Jing Li

Associate Professor



Academic Background

  • Ph.D., Economics, University of Alabama, December 2006
  • M.A., Finance, Xiamen University, July, 2002
  • B.A., Finance, Chongqing Technology and Business University, July 1999

Academic & Professional Experience

  • Miami University, Associate Professor of Economics, Fall 2017 - Present
  • Miami University, Assistant Professor of Economics, Fall 2011 - Spring 2017
  • South Dakota State University, Assistant Professor of Economics, Spring 2008 - Spring 2011
  • Auburn University, Visiting Assistant Professor of Economics, Fall 2006 - Fall 2007

Recent Publications

  • Jing Li, ``On Estimating Risk Premium With Flexible Fourier Form", Economics Bulletin, 41, (2021), 1026-1035
  • Jing Li, Sarina Sangal and Ling Shao, ``Assessing Economic Impact of Sovereignty Transfer over Hong Kong: A Synthetic Control Approach", Applied Economics, 53, (2021), 3499-3514
  • Jing Li, ``Block Bootstrap Prediction Intervals for Parsimonious First-Order Vector Autoregression", Journal of Forecasting, 40, (2021), 512â€"527
  • Kendrick Morales, Prosper Raynold and Jing Li, ``The Empirical Relationship between Commitment Enhancement Devices and Terrorism", Applied Economics, 50, (2018), 5366-5380
  • Walter Enders and Jing Li, ``Flexible Fourier Form for Volatility Breaks", Studies in Nonlinear Dynamics & Econometrics, 22, (2018), 1-19
  • Jing Li and George Davis, ``Rethinking Cointegration and Expectation Hypothesis", Journal of Empirical Finance, 44 (2017), 177-189
  • Jing Li, "System-Equation ADL Test For Threshold Cointegration With An Application Using The Term Structure Of Interest Rates", Oxford Bulletin of Economics and Statistics, 79 (2017), 1-24
  • Jing Li, "Effects of Filtering Data on Testing Asymmetry in Threshold Autoregressive Models", Studies in Nonlinear Dynamics & Econometrics, 20, (2016), 549-565
  • Chengjun Shi and Jing Li, ``Does Pegging to Dollar Really Matter? A Closer Look at US Trade Deficits with China and Germany", Journal of International Trade & Economic Development, 26 (2017), 451-472
  • Jing Li and Walter Enders, "Trend-Cycle Decomposition Allowing for Multiple Smooth Structural Changes in the Trend of US Real GDP", Journal of Macroeconomics, 4 (2015), 71-81
  • Jing Li and Junsoo Lee, "Improved Autoregressive Forecasting Under Non-Normality Using Residual Augmented Least Squares", Journal of Statistical Computation and Simulation, 85 (2015), 2936-2952


Jing Li is an associate professor of economics at the Farmer School of Business. He previously was on the faculty of South Dakota State University and Auburn University. He earned a Ph.D. from the University of Alabama in 2006.

Jing Li won the Richard K. Smucker Teaching Excellence Award (Junior Professor) in 2015. He regularly teaches courses including Solving Eco Problem Using R, econometrics, and time series analysis. His research interests are in the area of time series analysis and applied macroeconomics. He has published in a number of academic journals such as Oxford Bulletin of Economics and Statistics, International Journal of Forecasting, Journal of Forecasting, Journal of Time Series Analysis, Energy Journal, Journal of Empirical Finance, and Journal of Macroeconomics.


  • SPRING 2023
  • ECO 311 A MW 10:05-11:25, FSB 1006
  • ECO 311 B MW 11:40-1:00, FSB 1006
  • ECO 672 A MW 8:30-9:50, FSB 1006
Jing Li

Contact Information

Office Hours

  • M 2:00-4:00
  • T 9:00-10:00


* Accessible version of PDF available upon request.