Julia Hui Zhu

Ph.D. Canadidate in Economics

Contact Information Department of Economics, Queen's University Dunning Hall, Room 209 Kingston, Ontario, K7L 3N6 Phone: (613) 533-6660 Fax: (613) 533-6668 Office: MC-A424 Email: hzhu@econ.queensu.ca

Curriculum Vitae

Research Fields

Financial econometrics, time series, forecasting, empirical finance, macroeconometrics.

Publication

"The Potential for Wind Energy Meeting Electricity Needs on Vancouver Island." (with Ryan Prescott and G. Cornelis van Kooten), Energy & Environment 18(6): 723-746.

Job Market Paper

"Updating Forecasts in Vector Autoregression Models with an Application to the Canadian Banking Industry." (with Allan W. Gregory).

Working Papers

"Forecast Accuracy Improvement: Evidence from U.S. Nonfarm Payroll Employment." (with Allan W. Gregory).

"Earnings Forecasts and Timing of Announcement".

Research in Progress

"Testing for International Financial Contagion: a heteroscedasticity-adjusted correlation analysis."

"The Specification Test of the Drift Function in a Diffusion Process".

Teaching

Economics 250 - Introduction to Statistics

Economics 111 Correspondence Course - Introductory Microeconomics

Economics 112 Correspondence Course - Introductory Macroeconomics