Dr Fuyu Yang
| Job Title | Contact | Location |
|---|---|---|
| Lecturer |
Fuyu dot Yang at uea dot ac dot uk
Tel: +44 (0)1603 59 1058 |
Arts Building 3.66 |
Biography
Fuyu Yang holds a PhD in Economics from the University of Leicester. Before joining the UEA, she was working as a post-doctoral researcher in Humboldt-Universitat zu Berlin, Germany. Her research involves making Bayesian inference of models with high dimensional latent variables, and model selections with the use of information flow. Her research also involves evaluating the forecasting capacities of statistical models.
Recent publications in journals
Fuyu Yang and Roberto Leon-Gonzalez (2010), Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model, Studies in Nonlinear Dynamics and Econometrics, Vol. 14 : Iss. 4, Article 5. DOI:10.2202/1558-3708.1766 Available at: http://www.bepress.com/snde/vol14/iss4/art5
Nikolaus Hautsch and Fuyu Yang (2010), Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model, Computational Statistics and Data Analysis, doi:10.1016/j.csda.2010.07.003
Recent publications in journals
Fuyu Yang and Roberto Leon-Gonzalez (2010), Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model, Studies in Nonlinear Dynamics and Econometrics, Vol. 14 : Iss. 4, Article 5. DOI:10.2202/1558-3708.1766 Available at: http://www.bepress.com/snde/vol14/iss4/art5
Nikolaus Hautsch and Fuyu Yang (2010), Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model, Computational Statistics and Data Analysis, doi:10.1016/j.csda.2010.07.003
