Liang Hu (ej5557)
University information
Title: Associate Professor
Unit: Economics
Department: College of Liberal Arts & Science
Contact information
313-577-2846
656 W. Kirby St, 2119 F/AB
Department of Economics
Liberal Arts and Sciences
Detroit, 48202
College of Liberal Arts and Sciences
Department:
Title:
Associate Professor
Phone:
313-577-2846
Email:
lianghu@wayne.edu
Office:
2119 FAB
Website:
https://sites.google.com/site/lianghu2
Research interest(s)/area of expertise:
Econometrics, international finance, crude oil markets.
Education – Degrees, Licenses, Certifications:
Ph.D. in Economics, University of Rochester
M.A. in Economics, University of Rochester
B.S. in Management Science, University of Science and Technology of China
B.E. in Computer Science, University of Science and Technology of China
Awards and grants:
Wayne State
- Career Development Chair Award, 2023-2024
- UROP (University Research Opportunities Program) Faculty Mentor Award, 2019-2020, 2024-2025
- President’s Award for Excellence in Teaching, 2016-2017
External grants
- City of Detroit, University Economic Analysis Partnership (RFP #18EJ02018), PI Subcontract SBUK00010562 (2024-2029), $377,882
- City of Detroit, University Economic Analysis Partnership (RFP #18EJ02018), PI Subcontract SBUK00010562 (2022-2024), $311,522
- “Engineering the Economics of Affordable Urban Housing through the Utilization of High Performance Materials,” Co-PI (50%) with Fatmir Menkulasi, 2018 Richard Barber Interdisciplinary Research Grant, $24,600
Selected Publications:
- Hu, L. and Y. Shin, “Optimal Test for Markov Switching GARCH models,” Studies in Nonlinear Dynamics and Econometrics Vol 12, Issue 3, Article 3, 2008
- Carrasco, M, L. Hu and W. Ploberger, “Optimal Test for Markov Switching Parameters,” Econometrica Vol 82, No 2, 765-784, 2014
- “Supplements to ‘Optimal Test for Markov Switching Parameters’,” 1-81, 2014
- Hu, L. and Y. Shin, “Testing for Cointegration in Markov Switching Error Correction Models,” Advances in Econometrics Volume 33: Essays in Honor of Peter C. B. Phillips, 123-150, 2014
- Herrera, A. M., L. Hu and D. Pastor, "Forecasting Crude Oil Price Volatility," International Journal of Forecasting Vol 34, No 4, 622-635, 2018
- Breen, J. D. and L. Hu, “The Predictive Content of Oil Price and Volatility: New Evidence on Exchange Rate Forecasting,” Journal of International Financial Markets, Institutions & Money, Vol 75, 101454, 2021
- Hu, L. and Y-J. Lee, "New Evidence on Crude Oil Market Efficiency," Economic Inquiry, Vol 62, Issue 2, 892-916, 2024
