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

  • 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
  • Benjamin Taylor and Jing Li, œDo Fewer Guns Lead to Less Crime? Evidence from Australia, International Review of Law and Economics, 42 (2015), 72-78
  • Jing Li and Norman C. Miller, œForeign Exchange Market Inefficiency and Exchange Rate Anomalies, Journal of International Financial Markets, Institutions & Money, 34 (2015), 311-320
  • Junsoo Lee, Jing Li and Mark C. Strazicich, "Performance of Threshold Cointegration Tests", Journal of Statistical Computation and Simulation, 83 (2013), 791-807
  • Scott W. Fausti, Matthew A. Diersen, Bashir A. Qasmi, Jing Li and Brent Lange, "The Effect of Animal Gender on Producer Marketing Behavior", Applied Economics Letters, 20 (2013), 180-185
  • Jing Li, ``Bootstrap Prediction Intervals for SETAR Models", International Journal of Forecasting, 27 (2011), 320-332
  • Jing Li and Junsoo Lee, "ADL tests for Threshold Cointegration", Journal of Time Series Analysis, 31 (2010), 241-254
  • Jing Li and Henry Thompson, "A Note of the Oil Price Trend and {GARCH} Shocks", Energy Journal, 31 (2010), 185-191


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, Principle of Macroeconomics (university honors section), econometrics and time series analysis. His research interests are in the area of time series analysis and applied economics. He has published in a number of academic journals such as Oxford Bulletin of Economics and Statistics, International Journal of Forecasting, Journal of Time Series Analysis, Energy Journal, Journal of Empirical Finance, and Journal of Macroeconomics.


  • SPRING 2020
  • ECO 311 C TR 10:05-11:25, FSB 0038
  • ECO 420W A TR 8:30-9:50, FSB 0038
Jing Li

Contact Information

Office Hours

  • T 12:00-1:30
  • W 9:00-10:30


* Accessible version of PDF available upon request.