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Lingxiang Zhang

Lingxiang Zhang

5 South Street Zhongguancun, Haidian District, Beijing

Phone: 86-18600165510, lingxiangzh@163.com; zhanglingxiang@bit.edu.cn

Homepage: http://sme.bit.edu.cn/zw/szdw/jxzy/gjmyyjr/25224.htm

 

 

 

Personal Information

Born May 10, 1979, Male, Chinese citizen

 

Employment

Visiting Scholar, Department of Economics, University of California Riverside, 2013.11- 2014.5

Associate Professor, Department of Applied Economics, Beijing Institute of Technology                                         2014.7-present

Assistant Professor, Department of Applied Economics, Department of International Trade and Finance, Beijing Institute of Technology          2011.7-2014.7

Assistant Professor, Department of International Economics, School of Economics, Civil Aviation University of China                       2004-2008

 

 

Education

Ph.D. in Economics, Nankai University, China                      June 2011

M.A. in Statistics, Jiaotong University at Xi’an, China                July 2004

B.A. in Economics, Jiaotong University at Xi’an, China               July 2001

 

Research Interests

Econometrics, Time series, Empirical modeling in Macroeconomics and Finance

 

Selected Publications

  1. Zhang Lingxiang, Modeling the Phillips curve in China: A nonlinear perspective, Macroeconomic Dynamics, forthcoming.
  2. Zhang Lingxiang, Performance of unit root tests for nonlinear unit root and partial unit root processes, Communications in Statistics – Theory and Methods, forthcoming.
  3. Yan rongguo, Zhang Lingxiang*, Linearity tests under the null hypothesis of a random walk with drift, Statistical papers, 2015.01, pp.1-12.
  4. Zhang Lingxiang, Modeling China's inflation dynamics: An MRSTAR approach, Economic Modelling, 2013, Vol.31 (3), pp. 440-446.
  5. Zhang Lingxiang, Revisiting the empirics of inflation in China: A smooth transition error correction approach, Economics Letters, 2013, Vol. 119(1), pp. 68-71.
  6. Zhang Lingxiang, Test for linearity against STAR models with deterministic trends, Economics Letters, 2012, Vol. 115(4), pp. 16-19.
  7. Zhang Lingxiang, Partial unit root and linear spurious regression: A Monte Carlo simulation study, Economics Letters, 2013, Vol. 118(1), pp. 189-191.
  8. Zhang Lingxiang* and Zhang Xiaotong, Spurious Granger causality between a broken-trend stationary process and a stochastic trend process, Mathematics and Computers in Simulation, 2011,Vol. 81(8), pp.1673-1681.
  9. Zhang Lingxiang* and Zhu Jinyue, Research on Statistical Properties of Sample Moments of STAR Model Based on Monte Carlo Simulation, Statistics & Information Forum, 2013, 28(6), in Chinese.
  10. Zhang Lingxiang* and Zhang Xiaotong, Linearity Test for STAR Models When Partial Stationarity is Unknown,  Journal of Quantitative and Technical Economics, 2012, 29(1)pp.100-117, in Chinese.
  11. Zhang Lingxiang* and Zhang Xiaotong, Cyclical Fluctuations and Nonlinear Dynamics of Inflation Rate, Economic Research Journal, 2011, 28(6), pp.105-110, in Chinese.
  12. Zhang Lingxiang* and Zhang Xiaotong, Spurious Regression between Broken-Trend Stationary Process and Stochastic Trend Process, Statistical Research, 201128(6), pp.105-110, in Chinese.
  13. Zhang Lingxiang* and Zhang Xiaotong, Joint LM test in the ADF unit root test, Statistical Research, 2010,27(9)pp.84-90. in Chinese.
  14. Zhang Lingxiang* and Zhang Xiaotong, On Wald statistics in the ADF unit root test, Journal of Quantitative and Technical Economics, 2009.28(7), pp.146-158, in Chinese.

 

Working papers

  • Zhang, L., 2013, “Properties of the sample mean and variance of a first-order STAR model”.
  • Zhang, L., 2013, “Modeling China’s business cycles and their driving forces”.
  • Zhang, L., 2013, “Partial unit root and spurious Granger causality”.
  • Zhang, L., 2015, “Linearity test and stochastic trend under the STAR framework”

 

Working in progress

  • Understanding linear spurious regression between partial unit root processes.
  • Test for partial unit root
  • Understanding China’s inflation cycles

 

Teaching

Advanced Econometrics                 (First year Ph.D.)

Introduction to Econometrics             (Undergraduate)

Introduction to Macroeconomics          (Undergraduate)

Statistics for Economist                 (Undergraduate)

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