P1019312 (2).jpg

MOLIN ZHONG

Principal Economist

 

Federal Reserve Board

Division of Financial Stability

Financial and Macroeconomic Stability Studies

My CV (last updated September 2021)

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 FORECASTING IN TIMES OF CRISES (Conditionally Accepted at Journal of Applied Econometrics)

MACROECONOMIC AND FINANCIAL RISKS: A TALE OF MEAN AND VOLATILITY

IFDP Working Paper (AUGUST 2021), Companion Webpage with data and cool 3D plots

NONLINEAR DYNAMIC FACTOR MODELS

Download This Paper (JANUARY 2021)

PUBLICATIONS

 

UNDERSTANDING BANK AND NONBANK CREDIT CYCLES: A STRUCTURAL EXPLORATION

Download This Paper 

Journal of Money, Credit and Banking

LIKELIHOOD EVALUATION OF MODELS WITH OCCASIONALLY BINDING CONSTRAINTS

Download This Paper

 

Journal of Applied Econometrics, Vol 34, Issue 7, Nov/Dec 2019

A NEW APPROACH TO IDENTIFYING THE REAL EFFECTS OF UNCERTAINTY SHOCKS

Download This Paper, Appendix

Journal of Business and Economic Statistics, Vol 38, Issue 2, 2020

MEASURING INTERNATIONAL UNCERTAINTY: THE CASE OF KOREA

with Minchul Shin (UIUC) ,Boyuan Zhang (UIUC) , and Dong Jin Lee (Bank of Korea)

DOES REALIZED VOLATILITY HELP BOND YIELD DENSITY PREDICTION?

Download This Paper

International Journal of Forecasting, Vol 33, Issue 2, April - June 2017

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

Your details were sent successfully!