News Express: UMDF named professor gives talk on econometrics
新聞快訊：澳大發展基金會冠名教授談計量經濟
余俊
Yu Jun
澳大發展基金會冠名教授談計量經濟
澳門大學今（1）日舉行“澳門大學發展基金會冠名教授講座＂，由澳門大學發展基金會金融及經濟學講座教授余俊以“計量經濟學與經濟監控”為題發表演說，分析各種經濟泡沫特徵以防止金融危機。講座吸引一眾政府部門代表、澳大師生及公眾人士參與。
澳大副校長馬許願致辭時表示，余俊是國際金融及經濟學的著名學者，是國際金融計量學會的創會會士和經濟計量學雜誌的會士。他亦是多本國際頂尖期刊的副主編，擁有豐富的國際教研及業界實務經驗。此外，余俊與美國、澳洲學者合作開發了衡量金融市場熾熱程度的工具，成為美國、歐洲、亞洲等國家和地區識別金融危機和應對金融危機的寶貴資源。
講座上，余俊解釋了投機泡沫的重要性，強調計量經濟學工具在經濟監測中的關鍵作用，並展示了這些工具在識別和管理金融泡沫方面的實際應用。他介紹了遞歸方法、單位根檢驗等計量經濟學技術，並通過各種數據集的泡沫檢測方法，證明這些方法在檢測泡沫方面的有效性。余俊亦分享了應對更複雜泡沫情景的最新方法論進展，以識別和防止金融危機的發生。在問答及交流環節，余俊與參與者交流互動，討論氣氛熱烈。
澳門大學發展基金會冠名教授和傑出學人講座系列於2021年啟動，旨在加強澳門大學發展基金會冠名教授和傑出學人與澳大及社區之間的聯繫。講座系列為澳大成員、澳門學校師生和公眾提供了一個更緊密的交流機會。
欲瀏覽官網版可登入以下連結:
https://www.um.edu.mo/zh-hant/news-and-press-releases/presss-release/detail/59454/
UMDF named professor gives talk on econometrics
The University of Macau (UM) held the University of Macau Development Foundation (UMDF) Named Professorship Lecture titled ‘Econometrics and Economic Surveillance’ today (1 November). Yu Jun, UMDF chair professor of finance and economics and dean of the Faculty of Business Administration, was the speaker. During the talk, Prof Yu explained the characteristics of various economic bubbles and their relevance to financial crises. The talk was well attended by UM students and faculty, as well as members of the public.
Speaking at the event, UM Vice Rector Rui Martins said that Prof Yu is a renowned scholar of international finance and economics, an inaugural fellow of the Society for Financial Econometrics (SoFiE), and a fellow of Journal of Econometrics. He also serves as an associate editor for several leading international journals and has extensive experience in teaching, research, and industry practice. Notably, Prof Yu has collaborated with scholars from the US and Australia to develop tools for measuring exuberance in financial markets, which have become valuable resources for identifying and addressing financial crises in the US, Europe, Asia, and other countries and regions.
During the talk, Prof Yu explained asset price bubbles and the practical applications of econometric tools in identifying and managing financial bubbles. He also introduced econometric techniques such as the recursive method and the unit root test. In addition, Prof Yu shared the latest methodological advances in dealing with more complex bubble scenarios, which help identify and prevent financial crises. He also engaged with the audience during the Q&A and discussion sessions.
To read the news on UM’s official website, please visit the following link:
https://www.um.edu.mo/news-and-press-releases/presss-release/detail/59454/