Jing Cynthia Wu focuses her research on econometrics, monetary economics, and asset pricing. Her research interests include the term structure of interest rates, monetary policy, financial crises, and commodity futures markets. Her work helps unravel complicated term structure models and develops a much more straightforward framework for identification, estimation, and specification testing. Applying term structure models to monetary policy, she contributes important insights to the current literature on quantitative easing and the zero lower bound for interest rates.
She was honored with the Clive Granger Prize, along with several research fellowships and scholarships. Wu is coauthor of “The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment” (forthcoming) and “Testable Implications of Affine Term Structure Models” (forthcoming).
She earned a PhD in economics from the University of California, San Diego, and a BA in economics from Renmin (People’s) University of China.
Wu joined the University of Chicago faculty in 2011.