Members of Center for Quantitative Economics of Jilin University

HAN LIU

Professor

Center for Quantitative Economics and Business School of Jilin University


PERSONAL DETAILS

Postal Address

# 2699 Qianjin Street,

Business School of Jilin University,

Changchun, 130012, P. R. China,

Phone:

(+86) 13578656976

Fax:

(+86) 043185166347

E-mail:

hanliu@jlu.edu.cn

Date of Birth:

May 3rd, 1985

Nationality:

China

Marital Status:

Married




Areas of Research Expertise  

Areas of Teaching Expertise

Macroeconometrics

Tourism Demand Modelling and Forecasting



Macroeconomic

Principle of   Economic

Econometric Analysis  


EDUCATION

2009.09-2013.06

PhD (Quantitative Economic), Business School, Jilin University

Thesis: Studies and Applications of Mixed Frequency Data Model in Chinese Macroeconomy

2010.10-2012.10

Joint PhD, Hobby Center for Public Policy, University of Houston

2007.09-2009.06

MD (Quantitative Economic), Business School of Jilin University

Thesis: Research of Asymmetry in Chinese Business Cycle Volatility

2002.09-2006.07

BA (Statistics), Jilin University of Finance and Economics


WORKING EXPERIENCE

2022.01-

2022.01-

2021.05-


2018.05-

Leading Professor of "Kuang Yaming Scholar", Jilin University;

Professor and Doctoral Supervisor, School of Business and Management, Jilin University;

Deputy Director, Key Laboratory of Ice and Snow Tourism Equipment and Intelligent Service Technology, Ministry of Culture and Tourism;

Adjunct Associate Professor, Center for Quantitative Economics of Jilin University, Ph.D. Supervisor

2015.09-2020.09

Associate Professor, Business School of Jilin University

2015.03-2017.03

Postdoctoral Fellow, School of Hotel and Tourism Management, The Hong Kong Polytechnic University

2013.08-2015.09

Assistant Professor, Business School of Jilin University



EDITORIAL AND REVIEWING EXPERIENCES

EDITORIAL BOARD MEMBERSHIP

National Natural Science Foundation of China (2022- )

Tourism Economics (SSCI, 2021- )

Journal of Policy Research in Tourism, Leisure and Events (ESCI, 2021- )


Ad-hoc Reviewer

International Journal of Contemporary Hospitality Management (SSCI, 2020.05- )

Annals of Tourism Research (SSCI, 2019.12- )

Journal of Policy Research in Tourism, Leisure and Event (SSCI, 2019.11- )

Emerging Markets Finance and Trade (SSCI, 2019.08- )

Tourism Management (SSCI, 2019.01- )

Tourism Economics (SSCI, 2018.09- )

Economic Modeling (SSCI, 2017.09- )

Applied Economics (SSCI, 2015.09- )

Economics Letters (SSCI, 2015.09- )

Applied Economics Letters (SSCI, 2015.09- )


PUBLICATION

[1] Liu H, Peng Y, Song H, Wu D C*. Global and domestic economic policy uncertainties and tourism stock market: Evidence from China[J]. Tourism Economics (SSCI Q1, 2021 JCR JIF=4.582), forthcoming. https://doi.org/10.1177/13548166231173171

[2] Liu H, Wang Y, Song H, Liu Y*. Measuring tourism demand nowcasting performance using a monotonicity test[J]. Tourism Economics (SSCI Q1, 2021 JCR JIF=4.582), forthcoming. https://doi.org/10.1177/13548166221104291

[3]  Liu H, Wu P, Li G*. Do Crises Affect the Sustainability of the Economic Effects of Tourism? A Case Study of Hong Kong [J]. Journal of Sustainable Tourism (SSCI Q1, JCR2020 JIF= 7.968). https://doi.org/10.1080/09669582.2021.1966018

[4] Liu H, Liu Y, Wu P. Mixed-frequency models[A]. Wu D C, Li G, Song H. Eds. Econometric modelling and forecasting of tourism demand: Methods and applications[M]. Taylor & Francis. 2022: 144-172.

[5] Wang Y, Wang L, Liu H* (Corresponding Author). The Robust Causal Relationship between Dom Tourism Demand, Carbon Emissions and Economic Growth in China [J]. SAGE Open (SSCI Q3, JCR2020 JIF= 1.356), 2021, 11(4): 21582440211054478.https://doi.org/10.1177/21582440211054478

[6] Liu H, Liu Y, Wang Y*. Exploring the Influence of Economic Policy Uncertainty on the Relationship between Tourism and Economic Growth with an MF-VAR model [J]. Tourism Economics (SSCI Q1, JCR2020 JIF=4.438) 2021, 27(5): 1081-1100. https://doi.org/10.1177/1354816620921298

[7]Liu H, Liu Y, Li G, Wen L*. Tourism Demand Nowcasting Using a LASSO-MIDAS Model [J]. International Journal of Contemporary Hospitality Management (SSCI Q1, JCR2020 JIF=6.514), 2021, 33(6): 1922-1949. https://doi.org/10.1108/IJCHM-06-2020-0589

[8] Wen L, Liu C, Song H, Liu H* (Corresponding Author). Forecasting tourism demand with an improved mixed data sampling model [J]. Journal of Travel Research (SSCI Q1, JCR2020 JIF=10.982), 2021, 60(2): 336-353. https://doi.org/10.1177/0047287520906220

[9] Liu H, Liu W, Wang Y*. A Study on the Influencing Factors of Tourism Demand from Mainland China to Hong Kong [J]. Journal of Hospitality & Tourism Research (SSCI Q1, JCR2020 JIF=5.161), 2021, 45(1): 171-191. https://doi.org/10.1177/1096348020944435

[10] Ma X, Wang Y, Song H, Liu H* (Corresponding Author). Time-varying mechanisms between foreign direct investment and tourism development under the new normal in china [J]. Tourism Economics (SSCI Q1, JCR2020 JIF=4.438), 2020, 26(2): 324-343. https://doi.org/10.1177/1354816619870948.

[11] Liu H, Liu Y, Wang Y, Pan C*. Hot topics and emerging trends in tourism forecasting research: A scientometric review [J]. Tourism Economics (SSCI Q2, JCR2019 JIF=1.819), 2019, 25(3): 448-468. https://doi.org/10.1177/1354816618810564.

[12] Liu H, Song H*. New evidence of dynamic links between tourism and economic growth based on mixed-frequency granger causality tests [J]. Journal of Travel Research (SSCI Q1, JCR2018 JIF=5.338), 2018, 57(7): 899-907. https://doi.org/10.1177/0047287517723531

[13] Liu H, Liu Y, Zhuo X*.Real-time forecasting and short-term prediction of macroeconomic aggregates based on high-dimensional mixed-frequency information screening[J]. China Economic Quarterly, 2023, 23(3):230-251.

[14] Yang P, Liu H. A study of the mixed-frequency asymmetric effects of monetary policy on stock market volatility and correlation[J].JOURNAL OF CENTRAL UNIVERSITY OF FINANCE ECONOMICS, 2023, (6): 42-54.

[15] Liu H, Liu Y, Wang Y*. The Statistical Test of Nowcast Monotonicity of Quarterly Real GDP with Mixed-Frequency Model[J]. Statistical Research , 2023,40(2):145-157.

[16]  Qin M, Liu H. Baidu Index, Mixed-frequency Model and Sanya Tourism Demand [J]. Tourism Tribune, 2019, 34 (10): 116-126. (in Chinese) https://doi.org/10.19765/j.cnki.1002-5006.2019.10.014

[17] Liu H, Liu W, Wang Y. The Hotspots and Trends of the Big Data Research in Economics and Management Discipline [J]. Journal of Northeast Normal University, 2019(5): 125-132. (in Chinese) https://doi.org/10.16164/j.cnki.22-1062/c.2019.05.016

[18]Liu H, Huang W, He Y. The Asymmetric Shock of Monetary Supply on Industry Economic Under the New Normal: Concurrently Discuss of Scenario Design and Analysis of the Shock Path [J]. Chinese Journal of Management Science, 2018, 26(1): 1-12. (in Chinese) https://doi.org/10.16381/j.cnki.issn1003-207x.2018.01.001

[19]  Liu Han, Liu Y, Wang Y. MF Prediction on Climate Indicators and Real GDP Growth Rate [J]. Statistics & Decision, 2017(21): 29-33. (in Chinese) https://doi.org/10.13546/j.cnki.tjyjc.2017.21.006

[20]  Liu H, Wang Y, Chen D. Analysis of the Power and Robustness of the Mixed Frequency Granger Causality Test [J]. The Journal of Quantitative & Technical Economics, 2017, 34(10): 144-161. (in Chinese) https://doi.org/10.13653/j.cnki.jqte.2017.10.009

[21]Liu H, Wang Y. Improving Forecast Accuracy Based on Mixed Frequency Forecasting Model——A Case Study of Inbound Tourism [J]. Journal of Intelligence, 2016, 35(9): 75-79. (in Chinese) https://doi.org/10.3969/j.issn.1002-1965.2016.09.014

[22]  Liu H, Song H, Wang Y. Inbound Tourism Demand and Economic Growth in China——Empirical Study Based on the Mixed Frequency Granger Causality Tests [J]. Economic Management Journal, 2016, 38(9): 149-160. (in Chinese) https://doi.org/10.19616/j.cnki.bmj.2016.09.011

[23] Liu H, Liu J. Trade Openness, AS-AD Policy and Economic Risk [J]. International Economics and trade research, 2016, 32(1): 37-49. (in Chinese) https://doi.org/10.13687/j.cnki.gjjmts.2016.01.003

[24]Liu H, Liu J, Wang Y. The Characteristics, Correlations and Reasons of Stock Market Volatility in BRIC [J]. Commercial Research, 2015(9): 48-54. (in Chinese) https://doi.org/10.13902/j.cnki.syyj.2015.09.008

[25]  Liu H, Liu J, Wang Y. Fluctuation, Correlations and Integration in the Greater China’s Stock Markets [J]. Journal: Research on Economics And Management, 2015, 36(8): 46-53. (in Chinese) https://doi.org/10.13502/j.cnki.issn1000-7636.2015.08.006

[26]  Liu H, Wang Y. A Research on the Dynamic Correlation and Conduction Mechanism Between Domestic and International Grain Futures Prices [J]. Price: Theory & Practice, 2015(5): 88-90. (in Chinese) https://doi.org/10.19851/j.cnki.cn11-1010/f.2015.05.028

[27]  Liu H. Asymmetric Effects of China’s Monetary Policy-Base on Nonlinear Impulse Response Estimate by Local Projection [J]. The Journal of Quantitative Economics, 2014, 5(1): 35-49. (in Chinese) https://doi.org/10.16699/b.cnki.jqe.2014.01.003

[28]  Liu H. Information processing with mixed-frequency data and macroeconomic forecasting [N]. Chinese Social Sciences Today, 2013-08-14 (A06). (in Chinese) https://doi.org/10.28131/n.cnki.ncshk.2013.002716

[29]  Liu H. Studies and Applications of Mixed Frequency Data Model in Chinese Macroeconomy [D]. Jilin University, 2013. (in Chinese) Download

[30]Liu H, Liu J. Scene Design and Path Forecast for Chinese Macroeconomic [J]. Chinese Journal of Management Science, 2013, 21(1): 47-56. (in Chinese) https://doi.org/10.16381/j.cnki.issn1003-207x.2013.01.015

[31]  Liu H, Liu J. Nowcasting and Short-term Forecasting of Chinese Macroeconomic Aggregates: Based on the Empirical Study of MIDAS Model [J]. Economic Research Journal, 2011, 46(3): 4-17. (in Chinese) Download

[32]  Liu H. Research of Asymmetry in Chinese Business cycle Volatility [D]. Jilin University, 2009. (in Chinese) Download

[33]Wang Y, Liu H. Measure and Analysis the Stock Market Long-term Volatility with Mixed-Frequency Base on the Economic Policy Uncertainty [J]. The Journal of Quantitative Economics, 2019, 10(1): 129-141. (in Chinese) https://doi.org/10.16699/b.cnki.jqe.2019.01.010

[34]  Zhou W, Liu H, He Y. Analysis of the Time-varying Correlation between Real Estate Price Fluctuation and Macroeconomy [J]. Contemporary Economic Research, 2017(9): 88-95. (in Chinese) Download

[35]  Wang Y, Liu H. Scientific and Technological Progress, Industrial Structure Evolution and Economic Growth [J]. Science and Technology Management Research, 2017, 37(1): 44-48. (in Chinese) Download

[36]  Wang Y, Liu H. Research on the Correlation between Yiwu Commodity Price Index and Market Supply and Demand [J]. Price: Theory & Practice, 2016(12): 106-109. (in Chinese) https://doi.org/10.19851/j.cnki.cn11-1010/f.2016.12.027

[37]  Liu H, Liu H. The Periodical Asymmetric Characteristic of China’s Economic Cycle under the New Normal [J]. Contemporary Economic Research, 2016(6): 62-68+97. (in Chinese) Download

[38]  Liu J, Liu H. Industrial Growth, Monetary Supply Shock and Industrial Reconstructuring [J]. Economic Management Journal, 2013, 35(6): 1-11. (in Chinese) https://doi.org/10.19616/j.cnki.bmj.2013.06.003

[39]  Liu J, Liu H. Maintain Stability of Economic Growth and Inflation [J]. Frontiers, 2012(8): 62-70. (in Chinese) https://doi.org/10.16619/j.cnki.rmltxsqy.2012.08.005

[40]  Liu J, Liu H, Yin Z. Applications of Mixed Frequency Data Model in China’s Macroeconomy: Empirical Studies based on MIDAS Model [J]. Economic Science, 2010(5): 23-34. (in Chinese) https://doi.org/10.19523/j.jjkx.2010.05.004

[41]  Liu J, Liu H. Triple Test Asymmetry in China’s Business Cycle Fluctuations [J]. Economic Science, 2009(3): 27-35. (in Chinese) https://doi.org/10.19523/j.jjkx.2009.03.003


SPONSORED RESEARCH PROJECTS

         

[1]Major statistical special projectof National Bureau of Statistics in 2022 (Grant No. 2022ZX20) : "Research on the construction of macroeconomic Nowcasting forecasting model in China";  

[2]National Development and Reform Commission (Grant No. SKH2022211): "Real-time Forecasting and Short-term Forecasting of Major Macroeconomic Variables in China Based on Nonlinear High-dimensional Mixed Frequency Data Model";

[3] Jilin University "Interdisciplinary Integration and Innovation" Incubation Project (2020 Young Scholars Free Exploration Project) (Grant No. JLUXKJC2020312): "Theoretical modeling and visualization of macroeconomic mixed-frequency econometric modeling and empirical research on big data";

[4]National Natural Science Foundation of China (Grant No. 72004077): Modeling and Application Research of Tourism Demand Forecasting Based on High-Dimensional Mixed-Frequency Data;

[5]  Humanities and Social Science Fund of Ministry of Education of China (Grant No. 20YJC79007): Modeling and Application Research of Multiple High-Dimensional Multi-Mixed-Frequency Data;

[6]  Social Science Fund of Jilin Province, China (Grant No. 2019B16): Macroeconomic Analysis and Forecast of Jilin Province Based on Big Data;

[7]  Scientific and Technological Developing Scheme Project of Jilin Province, China (Grant No. 20180418119FG): Nowcast and Short-term Forecast of Tourism Demand in Jilin Province: Research on the Application of Big Data in the Context of Smart Tourism;

[8]  National Statistical Science Research Project of China (Grant No. 2017LD01): Macroeconomic Analysis and Forecast Based on Internet Big Data with Mixed-Frequency Model;

[9]  Humanities and Social Science Fund of Ministry of Education of China (Grant No. 15YJC790055): Macroeconomic Forecast and Analysis Based on Mixed-Frequency Model;

[10]  National Tourism Administration Planning Project of China (Grant No. 15TABG023): Empirical Research on Tourism Demand Monitoring, Early Warning and Mid- to Long-Term Trends with Mixed-Frequency Model;

[11]  Social Science Fund of Jilin Province, China (Grant No. 2014BS23): Monitoring, Analysis, Forecast and Early Warning of Economy Operation of Jilin Province: Research and Application Based on Mixed-Frequency Data Model;

[12]  China Postdoctoral Science Foundation (Grant No. 2014M551161): Analysis and Forecast of Business Cycle Fluctuation in China Based on Mixed-Frequency Model;

[13]  The Hong Kong Scholars Program (Mainland – Hong Kong Joint Postdoctoral Fellows Program): Tourism Demand Modeling and Forecasting—Theory and Practice.


[Update time: May 2023]