Qifeng Weng

1501-204 Graduate Ln Raleigh, NC 27606

(919) 995-4180 qweng@ncsu.edu www4.ncsu.edu/~qweng

Research Interests
Econometrics, Macroeconomics, Empirical Macroeconomics and Computational Economics

Education
NC State University M.S. in Economics Candidate; Co-major in Statistics Candidate Shanghai University B.S. in Mathematics and Applied Mathematics Raleigh, NC Aug. 2010 - May 2012 Shanghai, CN Aug. 2006 - June 2010

Honor Class in Science, Strong Background in Mathematics, Physics and Mechanics Shanghai University Principle Scholarship, Based on Merit , Top 5% of University, 2006 Shanghai University Second-class Scholarship, Based on Merit, Top 15% of University, 2008 & 2009

Research Experience
Statistical Consulting Class Project Dr. Srinivasan Krishnamurthy NC State University Aug. 2011 - Present

Served as a statistical consultant, assisting Dr. Krishnamurthy in his preparation for his MBA research based class for Spring, 2012 Knowledge of data structure to clean large amount of data (several GBs) downloaded from WRDS Upenn database Knowledge of the theories in the original paper1 to manipulate the raw data Utilize Unix system and HPC (High Performance Compute) to load data and run SAS code Run statistical analysis, testing and simulation to replicate the conclusion from the original paper Time Series Course Project Dr. Atsushi Inoue NC State University Spring, 2011

Utilized Matlab to esimate various parameters of basic time series models from empirical data: AR, VAR, MA, ARMA models Applied major statistical methodologies like MLE, Bootstrap, Bayesian Method, Gibbs Sampler and Kalman Filter to model estimation or simulation in Matlab Replicated three papers results, including: Christiano, Lawrence J., Martin Eichenbaum and Charles L. Evans (1999) paper2 ; Uhlig, H. (2005) paper;3 Ireland (2007) paper4 Explored several estimation skills for major macroeconomics DSGE model Discussed estimation methods like: GMM, CMD, MSM for dynamic economic models
1 Richard G. Sloan (1996), Do Stock Prices Fully Reect Information in Accruals and Cash Flows About Future Earnings?, The Accounting Review, Vol.71, No.3, July 1996, pp. 289-315. 2 Christiano, Lawrence, Martin Eichenbaum and Charles L. Evans (1999), Nominal Rigidities and the Dynamic Eects of a Shock to Monetary Policy, Journal of Political Economy, 113(1), 1-45. 3 Uhlig, H. (2005), What are the Eects of Monetary Policy? Results from an Agnostic Identication Procedure, Journal of Monetary Economics, 52, 381419. 4 Ireland (2007), Changes in the Federal Reserves Ination Target: Causes and Consequences, Journal of Money, Credit and Banking, 39, 18511882.

Bank Deregulation Research Project Dr. Asli Leblebicioglu

NC State University Summer, 2011

Investigated the impact of bank deregulation policies in dierent states on international exports between 1988 and 1994 Collected, formulated and cleaned raw data raw data collection wisertrade.org Utilized STATA to pretest the correlation between deregulation policies and local economy Participated in group discussions and research seminars Databases Update Project Dr. Atsushi Inoue NC State University Apr. 2011- May 2011

Utilized BEA, TCB (The Conference Board) and U. of Mich. Index of Consumer Sentiment Database to updated the data set of Stock and Watsons paper (2005) 5 Cleaned and adjusted data for matching the original data set Knowledge of main stream macroeconomics databases for data collection

Activities
Education Aiding Program 2006 - 2007 Received The Best Practical Activity in School of Art and Science Award, Shanghai University Volunteered to provide teaching English, Maths and Chinese for migrant children in under-developed urban areas of Shanghai over 2 years; Managed book drive, collected approximately 200 books; Worked in team with 7 people to arrange courses schedules Developed three years program schedule for continuing aid

Skills
Programming: Matlab, SAS, Latex, R, STATA, C++ Operating Systems: Tru64 UNIX, Linux, Windows Languages: Mandarin Chinese, English

Interests
Football Game, Table Tennis, Traveling, Photography 2600 MHz Technology Club Member

References
Dr. Atsushi Inoue Dept. of Agricultural and Resource Economics NC State University Campus Box 8109 Raleigh, NC 27695-8109 atsushi@ncsu.edu (919) 515-5969 www4.ncsu.edu/~atsushi
5

Dr. Asli Leblebicioglu Dept. of Economics NC State University Campus Box 8110 Raleigh, NC 27695-8110 alebleb@ncsu.edu (919) 513-2867 www4.ncsu.edu/~alebleb

Dr. Jason A. Osborne Dept. of Statistics NC State University Campus Box 8203 Raleigh, NC 27695-8203 osborne@stat.ncsu.edu (919) 515-1922 www4.stat.ncsu.edu/~osborne

Marcellino, Massimiliano & Stock, James H. & Watson, Mark W. (2006), A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series, Journal of Econometrics, Elsevier, vol. 135(1-2), pages 499-526.

Qifeng Weng
1501-204 Graduate Ln Raleigh, NC 27606

(919) 995-4180 qweng@ncsu.edu www4.ncsu.edu/~qweng

Courses
Econometrics ECG 751 B+ Mehmet Caner Fall 2010

OLS, GLS, GMM, IV Models Ph.D. Core Course. Introduction to important econometric methods of estimation such as Least Squares, instrumental Variables, Maximum Likelihood, and Generalized Method of Moments and their application to the estimation of linear models for cross-sectional economic data. Discussion of important concepts in the asymptotic statistical analysis of vector process with application to the inference procedures based on the aforementioned estimation methods. Hayashi, Fumio (2000), Econometrics Time Series ECG 752 AAtsushi Inoue Spring 2010

AR, VAR, MA, ARMA Models, Estimating Methodologies (MLE, Bayesian, Kalman Filter, Gibbs Sampler, etc.) & Matlab Coding; Ph.D. Core Course. This is an introductory course on time series econometrics for rst-year or second-year Ph.D. students in economics. Through lectures, computer laboratory sessions, problem sets and readings, students will learn econometric methods for estimating vector autoregressive models and dynamic economic models, such as the method of maximum likelihood estimation, Bayesian methods, generalized method of moments, method of minimum distance estimation and indirect inference. Hamilton James D., Time Series Analysis; Canova Fabio, Methods for Applied Macroeconomic Research; Cochrane John, Time Series for Macroeconomics and Finance, Unpublished Manuscript. Financial Econometrics ECG 790 Denis Pelletier Fall 2011

Ph.D. Field Course.This is an advanced graduate course covering various topics in nancial economics. The course provide a rigorous treatment of various concepts, theories and tools commonly employed in this eld. It also discuss relevant practical issues, i.e. nancial econometrics. Use real nancial data and program various estimators. John H. Cochrane, Asset Pricing, revised 1st edition; Salih N. Neftci, Introduction to the Mathematics of Financial Derivatives, 2nd edition. Microeconomics ECG 700 B+ Thayer Morrill Fall 2010

Preparatory course for Microeconomics Ph.D. sequence, intended for those lacking sucient background to go directly into those courses Economic theory with extensive use of calculus. Consumer and producer optimization. Price and output determination in competitive markets, monopoly, and imperfectly competitive markets. Factor Markets. General equilibrium, externalities and public goods. Nicholson & Snyder, Microeconomic Theory: Basic Principles and Extensions; Macroeconomics ECG 703 B+ Asli Leblebicioglu Spring 2010

Preparatory course for Microeconomics Ph.D. sequence. Fundamental topics in macroeconomics, including consumption, investment, government purchases, taxation, government debt, output supply, money and ination, unemployment, elementary economic growth. Emphasis is on the microeconomic foundations of macroeconomics. Economic intuition is stressed. Stephen D. D. Williamson, Macroeconomics, 4th edition

Experimental Statistics II

ST 512

Jason A. Osborne

Spring 2010

Covariance, multiple regression, curvilinear regression, concepts of experimental design, factorial experiments, confounded factorials, individual degrees of freedom and split-plot experiments. Computing laboratory addressing computational issues and use of statistical software, i.e. SAS. R. Lyman Ott, An Introduction to Statistical Methods and Data Analysis, 6th edition Statistical Consulting ST 641 Consuelo Arellano Fall 2011

Participation in regularly scheduled supervised statistical consulting sessions with faculty member and client. Consultants report written for each session. Regularly scheduled meetings with course instructor and other student consultants to present and discuss consulting experiences. Computational Statistics ST 590 John Monahan Fall 2011

This course is designed to extend the skills acquired in ST445 to do automated data acquisition, generation, and analysis. Students should have a sound background in SAS sucient to handle most data acquisition tasks: column, formatted, & free-format reads, single record to multiple observation, multiple records to single observation, reading spreadsheets. The topics will be motivated by interesting and challenging problems that involve automating these procedures. Lecture Notes by John Monahan Statistical Theory I ST 521 Judy Wang Fall 2011

Probability tools for statistics: description of discrete and absolutely continuous distributions, expected values, moments, moment generating functions, transformation of random variables, marginal and conditional distributions, independence, order statistics, multivariate distributions, concept of random sample, derivation of many sampling distributions. George Casella & Roger L. Berger, Statistical Inference, 2nd edition Asset Pricing ECG 528 B John Seater Fall 2010

Introduction to major fundamental assets (stocks and bonds), interest rates, and derivative assets, such as put and call options. Arbitrage theorem, present value, risk aversion, hedging, duration, properties of derivative assets, binomial trees, elementary stochastic calculus, Black-Scholes option pricing formula, implied volatility, capital asset pricing model. Emphasis on mathematical methods used to price derivative assets. Hull John C., Options, Futures, & Other Derivatives, 7th edition Experimental Statistics I ST 511 Shenek Alston Fall 2011

Basic concepts of statistical models and use of samples; variation, statistical measures, distributions, tests of signicance, analysis of variance and elementary experimental design, regression and correlation, chi-square. R. Lyman Ott, An Introduction to Statistical Methods and Data Analysis, 6th edition