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.
