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I am currently a research fellow in the Department of Econometrics and Business Statistics at Monash University.

I obtained my Ph.D. from Università Bocconi (January 2022), under the supervision of Prof. Massimiliano Marcellino .

My primary research interests are econometrics and forecasting.
I am also interested in applied macroeconomics and financial econometrics.


Email: yu.bai1 "at"

Job Market

  • I am on the 2023-2024 job market. You can find my job market paper here.