Fuyu Yang

This is my best picture.
Humboldt University Berlin
Research Interests / Background: 

Fuyu Yang was admitted to the degree of Doctor of Philosophy
in Economics from the Faculty of Social Sciences, University of Leicester, UK
in Jan, 2009.

She has been working as a Graduated Teaching Assistant when
she was a postgraduate student in Leicester.
Since Oct, 2008, she has been an Early Stage Researcher in COMISEF
(Humboldt-Universität zu Berlin,
Wirtschaftswissenschaftliche Fakultät). Her research involves making Bayesian
inference of models with high dimensional latent variables, and model selections
with the use of information flow. Her research also involves nowcasting and
forecasting of macro variables and evaluating the forecasting capacities of
statistical models.

Working Papers: 

Paper under Submission and Working Projects:

  1. Bayesian Estimation and Model Selection in the
    Generalized Stochastic Unit Root Model, with Roberto Roberto
    Leon-Gonzalez, Studies
    in Nonlinear Dynamics & Econometrics, Vol. 14, No. 4, forthcoming. (download).
  2. Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model (2010), with Nikolaus Hautsch, submitted. (download). 
  3. Nowcast and forecast macro variables using data with
    different frequencies and the information of announcements.