基本內(nèi)容
2009年從北京大學數(shù)學科學學院金融數(shù)學系本科畢業(yè),并獲得北京大學中國經(jīng)濟研究中心經(jīng)濟學第二學位。同年赴美國紐約州立大學石溪(Stony Brook University)分校經(jīng)濟系攻讀博士,于2014年獲得經(jīng)濟學博士學位,并獲該系頒發(fā)的Marty Weinbaum博士生杰出研究獎(不定期頒發(fā),每次限一人)。
2014年加入武漢大學經(jīng)濟與管理學院金融系任助理教授。
研究方向
主要研究方向為宏觀經(jīng)濟學與應(yīng)用理論經(jīng)濟學。具體研究領(lǐng)域包括:計算宏觀經(jīng)濟學,貨幣經(jīng)濟學,金融中介理論,公司金融,產(chǎn)業(yè)組織,博弈論,一般均衡理論。
教學工作
博士期間在紐約州立大學石溪分校曾主講本科生公司金融及宏觀經(jīng)濟學課程。
在武漢大學經(jīng)管學院金融系主講博士生高級微觀經(jīng)濟學,并參與碩士生公司金融課程講授。
論文及進行中的研究:
1. Abraham, Arpad, Eva Carceles-Poveda, Yan Liu, and Ramon Marimon, “On the Optimal Design of aFinancial Stability Fund,” manuscript, 2014.
2. Liu, Yan, “Bank Competition and Lending Policies over the Business Cycle,” working paper, 2014.
3. Liu, Yan, “Low Risk-free Rate and Bank LendingBoom,” working paper, 2014.
4. Liu, Yan, “Why Bank Lending Policies Change over the Business Cycle? — An Empirical Analysis Based onSenior Loan Officer Opinion Survey,” work in progress.
5. Liu, Yan, “On the Uniqueness of a Stationary Equilibrium in the Bewley Economy: An Example,” working paper, 2014.
6. Liu, Yan, “Information Production, Bank Runs and Disintermediation,” manuscript, 2014.
7. Liu, Yan, “Discretization of the Markov Switching Models,” manuscript, 2013.
8. Benitez-Silva, Hugo, Eva Carceles-Poveda, Selcuk Eren, and Yan Liu, “The Effects of Legal and Unauthorized Immigration on the U.S. Social Security System,” manuscript, 2011.
9. Liu, Yan, “Tacit Collusion in a Dynamic General Equilibrium Model with Capital Accumulation,” manuscript 2011.