Academic/Professional Qualifications 

Ph.D., Economics, Boston University, USA. 2008-2013

B.A., Economics, Shanghai University of Finance and Economics, China. 2004-2008

Career History:

2021.08 -- present, Associate Professor, Business School，University of Shanghai for Science and Technology

2019.10-2021.07, Assistant Professor, Institute for Advanced Research, Shanghai University of Finance and Economics.

2013.07-2019.09, Assistant Professor, School of Economics, Shanghai University of Finance and Economics.

Scientific Research projects

Projects:

2021.01-2023.12，PI ，Research on Mixed Frequency Dynamic Factor Model with Time Varying Parameter，Young Scholar Project of National Natural Science Foundation of China.

Recent Papers:

1.SeongYeon Chang, Pierre Perron and Jiawen Xu (2022), “Robust Testing of Time Trend and Mean with Unknown Integration Order Errors,” Journal of Statistical Computation and Simulation, https://doi.org/10.1080/00949655.2022.2074420

2.Jiawen Xu, Deqing Luo, Jingzhou Yan and Xiaoping Wu (2022), “Robust risk-taking under a sustainable constraint,” Operation Research Letters, Vol 50, issue 3, 246-253. 

3.Deqing Luo, Xiaoping Wu, Jiawen Xu and Jingzhou Yan (2021), “Robust leverage decision under locked wealth and high-water mark contract,” Finance Research Letters, https://doi.org/10.1016/j.frl.2021.102428

4.Deqing Luo, Tao Pang and Jiawen Xu (2020), “Forecasting U.S. Yield Curve Using the Dynamic Nelson–Siegel Model with Random Level Shift Parameters,” Economic Modelling, Vol 94, 2021, 334-350. 

5.Ye Li, Pierre Perron and Jiawen Xu (2017), “Modeling Exchange Rate Volatility with Random Level Shifts,” Applied Economics, Vol 49, No.26, 2017, 2579-2589. 

6.Pierre Perron and Jiawen Xu (2016), “Comments on In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models,” International Journal of Forecasting, Vol 32, 2016, 891-892. 

7.Jiawen Xu and Pierre Perron (2014), “Forecasting Return Volatility: Level Shifts with Varying Jump Probability and Mean Reversion,” International Journal of Forecasting, Vol 30, 2014, 449-463.

Microeconomics, Macroeconomics, Financial Time Series, Financial Derivatives 

Anonymous referee for journals: 

Journal of Business & Economic Statistics, Journal of Applied Econometrics, Journal of Econometric Methods, International Journal of Forecasting, Economic Modelling, Pacific Economic Review

2017.10, Excellent Teaching Award, Shanghai University of Finance and Economics