廖闻亭
简介：中国人民大学财政金融学院货币金融系讲师，中国人民大学“杰出学者计划”青年学者。2013年获得于大连理工大学获得经济学学士学位（金融专业）和应用数学双学士学位。2014年于美国西北大学获得理学硕士学位（应用数学专业）。2021年于美国东北大学获得经济学博士学位，优秀博士毕业生奖。主要研究领域为实证宏观和金融，国际金融，应用时间序列分析。
研究成果：
（1）论文
[1] Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH-MIDAS Model”, with Afees A. Salisu, Rangan Gupta, and Oguzhan Cepni, Journal of Forecasting, January 2025.
[2] "Does US Financial Uncertainty Spill Over through the (Asymmetric) International Credit Channel? The Role of Market Expectations", with Yu-Fan Huang and Taining Wang, Journal of International Money and Finance, October 2024.
[3] "Financial Conditions, Macroeconomic Uncertainty, and Macroeconomic Tail Risks”, with Yu-Fan Huang, Sui Luo, and Jun Ma, Journal of Economic Dynamics and Control, June 2024.
[4] "Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate", with Jun Ma and Chengsi Zhang, Journal of International Money and Finance, May 2024.
[5] "Extreme Weather Shocks and State-Level Inflation of the United States", with Xin Sheng, Rangan Gupta, and Sayar Karmakar, Economics Letters, April 2024"Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States", with Oguzhan Cepni, Rangan Gupta, and Jun Ma, International Review of Finance, August 2023.
[6] "Identifying Exchange Rate Effects and Spillovers of U.S. Monetary Policy Shocks in the Presence of Time-Varying Instrument Relevance", with Jun Ma and Chengsi Zhang, Journal of Applied Econometrics, July 2023.
[7] "Commodity Financialization and Funding Liquidity in China", with Xiangfu Jia and Chengsi Zhang, The North American Journal of Economics and Finance, April 2022.