2017 Graduate Achievement Award recipient
Feng has developed a new test of predictive accuracy for macroeconomic applications and written elaborate programs to generate results for the new test—working as a full research partner with Economics Professor Walter Mayer and Mathematics Professor Xin Dang. Their paper interpreting the results has been accepted for publication by the International Journal of Forecasting.
As lead author on another paper, Feng simplified Economics Professor John Conlon’s asset-price bubble models—previously the simplest available. “My models have been cited in the Journal of Economic Theory—the top field journal on the subject, the Review of Economic Studies, and Econometrica,” Dr. Conlon said. “And I’m sure that her model will be significantly more influential than mine.”