（一）已发表论文
• Chen Qitong, Hong Yongmiao, Li Haiqi (2024). Time-varying forecast combination for factor-augmented regressions with smooth structural changes. Journal of Econometrics, 240, 105693. [SSCI/SCI, JCR Q1, AJG 4, 经济学国际顶尖期刊]
• Chen Qitong, Zhu Huiming, Yu Dongwei, Hau Liya (2022). How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis. North American Journal of Economics and Finance, 59, 101581. [SSCI, JCR Q1, AJG 2]
• Zhu Huiming, Chen Weiyan, Hau Liya, Chen Qitong (2021). Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis. North American Journal of Economics and Finance, 57, 101447. [SSCI, JCR Q1, AJG 2]
• 朱慧明，陈麒同，余東洧 (2022). 全球经济政策不确定性对我国通货膨胀的冲击效应研究. 统计与决策, 38(02): 134-139. [CSSCI]
• 陈麒同，王沁 (2025). 基于时频分解的时变金融稳定性研究. 系统科学与数学, 已录用待刊. [CSCD,FMS T2]
（二）工作论文
Chen Qitong, Hong Yongmiao, Li Haiqi, Wang Xia (2025). Time-varying model averaging for factor-augmented vector autoregressions with smooth structural changes. Revised at Journal of Business and Economic Statistics.
Chen Qitong, Chen Xingyi, Chen Zhenrui (2025). Avoiding Weak Factor Selection in Scaled PCA-based Factor-augmented Regression: An All Subset Averaging Perspective. Revised at Economics Letters.
Li Haiqi, Zhang Ni, Chen Qitong, Xiao Zhijie (2025). Optimal model averaging for extremile regressions in data-rich environment. [Working paper]
Li Haiqi, Yin Bin, Chen Qitong (2025). Another view on time-varying factor model: a local MLE perspective. [Working paper]
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