Wei Zhang
Welcome to my website! I am a PhD candidate in economics at Purdue University, working under the supervision of Professor Joshua C. C. Chan .My research currently focuses on developing high-dimensional time series models for empirical macroeconomics or financial economics, including large Bayesian VARs, dynamic factor models, and stochastic volatility models. In general, I am interested in Bayesian model comparison, time series models and variational inference.
I am on the 2024-2025 job market.