Laura Last updated: June 2021

Contact Information Department of Economics Personal webpage: https://laurayuliu.com Indiana University Email: [email protected] Wylie Hall 205, 100 South Woodlawn Ave. Bloomington, IN 47405

Appointments  Assistant Professor, Department of Economics, Indiana University, Fall 2019 -  Economist, Division of Financial Stability, Federal Reserve Board, Fall 2017- Spring 2019  Adjunct Professor, Department of Economics, Johns Hopkins University, Fall 2018

Education  Ph.D., Economics, University of Pennsylvania, 2017 – Dissertation title: Point and Density Forecasts in Panel Data Models – Advisors: Professor Francis X. Diebold and Professor Frank Schorfheide; other com- mittee members: Professor and Professor Francis J. DiTraglia. – Arnold Zellner Thesis Award in Econometrics and Statistics, American Statistical As- sociation and the Journal of Business and Economic Statistics, 2018  M.A., Economics, University of Pennsylvania, 2014  M.A., Economics, University of Rochester, 2010  B.S., Mathematics and Physics, Tsinghua University, 2008

Short-term Vistis  Department of Economics, Georgetown University, May - August 2019  Department of Economics, University of Pennsylvania, April 2019

Research Interests Econometrics, Macroeconomics, and Network Economics

Publications  “Panel Forecasts of Country-Level Covid-19 Infections,” joint with Hyungsik Roger Moon (USC) and Frank Schorfheide (UPenn), Journal of Econometrics, vol. 200 (1), pp. 2-22.  “Forecasting with Dynamic Panel Data Models,” joint with Hyungsik Roger Moon (USC) and Frank Schorfheide (UPenn), Econometrica, 2020, vol. 88 (1), pp. 171-201.  “Estimating Global Bank Network Connectedness,” joint with Mert Demirer (MIT), Francis X. Diebold (UPenn), and Kamil Yılmaz (Ko¸c), Journal of Applied Econometrics, 2018, vol.

1 33 (1), pp. 1-15. (Winner of 2020 Richard Stone Prize in Applied Econometrics for best paper(s) in a two-year interval.)  “Commodity Connectedness,” joint with Francis X. Diebold (UPenn) and Kamil Yılmaz (Ko¸c), in E. Mendoza, D. Saravia and E. Pasten (eds.), Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures. Santiago: Bank of Chile Central Banking Series, 2018, vol. 25, pp. 97-136. Working Papers  “Estimating Average Partial Effects of Semiparametric Panel Logit Models”, joint with Alexandre Poirier (Georgetown) and Ji- Shiu (Jinan U), last revised May 2021, also available at arXiv 2105.12891.  “Monetary Policy across Space and Time,” joint with Christian Matthes (Indiana) and Katerina Petrova (UPF), last revised March 2021, also available at FRB Richmond Working Papers 18-14.  “Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data”, joint with Mikkel Plagborg-Møller (Princeton), last revised January 2021, also available at arXiv 2101.04771, CAEPR Working Paper 2021-001.  “Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective,” Journal of Business & Economic Statistics, R&R, last revised February 2020, also available at arXiv 1805.04178, CAEPR Working Paper 2020-003, FEDS Working Papers 2170, and PIER Working Papers 17-006.  “Forecasting with a Panel Tobit Model,” joint with Hyungsik Roger Moon (USC) and Frank Schorfheide (UPenn), last revised December 2019, also available at NBER Working Papers 26569 and CAEPR Working Papers 2019-005.  “Structural Changes in Networks: Estimation and Evidence from Financial Institution Con- nectedness”, last revised July 2014. Work In Progress  “Sectoral DSGE Models and Production Networks”, joint with Holt Dwyer (UCSD) and Molin (Fed Board). Seminar Talks  2022 (including scheduled): University of Glasgow (Feb)  2021 (including scheduled): University of Pittsburgh (Apr), Federal Reserve Bank of At- lanta (Apr), Bundesbank (Apr), CEMFI (May), Federal Reserve Bank of Richmond (June), University of Notre Dame (Oct)  2020: Federal Reserve Bank of New York (Sept), Federal Reserve Bank of New York (Sept), University of Toronto (Nov)

2  2019: Tilburg University (Oct), Erasmus University Rotterdam (Oct), Tinbergen Institute (Oct), University of North Carolina, Chapel Hill (Dec)  2018: Libera Universit`adi Bolzano (Jan), University of Michigan (Mar), University of Pennsylvania (Apr), Federal Reserve Bank of Philadelphia (Apr), Universit´ede Montr´eal (Apr), Indiana University (Oct), University of Georgia (Nov), George Washington Univer- sity (Nov), Emory University (Dec)  2017: Federal Reserve Board (Jan), University of Virginia (Jan), Microsoft (Jan), Univer- sity of California, Berkeley (Jan), University of California, San Diego (Rady, Feb), Boston University (Feb), University of Illinois at Urbana–Champaign (Feb), Princeton University (Oct)  2016: University of Pennsylvania (Oct), Federal Reserve Bank of Philadelphia (Dec)  2015: Federal Deposit Insurance Corporation (Nov)  2014: Federal Reserve Bank of Richmond (June and Aug)

Conference Talks  2021 (including scheduled): North American Winter Meeting of the Econometric Soci- ety (Virtual, Jan), North American Summer Meeting of the Econometric Society (Virtual, June), International Association for Applied Econometrics Annual Conference (Virtual, June), European Economic Association - Econometric Society European Meeting (Virtual, Aug), 15th International Conference on Computational and Financial Econometrics (In- vited, King’s College London, Dec)  2020: 26th IIF workshop on Economic Forecasting in Times of COVID-19 (Virtual, July), NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics (Virtual, Aug), 12th World Congress of the Econometric Society (Virtual, Aug)  2019: North American Winter Meeting of the Econometric Society (Atlanta, Jan), Panel Data Forecasting (Invited, USC Dornsife INET, Apr), NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics (Brown, May), NBER Summer Institute - Micro Data and Macro Models (Boston, July)  2018: First Italian Workshop of Econometrics and Empirical Economics: Panel Data Models and Applications (Milan, Jan), NBER-NSF Seminar on Bayesian Inference in Economet- rics and Statistics (Stanford, May), North American Summer Meeting of the Econometric Society (UC Davis, June), International Association for Applied Econometrics Annual Con- ference (Montr´eal, June), Applied Time Series Econometrics Workshop (Invited, FRB St. Louis, Oct), Midwest Econometrics Group Annual Meeting (UW-Madison, Oct), Southern Economic Association 88th Annual Meetings (Invited, Washington DC, Nov)  2017: NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics (WUSTL,

3 May), the 11th Conference on Bayesian Nonparametrics (Invited, Paris, June), Microecono- metrics Class of 2017 Conference (Duke, Sept), Interactions 2017 (Chicago Booth, Sept)  2016: Midwest Econometrics Group Annual Meeting (UIUC, Oct)  2014: EconCon Conference (Princeton, Aug) Fellowships, Honors and Awards  Richard Stone Prize in Applied Econometrics (best paper(s) in a two-year interval) for “Estimating Global Bank Network Connectedness” (with Mert Demirer, Francis X. Diebold, and Kamil Yılmaz), Journal of Applied Econometrics, 2020  Arnold Zellner Thesis Award in Econometrics and Statistics, American Statistical Associa- tion and the Journal of Business and Economic Statistics, 2018  Robert Summers Dissertation Fellowship in Economics, University of Pennsylvania, 2016  Maloof Family Dissertation Fellowship in Economics, University of Pennsylvania, 2015  Dissertation Fellow, Federal Reserve Bank of Richmond, Summer 2014  Xinmei and Yongge Fellowship, University of Pennsylvania, 2012  Best Performance in Econometrics First Year, University of Pennsylvania, 2012  University Fellowship, University of Pennsylvania, 2011  Norman M. Kaplan Memorial Prize, University of Rochester, 2010  Lionel and Blanche McKenzie Family Fellowship, University of Rochester, 2009 Teaching  Empirical Macro II (advanced Ph.D. level), Instructor, Indiana University, Spring 2021  Econometric Theory and Practice (advanced undergraduate and master’s level), Instructor, Indiana University, Spring 2020 and Fall 2020, Fall 2021  Microeconometrics (advanced Ph.D. level), Instructor, Johns Hopkins University, Fall 2018  PIER Workshop on Quantitative Tools for Macroeconomic Policy Analysis, Lab Instructor, UPenn, May 2016, May 2017, and May 2018  Topics in Econometrics: Forecasting (advanced undergraduate level), Teaching Assistant, UPenn, Fall 2014  Econometrics II: Methods (first-year Ph.D.), Teaching Assistant, UPenn, Spring 2013 and Spring 2014  Introduction to Microeconomics (undergraduate), Recitation Instructor, UPenn, Fall 2013  Intermediate Microeconomics (undergraduate), Recitation Instructor, UPenn, Fall 2012  Macroeconomics (first-year Ph.D.), Teaching Assistant, University of Rochester, Fall 2010 Graduate Advising  Committee Member: Rong Fan, Seokil , Hee Soo Kim, Myong Jong Shin (in progress); Junjie (2020)

4 Professional Activities  Program Committee: 3rd Italian Workshop of Econometrics and Empirical Economics (2022), European Economic Association Congress (2021)  Referee: American Economic Journal: Macroeconomics, Econometrica, Econometric Re- views, Econometrics, Econometrics Journal, European Economic Review, International Economic Review, International Journal of Central Banking, International Journal of Fore- casting, Journal of the American Statistical Association, Journal of Applied Economet- rics, Journal of Banking and Finance, Journal of Business & Economic Statistics, Journal of Econometrics, Journal of Economic Dynamics and Control, Journal of Financial and Quantitative Analysis, Journal of Forecasting, Journal of Housing Economics, Journal of Monetary Economics, Quantitative Economics, Review of Economic Dynamics, Review of Economics and Statistics, Review of Economic Studies, Studies in Nonlinear Dynamics and Econometrics

Other Experience  Research Assistant for Professor Frank Schorfheide, University of Pennsylvania, 2012-2013  Research Assistant for Professors Mark Aguiar and Mark Bils, University of Rochester, 2009-2010  Research Assistant for Professor Chong-En , Tsinghua University, 2007-2008

5