About me

Welcome! I am a PhD candidate in Economics at McGill University in Canada.

I am on the 2026–2027 Job Market!

My research interests lie at the intersection of econometrics, financial economics, and macroeconomics. I develop econometric methods that use financial-market data to study financial risks and economic shocks that are not directly observed. My work focuses on how financial risk evolves, how different shocks shape market reactions, and how their effects propagate through the broader economy. These methods support more reliable risk measurement, forecasting, and macroeconomic policy evaluation.

You can find my CV here [short version, long version]. Please feel free to contact me at meilin.tong@mail.mcgill.ca.

Job Market Paper

“Estimating Higher-Order Stochastic Volatility Models with Moving-Average Components: Methodology and Applications”
with Jean-Marie Dufour. Submitted.

For a complete list of my papers and ongoing projects, please see the Research page.