Staff
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DirectorHashem Peseran John Elliott Distinguished Chair and Professor of Economics Department of Economics USC Faculty Profile | Personal Website
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AdministratorAkiko Matsukiyo USC Dornsife Center for Applied Financial Economics (CAFE) |
Advisory Board
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Professor Francis X. Diebold
University of Pennsylvania |
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Lord Professor John Eatwell
Queens’ College |
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Professor Barry Eichengreen
University of California, Berkeley |
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Professor Wayne Ferson
University of Southern California |
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Professor Lucrezia Reichlin
London Business School |
Research Fellows
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Professor Marcelle Chauvet
University of California, Riverside |
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Dr. Alexander Chudik
Federal Reserve Bank of Dallas |
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Dr. Joel David
Federal Reserve Bank of Chicago |
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Professor Robert Dekle
University of Southern California |
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Professor Cheng Hsiao
University of Southern California |
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Professor Oscar Jorda
Federal Reserve Bank of San Francisco |
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Professor George Kapetanios
King’s College London |
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Professor Chung-Ming Kuan
NTU University Chair Professor |
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Professor Oliver Linton
University of Cambridge |
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Professor Michael Magill
University of Southern California |
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Professor Jeff Nugent
University of Southern California |
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Professor Adrian Pagan
Faculty of Arts and Social Sciences |
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Professor Vincenzo Quadrini
University of Southern California |
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Professor Alessandro Rebucci
Johns Hopkins University |
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Professor Barbara Rossi
Universitat Pompeu Fabra (UPF) and |
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Dr. Vanessa Smith
University of York |
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Professor Allan Timmermann
University of California, San Diego |
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Professor Jun Yu
Professor of Economics and Professor of Finance |
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Professor Cynthia Fan Yang
Florida State University
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Dr. Andrea Nocera
United Kingdom Debt Management Office |
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Professor Andreas Pick
Econometric Institute of the Erasmus School of Economics
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Dr. Ida Johnsson
Zillow Senior Economist – Forecasting & Risk |
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Professor Anindya Banerjee
University of Birmingham
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Graduate Fellows
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Jeong Yoo I am a PhD student in Economics at USC. I received my Bachelor’s in Business from USC and Master’s in Economics from Duke University. My main research areas are Asset Pricing and Applied Econometrics. Using econometrics tools, I like to analyze how and why various asset prices change over time. My recent work involves measuring strength of factors in high-dimensional settings, examining oil price shocks, and identifying asset pricing factors with statistically significant alphas. |
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Past Graduate Fellow: Tiange Ye I am a Ph.D. student in Finance and Business Economics at the Marshall School of Business of the University of Southern California. I hold a bachelor’s degree in Finance and Economics from New York University Shanghai, and master’s degree in mathematics of Finance from Columbia University. My primary research interests are empirical asset pricing and credit risk. My recent research focuses on corporate debt rollover risk, as well as distinguishing between corporate bonds and loans. In the past, I have worked on mutual fund cash holdings and market flash crashes. |
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Past Graduate Fellow: Zhan Gao I am a Ph.D. student in the Department of Economics, University of Southern California. Before coming to LA, I lived in Hong Kong for seven year,s where I received Bachelor’s and Master’s degrees in Mathematics and Economics from the Chinese University of Hong Kong.My research interests are mainly in econometrics. I’m currently working on high-dimensional predictive regression models, random coefficient models and robust estimation and inference methods.Personal Website |
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Past Graduate Fellow: Dario Laudati I am a PhD student in Economics at USC. I received my Bachelor in Economics at Bocconi University in Milan (Italy), and a joint Master degree in Economics from Bocconi University and Catholic University of Louvain (Belgium). My research interests are at the intersection of macroeconomics and finance. I am interested in studying how the industrial organization of banking affects the macroeconomic performance. I also have a broader interest in international finance, researching on foreign exchange rates and capital flows behavior. I like to refer to both theoretical and applied methodological strategies. |
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Past Graduate Fellow: Mahrad Sharifvaghefi Assistant Professor – Department of Economics, University of PittsburghI received my B.Sc. and M.Sc. in Economics from the University of Tehran and Sharif University of Technology, respectively. My research interests are High-Dimensional Inference and Macro-Finance. My recent work focuses on Variable Selection in Linear High-Dimensional setting and its application to real time forecasting of stock returns.Personal Website |
Contact
Center for Applied Financial Economics (CAFE)
University of Southern California
3620 South Vermont Avenue, Kaprielian Hall (KAP) #308
Los Angeles, CA 90089