Chen, Chaoyi received his PhD in 2019 from the University of Guelph, Canada. Between 2018 and 2020, he taught econometrics and economic statistics at the Department of Economics at the University of Guelph. In 2020, he joined the MNB as a research and education expert; in connection with the MNB Institute, he will teach classes on empirical econometrics from 2021. He is the author of the blog Economania.
His research topics are econometrics, empirical macroeconomics, energy economy and economic econometrics. Publications have appeared in the journals, including Econometrics Journal, Econometric Reviews, Economics Letters, Energy Economics, and Journal of Empirical Finance, among others.
Subjects taught: Panel data analysis methods, Artificial intelligence and machine learning methodology.
E-mail: chenc@mnb.hu
Publications
Chen, C, and T. Stengos. (2024): Threshold Nonlinearities and the Democracy-Growth Nexus. Econometrics Journal. Forthcoming.
Chen, C, T. Stengos, and J. Zhang. (2024): Public Debt and Economic Growth: A Panel Kink Regression Latent Group Structures Approach. Econometrics, 12, 7.
Chen, C, M. Pinar, and T. Stengos. (2024): Bribery, Regulation and Firm Performance: Evidence From a Threshold Model. Empirical Economics, 66, 405-430.
Chen, C, T. Stengos, and Y. Sun. (2023): Endogeneity in Semiparametric Threshold Regression Model With Two Threshold Variables. Econometric Reviews, 42:9-10.
Chen, C., N. Gospodinov, A. Maynard, and E. Pesavento (2022): “Long-Horizon Stock Valuation and Return Forecasts Conditional on Demographic Projections”, Journal of Empirical Finance, 68, 190-215.
Chen, C., and T. Stengos. (2022): “Estimation and Inference for the Threshold Model with Hybrid Stochastic Local Unit Root Regressors”, Journal of Risk and Financial Management, 15, 242.
Chen, C., M. Pinar, and T. Stengos. (2022): “Renewable Energy, Economic Growth and CO2 Emissions: New Evidence with the Panel Threshold Model”, Renewable Energy, 194, 117-128.
Chen.C., M. Pinar, and T. Stengos (2021): “Determinants of Renewable Energy Consumption: Importance of Democratic Institutions”, Renewable Energy, 179, 75-83.
Chen.C., M. Pinar, and T. Stengos (2020): “Renewable Energy Consumption and Economic Growth Nexus: Evidence from a Threshold Model”, Energy Policy, 139, 111295.
Chen, C., P. Michael, and T, Stengos (2020): “Re-examining the Asymmetric Gasoline Pricing Mechanism in EU: a Note on a Panel Threshold Analysis”, Applied Economics Letters, 27:10, 778-783.
Chen, C., P. Michael, and T, Stengos (2019): “Can Exchange Rate Pass-Through Explain the Asymmetric Gasoline Puzzle? Evidence from a Pooled Panel Threshold Analysis of the EU”, Energy Economics, 81, 1-12.
Chen, C., and Y. Sun (2018): “Monte Carlo Comparison for Nonparametric Threshold Estimators”, Journal of Risk and Financial Management, 11, 49.
Chen, C., P. Michael, and T, Stengos (2018): “On the Examination of Non-linear Relationship between Market Structure and Performance in the US Manufacturing Industry”, Economics Letters, 164, 1-4.
All publications: