JiHyung Lee

JiHyung Lee is an Associate Professor of Economics (tenured) at the University of Illinois Urbana-Champaign, Department of Economics. He previously held positions as Assistant Professor at the University of Illinois and the University of Washington.

Education:

• Ph.D. in Economics, Yale University (2013)
• M.Phil. in Economics, Yale University (2010)
• M.A. in Economics, Yale University (2009)
• B.A. in Economics, Seoul National University (2005)

Research Interests: Dr. Lee specializes in Econometric Theory & Applications, focusing on Time Series & Financial Econometrics, Machine Learning Methods, and Probability & Statistics. His work emphasizes robust inference under nonstationarity, quantile regression, and financial risk modeling.

Recent Research Trends: His recent publications address nonparametric methods, quantile impulse response analysis, and high-dimensional predictive modeling. Notable contributions include advancements in density estimation without tuning parameters and quantile-based approaches for macroeconomic and financial applications.

Awards & Recognition:

• Young Scholar Award, Korea-America Economic Association (2020)
• Arnold O. Beckman Research Award (2018-2019)
• Listed as an Excellent Teacher at UIUC (2016, 2017, 2019-2023)
• Yale University Fellowships (2007-2011)

Advising & Grants: Dr. Lee has guided multiple Ph.D. students to academic and industry roles. He served on UIUC’s Promotion and Tenure Committee and contributed to NSF grant reviews. His research is supported by the UIUC Campus Research Board.

Labs/Teams: Collaborates with international researchers on projects in econometrics, inequality analysis, and machine learning applications.