Dun Jia-Peking University HSBC Business School(PHBS)

Assistant Professor

Dun Jia

Ph.D. in Economics. University of Maryland

Research Interests:Macroeconomics, Monetary Economics, Macro-Finance, Computational Economics, Chinese Economy

0755-2603 3351

dun.jia@phbs.pku.edu.cn

Office: Rm. 729, PHBS Building

CV.pdf

http:/jiadun.weebly.com

Biography

Research Interests

Macroeconomics, Monetary Economics, Macro-Finance, Computational Economics, Chinese Economy

Education

Ph.D. Economics. University of Maryland, College Park. August 2016

M.A. Statistics. Institute for Social and Economic Research and Policy (Quantitative Methods in the Social Sciences Program). Columbia University. February 2011

B.A. Economics. Peking University. July 2009

B.A. English. Peking University. July 2009

Employment

August 2021 - Present, Assistant Professor, HSBC Business School, Peking University

January 2017 to July 2021, Distinguished Young Fellowship Assistant Professor, Renmin University of China

August 2016 to July 2021, Assistant Professor, Hanqing Advanced Institute of Economics and Finance, Renmin University of China

Research Teaching

Working Papers

Theme 1: Price Setting

"Online Borders of the U.S. Dollar: E-trades and Pricing Reactions to Exchange Rate Changes", with Michael Devereux (UBC), Guoshi Tong (Fudan) and Wang Xiang (RUC), June 2022

“Dynamic Competition, Countervailing Power and the Welfare Effects of Policies to Restrict Dominance”, with Andrew Sweeting (UMD), Shanglyu Deng (UMD), Mario Leccese (UMD), Shen Hui (CUHK-SZ), July 2022

"Price Competition with Bargaining and Strategic Buyers", with Andrew Sweeting (UMD) and Shanglyu Deng (UMD), July 2022

Theme 2: Monetary Policy and General Macro

"A High Frequency Measure of Chinese Monetary Policy Shocks", with Kai Li (PKU), Wenbin Wu (Fudan) and Jianyao He (UT Dallas), July 2022

"Macro Announcements without Trading", with Grace Hu (Tsinghua), and Haozhe Han (RUC), July 2022

"Market Efficiency Centering Monetary Policy Announcements", with Haozhe Han (RUC), Jan 2022

“Disagreement vs. Uncertainty: Investment Dynamics and Business Cycles”, May 2016

“Uncertainty, Heterogeneous Beliefs, and Business Cycles: Macro and Micro Evidence”, January 2017

Theme 3: China and the Applied Theories

"Fund Concentration, Market Participation and Asset Prices", with Shiyang Huang (HKU), Zhigang Qiu (RUC), and Yanyi Wang (Nanjing U), Jan 2022

"Bounded Pool Mining and the Bounded Bitcoin Prices", with Yifan Li (RUC), August 2022

"Bond Default Matters in China: Evidence from the Illiquidity Premium", with Haoyu Gao (RUC), Zhigang Qiu (RUC) and Dapeng Hao (Tsinghua), May 2022

Publications

Sweeting, Andrew, Dun Jia, Shen Hui, and Xinlu Yao. 2022. "Dynamic Price Competition, Learning-by-Doing, and Strategic Buyers." American Economic Review, 112 (4): 1311-33.

Rui Guo, Dun Jia, and Xi Sun, 2022. Information Acquisition, Uncertainty Reduction, and Pre-Announcement Premium in China, Review of Finance, DOI: 10.1093/rof/rfac042

Dun Jia, 2022. "Discussion of 'On the Possibility of Krusell-Smith Equilibria' ", Journal of Economic Dynamics and Control, 104392.

Zhigang Qiu, Xi Sun, Lijun Wu, Dun Jia, and Ziyue Wang, 2022. “The 2018 new asset management regulation and LGFV bonds in China”, Economic and Political Studies, DOI: 10.1080/20954816.2022.2055814

Deng, Kaihua and Dun Jia, 2018. “Backtesting Stress Tests: A Guide for M2 Forward Guidance”, Annals of Economics and Finance, vol. 19(2), pages 443-471, November.

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