
• How do investors listen to Fedspeak? High-frequency evidence from the U.S. stock market

Teaching

• Solution, Identification and Estimation of DSGE Models
• Introduction to Macro-econometric Forecasting
• Intermediate Macroeconomics
• Real Analysis

Resource

Real-time nowcast and forecast

• Philadelphia Fed's Survey of Professional Forecasters
• New York Fed's Staff Nowcasting Report
• Atlanta Fed's GDP Now
• Federal Reserve Board's Greenbook and Summary of Economic Projections
• Fair's estimated Cowles Commission type model
• Gelfer's estimated FRBNY model under a data-rich environment

Contact

E-mail: zsun 'at' wiwi.uni-frankfurt.de