Dr. Xin Zheng，currently an Assistant Professor at Department of International Trade and Finance, School of Management and Economics, Beijing Institute of Technology. She holds a Bachelor of Economics in Finance with High Distinction from School of Finance, Renmin University of China, a Master in Econometrics, a MPhil in Financial Economics, and a PhD in Financial Economics with High Distinction from School of Economics, the University of Sydney. She has worked as a postdoctoral researcher and achieved High Distinction at PBC School of Finance Tsinghua University for three years. Her main research areas involve macro finance, financial econometrics, and green finance.
Contact:
Address：Building Wencui L, Liangxiang Eastern Campus, Beijing Institute of Technology, Fangshan District, Beijing, China
Postcode：102401
Email：6120220184@bit.edu.cn
Webpages:
https://sites.google.com/site/xinzheng742247/
https://scholar.google.com/citations?user=Lm7fjlgAAAAJ&hl=en
Research Work:
(1) Hsiao, Y., Jin, T., Kwok, S., Wang, X., Zheng, X. (Corresponding Author)(2023). Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model. China Economic Review, 81, 102006.
SSCI Q1, JCR Economics Q1, ABCD A, Impact Factor: 6.8.
https://doi.org/10.1016/j.chieco.2023.102006
(2)Hsiao, C., Yang, R., Zheng, X., and Chiu, Y. (2023). Evaluations of policy contagion for new energy vehicle industry in China. Energy Policy, 173, 113402.
SSCI/SCI Q1, JCR Economics/Environmental Sciences/Energy & Fuels Q1, ABCD A, Impact Factor: 9.
https://doi.org/10.1016/j.enpol.2022.113402
(3) Jin, T., Kwok, S., Zheng, X. (Corresponding Author)(2022). Financial wealth, investment, and confidence in a DSGE model for China. International Review of Economics & Finance, 79 (C), 114-134.
SSCI Q1, JCR Business/Finance/Economics Q1, ABCD A, Impact Factor: 4.5.
https://doi.org/10.1016/j.iref.2022.01.008
(4) Jin, T., Zhang, C., Zheng, X. (Corresponding Author). Green Finance and Environmental Protection Heterogeneity in a Mixed Frequency E-DSGE Model. 2022 Asian Meeting of the Econometric Society in East and Southeast Asia
(5) Jin, T., Zhang, C., Zheng, X. (Corresponding Author). Green Finance and ESG Uncertainty in an E-DSGE Model for China. 2022 Financial Economics Meeting: New challenges post-COVID-19 related to Monetary policy, capital flows, and exchange rate frameworks
(6) Jin, T., Kwok, S., Zheng, X. (Corresponding Author). Stock Market, Sentiment, and Household Utility in a DSGE Framework. 2021 Asian Meeting of the Econometric Society
(7) Jin, T., Zhang, C., Zheng, X. (Corresponding Author). Risk Shock and Financial Acceleration Asymmetry between SOEs and PEs. 2021 The 8th International Conference on The Chinese Economy: Past, Present and Future
(8) Jin, T., Kwok, S., Zheng, X. (Corresponding Author). Stock Wealth, Capital Allocation, and Sentiment in a Bayesian DSGE Model for Australia. 2021 Southwestern Finance Association Annual Meeting
(9) Jin, T., Kwok, S., Zheng, X. (Corresponding Author). Household Wealth, Borrowing Capacity and Stock Market: a DSGE-VAR Approach. 2021 China Financial Research Conference
(10) Jin, T., Kwok, S., Zheng, X. (Corresponding Author). Stock Market Conditions and Consumer Confidence in Euro-Asia. 2020 International Symposium in Computational Economics and Finance/The 60th Annual Conference of the Italian Economic Association
(11) Jin, T., Kwok, S., Zheng, X. (Corresponding Author). Financial Wealth Effect and Capital Reallocation Effect in a DSGE-VAR Framework. 2020 NBER-NSF Seminar in Bayesian Inference in Econometrics and Statistic
(12) Jin, T., Kwok, S., Zheng, X. (Corresponding Author). Bayesian VAR Models with Combination of DSGE Model Implied Prior and SSVS in Mean-IW Prior. 2020 International Symposium on Forecasting
(13) Jin, T., Wang, X., Zhang, C., Zheng, X. (Corresponding Author). Economic Climate, Exchange Rate, and Energy Market: A Time-Varying Perspective.
(14) Ding, D., Jin. T., Lian, W., Zheng, X. Housing Cycles and Current Account Dynamics in a Mixed Frequency Panel VAR Model.
(15) Ding, D., Jin. T., Lian, W., Zheng, X. Housing Market Booms and Current Account Deficits in a DSGE Framework.
(16) Zheng, X.，He, X., Ma, J., Jin, T., Time-varying Risk and Macroeconomic Fluctuations-A DSGE Model for China (In Chinese)
(17) He, X., Zheng, X., Forecasting China’s Natural Interest Rate (In Chinese)
(18) Zheng, X., Jin, T., Time-varying Housing Market Risk and Financial Accelerator-A DSGE Analysis for China (In Chinese)
(19) Zheng, X., Jin, T., Natural Interest Rate and House Price Fluctuations-A TVP-VAR-SV Model for China (In Chinese)
(20) Zheng, X. (Corresponding Author). 2015. Culture, Investment Behavior and Stock Market Volatility-A Markov Regime-Switching GJR-GARCH Approach. Global Review of Accounting and Finance, 6 (2), 56-81.
(21) Zheng, X. (Corresponding Author). 2015. Fertility Choice by the Couples: A Multinomial Model for Household Decision Making. Journal of Accounting, Finance and Economics, 5 (1), 24-45.
(22) Zheng, X. (Corresponding Author). 2015. Modelling Endogenous Growth under Trade Liberalization Regime: The Case of USA & China. International Review of Business Research Papers, 11 (2), 132-157.
(23) Zheng, X. (Corresponding Author). 2013. Oil Price Shocks, Macroeconomic Stability and Human Welfare in the Australian Economy. Human Welfare: An International Journal of Graduate Research, Special Issue: 'Well Defined? Interdisciplinary Understandings of Human Welfare, 2 (2), 108-129.
(24) Zheng, X. (Corresponding Author). 2013. Oil Crisis, Market Reforms and Human Welfare: An Econometric Analysis of the Australian Economy. Journal of Modern Accounting and Auditing, 9 (12), 1655-1670.
(25) Zheng, X. (Corresponding Author). 2012. The Transmission Mechanism from Australian Mining Stock Volatility to Australian Exchange Rate Volatility. Global Review of Accounting and Finance, 3 (2), 94-113.
(26) Zheng, X. (Corresponding Author). 2012. Empirical Analysis of Stock Return Distribution’s Impact upon Market Volatility: Experiences from Australian Securities Exchange. International Review of Business Research Papers, 8 (5), 156-175.
(27) Zheng, X. (Corresponding Author). 2012. The Determinants of Exchange Rate Regime and Impacts upon the Stability of Economy: Experiences from Australia. Journal of Accounting, Finance and Economics, 2 (1), 31-48.
(28) Zheng, X. (Corresponding Author). 2012. Oil Crisis, Market Reforms and Economic Growth: Evidence from Australia, 1970-2010. International Review of Business Research Papers, 8 (4), 177-194.
(29) Zheng, X. (Corresponding Author). 2012. Trade Liberalization and Economic Development: Experiences from Asymmetric Countries. Journal of Business and Policy Research, 7 (1), 193-212.
Conference Presentations:
(1) 2023 Asian Meeting of the Econometric Society in China, Tsinghua University, China.
(2) 2023 Econometric Society Australasian Meeting, University of New South Wales, Australia.
(3) 2022 Asia Meeting of the Econometric Society in East and South-East Asia, Keio University (on-line), Japan.
(4) 2022 Financial Economics Meeting: New Challenges Post-COVID-19 related to Monetary Policy, Capital Flows, and Exchange Rate Frameworks), ESSCA School of Management (on-line), France.
(5) 2021 Asian Meeting of the Econometric Society, Curtin University (on-line), Malaysia.
(6) 2021 Southwestern Finance Association Annual Meeting, University of Houston - Clear Lake (on-line), U.S.A.
(7) 2021 China Financial Research Conference, Tsinghua University, China.
(8) 2021 The 8th International Conference on The Chinese Economy: Past, Present and Future, Tsinghua University, China.
(9) 2020 NBER-NSF Seminar in Bayesian Inference in Econometrics and Statistic, Washington University in St. Louis (on-line), U.S.A.
(10) 2020 International Symposium in Computational Economics and Finance, INSEEC School of Business & Economics (on-line), France.
(11) 2020 The 60th Annual Conference of the Italian Economic Association, University of Torino(on-line), Italy.
(12) 2020 The 40th International Symposium on Forecasting, International Association of Forecasting (on-line).
Research Projects:
(1) Principle Investigator, National Natural Science Foundation Program: Corporate environmental protection uncertainty and green financial acceleration effects: Theoretical mechanisms and empirical analysis
(2) Principle Investigator, Chunhui Project: Green finance and China’s macroeconomic fluctuations-A mixed-frequency environmental dynamic stochastic general equilibrium analysis (Completed)
(3) Principle Investigator, International Exchange Project: Financial Accelerator and Housing Market Spillovers in a DSGE Framework (Completed)
(4) Principle Investigator, Academic Exchange Project: Financial Accelerator Asymmetry and Current Account Imbalance (Completed)
(5) Participant, National Natural Science Foundation of China: Rare Events in Macroeconomy and Financial Markets and Their Impacts: A Study Based on the Case of China (Completed)
(6) Participant, National Natural Science Foundation of China: Study on China’s Economic Growth, Opening-up and Reform in the Context of Globalization (Completed)
(7) Participant, IMF Project: Understanding the External Sector Implications of Housing (Completed)
(8) Participant, China Merchants Life Insurance Research Project: Interest Rate Forecasting Models and Financial Risk Models (Completed)
(9) Participant, Research Fund Project at PBC School of Finance Tsinghua University: Macroeconomics and Policy Analysis (Completed)
Awards and Scholarships:
(1) 2023 Beijing Institute of Technology School of Management and Economics Dean’s Citation
(2) The University of Sydney Teaching Fellowship
(3) The University of Sydney School of Economics Dean’s Citation for Excellence in Econometrics and Economics Tutorials
(4) The University of Sydney International Scholarship for PhD Students (Rank 1st in Economics)
(5) The University of Sydney Ian Hudson Scholarship
(6) The University of Sydney Rosalie McCutcheon Scholarship
(7) The University of Sydney Graeme de Graaff Scholarship
(8) Rank 3rd in the Division of Funds Management/Derivatives/Risk Management/Quantitative Finance in the 3rd Financial Markets and Corporate Governance Conference Australia
(9) World Business Institute Best Paper Award at International Business Research Conference Australia
(10) NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics Travel Grant
(11) Melbourne University Bayesian Analysis and Modeling Research Group Travel Grant
(12) International Symposium on Forecasting Travel Grant, University of California Riverside
(13) Advances in Econometrics Conference on Bayesian Model Comparison Travel Grant, University of California Irvine
(14) Cultural Economics Conference Travel Grant, Social Sciences and Humanities Research Council of Canada
