Economist
MOLIN ZHONG
Principal Economist
Federal Reserve Board
Division of Financial Stability
Financial and Macroeconomic Stability Studies
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My CV (last updated August 2022)
My Site at the Federal Reserve Board
The views expressed on this website are my own and should not be interpreted as reflecting the views of the Board of Governors of the Federal Reserve System or of any other person associated with the Federal Reserve System.
WORKING PAPERS
MACROECONOMIC AND FINANCIAL RISKS: A TALE OF MEAN AND VOLATILITY
Download This Paper (APRIL 2023)
FINANCIAL AND MACROECONOMIC DATA THROUGH THE LENS OF A NONLINEAR DYNAMIC FACTOR MODEL
Download This Paper (May 2023)
PUBLICATIONS
MACROECONOMIC FORECASTING IN TIMES OF CRISES (Accepted at Journal of Applied Econometrics)
Download This Paper (MAY 2021)
with Pablo Guerrón-Quintana (BC)
Coverage: No Hesitations blog
UNDERSTANDING BANK AND NONBANK CREDIT CYCLES: A STRUCTURAL EXPLORATION
with Bora Durdu (FRB)
LIKELIHOOD EVALUATION OF MODELS WITH OCCASIONALLY BINDING CONSTRAINTS
A NEW APPROACH TO IDENTIFYING THE REAL EFFECTS OF UNCERTAINTY SHOCKS
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Journal of Business and Economic Statistics, Vol 38, Issue 2, 2020
MEASURING INTERNATIONAL UNCERTAINTY: THE CASE OF KOREA
Download This Paper, Appendix, Korean uncertainty index 1991M10-2016M5
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Economics Letters, Vol 162, 2018
with Minchul Shin (FRB Philadelphia), Boyuan Zhang (Univ of Pennsylvania), and Dong Jin Lee (Bank of Korea)
DOES REALIZED VOLATILITY HELP BOND YIELD DENSITY PREDICTION?
CONTACT
Division of Financial Stability, Federal Reserve Board
20th St. and Constitution Ave NW, Washington, DC 20551, USA
Phone: (202) 973-6126
Fax: (202) 263-4852