Directors

Background & Research Agenda

Yoosoon Chang is Professor of Economics at Indiana University and Executive Director of the Economic Machine Learning Lab. Her work connects econometric theory with inference for macroeconomic, financial, environmental, and distributional questions.

Her recent research focuses on functional time series, endogenous regime-switching models, high-frequency factor models, and applications involving intergenerational mobility, climate change, income distributions, inflation forecasting, yield curves, labor force participation, energy demand, and empirical asset pricing.

Research Interests

Background & Research Agenda

Joon Y. Park is Professor of Economics, Wisnewsky Professor in Human Studies, and Research Director of the Economic Machine Learning Lab. His research and teaching interests include econometric theory, time series, and financial econometrics.

His recent research focuses on inference for continuous-time models and the estimation and testing of asset pricing models using discrete-time, high-frequency economic and financial data. His foundational work on nonstationary time series has contributed to the understanding of economic models with nonstationarity in mean or volatility.

Research Interests