Home
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) Slides
- 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 US GDP nowcast and forecast
E-mail: zsun 'at' wiwi.uni-frankfurt.de