Dr. Chang's current research interests include the application of various time series and panel data models to facilitate the development of new theories and methodologies for inference in a broad range of economic and financial models. Her recent research focuses on endogenous regime switching models, functional time series, high frequency factor models and their applications in monetary and fiscal policy interactions, expectation effects of switching financial market conditions, policy effects on income inequality and yield curve dynamics, and empirical asset pricing models with macro factors.

Past Affiliations

Associate Professor, Economics Department, School of Social Sciences, Rice University (past)

Professor, Department of Economics, College of Liberal Arts, Texas A&M University (past)

Professor, Department of Statistics, College of Arts and Sciences, Indiana University Bloomington

Statistics, Economics
PhD, Yale University, Economics, 1995
MPhil, Yale University, Economics, 1992
BS, University of Maryland, Mathematics, 1990
BA, University of Maryland, Economics, 1989