AV淘宝

Faculty and Staff

Assistant Professors

LIU Keyan

22A01

LIU Keyan

Assistant Professor

Department of World Economics

Email: [email protected] or [email protected]

Personal Website : //keyanliu1.github.io/

PhD, University of Helsinki, Economics

MSc, University of Leicester, Financial Economics

BA, Nanjing University, Statistics


TEACHING AND RESEARCH AREAS

Teaching Programme: Undergraduate, Graduate, and International Programs.

Teaching Focusing: Advanced Econometrics.

Research Areas: Econometrics, Empirical Macroeconomics, Time Series Analysis, Dynamic Causal Inference.


ACADEMIC EXPERIENCE

2025.12--Present Fixed-term Lecturer, Department of World Economy, Wuhan University

EDITORIAL BOARDS

Referee for: Journal of Business and Economic Statistics, The Econometrics Journal.


SELECTED PUBLICATIONS (Last 5 years or significant publications in the last decade)


Journal Papers (International)

Published:

Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks (with Markku Lanne and Jani Luoto). Journal of Business & Economic Statistics, 2023.

Identifying Structural Vector Autoregressions via Non-Gaussianity of Potentially Dependent Structural Shocks (with Markku Lanne and Jani Luoto). Conditionally accepted at The Econometrics Journal, 2025.


Working Papers:

Non-Gaussian Structural Vector Autoregression with Unknown Break Points, 2025.

Inference for Weakly Identified Non-Gaussian Structural Vector Autoregressions (with Jani Luoto).

Identifying Time Varying Parameter Models via Non-Gaussianity (with Jani Luoto and Tero Koivisto).


RESEARCH GRANTS

International Collaborative Grants

Ei-normaalisten aikasarjojen rakenteellinen analyysi: sovelluksia ilmastoon ja makrotalouteen (Structural Analysis of Non-Gaussian Time Series: Applications to Climate and Macroeconomics). Academy of Finland, Research Project, 2022.09-2026.09.