Dean's Leadership Fellow; Professor of Economics
Jun Ma’s primary research areas are macroeconomics and international finance, financial economics, applied time series econometrics, and Chinese economy. He has published articles on journals such as Journal of Money, Credit and Banking, Journal of International Economics, and Journal of Economic Dynamics and Control. He is an elected member of the executive committee and treasurer of the Society for Nonlinear Dynamics and Econometrics. Previously he was president of the Chinese Economists Society, consultant to Barclays Investment Bank, and held visiting positions at University of Notre Dame (US), Nanjing University (China), Durham University (UK), Leibniz University of Hannover (Germany), Aarhus University (Denmark), and Norges Bank (central bank of Norway). Jun Ma obtained his BA in economics from Nanjing University (China) in 2001 and his PhD in economics from University of Washington (Seattle) in 2007.
Teaching – Undergraduate ECON 2315 Macroeconomic Theory,Fall 2018 (35 students)
Teaching – Graduate ECON 7720 Macroeconomic Theory 2, Spring 2018 (6 students) ECON 7740 Applied Econometrics 2, Fall 2018 (12 students), Fall 2017 (5 students) ECON 8550 Internship in Economics, Spring 2019 (1 student)
PEER-REVIEWED JOURNAL ARTICLES
2019 “What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors?” with Andrew Vivian and Mark E. Wohar. Oxford Bulletin of Economics and Statistics, in press.
2019 “Growth Cycles and Business Cycles of the Chinese Economy through the Lens of the Unobserved Components Model,” with Yang Han (Ph.D. student), and Zehao Liu. China Economic Review, in press.
2019 “Synchronization of Regional Growth Dynamics in China,” with Zhicun Bian, Jinlan Ni and Shamar Stewart (Ph.D. student). China Economic Review, in press.
2018 “Global Factors and Equity Market Valuations: Do Country Characteristics Matter?” with Andrew Vivian and Mark E. Wohar. International Journal of Finance and Economics, 23: 427-441.
2018 “Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty,” with Rangan Gupta, Marian Risse, and Mark Wohar. Journal of Macroeconomics, 57: 317-337.
2018 “Nonlinear Taylor Rules: Evidence from a Large Dataset,” with Eric Olson and Mark E. Wohar. Studies in Nonlinear Dynamics & Econometrics, 22: 1-14.
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.
2017 “A Dynamic Nelson-Siegel Yield Curve Model with Markov Switching,” with Jared Levant (Ph.D. student), Economic Modelling, 67: 73-87.
PEER-REVIEWED BOOK CHAPTERS
2018 “The Market and Individual Pricing Kernels Under No Arbitrage Asset Pricing Models,” with Thomas Cosimano, in New Methods in Fixed Income Modeling, Contributions to Management Science, edited by Mili, Mehdi, Samaniego Medina, Reyes, di Pietro, Filippo, Springer, 263-297.
2016 “The Superiority of the LM Test in a Class of Econometric Models Where the Wald Test Performs Poorly,” with Charles R. Nelson, in Unobserved Components and Time Series Econometrics, edited by Siem Jan Koopman and Neil Shephard, Oxford University Press, 310-330.
2013 “A Statistical Investigation of Stock Returns Decomposition Based on the State Space Framework,” with Mark E. Wohar, in State-Space Models and Applications in Economics and Finance, edited by Shu Wu and Yong Zeng, Springer, 147-165.
2013 Recent Advances in Estimating Nonlinear Models with Applications in Economics and Finance, co-edited with Mark E. Wohar, Springer.
Ph.D., Economics, 2007, University of Washington