Chinese University of Hong Kong, Department of Economics

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Series handle: repec:chk:cuhked

• _188 Illegal Immigration in a Heterogeneous Society
  by Theodore Palivos & Chong K. Yip
• _187 A Competing Risk Analysis of Delistings
  by Li Li & Qing He & Terence Tai-Leung, Chong
• _186 The Political Economy of Issuing a Typhoon Signal
  by Terence Tai-Leung, Chong & Wai-Chun Lau & Kai-Yin Lui
• _185 Double Couponing as Commitment to Increase the Retailer's Profit
  by Barick Chung
• _184 Simultaneous Decisions in a Network
  by Barick Chung

• _183 Predicting Currency Crises in Emerging Asian Countries: A Dynamic Threshold Approach
  by Qing He & Terence Tai-Leung, Chong
• _182 Market Size, Book-to-Market Equity and the Cross-Section of Stock Returns: An Application of the Multiple-Variable Threshold Model
  by Wing Hei, Mak & Terence Tai-Leung, Chong & Isabel Kit-Ming, Yan
• _181 Do Momentum-based Strategies Work in Emerging Currency Markets?
  by Hugo Tak-Sang, IP & Terence Tai-Leung, Chong
• _180 Exogenous Shocks and Consumer Sentiment: The 2003 SARS Epidemic in Hong Kong
  by Andy C.C., Kwan & John A. Cotsomitis
• _179 Are the markets for factories and offices integrated? Evidence from Hong Kong?
  by Charles Ka Yui Leung & Peiling Wei & Siu Kei Wong [Downloadable!]
• _178 Optimal Intervention Policies for a Small Monetary Economy
  by Theodore Palivos & Chong K. Yip
• _177 Competing for Talents
  by Ettore Damiano & Hao Li & Wing Suen
• _176 No-Fault Divorce and the Compression of Marriage Ages
  by Douglas W. Allen & Krishna Pendakur & Wing Suen

• _175 Equilibrium Correlation of Asset Price and Return
  by Charles Ka Yui Leung [Downloadable!]
• _174 Growth volatility and technical progress: a simple rent-seeking model
  by Charles Ka-Yui Leung & Sam Hak Kan Tang & Nicolaas Groenewold [Downloadable!]
• _173 Mutual Admiration Clubs
  by Wing Suen
• _172 The Comparative Statics of Differential Rents in Two-Sided Matching Markets
  by Wing Suen
• _171 Threshold Autoregressive Model with Multiple Threshold Variables
  by Haiqiang Chen & Terence T. Chong
• _170 What Cause(s) the Underpricing of H-Share IPO?
  by Shuo Yuan & Terence T. Chong
• _169 Determining the Contributions to the Price Discovery for Chinese Cross-listed Stocks
  by Qian Su & Terence T. Chong
• _168 Business Confidence and Economic Activity in Canada
  by Andy C.C. Kwan
• _167 Housing Price Dispersion: An Empirical Investigation
  by Charles Ka-Yui Leung & Youngman Chun Fai Leong & Siu Kei Wong [Downloadable!]
• _166 Intrinsic Cycles of Land Price: A Simple Model
  by Charles Ka-Yui Leung & Nan-Kuang Chen

• _165 Value Creation and Long Term Performance of Hong Kong Spinoffs
  by Wai-hong Wong & Terence Tai-leung Chong & Venus Khim-sen Liew
• _164 Macroeconomics and Housing: A Review of the Literature
  by Charles Ka-Yui Leung
• _163 Consumer Confidence and Japan's Consumption Stagnation
  by Andy C. C. Kwan & John A. Cotsomitis
• _162 Do the Chinese have a Preference for the Number "8": A Hedonic Pricing Model for the Vehicle Registration Marks in Hong Kong
  by Xin Du & Terence Tai-leung Chong
• _161 Can Consumer Confidence Forecast Household Spending? Evidence from the European Commission Business and Consumer Surveys
  by John A. Cotsomitis & Andy C. C. Kwan
• _160 Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model
  by Seraph Xin Wang & Terence Tai-leung Chong & Haiqiang Chen
• _159 Testing Alternative Theories of Property Price-Trading Volume with Commercial Real Estate Market Data
  by Charles Ka-yui Leung & Dandan Feng
• _158 An Omnibus Test for the Fractionally Intergrated Model
  by Terence Tai-leung Chong

• _157 A Re-examination of the Finite-Sample Properties of Pena and Rodriguez's Portmanteau Test of Lack of Fit for Time Series
  by Andy C.C. Kwan & Yangru Wu
• _156 Can Consumer Attitudes Forecast Household Spending in the United States? Further Evidence from the Michigan Survey of Consumers
  by Andy C.C. Kwan & John A. Cotsomitis
• _155 Local Tax System, Intergovernmental Transfers and China's Sub-prefecture Fiscal Disparities
  by Tsui Kai yuen
• _154 The Usefulness of Consumer Attitudes in Forecasting Household Spending in Canada: A National and Regional Analysis
  by Andy C.C. Kwan & John A. Cotsomitis
• _153 Modelling Smooth Transitional Economic Behavior
  by Terence Tai-leung Chong
• _152 Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria
  by Venus Khim-sen Liew & Terence Tai-leung Chong
• _151 On the Profitability of Momentum Strategies and Relative Strength Index in the International Equity Markets
  by Lok-yee Leung & Terence Tai-leung Chong
• _150 A Profitability Comparison of Modal Point and Closing Price
  by Quincy Chi fai Chan & Terence Tai-leung Chong

• _149 Stable Comparative Statics
  by Kai Sun Kwong
• _148 Does Consumer Sentiment Forecast Household Spending? If So, Why? Comment
  by Andy C.C. Kwan & John A. Cotsomitis
• _147 The Dynamics and Volatility of Commercial and Residential Property Prices: Theory and Evidence
  by Kamhon Kan & Sunny Kai-sun Kwong & Charles Ka-yui Leung
• _146 Accounting for Changes in China's Regional Inequality
  by Kai-yuen Tsui & Youqiang Wang
• _145 Decentralization with Political Trump: Vertical Control, Local Accountablility and Regional Polarization
  by Kai-yuen Tsui & Youqiang Wang
• _144 On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: A Monte Carlo study and empirical example
  by Andy C.C. Kwan & Yangru Wu
• _143 On the size and power of portmanteau tests for randomness of a time series
  by Andy C.C. Kwan & Ah-Boon Sim & Yangru Wu
• _142 On the empirical size and power of normalized autocorrelation coefficients: A Monte Carlo investigation
  by Andy C.C. Kwan & Ah-Boon Sim & Yangru Wu
• _141 Testing for Structural Break of the U.S. Stock Market in the 911 Attacks
  by Terence Tai-leung Chong
• _140 Does our time of birth determine our fate? An analysis from an economic perspective
  by Ka-fu Wong & Linda Yung
• _139 Between Separate Stoves and A Single Menu: Fiscal Decentralization, Chinese Style
  by Kai-yuen Tsui & Youqiang Wang
• _138 Investment, Interest Rate Rules, and Equilibrium Determinacy
  by Qinglai Meng & Chong K. Yip

• _137 Optimal Seigniorage in a Growing Economy: Evidence from G-7 Countries
  by Ying-Foon Chow & Andy C.C. Kwan & Chong K. Yip
• _136 Superneutrality, Indeterminacy, and Endogenous Growth
  by Ming Hon Suen & Chong K. Yip
• _135 Discrete- vs. Continuous- Time Modelling in Monetary Growth Models
  by Theodore Palivos & Chong K. Yip
• _134 Rising Skill Prices and Earnings Inequality Within and Across Cohorts in Hong Kong
  by Kit-Chun Lam & Pak-Wai Liu
• _133 Extracting From the Dow Jones Index
  by Terence Tai-leung Chong
• _132 On the Dynamics of Monetary Endogenous Growth Models: Superneutrality and Indeterminacy
  by Ming Hon Suen & Chong K. Yip

• _131 Estimation, Inference, and the Long Memory Properties of Aggregated AR(1) Processes with Coefficients Drawn from a Polynomial Density Function
  by Terence Tai-leung Chong
• _130 Time Series Properties of Aggregated AR(2) Processes
  by Terence Tai-leung Chong & Kwan-to Wong
• _129 Predictive Abilities of Inflation-Forecasting Models Using Real Time Data
  by Ka-fu Wong & C. James Hueng
• _128 Transitional Dynamics and Indeterminacy of Equilibria is an Endogenous Growth Model with a Public Input
  by Theodore Palivos & Chong K. Yip & Junxi Zhang
• _127 Multivariate Cointegration and Causality Tests of Wagner's Hypothesis: Evidence From the United Kingdom
  by Ying-Foon Chow & John A. Cotsomitis & Andy C.C. Kwan
• _126 Misdiagnosis and Fraud
  by Michael C.M. Leung
• _125 On the Empirical Size of Normalized Autocorrelation Coefficients
  by Andy C.C. Kwan & Ah-Boon Sim & Yangru Wu
• _124 Are There Technological Gains from the Liberalization of Exchange?
  by John A. Cotsomitis & Andy C.C. Kwan & Chris DeBresson & Thierry Weissenburger
• _123 Further Results on the Finite-Sample Distribution of Modified Portmanteau Tests for Randomness
  by Andy C.C. Kwan & Ah-Boon Sim & Yangru Wu
• _122 Forging Intergenerational Links: Down-Payment Assistance, Gratitude Formation, and the Provision of Care
  by Oded Stark & Michael C.M. Leung
• _121 International Inequality and Convergence in Educational Attainment: 1960-1990
  by Junsen Zhang & Tianyou Li
• _120 Mortality Decline, Fertility, Saving and Human Capital
  by Junsen Zhang & Jie Zhang & Ronald Lee
• _119 Inflation and Capital Gains Taxes in a Small Open Economy
  by Charles Ka-Yui Leung & Guang-Jia Zhang
• _118 Government Financing in an Endogenous Growth Model with Financial Market Restrictions
  by Marco Espinosa & Chong K. Yip
• _117 Counter-Compensatory Inter-Vivos Transfers and Parental Altruism: Compatibility or Orthogonality?
  by Oded Stark & Junsen Zhang
• _116 A theory of Migration as a Response to Relative Deprivation
  by Oded Stark & You-qiang Wang

• _115 A Simple Model of Housing Price Interdependence
  by You-Qiang, Wang & Ka-Fu, Wong
• _114 Price Volatility of Commercial and Residential Property
  by Sunny Kai-Sun, Kwong & Charles Ka-Yui Leung
• _113 A Simulation Comparison of Inference for Instrumental Variable Estimators
  by Ka-Fu, Wong
• _112 Trade Liberalization and Wage-gap in the Developing Countries: The Role of the Informal Non-Traded Sector
  by Sugata Marjit & Rajat Acharyya
• _111 Where Keynes Meets Schumpeter: Animal Spirits with Creative Destruction
  by Chun-Wah, Liu
• _110 A Equilibrium Theory of Shortage under Optimal Planning with Asymmetric Information
  by Chun-Wah, Liu
• _109 Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances
  by Kenneth D. West & Ka-Fu, Wong & Stanislav Anatolyev

• _108 A New Class of Deprivation-based Generalized Gini Indices
  by Kai-Yuen, Tsui & You-Qiang, Wang
• _107 How do Physicians Effort and Quality of Service Differ in the Hong Kong Public and Private Sectors?
  by Michael Chi-Ming, Leung & Ka-Fu, Wong
• _106 Fixed Cost, Saving and Technology Choice
  by Charles Ka-Yui Leung & Chung Yi Tse
• _105 Tariffs and Exchange Rate Dynamics Redux
  by John Fender & Chong K. Yip
• _104 Income Tax, Property Tax and Tariff in a Small Open Economy
  by Charles Ka-Yui Leung
• _103 On Policy Interdependence in Economic Competition Among Jurisdictions: A Game-Theoretical Model
  by You-Qiang, Wang
• _102 Polarization Orderings and New Classes of Polarization Indices
  by Kai-Yuen, Tsui & You-Qiang, Wang
• _101 Variability in the Effects of Monetary Policy on Economic Activity
  by Ka-Fu, Wong
• _100 The Migration Response to Deprivation Aversion
  by Oded Stark & You Qiang Wang
• _099 On the Economics of Vanishing
  by Oded Stark
• _098 Dynamics in Transaction-Based Monetary Growth Model
  by Sailesh K. Jha & Ping, Wang & Chong K. Yip
• _097 Public Policy and Transition Dynamics in a Two Sector Growth Model
  by Sailesh K. Jha
• _096 Human Capital Depletion, Human Capital Formation, and Migration: A Blessing in a "Curse"?
  by Oded Stark & Christian Helmenstein & Alexia Prskawetz
• _095 Human Capital Formation, Asymmetric Information, and the Dynamics of International Migration
  by Nancy H. Chau & Oded Stark
• _094 Fiscal and Monetary Policy Interactions in an Endogenous Growth Model with Financial Intermediaries
  by Marco Espinosa & Chong K. Yip
• _093 The Identification of Unobservable Independent and Spousal Leisure
  by Yuk-Fai, Fong & Junsen, Zhang
• _092 Industrialization, Economic Growth, and International Trade
  by Kar-Yiu, Wong & Chong K. Yip
• _091 Transfers, Empathy Formation, and Reverse Transfers
  by Oded Stark & Ita Falk
• _090 Estimating the Fractionally Integrated Process in the Presence of Measurement Errors
  by Terence Tai-Leung, Chong & Gilbert Chiu-Sing, Lui
• _088 Estimating the Differencing Parameter Via the Partial Autocorrelation Function
  by Terence Tai-Leung, Chong
• _087 A Simple Test for Fractionally Integrated Processes
  by Terence Tai-Leung, Chong & Gilbert Chiu-Sing, Lui

• _086 Education, Economic Growth, and Brain Drain
  by Kar-Yiu, Wong & Chong K. Yip
• _085 Compensation Vouchers and Equity Markets: Evidence from Hungary
  by Rodney M. Chun
• _084 Redistribution through Education: The case of pure material cost
  by Eric Hanushek & Ban Chuan Cheah & Charles Ka-Yui Leung
• _083 Earnings Divergence and Assimilation of Immigrants
  by Kit-Chun, Lam & Pak-Wai, Liu
• _082 Demand Creation, Moral Hazard, and Optimal Health Insurance
  by Michael Chi-Ming, Leung
• _081 A case for Happiness, Cardinalism, and Interpersonal Comparability
  by Yew-Kwang, Ng
• _080 The Welfare Economics of Encouraging More Births
  by Yew-Kwang, Ng
• _079 Structural Change in AR(1) Models
  by Terence Tai-Leung, Chong
• _078 The Rate of Time preference and Endogenous Growth
  by Sailesh K. Jha
• _077 Health Insurance in a Monopolistic Competitive Physician Services Market
  by Michael Chi-Ming, Leung
• _076 Homothetic Rationality of Demand Functions
  by Pak-Wai, Liu & Kam-Chau, Wong

• _075 Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model
  by Andy C.C., Kwan & Yangru, Wu
• _074 Population Growth and Economic Growth: A Reconsideration
  by Chong K. Yip & Junxi, Zhang
• _073 Job Search, Wage Offers and Recontracting: Effect on Wage and Consumption Profiles
  by Kit-chun, Lam & Pak-wai, Liu
• _072 The Effects of Import Quotas on National Welfare: Does Money Matter?
  by Theodore, Palivos & Chong K. Yip
• _071 The Gains from Trade for a Monetary Economy Once Again
  by Theodore, Palivos & Chong K. Yip
• _070 Convergence, Endogenous Growth, and Productivity Disturbances
  by Charles Ka-Yui Leung & Danny T., Quah
• _069 On the Finite-Sample Distribution of Separate Tests for Univarite Time Series Models
  by Andy C.C., Kwan & Yangru, Wu & Fassil, Nebebe
• _068 Estimating the Location of Break in Restricted Structural Change Models
  by Tai-leung, Chong
• _067 Estimating the Unit Root Process in the Presence of Measurement Errors
  by Tai-leung, Chong
• _066 Seemingly Unexplosive Nonstationary Random Coefficient Autoregressive Processes, A Note
  by Tai-leung, Chong & Wai-kit, Leung
• _065 Estimation of and Testing for Structural Break in the Presence of Measurement Errors
  by Tai-leung, Chong

• _064 Rent Seeking Licensing under Export Promotion - The Case of Drastic Innovation
  by Xin, Xie
• _063 Strategic R&D Policy with Information Lag
  by Xin, Xie
• _062 On the Finite-Sample Distribution of Monti's Portmanteau Test for the Adequacy of an ARMA (p,q) Model
  by Andy C.C., Kwan & Yangru, Wu
• _061 Why do Dowry and Bride Price Co-exist?
  by William, Chan & Junsen, Zhang
• _060 Notes on Brouwer's Fixed-Point Theorem and Equilibrium Existence for Excess Demands
  by Kam-chau, Wong
• _059 Social Welfare Orderings for Ratio-Scale Measurable Utilities
  by Kai-yuen, Tsui
• _058 Ex Ante Welfare Maximization and Road Pricing
  by Lok-sang, Ho & Wing-chung, Pun
• _057 Government Expenditure Financing in an Endogenous Growth Model: A Comparison
  by Theodore Palivos & Chong K. Yip
• _056 Incentives to Innovate Under Protection
  by Kaz Miyagiwa & Yuka Ohno
• _055 Congestion Pricing and the Value of Time
  by Lok-sang, Ho & Wing-chung, Pun
• _054 Why the South does not Innovate: The Intellectual Property Rights Nexus
  by Kaz Miyagiwa
• _053 Uncertain Innovation and Strategic R & D Policy
  by Kaz Miyagiwa & Yuka Ohno
• _052 Tradables as the Engine of Growth
  by Xin, Xie
• _051 Import of Embodied Technology in a Small Open Economy
  by Xin, Xie

• _050 Transitional Dynamics and Indeterminacy of Equilibria in an Endogenous Growth Model with Public Input
  by Chong K. Yip & Junxi, Zhang
• _049 Portmanteau of Randomness and Jenkins' Variance-Stabilization Transformation
  by Andy C.C., Kwan & Ah-Boon, Sim
• _048 Domestic Content Protection and Economic Growth
  by Kaz Miyagiwa & Taek-Dong, Yeo
• _047 Only Perfect Assortative Mating Rules are Consistent
  by Wing-chung, Pun
• _046 Complementarity, Contagion and Dynamic Effects of Trade
  by Xin, Xie
• _045 Can Stackelberg Solutions Achieve Social Optimum?
  by Wing-chung, Pun
• _044 On the Finite-Sample Distribution of Modified Portmanteau Tests for Randomness of Gaussian Time Series
  by Andy C.C., Kwan & Ah-Boon, Sim
• _043 A Modified Portmanteau Test for Randomness of Gaussian Time Series
  by Andy C.C., Kwan & Ah-Boon, Sim
• _042 The Kornai's Effect and Soft Budget Constraints
  by Wing-chung, Pun
• _041 Theories of Institutions: Implications for Economic Reform
  by Wing-chung, Pun
• _040 Privatisation of Public Housing: An Analysis of Policy Alternatives
  by Lok-sang, Ho
• _039 Market Reforms and China's Health Care System
  by Lok-sang, Ho
• _038 Can Endogenous Growth Models Account for the World Capital Flows?
  by Junxi, Zhang
• _037 Gender Bias and Investments in Children
  by James B. Davies & Junsen, Zhang
• _036 Endogenous Specialization and Economic Growth in a Monetary Economy
  by Junxi, Zhang

• _035 Institutional Organization and Endogenous Growth
  by Junxi, Zhang
• _034 Infrastructural and Economic Development in Hong Kong
  by Sunny Kai-Sun, Kwong
• _033 How to Measure Improvement in Well-being: An Axiomatic Approach
  by Kai-yuen, Tsui
• _032 Leading Industry, International Trade and Economic Growth
  by Xin, Xie
• _031 Economic Reform and Interprovincial Inequalities in China
  by Kai-yuen, Tsui
• _030 Simple Analytics of Productive Consumption
  by Wing Suen & Pak Hung Mo
• _029 Using Cyclic Graphs to Represent Matrix Determinants
  by Kai-Sun, Kwong
• _028 A New Measure to Compare the Hedging Effectiveness of Foreign Currency Futures Vs Options
  by Chin-Wen, Hsin & Jerry, Kuo & Cheng-Few, Lee
• _027 Are There Rational Bubbles in Foreign Exchange Markets? -- Some Direct Tests
  by Yangru, Wu
• _026 External Recruitment vs Internal Promotion
  by William, Chan
• _025 Intersectoral Mobility and Short-Run Labor Market Adjustments
  by William, Chan
• _024 The Absorption Probabilities of a Finite Markov Chain: A Graph Representation
  by Kai-sun, Kwong
• _023 An Extended Grossman-Helpman Model of Product Development
  by Junxi, Zhang
• _022 Solow Residuals and Business Cycles
  by Junxi, Zhang
• _021 Multidimensional Poverty Indices
  by Kai-yuen, Tsui

• _020 Extent of the Market, Specialization, Transaction Efficiency and Firm Size in Hong Kong
  by Pak-wai, Liu
• _019 An Optimal Regulatory Framework for The Taxicab Industry
  by Lok-sang, Ho
• _018 Multidimensional Generalizations of the Relative and Absolute Inequality Indices: The Atkinson-Kolm-Sen Approach
  by Kai-yuen, Tsui
• _017 Regional Balance of Payments Problems: An Interpretation
  by Lok-sang, Ho

• _016 Composite Indices of Well-being: Theory and Practice
  by Kai-yuen, Tsui
• _015 Bargaining, Optimal Incentive Packages and Welfare Effects of Export Processing Zones
  by Kai-yuen, Tsui
• _014 Alternative Models of Rent Control: Another Look
  by Lok-sang, Ho

• _013 Multidimensional Inequality Index: An Axiomatic Approach
  by Kai-yuen, Tsui
• _012 Productivity, Tenure, Pension and Wage
  by Kit-chun, Lam & Pak-wai, Liu & Yue-chim, Wong
• _011 Economic Forecasting Practices in Hong Kong: A Survey
  by Win-lin, Chou & Jun, Zhang
• _010 Family Business and the Quantity and Quality of Children
  by Yue-chim, Wong
• _009 Quits, Layoffs and Contracts on Sharing Investments in Specific Human Capital
  by Kit-chun, Lam & Pak-wai, Liu

• _008 China's Regional Inequality, 1952-85
  by Kai-yuen, Tsui
• _007 Ecological Modernization of the Economy
  by Udo E. Simonis

• _089 Equal Bequests and Parental Altruism: Compatibility or Orthogonality?
  by Oded Stark
• _006 Interruptions, Specific Investments and Labor Contract of Female Workers Under Asymmetric Information
  by Kit-chun, Lam & Pak-wai, Liu & Yue-chim, Wong
• _005 An Assessment of the Preferential Elimination System of Voting
  by Kai-sun, Kwong
• _004 Tides in Technological Innovation
  by Hans Duller

• _003 Long Run Equilibrium and Macroeconomic Policy
  by Lok-sang, Ho
• _002 Government Deficit Financing and Stabilization
  by Lok-sang, Ho
• _001 Asymmetric Information on Job Search, Insurance, Moral Hazard and Efficiency of Wage Contracts
  by Kit-chun, Lam & Pak-wai, Liu & Yue-chim, Wong

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This page was last updated on 2008-10-4.