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Zhengfeng Guo

Financial Economist
Credit Risk Analysis Division

Zhengfeng Guo is a Financial Economist in the Credit Risk Analysis Division within the Economics department of the Office of the Comptroller of the Currency (OCC).

Dr. Guo's primary research interests include time series econometrics, financial econometrics and asset pricing. Before joining the OCC in 2013, Dr. Guo worked at the International Monetary Fund for three year. She holds a doctorate in economics from Vanderbilt University and an undergraduate degree from Jilin University in China.

  1. Guo, Zheng-Feng and Mototsugu Shinatani (2013). "Consistent Cotrending Rank Selection when both Stochastic and Nonlinear Deterministic Trends are Present," The Econometrics Journal, Vol. 16 (3), pp. 473–484.
  2. Guo, Zheng-Feng and Mototsugu Shinatani (2011). “Nonparametric Lag Selection for Nonlinear Additive Autoregressive Models,” Economics Letters, 111(2), 131-134, 2011.
  1. Attie, Alex, Guo, Zheng-Feng, and Charles Xie (2013), “Macroeconomic Changes as Drivers of Asset and Portfolio Performance.”
  2. Chaney, Paul, Jeter, Debra, and Zheng-Feng Guo (2010), “Selection Models and Endogeneity Issues in Accounting Research.”