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Qitong Chen

Guangdong University of Foreign Studies (from arXiv:2605.07404, 2026) · OpenAlex

5 papers in scope · 4 published · 1 on the econ.EM arXiv · 97 citations · h-index 3 (over the papers listed here)

Papers

(1 of 5)

Time-varying model averaging for FAVAR models with smooth structural changes*
published2026 · Journal of Business and Economic Statistics
with Yongmiao Hong, Haiqi Li, Xia Wang
Journal of Business and Economic Statistics
Self-normalized tests for multistep conditional predictive ability
working paper2026 · arXiv
with Shuwen Lai
Paper profile arXiv arXiv:2605.07404
Time-varying forecast combination for factor-augmented regressions with smooth structural changes
published2024 · Journal of Econometrics · 9 citations
with Yongmiao Hong, Haiqi Li
Journal of Econometrics
How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis
published2021 · The North American Journal of Economics and Finance · 22 citations
with Huiming Zhu, Dongwei Yu, Liya Hau
The North American Journal of Economics and Finance
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis
published2021 · The North American Journal of Economics and Finance · 66 citations
with Huiming Zhu, Weiyan Chen, Liya Hau
The North American Journal of Economics and Finance

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.