Jing Cynthia Wu studies econometrics, monetary economics, and asset pricing. Her research interests include the term structure of interest rates, monetary policy, financial crises, and commodity futures markets. Her work helps unravel complicated term structure models and develops a straightforward framework for identification, estimation and specification testing. Applying term structure models to monetary policy and commodity futures markets, she contributes important insights to the current literature on “quantitative easing” when the policy rate is at the zero lower bound, and the debate between policy makers and academia on the impact of index fund investment on the commodity futures prices.
Her work has been cited by Federal Reserve chairman Ben Bernanke, vice chair Janet Yellen, President of San Francisco Fed John Williams, among academia, media and blogs.
Wu’s recent publications are forthcoming in American Economic Review, Journal of Econometrics, and Journal of International Money and Finance.
Wu earned her PhD in economics from UC San Diego. She teaches Applied Regression Analysis at Booth.
2013 - 2014 Course Schedule
||Applied Regression Analysis
Swimming, yoga, traveling, photography, and hiking.
Econometrics, monetary economics, asset pricing, with focus on term structure of interest rates, monetary policy, financial crisis, commodity futures market.