Ji Hyung Lee

Ji Hyung Lee is a Professor of Economics at the University of Illinois Urbana Champaign, with a courtesy appointment in the Department of Finance at Gies College of Business. His research focuses on econometric theory, time series analysis, financial econometrics, and machine learning applications in economics. He holds a Ph.D. in Economics from Yale University (2013) and a B.A. in Economics from Seoul National University (2005).

His research interests include developing robust econometric methods for high-dimensional data, quantile regression techniques, and applications to macroeconomic policy and financial risk analysis. Notable contributions include work on predictive quantile regression, nonparametric density estimation, and modeling household inflation expectations.

His recent articles explore topics such as machine-learning approaches to growth risk, quantile impulse responses for value-at-risk dynamics, and parameter-free methods for density estimation. Lee’s work emphasizes methodological innovation and practical relevance in policy contexts.

He has held positions at multiple institutions and maintains affiliations with the Midwest Econometrics Group. His research has been published in top journals like Journal of Econometrics and Econometric Theory.