职位:助理教授
研究方向:宏观经济学,货币经济学,宏观金融学,量化模型算法,中国经济
最高学历:马里兰大学经济学博士
办公电话:0755-2603 3351
办公室:汇丰大楼729
Email:dun.jia@phbs.pku.edu.cn
工作论文:
Theme 1: Price Setting
"Online Borders of the U.S. Dollar: E-trades and Pricing Reactions to Exchange Rate Changes", with Michael Devereux (UBC), Guoshi Tong (Fudan) and Wang Xiang (RUC), June 2022
“Dynamic Competition, Countervailing Power and the Welfare Effects of Policies to Restrict Dominance”, with Andrew Sweeting (UMD), Shanglyu Deng (UMD), Mario Leccese (UMD), Shen Hui (CUHK-SZ), July 2022
"Price Competition with Bargaining and Strategic Buyers", with Andrew Sweeting (UMD) and Shanglyu Deng (UMD), July 2022
Theme 2: Monetary Policy and General Macro
"A High Frequency Measure of Chinese Monetary Policy Shocks", with Kai Li (PKU), Wenbin Wu (Fudan) and Jianyao He (UT Dallas), July 2022
"Macro Announcements without Trading", with Grace Hu (Tsinghua), and Haozhe Han (RUC), July 2022
"Market Efficiency Centering Monetary Policy Announcements", with Haozhe Han (RUC), Jan 2022
“Disagreement vs. Uncertainty: Investment Dynamics and Business Cycles”, May 2016
“Uncertainty, Heterogeneous Beliefs, and Business Cycles: Macro and Micro Evidence”, January 2017
Theme 3: China and the Applied Theories
"Fund Concentration, Market Participation and Asset Prices", with Shiyang Huang (HKU), Zhigang Qiu (RUC), and Yanyi Wang (Nanjing U), Jan 2022
"Bounded Pool Mining and the Bounded Bitcoin Prices", with Yifan Li (RUC), August 2022
"Bond Default Matters in China: Evidence from the Illiquidity Premium", with Haoyu Gao (RUC), Zhigang Qiu (RUC) and Dapeng Hao (Tsinghua), May 2022
金融科技与商业银行竞争性负债,合作者:韩昊哲(中国人民大学) 《世界经济》, R&R.
已发表论文:
Sweeting, Andrew, Dun Jia, Shen Hui, and Xinlu Yao. 2022. "Dynamic Price Competition, Learning-by-Doing, and Strategic Buyers." American Economic Review, 112 (4): 1311-33.
Rui Guo, Dun Jia, and Xi Sun, 2022. Information Acquisition, Uncertainty Reduction, and Pre-Announcement Premium in China, Review of Finance, DOI: 10.1093/rof/rfac042
Dun Jia, 2022. "Discussion of 'On the Possibility of Krusell-Smith Equilibria' ", Journal of Economic Dynamics and Control, 104392.
Zhigang Qiu, Xi Sun, Lijun Wu, Dun Jia, and Ziyue Wang, 2022. “The 2018 new asset management regulation and LGFV bonds in China”, Economic and Political Studies, DOI: 10.1080/20954816.2022.2055814
Deng, Kaihua and Dun Jia, 2018. “Backtesting Stress Tests: A Guide for M2 Forward Guidance”, Annals of Economics and Finance, vol. 19(2), pages 443-471, November.
贾盾, 孙溪, 郭瑞. 货币政策公告、政策不确定性及股票市场的预公告溢价效应——来自中国市场的证据[J]. 《金融研究》, 2019, 469(7): 76-95.
Introduction to Chinese Economy (International Class)
Introduction to Chinese Economy (Master’s)
Computational Economics (Ph.D.)