Sanghu Lee

Curriculum Vitae

Sanghu Lee

I study how global risk and exchange-rate disturbances propagate through open economies, using structural time-series methods and dynamic macroeconomic models.

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Tokyo, Japan · sanghu.lee@toki.waseda.jp

Education

Waseda University

School of Political Science and Economics, Economics
Double Degree Program

Apr. 2026 - Sep. 2027 expected
Tokyo, Japan

Korea University

Department of Economics, B.A. in Economics
GPA: 4.46/4.50; 99.6/100 scale

Mar. 2021 - Feb. 2028 expected
Seoul, Korea

Research Experience

Global Risk, FX Volatility, and the Real Economy: A Sign-Restricted SVAR Approach

Working paper

  • Estimate a targeted sign-restricted SVAR using quarterly Korean data from 1990Q2 to 2025Q3.
  • Trace the identified shock to investment and cyclical output; its largest realizations coincide with the 1997–98 Asian financial crisis and the 2008–09 global financial crisis.
  • Program MATLAB routines for impulse responses, FEVD, historical decomposition, external validation, bootstrap inference, local projections, and robustness checks.
Jan. 2026 -

International Business Cycles and Trade Shocks

Independent research project

  • Build and simulate a two-country incomplete-markets international business-cycle model with tariff shocks and exchange-rate dynamics.
  • Study international risk sharing, trade-shock transmission, and the Backus-Smith puzzle in Dynare.
2025

Honors and Scholarships

  • President's Award for Academic Excellence, Korea University, twice; Dean's Award for Academic Excellence, once.
  • Korea University Japan Alumni Association Scholarship, AY 2026 (JPY 400,000).
  • Special Scholarship for Double Degree Program Students, Waseda University.

Selected Programs

27th Macroeconomist Training Program

International Monetary Fund, Regional Office for Asia and the Pacific · Selected Participant

Residential workshop in financial programming, macroeconomic surveillance, and an IMF-style country-surveillance exercise.

Jul. 29–31, 2026
Tokyo, Japan

Military Service

Republic of Korea Army

Mandatory military service

Aug. 2022 - Feb. 2024
Korea

Selected Coursework

Research on Dynamic Macroeconomics · Advanced Econometrics: Time Series Analysis · Money and Banking · Macroeconomics · Mathematics for Economists · Intermediate Mathematics for Economics · Econometrics I · Econometrics II · Mathematical Statistics · Basic Stochastic Processes 1

Technical Skills

Programming and software: MATLAB, Dynare, Python, LaTeX.

Methods: Time-series econometrics, sign-restricted SVARs, impulse responses, FEVD, historical decomposition, bootstrap inference, local projections, DSGE/IRBC simulation.

Languages

Korean
Native

Japanese
JLPT N1, 141/180

English
TOEFL iBT 87/120