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Jun Ma

Associate Dean of Graduate Studies and Professor of Economics

Jun Ma is a Professor of Economics and Associate Dean of the College of Social Sciences and Humanities. His primary research interests are macroeconomics and international finance.

In his current administrative role, he oversees the college’s Ph.D. programs, master’s programs, and certificate programs, in Boston and the other campus locations of the university’s global campus network.

He has held visiting positions at Harvard University, Norges Bank, and Renmin University of China.

FEATURED COURSES

ECON 2315 Macroeconomic Theory (UG)

ECON 7720 Macroeconomic Theory II (Ph.D.)

ECON 7740 Applied Econometrics II (Ph.D.)

PROFESSIONAL ASSOCIATIONS

American Economic Association (AEA)

Chinese Economists Society (CES)

Society for Nonlinear Dynamics and Econometrics (SNDE)

View CV

President, Chinese Economists Society (CES) (2016-2017)
Member of the Executive Committee and Treasurer, Society for Nonlinear Dynamics and Econometrics (SNDE) (2013-2019)

PEER-REVIEWED JOURNAL ARTICLES

2024    “Financial Conditions, Macroeconomic Uncertainty, and Macroeconomic Tail Risks,” with Yu-Fan Huang, Wenting Liao (former Ph.D. student), and Sui Luo, Journal of Economic Dynamics and Control, Vol. 163.

2024    “Commodity Returns Co-movement, Uncertainty Shocks, and the U.S. Dollar Exchange Rate,” with Wenting Liao (former Ph.D. student) and Chengsi Zhang, Journal of International Money and Finance, Vol. 143.

2024    “International Housing Markets and the U.S. Subprime Crisis,” with Shikong Luo (former Ph.D. student), Journal of Money, Credit and Banking, Vol. 56, 647-669.

2023    “Identifying Exchange Rate Effects and Spillovers of U.S. Monetary Policy Shocks in the Presence of Time-Varying Instrument Relevance,” with Wenting Liao (former PhD student) and Chengsi Zhang, Journal of Applied Econometrics, Vol. 38, 989-1006.

2023    “Is There a National Housing Market Bubble Brewing in the United States?” with Rangan Gupta, Konstantinos Theodoridis, and Mark E. Wohar. Macroeconomic Dynamics, Vol. 27, 8, 2191-2228.

2022    “Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?” with Kevin Lansing and Stephen LeRoy. Journal of Economic Behavior & Organization, 197: 50-72.

 2022    “Real Exchange Rates and Fundamentals: Evidence from a New Markov-STAR Model,” with Philip Bertram and Philipp Sibbertsen. Oxford Bulletin of Economics and Statistics, 84: 356-379.

2022    “Dynamic Comovement Among Banks’ Returns and Chargeoffs in the U.S.,” with Pavel Kapinos and N. Kundan Kishor. Journal of Banking and Finance, 138: 105894.

2021    “The Predictive Power of Nelson-Siegel Factor Loadings for the Real Economy,” with Yang Han (former Ph.D. student) and Anqi (Andy) Jiao (former Ph.D. student). Journal of Empirical Finance, Vol. 64: 95-127.

2020    “What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors?” with Andrew Vivian and Mark E. Wohar. Oxford Bulletin of Economics and Statistics, 82: 311-330.

2020    “Growth Cycles and Business Cycles of the Chinese Economy through the Lens of the Unobserved Components Model,” with Yang Han (former Ph.D. student), and Zehao Liu. China Economic Review, 63: 1-28.

2017    “The Impact of EMU on Bond Yield Convergence: Evidence from a Time-Varying Dynamic Factor Model,” with Vipul Bhatt and N. Kundan Kishor. Journal of Economic Dynamics and Control, 82: 206-222.

2017    “Explaining Exchange Rate Anomalies in a Model with Taylor-rule Fundamentals and Consistent Expectations,” with Kevin Lansing, Journal of International Money and Finance, 70: 62-87.

2016    “Investigating United Kingdom’s Monetary Policy with Factor Augmented Dynamic Nelson-Siegel Models,” with Jared Levant (former Ph.D. student), Journal of Empirical Finance, 37: 117-127.

2015    “Understanding Housing Market Volatility,” with Joseph Fairchild and Shu Wu, Journal of Money, Credit, and Banking, 47: 1309-1337.

2015    “A Bayesian Analysis of Weak Identification in Stock Price Decomposition,” with Nathan S. Balke and Mark E. Wohar, Macroeconomic Dynamics (Lead Article) 19: 728-752.

2013    “The Contributions of Economic Fundamentals to Movements in Exchange Rates,” with Nathan S. Balke and Mark E. Wohar, Journal of International Economics (Lead Article), 90: 1-16.

2013    “An Unobserved Components Model That Yields Business and Medium-Run Cycles,” with Mark E. Wohar, Journal of Money, Credit, and Banking, 45: 1351-1373.

2013    “Portfolio Reallocation and Exchange Rate Dynamics,” with Liang Ding, Journal of Banking and Finance, 37: 3100-3124.

2013    “Long-Run Risks and Its Implications for the Equity Premium Puzzle: New Evidence from a Multivariate Framework,” Journal of Money, Credit, and Banking, 45: 121-145.

2011    “Sources of the Great Moderation: A Time Series Analysis of GDP Subsectors,” with Walter Enders, Journal of Economic Dynamics and Control, 35: 67-79.

2007    “Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified,” with Charles R. Nelson, Richard Startz, Studies in Nonlinear Dynamics and Econometrics (Lead Article), 11: 1-27.

2002    “The Characteristics of ‘Club Convergence’ of China’s Economic Growth and Its Causes,” with Kunrong Shen, Economic Research Journal (In Chinese), 1: 33-39.

 

BOOK PUBLICATION

2014    Recent Advances in Estimating Nonlinear Models with Applications in Economics and Finance, co-edited with Mark E. Wohar, Springer.

 

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