Xin Zheng


Email: xzhe7327@uni.sydney.edu.au

Xin Zheng CV

Areas of Interest

  • Bayesian DSGE Model
  • Time Series Econometrics
  • Culture and Gender's Impacts upon Human Decision Making
  • Labour Economics
  • Option Pricing
  • Growth Modelling
  • Discrete Choice Modelling
  • Business Forecasting
  • Energy Economics
  • Monetary Economics

Education

  • 2013-2017 PhD in Economics, School of Economics, Faculty of Arts and Social Sciences, the University of Sydney
  • 2016 Advanced Macroeconomics Summer School, Faculty of Business and Economics, Monash University
  • 2015 Advanced DSGE-VAR Modelling and Forecasting using Matlab and Dynare Summer School, School of Economics, the University of Surrey
  • 2011-2012 M.Phil in Economics, School of Economics, Faculty of Arts and Social Sciences, the University of Sydney
  • 2010-2011 Maters of Economics by coursework (Econometrics and Financial Economics), School of Economics, Faculty of Business and Economics, the University of Sydney

Awards

  • Faculty of Arts and Social Sciences Dean’s Citation for Excellence in Tutorials (ECMT1020 Introduction to
    Econometrics), 2015
  • International Symposium on Forecasting Travel Grant, granted by International Association of Forecasting and University of
    California Riverside, U.S.A., 2015
  • University of California Irvine Travel Grant for Presentation at Advances in Econometrics Conference on Bayesian Model
    Comparison, granted by Department of Economics, University of California Irvine, U.S.A., 2014
  • Cultural Economics Conference Travel Grant, granted by Social Sciences and Humanities Research Council of Canada and Association of Cultural Economics, 2014
  • Postgraduate Research Scholarship Scheme (PRSS), University of Sydney, 2012
  • Best Paper Award at the 15th International Business Research Conference, World Business Institute, 2012
  • Certificate of Rank Third in the division of Funds Management/Derivatives/Risk Management/Quantitative Finance in the 3rd Financial Markets and Corporate Governance Conference, La Trobe University, 2012

Dissertation

PhD in Economics Thesis
Economic Shocks and Endogenous Growth in the Framework of the DSGE-VAR Model (Supervisors: Dilip Dutta, Stephen Whelan)

MPhil in Economics Thesis
Trade Liberalization’s Impacts upon Economic Growth in an Endogenous Growth Theoretic Framework: Experiences from Two Asymmetric Countries (Supervisors: Dilip Dutta, Stephen Whelan)

Publications

2015

"Culture, Investment Behaviour and Stock Market Volatility-A Markov Regime-Switching GJR-GARCH Approach”, Journal of Modern Accounting and Auditing, Volume 6, Number 2, 2015, pp. 56-81.

"Fertility Choice by the Couples: A Multinomial Model for Household Decision Making”, Journal of Accounting, Finance and Economics, Volume 5, Issue 1, 2015, pp. 24-45.

"Modelling Endogenous Growth under Trade Liberalization Regime: The Case of USA & China” (with Associate Professor Dilip Dutta), International Review of Business Research Papers, Volume 6, Issue 2, 2015, pp. 132-157.

2013

"Oil Crisis, Market Reforms and Human Welfare: An Econometric Analysis of the Australian Economy”, Journal of Modern Accounting and Auditing, David Publishing Company, USA, Volume 9, Number 12, 2013, Page 1655-1670.

"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", Green Templeton College, the University of Oxford, Volume 2, Issue 2, 2013, pp. 108-129.

“Oil Crisis, Market Reforms and Human Welfare: An Econometric Analysis of the Australian Economy”, Journal of Modern Accounting and Auditing, David Publishing Company, USA, Volume 9, Number 12, 2013

2012

“The Transmission Mechanism from Australian Mining Stock Volatility to Australian Exchange Rate Volatility” Published in Global Review of Accounting and Finance, 3:2, (September 2012), pp. 94-113.

“The Determinants of Exchange Rate Regime and Impacts upon the Stability of Economy: Experiences from Australia” Published in Journal of Accounting, Finance and Economics, 2:1, (July 2012), pp. 31-48.

“Empirical Analysis of Stock Return Distribution’s Impact upon Market Volatility: Experiences from Australian Securities Exchange”, International Review of Business Research Papers, 8:5, (July 2012), pp. 156-175.

“Oil Crisis, Market Reforms and Economic Growth: Evidence from Australia, 1970-2010”, International Review of Business Research Papers, 8:4, (May 2012), pp. 177-194.

“Trade Liberalization and Economic Development: Experiences from Asymmetric Countries”, Journal of Business and Policy Research, 7:1, (May 2012), pp. 193-212.

2010

“A simulation on the dynamics of Australia trade balance with USA”, New Finance Economics, (September 2010), pp. 045.

“Detecting the nested determinants of the Australian Dollar-U.S. Dollar exchange rate regime and simulating its behavior”, Business China, 7:1, (August 2010), pp. 96.

2009

“The Correlation between the RMB Exchange Rate and U.S. Direct Investment in China”, Modern Economic Information, 1:1, (2009), pp. 144-145.

Conference Presentations

"Culture, Investment Behaviour and Stock Market Volatility-A Bayesian GARCH-in-Mean Approach", The Association for Cultural Economics International 2014 (The 18th International Conference on Cultural Economics) hosted by School of Management, the University of Quebec in Montreal, Canada, June 24st-27th 2014

'"Maximum Likelihood and Bayesian Estimation of GARCH Models Forecasting Regional Stock Market Volatilities", Advances in Econometrics Conference on Bayesian Model Comparison hosted by Department of Economics, University of California, Irvine, California, U.S.A., February 22nd-23rd 2014

“Gender Difference, Fertility Choice and Household Wealth”, Cooperation and Conflict in the Family Conference, University of New South Wales, Sydney, Australia, February 2nd-5th 2014

“Trade Liberalization in an Endogenous Growth Theoretic Framework: Experiences from Two Asymmetric Countries of the USA & China” (with Associate Professor Dilip Dutta), Econometric Society Australasian Meeting 2013 (ESAM 2013), the University of Sydney, Sydney, July 9th-11th 2013

“Trade Liberalization in an Endogenous Growth Theoretic Framework: Experiences from Two Asymmetric Countries of the USA & China” (with Associate Professor Dilip Dutta), Econometric Society Australasian Meeting 2013 (ESAM 2013), the University of Sydney, Sydney, July 9th-11th 2013.

"Oil Price Shocks, Market Reform and GDP Growth: Experiences from Australia", The 41st Australian Conference of Economists (ACE), Melbourne, July 10th, 2012.

"Stock Return Distribution Assumptions' Impact upon Market Volatility Forecasting: Experiences from Australian Securities Exchange", The 3rd Financial Markets and Corporate Governance Conference, La Trobe University, Melbourne, April 13th 2012.

"Revisiting Economic Growth and its Immunity against Energy Crisus: Evidence from Australia, 1970-2010", The Asia-Pacific Economic and Business History Conference, ANU Canberra, February 16th, 2012.

"Economic Growth and its Immunity against Energy Crisis: Evidence from Australia, 1970-2010", The 2011 Society of Heterodox Economists (SHE) Conference, Sydney, December 5th, 2011.

"Trade Liberalization's Impact upon Economic Development: Experiences from Asymmetric Countries", The 15th International Business Research Conference, Sydney, November 16th, 2011.

Research Projects

China peace index construction project, organized by the Institute for Economics & Peace (IEP) Sydney Office from October 1st, 2011 to January 6th, 2012

Australian agriculture business project, organized by Pacific Road Corporate Finance and Capital Management Sydney Office from January 27th– February 27th, 2011