Haoyu Zhou

Haoyu Zhou is a Ph.D. student in Economics at Purdue University, specializing in Bayesian econometrics and macroeconometrics. His current research focuses on developing Bayesian frameworks to jointly model yield curves and key macroeconomic variables, conduct conditional yield-curve forecasting, and explore mechanisms of clustered stochastic volatility. Haoyu is also working on a Bayesian nonparametric research project that develops a Gaussian-basis-function framework with advantages over the standard Gaussian process regression approach in several respects.