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Publications

by members of

School of Economics
Singapore Management University
Singapore, Singapore

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

Undated material is listed at the end

    2009

  1. Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers 1699, Cowles Foundation, Yale University. [Downloadable!]
  2. Peter C. B. Phillips & Jun Yu, 2009. "Information Loss in Volatility Measurement with Flat Price Trading," Global COE Hi-Stat Discussion Paper Series gd08-039, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
  3. Fali Huang & Myoung-jae Lee, 2009. "Dynamic Treatment Effect Analysis of TV Effects on Child Cognitive Development," Discussion Paper Series 0906, Institute of Economic Research, Korea University. [Downloadable!]
  4. Hian Teck Hoon, 2009. "Payroll Taxes, Wealth and Employment in Neoclassical Theory: Neutrality or Non-neutrality?," Working Papers 08-2009, Singapore Management University, School of Economics. [Downloadable!]
  5. Quoc-Anh Do & Stephen Leider & Markus M. Mobius & Tanya Rosenblat, 2009. "What Do We Expect from Our Friends?," Working Papers 09-2009, Singapore Management University, School of Economics. [Downloadable!]
  6. Campante, Filipe R. & Do, Quoc-Anh, 2009. "A Centered Index of Spatial Concentration: Axiomatic Approach with an Application to Population and Capital Cities," Working Paper Series rwp09-005, Harvard University, John F. Kennedy School of Government. [Downloadable!]
  7. Ryo Kambayashi & Daiji Kawaguchi & Ken Yamada, 2009. "The Minimum Wage in a Deflationary Economy: The Japanese Experience, 1994|2003," Global COE Hi-Stat Discussion Paper Series gd09-074, Institute of Economic Research, Hitotsubashi University. [Downloadable!]

    2008

  1. Khor , Hoe Ee & Kee, Rui Xiong, 2008. "Asia: A Perspective on the Subprime Crisis," MPRA Paper 9995, University Library of Munich, Germany, revised 10 Apr 2008. [Downloadable!]
  2. barua, rashmi, 2008. "Intertemporal Substitution in Maternal Labor Supply: Evidence using State School Entrance Age Laws," MPRA Paper 7923, University Library of Munich, Germany. [Downloadable!]
  3. Roberto S. Mariano, 2008. "Misaligned Incentives and Mortgage Lending in Asia," Working Papers 07-2009, Singapore Management University, School of Economics. [Downloadable!]
  4. Antonio Merlo & Vincenzo Galasso & Massimiliano Landi & Andrea Mattozzi, 2008. "The Labor Market of Italian Politicians," Carlo Alberto Notebooks 89, Collegio Carlo Alberto. [Downloadable!]
  5. Antonio Merlo & Vincenzo Galasso & Massimiliano Landi & Andrea Mattozzi, 2008. "The Labor Market of Italian Politicians," Working Papers 15-2008, Singapore Management University, School of Economics, revised Oct 2008. [Downloadable!]
  6. Antonio Merlo & Vincenzo Galasso & Massimiliano Landi & Andrea Mattozzi, 2008. "the Labor Market of Italian Politicians, Second Version," PIER Working Paper Archive 09-024, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 May 2009. [Downloadable!]
  7. Fujii, Tomoki & Roland-Holst, David, 2008. "How does Vietnam's accession to the World Trade Organization change the spatial incidence of poverty?," Policy Research Working Paper Series 4521, The World Bank. [Downloadable!]
  8. Tomoki Fujii, 2008. "Two-sample estimation of poverty rates for disabled people: an application to Tanzania," Working Papers 02-2008, Singapore Management University, School of Economics. [Downloadable!]
  9. Tomoki Fujii & Ryuichiro Isikawa, 2008. "The More Kids, The Less Mom’s Divvy: Impact of Childbirth on Intrahousehold Resource Allocation," Working Papers 11-2008, Singapore Management University, School of Economics. [Downloadable!]
  10. Quoc-Anh Do & Stephen Leider & Markus M. Mobius & Tanya Rosenblat, 2008. "Directed Altruism and Enforced Reciprocity in Social Networks," Working Papers 17-2008, Singapore Management University, School of Economics. [Downloadable!]
  11. Quoc-Anh Do & Filipe R. Campante, 2008. "Keeping Dictators Honest: the Role of Population Concentration," Working Papers 01-2009, Singapore Management University, School of Economics. [Downloadable!]
  12. Ken Yamada, 2008. "Heterogeneity in Returns to Work Experience: A Dynamic Model of Female Labor Force Participation," Working Papers 10-2009, Singapore Management University, School of Economics, revised Aug 2009. [Downloadable!]

    2007

  1. Peter C.B. Phillips & Jun Yu, 2007. "Information Loss in Volatility Measurement with Flat Price Trading," Cowles Foundation Discussion Papers 1598, Cowles Foundation, Yale University. [Downloadable!]
  2. Peter C.B. Phillips & Jun Yu, 2007. "Simulation-based Estimation of Contingent-claims Prices," Cowles Foundation Discussion Papers 1596, Cowles Foundation, Yale University. [Downloadable!]
  3. Peter C.B. Phillips & Jun Yu, 2007. "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Cowles Foundation Discussion Papers 1597, Cowles Foundation, Yale University. [Downloadable!]
  4. Peter C.B. Phillips & Jun Yu, 2007. "Information Loss in Volatility Measurement with Flat Price Trading," Levine's Bibliography 321307000000000805, UCLA Department of Economics. [Downloadable!]
  5. Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 222007, Hong Kong Institute for Monetary Research. [Downloadable!]
  6. Fali Huang, 2007. "The Coevolution of Economic and Political Development from Monarchy to Democracy," Working Papers 07-2007, Singapore Management University, School of Economics. [Downloadable!]
  7. Fali Huang, 2007. "Building Social Trust: A Human Capital Approach," Working Papers 08-2007, Singapore Management University, School of Economics. [Downloadable!]
  8. Fali Huang & Myoung-jae Lee, 2007. "Dynamic Treatment Effect Analysis of TV Effects on Child Cognitive Development," Working Papers 10-2007, Singapore Management University, School of Economics. [Downloadable!]
  9. Fali Huang, 2007. "To Trust or to Monitor: A Dynamic Analysis," Working Papers 11-2007, Singapore Management University, School of Economics. [Downloadable!]
  10. Fali Huang & Peter Cappelli, 2007. "Employee Screening: Theory and Evidence," Working Papers 09-2007, Singapore Management University, School of Economics. [Downloadable!]
  11. Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H.H. Tan, 2007. "Markov switching GARCH models of currency turmoil in southeast Asia," International Finance Discussion Papers 889, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  12. Hwee Kwan Chow & Peter Nicholas Kriz & Roberto S. Mariano & Augustine H H Tan, 2007. "Financial Liberalization and Monetary Policy Cooperation in East Asia," Working Papers 03-2007, Singapore Management University, School of Economics. [Downloadable!]
  13. Angelo Antoci & Antonio Gay & Massimiliano Landi & Pier Luigi Sacco, 2007. "Global Analysis of an Expectations Augmented Evolutionary Dynamics," Working Papers 25-2007, Singapore Management University, School of Economics. [Downloadable!]
  14. Fujii, Tomoki & Roland-Holst, David, 2007. "How Does Vietnam's Accession to the World Trade Organization Change the Spatial Incidence of Poverty?," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
  15. Tomoki Fujii, 2007. "Geographic Decomposition of Inequality in Health and Wealth: Evidence from Cambodia," Working Papers 24-2007, Singapore Management University, School of Economics. [Downloadable!]
  16. Haiping Zhang & Jurgen von Hagen, 2007. "Financial Development and International Capital Flows," Working Papers 16-2007, Singapore Management University, School of Economics. [Downloadable!]
  17. Haiping Zhang & Jurgen von Hagen, 2007. "A Welfare Analysis of Capital Account Liberalization," Working Papers 19-2007, Singapore Management University, School of Economics. [Downloadable!]
  18. Pao-Li Chang, 2007. "The Evolution and Utilization of the GATT/WTO Dispute," Working Papers 21-2007, Singapore Management University, School of Economics. [Downloadable!]
  19. Pao-Li Chang & Myoung-Jae Lee, 2007. "The WTO Trade Effect," Working Papers 06-2007, Singapore Management University, School of Economics. [Downloadable!]
  20. Hian Teck Hoon & Kong Weng Ho, 2007. "Distance to Frontier and the Big Swings of the Unemployment Rate: What Room is Left for Monetary Policy?," Kiel Working Papers 1347, Kiel Institute for the World Economy. [Downloadable!]
  21. Stephen Leider & Markus M. Möbius & Tanya Rosenblat & Quoc-Anh Do, 2007. "Directed Altruism and Enforced Reciprocity in Social Networks: How Much is A Friend Worth?," NBER Working Papers 13135, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  22. Stephen Leider & Markus M. Möbius & Tanya Rosenblat & Quoc-Anh Do, 2007. "How much is a friend worth?: directed altruism and enforced reciprocity in social networks," Working Papers 07-11, Federal Reserve Bank of Boston. [Downloadable!]
  23. Campante, Filipe & Do, Quoc-Anh, 2007. "Inequality, Redistribution, and Population," Working Paper Series rwp07-046, Harvard University, John F. Kennedy School of Government. [Downloadable!]

    2006

  1. Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2006. "Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence," PIER Working Paper Archive 06-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
  2. Winston T. H. Koh & Roberto S. Mariano & Andrey Pavlov & Sock Yong Phang & Augustine H. H. Tan & Susan M. Wachter, 2006. "Underpriced Default Spread Exacerbates Market Crashes," Working Papers 12-2006, Singapore Management University, School of Economics. [Downloadable!]
  3. Christian Gourieroux & Peter C. B. Phillips & Jun Yu, 2006. "Indirect Inference for Dynamic Panel Models," Cowles Foundation Discussion Papers 1550, Cowles Foundation, Yale University. [Downloadable!]
  4. Jun Yu, 2006. "Temporal Aggregation and Risk-Return Relation," Working Papers 01-2007, Singapore Management University, School of Economics. [Downloadable!]
  5. Fali Huang & Peter Cappelli, 2006. "Employee Screening: Theory and Evidence," NBER Working Papers 12071, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Huang Fali & Peter Cappelli, 2006. "Employee Screening: Theory and Evidence," Working Papers 11-2006, Singapore Management University, School of Economics. [Downloadable!]
  7. Fali Huang, 2006. "What Matter for Child Development?," Working Papers 24-2006, Singapore Management University, School of Economics. [Downloadable!]
  8. Fali Huang, 2006. "The Transition from Relational to Legal Contract Enforcement," Working Papers 23-2006, Singapore Management University, School of Economics. [Downloadable!]
  9. Fali Huang, 2006. "The Coevolution of Economic and Political Development," Working Papers 22-2006, Singapore Management University, School of Economics. [Downloadable!]
  10. Fali Huang, 2006. "The Coevolution of Economic and Political Development," DEGIT Conference Papers c011_066, DEGIT, Dynamics, Economic Growth, and International Trade. [Downloadable!]
  11. Angelo Antoci & Massimiliano Landi & Pier Luigi Sacco, 2006. "Expectations, Animal Spirits, and Evolutionary Dynamics," Working Papers 10-2006, Singapore Management University, School of Economics. [Downloadable!]
  12. Tomoki Fujii, 2006. "How Well Can We Target Resources with “Quick-and-Dirty” Data?: Empirical Results from Cambodia," Working Papers 03-2006, Singapore Management University, School of Economics. [Downloadable!]
  13. Tomoki Fujii & Larry Karp, 2006. "Numerical Analysis of Non-Constant Discounting with an Application to Renewable Resource Management," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 1019, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
  14. Jürgen von Hagen & Haiping Zhang, 2006. "Financial Liberalization in a Small Open Economy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  15. Pao-Li Chang & Myoung-jae Lee, 2006. "Protection for Sale Under Monopolistic Competition: An Empirical Investigation," Working Papers 18-2006, Singapore Management University, School of Economics. [Downloadable!]
  16. Pao-Li Chang & Chia-Hui Lu, 2006. "On the Magnet Effect of Foreign Direct Investment," Working Papers 21-2006, Singapore Management University, School of Economics. [Downloadable!]
  17. Hoon Hian Teck & Edmund S. Phelps, 2006. "ICT-Producing Sector on Business Activity," Working Papers 07-2006, Singapore Management University, School of Economics. [Downloadable!]
  18. Kong Weng Ho & Hian Teck Hoon, 2006. "Growth Accounting for a Follower-Economy in a World of Ideas: The Example of Singapore," Working Papers 15-2006, Singapore Management University, School of Economics. [Downloadable!]
  19. Hian Teck Hoon & Edmund S. Phelps, 2006. "Effects of Technological Improvement in the Ict-Producing Sector on Business Activity," Discussion Papers 0506-21, Columbia University, Department of Economics. [Downloadable!]
  20. Kong Weng Ho & Hian Teck Hoon, 2006. "Growth Accounting for a Follower-Economy in a World of Ideas: The Example of Singapore," Economic Growth centre Working Paper Series 0606, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre. [Downloadable!]

    2005

  1. Y. K. Tse & S. L. Yip, 2005. "Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore," Economic Growth centre Working Paper Series 0503, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre. [Downloadable!]
  2. Tan Kim Song & Khor Hoe Ee, 2005. "China’s Changing Economic Structures and Its Implications for Regional Patterns of Trade Production and Integration," Working Papers 23-2005, Singapore Management University, School of Economics. [Downloadable!]
  3. Kim-Song Tan & Sock-Yong Phang, 2005. "From efficiency-driven to innovation-driven economic growth : perspectives from Singapore," Policy Research Working Paper Series 3569, The World Bank. [Downloadable!]
  4. Peter C.B. Phillips & Jun Yu, 2005. "A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations," Cowles Foundation Discussion Papers 1523, Cowles Foundation, Yale University. [Downloadable!]
  5. Peter C. B. Phillips & Jun Yu, 2005. "Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde," Working Papers 13-2005, Singapore Management University, School of Economics. [Downloadable!]
  6. Peter C. B. Phillips & Jun Yu, 2005. "Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan," Working Papers 08-2005, Singapore Management University, School of Economics. [Downloadable!]
  7. Serene Tan & Nicolas L Jacquet, 2005. "On the Segmentation of Markets," 2005 Meeting Papers 456, Society for Economic Dynamics. [Downloadable!]
  8. Roberto S. Mariano & Delano Villanueva, 2005. "External Debt, Adjustment, and Growth," Working Papers 13-2006, Singapore Management University, School of Economics, revised May 2006. [Downloadable!]
  9. Roberto S. Mariano & Delano Villanueva, 2005. "Sustainable External Debt Levels: Estimates for Selected Asian Countries," Working Papers 07-2005, Singapore Management University, School of Economics. [Downloadable!]
  10. Massimiliano Landi & Domenico Colucci, 2005. "Rational and boundedly rational behavior in sender-receiver games," Working Papers 14-2006, Singapore Management University, School of Economics, revised May 2006. [Downloadable!]
  11. Massimiliano Landi & Riccardo Pelizzo, 2005. "A spatial analysis of the XIII Italian Legislature," Working Papers 22-2005, Singapore Management University, School of Economics. [Downloadable!]
  12. Massimiliano Landi, 2005. "Rational and boundedly rational behavior in a binary choice sender-receiver game," Working Papers 04-2008, Singapore Management University, School of Economics, revised May 2006. [Downloadable!]
  13. Fujii, Tomoki, 2005. "Micro-level estimation of child malnutrition indicators and its application in Cambodia," Policy Research Working Paper Series 3662, The World Bank. [Downloadable!]
  14. Winston T.H. Koh, 2005. "Household Demand, Network Externality Effects and Intertemporal Price Discrimination," Working Papers 05-2005, Singapore Management University, School of Economics. [Downloadable!]
  15. Winston T.H. Koh, 2005. "The Micro-foundations of Intertemporal Price Discrimination," Working Papers 04-2005, Singapore Management University, School of Economics. [Downloadable!]
  16. Winston T.H. Koh & Edward H.K. Ng, 2005. "Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period," Working Papers 03-2005, Singapore Management University, School of Economics. [Downloadable!]
  17. Hian Teck Hoon & Edmund S Phelps, 2005. "A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run," Working Papers 09-2005, Singapore Management University, School of Economics. [Downloadable!]
  18. Hoon Hian Teck, 2005. "Future Job Prospects in Singapore," Working Papers 01-2005, Singapore Management University, School of Economics. [Downloadable!]

    2004

  1. Y. K. Tse & Z. L. Yang, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Far Eastern Meetings 424, Econometric Society. [Downloadable!]
  2. Z. L. Yang Y. K. Tse, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Australasian Meetings 302, Econometric Society. [Downloadable!]
  3. Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2004. "Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore," Working Papers 02-2005, Singapore Management University, School of Economics, revised Jan 2005. [Downloadable!]
  4. Zhenlin Yang & Yiu Kuen Tse, 2004. "Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression," Working Papers 10-2004, Singapore Management University, School of Economics. [Downloadable!]
  5. Melvyn Teo & Yiu Kuen Tse & Mitch Warachka, 2004. "Robust Tests of Market Efficiency using Statistical Arbitrage," Working Papers 12-2004, Singapore Management University, School of Economics. [Downloadable!]
  6. Anthony Tay & Christopher Ting & Yiu Kuen Tse & Mitch Warachka, 2004. "Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure," Working Papers 09-2004, Singapore Management University, School of Economics. [Downloadable!]
  7. Kim-Song Tan & Sock-Yong Phang, 2004. "From Efficiency-driven to Innovation-driven Economic Growth: Perspectives from Singapore," Working Papers 15-2004, Singapore Management University, School of Economics. [Downloadable!]
  8. Anthony S. Tay & Aamir R. Hashmi, 2004. "Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness," Econometric Society 2004 Far Eastern Meetings 634, Econometric Society. [Downloadable!]
  9. Jun Yu, 2004. "On Leverage in a Stochastic Volatility Model," Econometric Society 2004 Far Eastern Meetings 506, Econometric Society.
  10. Jun Yu, 2004. "On leverage in a stochastic volatility model," Econometric Society 2004 Far Eastern Meetings 497, Econometric Society.
  11. Jun Yu, 2004. "Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility," Working Papers 24-2004, Singapore Management University, School of Economics. [Downloadable!]
  12. Jun Yu & Renate Meyer, 2004. "Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison," Working Papers 23-2004, Singapore Management University, School of Economics. [Downloadable!]
  13. Jun Yu, 2004. "On Leverage in a Stochastic Volatility Model," Working Papers 13-2004, Singapore Management University, School of Economics. [Downloadable!]
  14. Jun Yu & Peter Phillips, 2004. "Jackknifing Bond Option Prices," Econometric Society 2004 North American Winter Meetings 115, Econometric Society. [Downloadable!]
  15. Fali Huang, 2004. "Social Trust, Cooperation, and Human Capital," Econometric Society 2004 Far Eastern Meetings 610, Econometric Society. [Downloadable!]
  16. Huang Fali, 2004. "Social Trust and Economic Governance," Working Papers 14-2004, Singapore Management University, School of Economics. [Downloadable!]
  17. Yasutomo Murasawa & Roberto S. Mariano, 2004. "Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model," Econometric Society 2004 Far Eastern Meetings 710, Econometric Society.
  18. Roberto S. Mariano & Yasutomo Murasawa, 2004. "Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model," Working Papers 22-2004, Singapore Management University, School of Economics, revised Oct 2004. [Downloadable!]
  19. Aurobindo Ghosh & Anil K. Bera, 2004. "Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data," Econometric Society 2004 North American Summer Meetings 319, Econometric Society. [Downloadable!]
  20. Aurobindo Ghosh & Anil K. Bera, 2004. "A Smooth Test for Density Forecast Evaluation," Econometric Society 2004 Australasian Meetings 187, Econometric Society. [Downloadable!]
  21. Zhijie Xiao & Anil K. Bera & Aurobindo Ghosh, 2004. "Smooth Test For Testing Equality Of Two Densities," Econometric Society 2004 Far Eastern Meetings 714, Econometric Society.
  22. Elbers, Chris & Tomoki Fujii & Lanjouw, Peter & Ozler, Berk & Yin, Wesley, 2004. "Poverty alleviation through geographic targeting : how much does disaggregation help?," Policy Research Working Paper Series 3419, The World Bank. [Downloadable!]
  23. Fujii, Tomoki, 2004. "Commune-Level Estimation of Poverty Measures and its Application in Cambodia," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
  24. Pao-Li Chang, 2004. "The Politics of WTO Enforcement Mechanisms," Econometric Society 2004 Australasian Meetings 117, Econometric Society.
  25. Pao-Li Chang, 2004. "The Politics of WTO Enforcement Mechanism," Working Papers 04-2004, Singapore Management University, School of Economics. [Downloadable!]
  26. Pao-Li Chang & Vincent CH Chua & Moshe Machover, 2004. "LS Penrose’s limit theorem: Tests by simulation," Working Papers 26-2004, Singapore Management University, School of Economics. [Downloadable!]
  27. Krishna Ramaswamy & Choong-Tze Chua & Winston T.H. Koh, 2004. "Profiting from Mean-Reverting Yield Curve Trading Strategies," Econometric Society 2004 Australasian Meetings 142, Econometric Society. [Downloadable!]
  28. Winston T H Koh, 2004. "The Optimal Design of Fallible Organizations: Invariance of Optimal Decision Criterion and Uniqueness of Hierarchy and Polyarchy Structures," Working Papers 18-2004, Singapore Management University, School of Economics. [Downloadable!]
  29. Hian Teck Hoon & Edmund S. Phelps, 2004. "A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run," DEGIT Conference Papers c009_005, DEGIT, Dynamics, Economic Growth, and International Trade. [Downloadable!]
  30. Edmund S. Phelps & Hian Teck Hoon & Gylfi Zoega, 2004. "The Structuralist Perspective on Real Exchange Rate, Share Price Level and Employment Path: What Room is Left for Money?," Working Papers 05-2004, Singapore Management University, School of Economics. [Downloadable!]
  31. Hian Teck Hoon & Edmund S Phelps, 2004. "Future Fiscal and Budgetary Shocks," Working Papers 20-2004, Singapore Management University, School of Economics. [Downloadable!]
  32. Hiau Looi Kee & Hian Teck Hoon, 2004. "Trade, capital accumulation, and structural unemployment : An empirical study of the Singapore economy," Policy Research Working Paper Series 3272, The World Bank. [Downloadable!]
  33. Hiau Looi Kee & Hian Teck Hoon, 2004. "Trade, Capital Accumulation and Structural Unemployment: An Empirical Study of the Singapore Economy," Working Papers 06-2004, Singapore Management University, School of Economics, revised Mar 2004. [Downloadable!]
  34. Hian Teck Hoon & Edmund S. Phelps, 2004. "Future fiscal and budgetary shocks," Discussion Papers 0405-01, Columbia University, Department of Economics. [Downloadable!]

    2003

  1. Y.K. Tse & Xibin Zhang, 2003. "A Monte Carlo Investigation of Some Tests for Stochastic Dominance," Monash Econometrics and Business Statistics Working Papers 7/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  2. Sing-Fat Chu & Winston T.H. Koh & Yiu Kuen Tse, 2003. "Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore," Working Papers 02-2004, Singapore Management University, School of Economics. [Downloadable!]
  3. Keen Meng Choy & Kenneth Leong & Anthony S. Tay, 2003. "Non-Fundamental Expectations and Economic Fluctuations: Evidence from Professional Forecasts," Departmental Working Papers wp0306, National University of Singapore, Department of Economics. [Downloadable!]
  4. Peter C.B. Phillips & Jun Yu, 2003. "Jackknifing Bond Option Prices," Cowles Foundation Discussion Papers 1392, Cowles Foundation, Yale University. [Downloadable!]
  5. Fali Huang, 2003. "Social Trust, Cooperation, and Human Capital," Working Papers 01-2004, Singapore Management University, School of Economics, revised Jan 2004. [Downloadable!]
  6. Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan, 2003. "Markov Switching Garch Models of Currency Crises in Southeast Asia," PIER Working Paper Archive 03-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
  7. Winston T.H. Koh, 2003. "Congestion Control and Vehicle Ownership Restriction: The Choice of an Optimal Quota Policy," Working Papers 03-2004, Singapore Management University, School of Economics. [Downloadable!]
  8. Kong Weng Ho & Hian Teck Hoon, 2003. "Service Links and Wage Inequality," Departmental Working Papers wp0301, National University of Singapore, Department of Economics. [Downloadable!]
  9. Ken Yamada, 2003. "Intra-family Transfers in Japan: Intergenerational Co-residence, Distance, andContact," ISER Discussion Paper 0575, Institute of Social and Economic Research, Osaka University. [Downloadable!]

    2002

  1. Y.K. Tse & Xibin Zhang & Jun Yu, 2002. "Estimation of Hyperbolic Diffusion Using MCMC Method," Monash Econometrics and Business Statistics Working Papers 18/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  2. Jun Yu & Zhenlin Yang & Xibin Zhang, 2002. "A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options," Monash Econometrics and Business Statistics Working Papers 17/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  3. Pao-Li Chang, 2002. "Endogenous Tariff Formation with Intra-Industry Trade," Working Papers 476, Research Seminar in International Economics, University of Michigan. [Downloadable!]
  4. Pao-Li Chang, 2002. "The Evolution and Utilization of the GATT/WTO Dispute Settlement Mechanism," Working Papers 475, Research Seminar in International Economics, University of Michigan. [Downloadable!]
  5. Hian Teck Hoon & Edmund S. Phelps, 2002. "A structuralist model of the small open economy in the short, medium and long run," Discussion Papers 0102-25, Columbia University, Department of Economics. [Downloadable!]
  6. Hian Teck Hoon & Edmund S. Phelps, 2002. "Tax cuts, employment and asset prices: A real intertemporal model," Discussion Papers 0102-70, Columbia University, Department of Economics. [Downloadable!]

    2001

  1. Aamir R. Hashmi & Anthony S. Tay, 2001. "Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness," Departmental Working Papers wp0116, National University of Singapore, Department of Economics. [Downloadable!]
  2. Jun Yu & Peter C.B. Phillips, 2001. "Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate," Cowles Foundation Discussion Papers 1309, Cowles Foundation, Yale University. [Downloadable!]

    2000

  1. Y.K. Tse & Albert K.C. Tsui, 2000. "A Multivariate GARCH Model with Time-Varying Correlations," Econometrics 0004007, EconWPA. [Downloadable!]
  2. Y. K. Tse & Albert K. C. Tsui, 2000. "A Multivariate GARCH Model with Time-Varying correlations," Econometrics 0004010, EconWPA. [Downloadable!]
  3. Yiu Kuen Tse & Albert K. C. Tsui, 2000. "A Multivariate GARCH Model with Time-Varying Correlations," Econometric Society World Congress 2000 Contributed Papers 0250, Econometric Society. [Downloadable!]
  4. Anthony Tay & Kenneth F. Wallis, 2000. "Density Forecasting: A Survey," Econometric Society World Congress 2000 Contributed Papers 0370, Econometric Society. [Downloadable!]
  5. Tilak Abeysinghe & Anthony S. Tay, 2000. "Dynamic Regressions with Variables Observed at Different Frequencies," Econometric Society World Congress 2000 Contributed Papers 0752, Econometric Society. [Downloadable!]

    1998

  1. Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998. "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-079, New York University, Leonard N. Stern School of Business-. [Downloadable!]
  2. Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998. "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," NBER Working Papers 6845, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998. "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," Center for Financial Institutions Working Papers 99-05, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  4. Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis, 1998. "Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters," Working Papers 98-15, New York University, Leonard N. Stern School of Business, Department of Economics.
  5. Kilian, L. & Chang, P.L., 1998. "How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks?," Papers 98-06, Michigan - Center for Research on Economic & Social Theory.
  6. Hoon, H.T. & Phelps, E.S., 1998. "Low-Wage Employment Subsidies in a Labor-Turnover Model of the 'Natural Rate'," Papers 98-004, Indiana - Center for Econometric Model Research.

    1997

  1. Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, 1997. "Evaluating density forecasts," Working Papers 97-6, Federal Reserve Bank of Philadelphia. [Downloadable!]
  2. Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, 1997. "Evaluating Density Forecasts," NBER Technical Working Papers 0215, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis, 1997. "Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters," NBER Working Papers 6228, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, 1997. "Evaluating Density Forecasts," Center for Financial Institutions Working Papers 97-37, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  5. Fangxiong Gong & Roberto S. Mariano, 1997. "Testing under non-standard conditions in frequency domain: with applications to Markov regime-switching models of exchange rates and federal funds rate," Staff Reports 23, Federal Reserve Bank of New York. [Downloadable!]

    1994

  1. Hoe Ee Khor, 1994. "China's Foreign Currency Swap Market," IMF Policy Discussion Papers 94/1, International Monetary Fund.
  2. David Burton & Kalpana Kochhar & Dubravko Mihaljek & Wanda Tseng & Hoe Ee Khor, 1994. "Economic Reform in China: A New Phase," IMF Occasional Papers 114, International Monetary Fund.
  3. Khor, Hoe Ee, 1994. "China's Foreign Currency Swap Market," IMF Papers on Policy Analysis and Assessments 94/1, International Monetary Fund.
  4. Francis X. Diebold & Robert S. Mariano, 1994. "Comparing Predictive Accuracy," NBER Technical Working Papers 0169, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    1993

  1. Michael W. Bell & Kalpana Kochhar & Hoe Ee Khor, 1993. "China at the Threshold of a Market Economy," IMF Occasional Papers 107, International Monetary Fund.

    1991

  1. Hoe Ee Khor, 1991. "China - Macroeconomic Cycles in the 1980s," IMF Working Papers 91/85, International Monetary Fund.
  2. Hoe Ee Khor & Liliana Rojas-Suárez, 1991. "Interest Rates in Mexico - The Role of Exchange Rate Expectations and International Creditworthiness," IMF Working Papers 91/12, International Monetary Fund.
  3. Francis X. Diebold & Roberto S. Mariano, 1991. "Comparing predictive accuracy I: an asymptotic test," Discussion Paper / Institute for Empirical Macroeconomics 52, Federal Reserve Bank of Minneapolis. [Downloadable!]

    1990

  1. Constantino, Winnie & Mariano, Roberto S., 1990. "The PIDS-NEDA Annual Macroeconometric Model, Version 1989: A Summary," Working Papers WP 1990-13, Philippine Institute for Development Studies. [Downloadable!]
  2. Hoon, H.T. & Phelps, E., 1990. "Macroeconomics Shocks In Dynamized Models Of The Natural Rate Of Unemployment," Discussion Papers 1990_36, Columbia University, Department of Economics.

    1989

  1. Mcaleer, M. & Tse, Y.K., 1989. "On The Robustness Of Tests Of Outliers And Functional Form," Papers 179, Osaka - Institute of Social and Economic Research.

    1985

  1. Mariano, Roberto S, 1985. "Finite-Sample Properties in Stochastic Predictors in Nonlinear Systems : Some Initial Results," The Warwick Economics Research Paper Series (TWERPS) 266, University of Warwick, Department of Economics.

    Undated

  1. Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, . "Evaluating Density Forecasts," CARESS Working Papres 97-18, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. [Downloadable!]
  2. Filipe R. Campante & Quoc-Anh Do, . "A Centered Index of Spatial Concentration: Axiomatic Approach with an Application to Population and Capital Cities," Working Papers 02-2009, Singapore Management University, School of Economics. [Downloadable!]

Journal articles

    2009

  1. Phillips, Peter C.B. & Yu, Jun, 2009. "A two-stage realized volatility approach to estimation of diffusion processes with discrete data," Journal of Econometrics, Elsevier, vol. 150(2), pages 139-150, June. [Downloadable!] (restricted)
  2. Peter C. B. Phillips & Jun Yu, 2009. "Simulation-Based Estimation of Contingent-Claims Prices," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(9), pages 3669-3705, September. [Downloadable!] (restricted)
  3. Ho, Kong Weng & Hoon, Hian Teck, 2009. "Growth accounting for a technology follower in a world of ideas: The case of Singapore," Journal of Asian Economics, Elsevier, vol. 20(2), pages 156-173, March. [Downloadable!] (restricted)
  4. Filipe R. Campante & Davin Chor & Quoc-Anh Do, 2009. "Instability And The Incentives For Corruption," Economics and Politics, Blackwell Publishing, vol. 21(1), pages 42-92, 03. [Downloadable!] (restricted)

    2008

  1. Zhenlin Yang & Yiu-Kuen Tse, 2008. "Generalized LM tests for functional form and heteroscedasticity," Econometrics Journal, Royal Economic Society, vol. 11(2), pages 349-376, 07. [Downloadable!] (restricted)
  2. Brunetti, Celso & Scotti, Chiara & Mariano, Roberto S. & Tan, Augustine H.H., 2008. "Markov switching GARCH models of currency turmoil in Southeast Asia," Emerging Markets Review, Elsevier, vol. 9(2), pages 104-128, June. [Downloadable!] (restricted)
  3. Antoci, Angelo & Gay, Antonio & Landi, Massimiliano & Sacco, Pier Luigi, 2008. "Global analysis of an expectations augmented evolutionary dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 32(12), pages 3877-3894, December. [Downloadable!] (restricted)
  4. Fujii, Tomoki & Karp, Larry, 2008. "Numerical analysis of non-constant pure rate of time preference: A model of climate policy," Journal of Environmental Economics and Management, Elsevier, vol. 56(1), pages 83-101, July. [Downloadable!] (restricted)
  5. Fujii, Tomoki, 2008. "How Well Can We Target Aid with Rapidly Collected Data? Empirical Results for Poverty Mapping from Cambodia," World Development, Elsevier, vol. 36(10), pages 1830-1842, October. [Downloadable!] (restricted)
  6. von Hagen, Jürgen & Zhang, Haiping, 2008. "Financial frictions, capital reallocation, and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 978-999, March. [Downloadable!] (restricted)
  7. Jürgen von Hagen & Haiping Zhang, 2008. "A Welfare Analysis of Capital Account Liberalization," Review of International Economics, Blackwell Publishing, vol. 16(3), pages 576-590, 08. [Downloadable!] (restricted)
  8. Koh, Winston T.H., 2008. "Market competition, social welfare in an entry-constrained differentiated-good oligopoly," Economics Letters, Elsevier, vol. 100(2), pages 229-233, August. [Downloadable!] (restricted)
  9. Winston Koh, 2008. "Heterogeneous expertise and collective decision-making," Social Choice and Welfare, Springer, vol. 30(3), pages 457-473, April. [Downloadable!] (restricted)
  10. Hoon, Hian Teck & Phelps, Edmund S., 2008. "Future fiscal and budgetary shocks," Journal of Economic Theory, Elsevier, vol. 143(1), pages 499-518, November. [Downloadable!] (restricted)
  11. Ken Yamada, 2008. "Estimating labour supply and time allocation by married Japanese men and unmarried Japanese women," Applied Economics Letters, Taylor and Francis Journals, vol. 15(9), pages 659-666. [Downloadable!] (restricted)

    2007

  1. Winston T. H. Koh & Roberto S. Mariano & Yiu Kuen Tse, 2007. "Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system," Applied Economics, Taylor and Francis Journals, vol. 39(1), pages 125-134, January. [Downloadable!] (restricted)
  2. Yang, Z.L. & Tse, Y.K., 2007. "A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 356-376, July. [Downloadable!] (restricted)
  3. Hoe Ee Khor & Jason Lee & Edward Robinson & Saktiandi Supaat, 2007. "Managed Float Exchange Rate System: The Singapore Experience," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 52(01), pages 7-25. [Downloadable!] (restricted)
  4. Phang, Sock-Yong, 2007. "Urban rail transit PPPs: Survey and risk assessment of recent strategies," Transport Policy, Elsevier, vol. 14(3), pages 214-231, May. [Downloadable!] (restricted)
  5. Hashmi, Aamir R. & Tay, Anthony S., 2007. "Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness," Journal of International Money and Finance, Elsevier, vol. 26(3), pages 430-453, April. [Downloadable!] (restricted)
  6. Jin, Xing & Wang, Leping & Yu, Jun, 2007. "Temporal aggregation and risk-return relation," Finance Research Letters, Elsevier, vol. 4(2), pages 104-115, June. [Downloadable!] (restricted)
  7. Nicolas L. Jacquet & Serene Tan, 2007. "On the Segmentation of Markets," Journal of Political Economy, University of Chicago Press, vol. 115(4), pages 639-664, 08. [Downloadable!] (restricted)
  8. Fali Huang, 2007. "Building Social Trust: A Human-Capital Approach," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 163(4), pages 552-573, December. [Downloadable!] (restricted)
  9. Elbers, Chris & Fujii, Tomoki & Lanjouw, Peter & Ozler, Berk & Yin, Wesley, 2007. "Poverty alleviation through geographic targeting: How much does disaggregation help?," Journal of Development Economics, Elsevier, vol. 83(1), pages 198-213, May. [Downloadable!] (restricted)
  10. Miyata, Sachiko & Fujii, Tomoki, 2007. "Examining the socioeconomic impacts of irrigation in the Southeast Anatolia Region of Turkey," Agricultural Water Management, Elsevier, vol. 88(1-3), pages 247-252, March. [Downloadable!] (restricted)
  11. Pao-Li Chang & Shinichi Sakata, 2007. "Estimation of impulse response functions using long autoregression," Econometrics Journal, Royal Economic Society, vol. 10(2), pages 453-469, 07. [Downloadable!] (restricted)
  12. Myoung-jae Lee & Pao-Li Chang, 2007. "Avoiding arbitrary exclusion restrictions using ratios of reduced-form estimates," Empirical Economics, Springer, vol. 33(2), pages 339-357, September. [Downloadable!] (restricted)
  13. Choong Tze Chua & Winston Koh, 2007. "Measuring investment skills of fund managers," Applied Financial Economics, Taylor and Francis Journals, vol. 17(16), pages 1359-1368. [Downloadable!] (restricted)
  14. Winston T. H. Koh, 2007. "Welfare Loss In Linear Price-Preference Procurement Auctions," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 719-730. [Downloadable!] (restricted)
  15. Hoon, Hian Teck & Phelps, Edmund S., 2007. "A structuralist model of the small open economy in the short, medium and long run," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 227-254, June. [Downloadable!] (restricted)
  16. Daiji Kawaguchi & Ken Yamada, 2007. "The Impact Of The Minimum Wage On Female Employment In Japan," Contemporary Economic Policy, Western Economic Association International, vol. 25(1), pages 107-118, 01. [Downloadable!] (restricted)

    2006

  1. Yang, Zhenlin & Li, Chenwei & Tse, Y.K., 2006. "Functional form and spatial dependence in dynamic panels," Economics Letters, Elsevier, vol. 91(1), pages 138-145, April. [Downloadable!] (restricted)
  2. Y. K. Tse & Z. L. Yang, 2006. "Modelling firm-size distribution using Box-Cox heteroscedastic regression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 641-653. [Downloadable!]
  3. Tse, Y.K. & Yip, Paul S.L., 2006. "Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore," International Review of Economics & Finance, Elsevier, vol. 15(2), pages 212-227. [Downloadable!] (restricted)
  4. Lien, Donald & Tse, Yiu Kuen, 2006. "A survey on physical delivery versus cash settlement in futures contracts," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 15-29. [Downloadable!] (restricted)
  5. Yu, Ting & Tse, Y.K., 2006. "An empirical examination of IPO underpricing in the Chinese A-share market," China Economic Review, Elsevier, vol. 17(4), pages 363-382. [Downloadable!] (restricted)
  6. Kim Song Tan & Hoe Ee Khor, 2006. "China's Changing Economic Structure and Implications for Regional Patterns of Trade, Production and Integration," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 14(6), pages 1-19. [Downloadable!] (restricted)
  7. Choy, Keen Meng & Leong, Kenneth & Tay, Anthony S., 2006. "Non-fundamental expectations and economic fluctuations: Evidence from professional forecasts," Journal of Macroeconomics, Elsevier, vol. 28(2), pages 446-460, June. [Downloadable!] (restricted)
  8. Anthony Tay & Christopher Ting, 2006. "Intraday stock prices, volume, and duration: a nonparametric conditional density analysis," Empirical Economics, Springer, vol. 30(4), pages 827-842, January. [Downloadable!] (restricted)
  9. Yu, Jun & Yang, Zhenlin & Zhang, Xibin, 2006. "A class of nonlinear stochastic volatility models and its implications for pricing currency options," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2218-2231, December. [Downloadable!] (restricted)
  10. Phillips, Peter C.B. & Yu, Jun, 2006. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 202-208, April. [Downloadable!] (restricted)
  11. Brishti Guha, 2006. "Green revolutions and miracle economies: Agricultural innovations, trade and growth," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 15(2), pages 209-230, June. [Downloadable!] (restricted)
  12. Jürgen Hagen & Haiping Zhang, 2006. "Financial Liberalization in a Small Open Economy," Open Economies Review, Springer, vol. 17(4), pages 373-398, December. [Downloadable!] (restricted)
  13. Chang, Pao-Li & Chua, Vincent C.H. & Machover, Moshe, 2006. "L S Penrose's limit theorem: Tests by simulation," Mathematical Social Sciences, Elsevier, vol. 51(1), pages 90-106, January. [Downloadable!] (restricted)
  14. Winston Koh, 2006. "The micro-foundations of intertemporal price discrimination," Economic Theory, Springer, vol. 27(2), pages 393-410, January. [Downloadable!] (restricted)
  15. Winston Koh & Zhenlin Yang & Lijing Zhu, 2006. "Lottery Rather than Waiting-line Auction," Social Choice and Welfare, Springer, vol. 27(2), pages 289-310, October. [Downloadable!] (restricted)
  16. Winston T.H. Koh, 2006. "Household Heterogeneity And Optimal Inter-Temporal Pricing For A Durable-Good Monopoly," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 51(03), pages 395-403. [Downloadable!] (restricted)
  17. Ken Yamada, 2006. "Intra-family transfers in Japan: intergenerational co-residence, distance, and contact," Applied Economics, Taylor and Francis Journals, vol. 38(16), pages 1839-1861, September. [Downloadable!] (restricted)

    2005

  1. Fung, Joseph K.W. & Lien, Donald & Tse, Yiuman & Tse, Yiu Kuen, 2005. "Effects of electronic trading on the Hang Seng Index futures market," International Review of Economics & Finance, Elsevier, vol. 14(4), pages 415-425. [Downloadable!] (restricted)
  2. Koh, Winston T.H. & Mariano, Roberto S. & Pavlov, Andrey & Phang, Sock Yong & Tan, Augustine H.H. & Wachter, Susan M., 2005. "Bank lending and real estate in Asia: market optimism and asset bubbles," Journal of Asian Economics, Elsevier, vol. 15(6), pages 1103-1118, January. [Downloadable!] (restricted)
  3. Yu, Jun, 2005. "On leverage in a stochastic volatility model," Journal of Econometrics, Elsevier, vol. 127(2), pages 165-178, August. [Downloadable!] (restricted)
  4. Peter C. B. Phillips, 2005. "Jackknifing Bond Option Prices," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 18(2), pages 707-742. [Downloadable!] (restricted)
  5. Brishti Guha, 2005. "Female labour force participation and labour saving gadgets," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 14(4), pages 483-495, December. [Downloadable!] (restricted)
  6. Chang, Pao-Li, 2005. "Protection for sale under monopolistic competition," Journal of International Economics, Elsevier, vol. 66(2), pages 509-526, July. [Downloadable!] (restricted)
  7. Winston Koh, 2005. "The optimal design of fallible organizations: invariance of optimal decision criterion and uniqueness of hierarchy and polyarchy structures," Social Choice and Welfare, Springer, vol. 25(1), pages 207-220, October. [Downloadable!] (restricted)
  8. Winston T. H. Koh, 2005. "Household Demand, Network Externality Effects and Intertemporal Price Discrimination," Journal of Economics, Springer, vol. 84(1), pages 49-69, 02. [Downloadable!] (restricted)
  9. Choong Tze Chua & Winston T. H. Koh & Krishna Ramaswamy, 2005. "Comparing returns of US treasuries versus equities: implications for market and portfolio efficiency," Applied Financial Economics, Taylor and Francis Journals, vol. 15(17), pages 1213-1218, November. [Downloadable!] (restricted)
  10. Winston Koh, 2005. "Optimal sequential decision architectures and the robustness of hierarchies and polyarchies," Social Choice and Welfare, Springer, vol. 24(3), pages 397-411, 06. [Downloadable!] (restricted)
  11. Koh, Francis C. C. & Koh, Winston T. H. & Tschang, Feichin Ted, 2005. "An analytical framework for science parks and technology districts with an application to Singapore," Journal of Business Venturing, Elsevier, vol. 20(2), pages 217-239, March. [Downloadable!] (restricted)
  12. Kee, Hiau Looi & Hoon, Hian Teck, 2005. "Trade, capital accumulation and structural unemployment: an empirical study of the Singapore economy," Journal of Development Economics, Elsevier, vol. 77(1), pages 125-152, June. [Downloadable!] (restricted)

    2004

  1. Gao, Y. & Tse, Y. K., 2004. "Market segmentation and information values of earnings announcements: Some empirical evidence from an event study on the Chinese stock market," International Review of Economics & Finance, Elsevier, vol. 13(4), pages 455-474. [Downloadable!] (restricted)
  2. Y. K. Tse & K. W. Ng & Xibin Zhang, 2004. "A small-sample overlapping variance-ratio test," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(1), pages 127-135, 01. [Downloadable!] (restricted)
  3. Phang, Sock-Yong, 2004. "House prices and aggregate consumption: do they move together? Evidence from Singapore," Journal of Housing Economics, Elsevier, vol. 13(2), pages 101-119, June. [Downloadable!] (restricted)
  4. Berg, Andreas & Meyer, Renate & Yu, Jun, 2004. "Deviance Information Criterion for Comparing Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 22(1), pages 107-20, January.
  5. Roberto Mariano & Bulent Gultekin & Suleyman Ozmucur & Tayyeb Shabbir & C. Emre Alper, 2004. "Prediction of Currency Crises: Case of Turkey," Review of Middle East Economics and Finance, Berkeley Electronic Press, vol. 2(2), pages 1. [Downloadable!] (restricted)
  6. Winston T.H. Koh & Edward H.K. Ng, 2004. "Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period," International Real Estate Review, Asian Real Estate Society, vol. 7(1), pages 71-97. [Downloadable!]
  7. Yamada, Ken, 2004. "Fact or Fable? Misunderstanding or Misspecification? Keiretsu, the Main-Bank System, and the Japanese Economy," Journal of Asian Economics, Elsevier, vol. 15(5), pages 999-1004, October. [Downloadable!] (restricted)

    2003

  1. Tse, Y. K. & Yip, Paul S. L., 2003. "The impacts of Hong Kong's Currency Board reforms on the interbank market," Journal of Banking & Finance, Elsevier, vol. 27(12), pages 2273-2296, December. [Downloadable!] (restricted)
  2. Phang, Sock-Yong, 2003. "Strategic development of airport and rail infrastructure: the case of Singapore," Transport Policy, Elsevier, vol. 10(1), pages 27-33, January. [Downloadable!] (restricted)
  3. Roberto S. Mariano & Yasutomo Murasawa, 2003. "A new coincident index of business cycles based on monthly and quarterly series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 427-443. [Downloadable!]

    2002

  1. Y. K. Tse, 2002. "Residual-based diagnostics for conditional heteroscedasticity models," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 358-374, 06. [Downloadable!] (restricted)
  2. Tse, Y K & Tsui, Albert K C, 2002. "A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 351-62, July.
  3. Lien, Donald & Tse, Y K, 2002. " Some Recent Developments in Futures Hedging," Journal of Economic Surveys, Blackwell Publishing, vol. 16(3), pages 357-96, July. [Downloadable!] (restricted)
  4. Lien, Donald & Tse, Y K & Tsui, Albert K C, 2002. "Evaluating the Hedging Performance of the Constant-Correlation GARCH Model," Applied Financial Economics, Taylor and Francis Journals, vol. 12(11), pages 791-98, November. [Downloadable!] (restricted)
  5. Lien, Donald & Tse, Yiu Kuen, 2002. "Physical delivery versus cash settlement: an empirical study on the feeder cattle contract," Journal of Empirical Finance, Elsevier, vol. 9(4), pages 361-371, November. [Downloadable!] (restricted)
  6. Yu, Jun, 2002. "Forecasting Volatility in the New Zealand Stock Market," Applied Financial Economics, Taylor and Francis Journals, vol. 12(3), pages 193-202, March. [Downloadable!] (restricted)
  7. John L. Knight & Stephen E. Satchell & Jun Yu, 2002. "Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 44(3), pages 319-335, 09. [Downloadable!] (restricted)
  8. Knight, John L. & Yu, Jun, 2002. "Empirical Characteristic Function In Time Series Estimation," Econometric Theory, Cambridge University Press, vol. 18(03), pages 691-721, June. [Downloadable!]
  9. Diebold, Francis X & Mariano, Roberto S, 2002. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-44, January.
  10. Hoon, Hian Teck, 2002. "Endogenous Growth and Equilibrium Unemployment in a North-South Model," Review of Development Economics, Blackwell Publishing, vol. 6(1), pages 26-38, February. [Downloadable!] (restricted)

    2001

  1. Lien, Donald & Tse, Yiu Kuen, 2001. "Hedging downside risk: futures vs. options," International Review of Economics & Finance, Elsevier, vol. 10(2), pages 159-169. [Downloadable!] (restricted)
  2. Jun Yu & Peter C. B. Phillips, 2001. "A Gaussian approach for continuous time models of the short-term interest rate," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 3.
  3. Hoon, Hian Teck, 2001. "General-Equilibrium Implications of International Product-Market Competition for Jobs and Wages," Oxford Economic Papers, Oxford University Press, vol. 53(1), pages 138-56, January.
  4. Hoon, Hian Teck, 2001. "Adjustment of wages and equilibrium unemployment in a Ricardian global economy," Journal of International Economics, Elsevier, vol. 54(1), pages 193-209, June. [Downloadable!] (restricted)

    2000

  1. Tse, Y. K., 2000. "A test for constant correlations in a multivariate GARCH model," Journal of Econometrics, Elsevier, vol. 98(1), pages 107-127, September. [Downloadable!] (restricted)
  2. Lien, Donald & Tse, Yiu Kuen, 2000. "Hedging Downside Risk with Futures Contracts," Applied Financial Economics, Taylor and Francis Journals, vol. 10(2), pages 163-70, April. [Downloadable!] (restricted)
  3. Renate Meyer & Jun Yu, 2000. "BUGS for a Bayesian analysis of stochastic volatility models," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 198-215.
  4. Kilian, Lutz & Chang, Pao-Li, 2000. "How accurate are confidence intervals for impulse responses in large VAR models?," Economics Letters, Elsevier, vol. 69(3), pages 299-307, December. [Downloadable!] (restricted)

    1999

  1. Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1999. "Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 661-673, November. [Downloadable!] (restricted)
  2. Teck Hoon, Hian, 1999. "Intraindustry trade, high-wage jobs, and the wage gap," Economics Letters, Elsevier, vol. 65(2), pages 213-220, November. [Downloadable!] (restricted)

    1998

  1. Y. K. Tse, 1998. "The conditional heteroscedasticity of the yen-dollar exchange rate," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(1), pages 49-55. [Downloadable!]
  2. Michael McAleer & Y. K. Tse, 1998. "A sequential testing procedure for outliers and structural change," Econometric Reviews, Taylor and Francis Journals, vol. 7(1), pages 103-111. [Downloadable!] (restricted)
  3. Diebold, Francis X & Gunther, Todd A & Tay, Anthony S, 1998. "Evaluating Density Forecasts with Applications to Financial Risk Management," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 863-83, November.
  4. Tanizaki, Hisashi & Mariano, Roberto S., 1998. "Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 263-290. [Downloadable!] (restricted)
  5. Hoon, Hian Teck, 1998. "Capital Expansion, Endogenous Growth and Equilibrium Unemployment," Australian Economic Papers, Blackwell Publishing, vol. 37(3), pages 257-72, September. [Downloadable!] (restricted)

    1997

  1. Tse, Y. K. & Ng, L. K., 1997. "The cointegration of Asian currencies revisited," Japan and the World Economy, Elsevier, vol. 9(1), pages 109-114, March. [Downloadable!] (restricted)
  2. Tse, Y. K. & Tsui, Albert K. C., 1997. "Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar," Pacific-Basin Finance Journal, Elsevier, vol. 5(3), pages 345-356, July. [Downloadable!] (restricted)
  3. Fangxiong Gong & Roberto Mariano, 1997. "Stock Market Returns and Economic Fundamentals in an Emerging Market: The Case of Korea," Asia-Pacific Financial Markets, Springer, vol. 4(2), pages 147-169, May. [Downloadable!] (restricted)
  4. Hoon, Hian Teck & Phelps, Edmund S., 1997. "Growth, wealth and the natural rate: Is Europe's jobs crisis a growth crisis?," European Economic Review, Elsevier, vol. 41(3-5), pages 549-557, April. [Downloadable!] (restricted)

    1996

  1. Phang, Sock-Yong & Wong, Wing-Keung & Chia, Ngee-Choon, 1996. "Singapore's experience with car quotas : Issues and policy processes," Transport Policy, Elsevier, vol. 3(4), pages 145-153, October. [Downloadable!] (restricted)
  2. Hian Hoon, 1996. "Payroll taxes and VAT in a labor-turnover model of the ‘natural rate’," International Tax and Public Finance, Springer, vol. 3(3), pages 369-383, July. [Downloadable!] (restricted)

    1995

  1. Tse, Y. K., 1995. "Some international evidence on the stochastic behavior of interest rates," Journal of International Money and Finance, Elsevier, vol. 14(5), pages 721-738, October. [Downloadable!] (restricted)
  2. Diebold, Francis X & Mariano, Roberto S, 1995. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 253-63, July.
  3. Ho, Kong Weng & Hoon, Hian Teck, 1995. "Macroeconomic shocks and the endogenous response of the stock market and real interest rates in a neoclassical general equilibrium model," Economic Modelling, Elsevier, vol. 12(1), pages 28-34, January. [Downloadable!] (restricted)

    1994

  1. Tanizaki, Hisashi & Mariano, Roberto S, 1994. "Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(2), pages 163-79, April-Jun. [Downloadable!] (restricted)
  2. Koh, Winston T. H., 1994. "Making decisions in committees a human fallibility approach," Journal of Economic Behavior & Organization, Elsevier, vol. 23(2), pages 195-214, March. [Downloadable!] (restricted)
  3. Hian Teck Hoon, 1994. "International Trade And The Equilibrium Rate Of Unemployment In A Heckscher-Ohlin World Economy," International Economic Journal, Korean International Economic Association, vol. 8(2), pages 13-32, June. [Downloadable!] (restricted)
  4. Hian Hoon, 1994. "The impact of intraindustry trade on the natural rate of unemployment in two simple models," Open Economies Review, Springer, vol. 5(1), pages 29-46, March. [Downloadable!] (restricted)

    1993

  1. Phang, Sock-Yong, 1993. "Singapore's motor vehicle policy: Review of recent changes and a suggested alternative," Transportation Research Part A: Policy and Practice, Elsevier, vol. 27(4), pages 329-336, July. [Downloadable!] (restricted)
  2. Roberto S. Mariano, 1993. "Complementarity and Conflict among Population and other Policies: Specifying an Economic-Demographic Model for a Developing Country," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 32(4), pages 523-540. [Downloadable!]
  3. Koh, Winston T. H., 1993. "First-mover advantage and organizational structure," Economics Letters, Elsevier, vol. 43(1), pages 47-52. [Downloadable!] (restricted)
  4. Hoon, Hian Teck, 1993. "Efficiency wages and economic growth," Economics Letters, Elsevier, vol. 42(2-3), pages 201-208. [Downloadable!] (restricted)
  5. Hoon, Hian Teck, 1993. "Improvements in Agriculture in Ricardo's Essay on Profits," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 61(4), pages 425-38, December.

    1992

  1. Khor, Hoe Ee, 1992. "China--macroeconomic cycles in the 1980S," China Economic Review, Elsevier, vol. 3(2), pages 173-194. [Downloadable!] (restricted)
  2. Koh, Winston T. H., 1992. "Human fallibility and sequential decision making : Hierarchy versus polyarchy," Journal of Economic Behavior & Organization, Elsevier, vol. 18(3), pages 317-345, August. [Downloadable!] (restricted)
  3. Koh Winston T. H., 1992. "Variable evaluation costs and the design of fallible hierarchies and polyarchies," Economics Letters, Elsevier, vol. 38(3), pages 313-318, March. [Downloadable!] (restricted)
  4. Hoon, Hian Teck & Phelps, Edmund S, 1992. "Macroeconomic Shocks in a Dynamized Model of the Natural Rate of Unemployment," American Economic Review, American Economic Association, vol. 82(4), pages 889-900, September. [Downloadable!] (restricted)
  5. Hoon, Hian Teck, 1992. "Defense spending cutbacks and real interest rates in the neoclassical one-sector and two-sector models," Economics Letters, Elsevier, vol. 39(4), pages 443-448, August. [Downloadable!] (restricted)

    1991

  1. Lee, Tom K Y & Tse, Y K, 1991. "Term Structure of Interest Rates in the Singapore Asian Dollar Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(2), pages 143-52, April-Jun. [Downloadable!] (restricted)
  2. Tse, Y. K., 1991. "Stock returns volatility in the Tokyo stock exchange," Japan and the World Economy, Elsevier, vol. 3(3), pages 285-298, November. [Downloadable!] (restricted)
  3. Hoon, Hian Teck, 1991. "Comparative advantage and the equilibrium rate of unemployment," Economics Letters, Elsevier, vol. 37(3), pages 299-304, November. [Downloadable!] (restricted)

    1989

  1. Tse, Y K, 1989. "A Proportional Random Utility Approach to Qualitative Response Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 61-65, January.
  2. Brown, Bryan W & Mariano, Roberto S, 1989. "Measures of Deterministic Prediction Bias in Nonlinear Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(3), pages 667-84, August. [Downloadable!] (restricted)

    1987

  1. Tse, Y K, 1987. "A Diagnostic Test for the Multinomial Logit Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(2), pages 283-86, April.
  2. Tse, Y. K., 1987. "A note on Sargan densities," Journal of Econometrics, Elsevier, vol. 34(3), pages 349-354, March. [Downloadable!] (restricted)

    1986

  1. Tse, Y K, 1986. "The Spot and Forward Exchange Rates: Some Empirical Evidence of Singapore," Applied Economics, Taylor and Francis Journals, vol. 18(3), pages 319-31, March.
  2. Hoon Hian Teck, 1986. "Effects of Technical Progress and Foreign Labour Importation on Shifting Comparative Advantage: A Geometrical Note," South African Journal of Economics, Economic Society of South Africa, vol. 54(4), pages 282-285, December. [Downloadable!] (restricted)

    1985

  1. Tse, Y K, 1985. "Some Modified Versions of Durbin's h-Statistic," The Review of Economics and Statistics, MIT Press, vol. 67(3), pages 534-38, August. [Downloadable!] (restricted)
  2. Seater, John J. & Mariano, Roberto S., 1985. "New tests of the life cycle and tax discounting hypotheses," Journal of Monetary Economics, Elsevier, vol. 15(2), pages 195-215, March. [Downloadable!] (restricted)

    1984

  1. Tse, Y. K., 1984. "Testing for linear and log-linear regressions with heteroscedasticity," Economics Letters, Elsevier, vol. 16(1-2), pages 63-69. [Downloadable!] (restricted)
  2. Tse, Y. K., 1984. "Testing linear and log-linear regressions with autocorrelated errors," Economics Letters, Elsevier, vol. 14(4), pages 333-337. [Downloadable!] (restricted)
  3. Brown, Bryan W & Mariano, Roberto S, 1984. "Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System," Econometrica, Econometric Society, vol. 52(2), pages 321-43, March. [Downloadable!] (restricted)

    1983

  1. Tse, Y. K., 1983. "On calculating the edgeworth approximate distribution of an econometric estimator or test statistic," Economics Letters, Elsevier, vol. 12(1), pages 37-41. [Downloadable!] (restricted)
  2. Mariano, Roberto S & Brown, Bryan W, 1983. "Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(3), pages 523-36, October. [Downloadable!] (restricted)
  3. Roberto Mariano, 1983. "Comment," Econometric Reviews, Taylor and Francis Journals, vol. 2(1), pages 71-74. [Downloadable!] (restricted)

    1982

  1. Tse, Y. K., 1982. "Edgeworth approximations in first-order stochastic difference equations with exogenous variables," Journal of Econometrics, Elsevier, vol. 20(2), pages 175-195, November. [Downloadable!] (restricted)
  2. Mariano, Roberto S, 1982. "Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(3), pages 503-33, October. [Downloadable!] (restricted)

    1977

  1. Mariano, Roberto S, 1977. "Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients," Econometrica, Econometric Society, vol. 45(2), pages 487-96, March. [Downloadable!] (restricted)

    1975

  1. Mariano, Roberto S., 1975. "Some large-concentration-parameter asymptotics for the k-class estimators," Journal of Econometrics, Elsevier, vol. 3(2), pages 171-177, May. [Downloadable!] (restricted)

    1973

  1. Mariano, Roberto S, 1973. "Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables," Econometrica, Econometric Society, vol. 41(1), pages 67-77, January. [Downloadable!] (restricted)
  2. Mariano, Roberto S, 1973. "Approximations to the Distribution Functions of Theil's K-Class Estimators," Econometrica, Econometric Society, vol. 41(4), pages 715-21, July. [Downloadable!] (restricted)

    1972

  1. Mariano, Roberto S, 1972. "The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators," Econometrica, Econometric Society, vol. 40(4), pages 643-52, July. [Downloadable!] (restricted)

Chapters

    2008

  1. Khor Hoe Ee & Saktiandi Supaat, 2008. "The anchoring of inflation expectations in Singapore," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 445-449 Bank for International Settlements. [Downloadable!]

    2006

  1. Khor Hoe Ee, 2006. "Comments on “Monetary policy regimes and macroeconomic outcomes: Hong Kong and Singapore” by Stefan Gerlach and Petra Gerlach-Kristen," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in Asia: approaches and implementation, volume 31, pages 65-70 Bank for International Settlements. [Downloadable!]
  2. Roberto S Mariano Delano & Delano P Villanueva, 2006. "Monetary policy approaches and implementation in Asia: the Philippines and Indonesia," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in Asia: approaches and implementation, volume 31, pages 207-226 Bank for International Settlements. [Downloadable!]
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This page was last updated on 2009-11-1.

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