林娟

副教授

北京师范大学Ph.D., Economics

电话:0592-2186819

电子邮件:ecsniffer@xmu.edu.cn

办公室:经济楼D226

Office Hours:周五早上9:00-11:00


个人简介 研究成果 研究项目

工作经历

Associate Professor at Department of Finance, School of Economics & Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, Since August 2017

Assistant Professor at Department of Finance, School of Economics & Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, September 2014-July 2017

Postdoctoral Research Fellow, Risk Management Institute, National University of Singapore, 2011.7 - 2014.6

Lecturer, Department of Finance, School of Management, Fuzhou University, 2005.9 - 2007.6.

教育背景

Ph.D., Economics, Beijing Normal University, 2011.

Joint Ph.D. Program, Department of Economics, Texas A&M University, 2009.7 - 2010.12.

M.S., Economics, Beijing Normal University, 2005.

B.A., Economics, Beijing Normal University, 2002.

研究兴趣

Risk Management, Financial Econometrics, Nonparametric and Semiparametric Econometrics, International Finance

教学兴趣

Risk Management, Financial Econometrics, Nonparametric and Semiparametric Econometrics, International Finance

  1. Chen Y., J. Lin* and X. Wu. "Revisiting the return-volatility relationship of exchange rates: New evidence from offshore RMB", Pacific Economic Review, accepted
  2. 林娟, 吴春晓, 张明. 黄金是人民币汇率风险的对冲工具和安全港吗?《中国管理科学》,已接受
  3. 林娟,柳军利.  在岸和离岸人民币汇率传导机制的动态非线性研究. 《系统工程学报》, 已接受
  4. 林娟,赵海龙. 沪深股市和香港股市的风险溢出效应研究---基于时变Delta CoVaR模型的分析,《系统工程理论与实践》, 2020, 40(6), 1533-1544.
  5. Lin J.* and X. Wu. "A Diagnostic Test for Specification of Copulas under Censorship", Econometrics Review, 2020, 39(9), 930-946.
  6. Lin J.* and X. Wu. "A Sequential Test for the Specification of Predictive Densities", Econometrics Journal, 2017, 20: 190-220.
  7. Lin J. and X. Wu*, 2015. "Smooth Tests of Copula Specifications", Journal of Business & Economic Statistics, 33, 128-143.
  8. Wang, L., Z. Liang*, J. Lin and Q. Li, 2015. "Local Constant Kernel Estimation of a Partially Linear Varying Coefficient Cointegration Model", Annals of Economics and Finance, 16-2, 353-369.
  9. Li, Q.*, J. Lin and J.S. Racine, 2013. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions", Journal of Business & Economic Statistics, 31, 57-65.
  10. Gu, J.*, J. Lin and D. Liu, 2011. "Estimating the Average Treatment Effect Based on Direct Estimation of the Conditional Treatment Effect", Advances in Econometrics, 27, 289-311.
  11. 贺力平,林娟. 论外汇投资中的估值效应及其经济影响,《金融评论》. 2011 年 6 期
  12. 贺力平,林娟. 试析国际金融危机与全球经济失衡的关系 – 兼评伯南克-保尔森“金融危机外因论”.《国际金融研究》,2009 年 5 期
  • 2022.1-2025.12 国家自然科学基金面上项目(72173107)“基于密度预测的中国宏观经济不确定性测度与实证研究“,48万
  • 2020.3-2023.3 教育部人文社会科学研究青年基金(20YJC790071)“风险中性密度函数的非参数估计与应用研究“,8万
  • 2016.1-2018.12 国家自然科学基金青年项目(71501164)“密度函数预测模型的设定检验及其在中国宏观经济指标预测中的应用”,18.5万元