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Publications

by members of

Faculty of Business Administration
University of Macau
Macau, Macao

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

Undated material is listed at the end

2025

  1. Markus Bibinger & Jun Yu & Chen Zhang, 2025. "Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion," Papers 2504.15985, arXiv.org.
  2. Yue Qiu & Wenbin Wang & Tian Xie & Jun Yu & Xinyu Zhang, 2025. "Boosting Store Sales Through Ensemble Learning-Informed Promotional Decisions," Working Papers 202525, University of Macau, Faculty of Business Administration.
  3. Xiaohu Wang & Weilin Xiao & Jun Yu & Chen Zhang, 2025. "Maximum Likelihood Estimation of Fractional Ornstein-Uhlenbeck Process with Discretely Sampled Data," Working Papers 202527, University of Macau, Faculty of Business Administration.
  4. Jia Chen & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2025. "IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects," Papers 2501.18467, arXiv.org.
  5. Po Li & Tingting Que & Jing Xie & Yuxiang Zhong, 2025. "Convertible Bonds and Firm Value: Evidence from China and Beyond," Working Papers 202522, University of Macau, Faculty of Business Administration.

2024

  1. H. Peter Boswijk & Jun Yu & Yang Zu, 2024. "Testing for an Explosive Bubble using High-Frequency Volatility," Papers 2405.02087, arXiv.org.
  2. Yijie Fei & Yiu Lim Lui & Jun Yu, 2024. "Testing Predictability in the Presence of Persistent Errors," Working Papers 202401, University of Macau, Faculty of Business Administration.
  3. Yong Li & Sushanta K. Mallick & Nianling Wang & Jun Yu & Tao Zeng, 2024. "Deviance Information Criterion for Model Selection:Theoretical Justification and Applications," Working Papers 202415, University of Macau, Faculty of Business Administration.
  4. Shuping Shi & Jun Yu & Chen Zhang, 2024. "On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes," Working Papers 202416, University of Macau, Faculty of Business Administration.
  5. Leona Han Chen & Yijie Fei & Jun Yu, 2024. "Multivariate Stochastic Volatility Models based on Generalized Fisher Transformation," Working Papers 202419, University of Macau, Faculty of Business Administration.
  6. Yong Li & Zhou Wu & Jun Yu & Tao Zeng, 2024. "A Note on AIC and TIC for Model Selection," Working Papers 202420, University of Macau, Faculty of Business Administration.
  7. Chuanglian Chen & Xiaobin Liu & Jun Yu & Tao Zeng, 2024. "The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China," Working Papers 202421, University of Macau, Faculty of Business Administration.
  8. Stan Hurn & Vance Martin & Peter C. B. Phillips & Jun Yu, 2024. "Teaching Financial Econometrics to Students Converting to Finance," Cowles Foundation Discussion Papers 2397, Cowles Foundation for Research in Economics, Yale University.
  9. Chu, Angus C. & Peretto, Pietro & Wang, Xilin, 2024. "Government spending and industrialization in a Schumpeterian economy," MPRA Paper 120797, University Library of Munich, Germany.
  10. Chu, Angus C., 2024. "A Malthusian model of hybridization in human evolution," MPRA Paper 121218, University Library of Munich, Germany.
  11. Chu, Angus C. & Liao, Chih-Hsing & Peretto, Pietro, 2024. "Dynamic effects of taxation in an unequal Schumpeterian economy," MPRA Paper 122219, University Library of Munich, Germany.
  12. Chu, Angus C. & Furukawa, Yuichi & Peretto, Pietro & Xu, Rongxin, 2024. "Agricultural trade and industrial development," MPRA Paper 122630, University Library of Munich, Germany.
  13. Chenlei Leng & Degui Li & Hanlin Shang & Yingcun Xia, 2024. "Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures," Papers 2401.05784, arXiv.org, revised Jan 2024.
  14. Degui Li & Oliver Linton & Haoxuan Zhang, 2024. "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Papers 2403.06246, arXiv.org.
  15. Zhiyuan Li & Bing Lu & Sili Zhou, 2024. "Production Leakage: Evidence from Uncoordinated Environmental Policies," Working Papers 202413, University of Macau, Faculty of Business Administration.
  16. Ruiyang Hu & Chen Yin & Zhijie Zheng & Sili Zhou, 2024. "Unlocking Innovation: The Impact of Free Trade Zones on Corporate Innovation in China," Working Papers 202414, University of Macau, Faculty of Business Administration.
  17. Shanglyu Deng & Dun Jia & Mario Leccese & Andrew Sweeting, 2024. "Bargaining and Dynamic Competition," NBER Working Papers 32360, National Bureau of Economic Research, Inc.
  18. Chuantao Cui & Leona Shao-Zhi Li, 2024. "More but not better: Career incentives of local leaders and entrepreneurial entry in China," Working Papers 202417, University of Macau, Faculty of Business Administration.
  19. Leona Shao-Zhi Li & Yize Liu & Jia Yuan, 2024. "The effect of the U.S.–China trade war on Chinese corporate innovation: A curse or a blessing?," Working Papers 202418, University of Macau, Faculty of Business Administration.
  20. Marcin Kacperczyk & Lin Peng & Jing Xie, 2024. "ESG Investing and Stock Return Comovements," Working Papers 202403, University of Macau, Faculty of Business Administration.
  21. Robert Eccles & Shiva Rajgopal & Jing Xie, 2024. "Does ESG negative screening work?," Working Papers 202404, University of Macau, Faculty of Business Administration.
  22. Allaudeen Hameed & Jing Xie & Yuxiang Zhong, 2024. "Preferences for dividends and stock returns around the world," Working Papers 202405, University of Macau, Faculty of Business Administration.
  23. Xiaoqiao Wang & Jing Xie & Bohui Zhang & Xiaofeng Zhao, 2024. "Unraveling the Dividend Puzzle: A Field Experiment," Working Papers 202406, University of Macau, Faculty of Business Administration.
  24. Thomas J. Chemmanur & Zeyu Sun & Jing Xie, 2024. "Keeping up with the Joneses: Corporate Dividends and Common Institutional Blockholders," Working Papers 202407, University of Macau, Faculty of Business Administration.
  25. C.S. Agnes Cheng & Iftekhar Hasan & Feng Tang & Jing Xie, 2024. "Market Feedback Effect on CEO Pay: Evidence from Peers’ Say-on-Pay Voting Failures," Working Papers 202408, University of Macau, Faculty of Business Administration.
  26. Thomas J. Chemmanur & Jiekun Huang & Jing Xie & Yuyuan (Anthony) Zhu, 2024. "The Geography of Institutional Investors, Information Sharing among Institutions, and Initial Public Offerings," Working Papers 202409, University of Macau, Faculty of Business Administration.
  27. Jing Xie, 2024. "Are passive investors also passive voters? Evidence from securities lending by mutual funds," Working Papers 202410, University of Macau, Faculty of Business Administration.
  28. Jing Xie, 2024. "Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms," Working Papers 202411, University of Macau, Faculty of Business Administration.
  29. Xiaohui Li & Yao Shen & Jing Xie, 2024. "Proxy Voting on CEO Pay: Evidence from Rejection of the Inevitable Disclosure Doctrine," Working Papers 202412, University of Macau, Faculty of Business Administration.

2023

  1. Allen Head & Timothy Kam & Sam Ng & Isaac Pan, 2023. "Money and Imperfectly Competitive Credit," Working Paper 1481, Economics Department, Queen's University.
  2. Chu, Angus C., 2023. "Human Brain Evolution in a Malthusian Economy," MPRA Paper 117130, University Library of Munich, Germany.
  3. Chu, Angus & Liao, Chih-Hsing, 2023. "Optimal Patent Policy and Wealth Inequality in a Schumpeterian Economy," MPRA Paper 117209, University Library of Munich, Germany.
  4. Chu, Angus & Peretto, Pietro & Furukawa, Yuichi, 2023. "Evolution from political fragmentation to a unified empire in a Malthusian economy," MPRA Paper 118253, University Library of Munich, Germany.
  5. Jia Chen & Degui Li & Yuning Li & Oliver Linton, 2023. "Estimating Time-Varying Networks for High-Dimensional Time Series," Papers 2302.02476, arXiv.org.
  6. Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2023. "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Papers 2303.10117, arXiv.org, revised Mar 2024.
  7. Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2023. "Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure," Papers 2303.13218, arXiv.org.
  8. Degui Li & Runze Li & Han Lin Shang, 2023. "Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series," Papers 2304.07003, arXiv.org.
  9. Ruijun Bu & Degui Li & Oliver Linton & Hanchao Wang, 2023. "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Papers 2307.01348, arXiv.org.
  10. Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2023. "Inference of Grouped Time-Varying Network Vector Autoregression Models," Monash Econometrics and Business Statistics Working Papers 5/23, Monash University, Department of Econometrics and Business Statistics.
  11. Shanglyu Deng & Qiyao Zhou, 2023. "Recurring Auctions with Costly Entry: Theory and Evidence," Papers 2306.17355, arXiv.org, revised Feb 2025.
  12. Shanglyu Deng & Hanming Fang & Qiang Fu & Zenan Wu, 2023. "Information Favoritism and Scoring Bias in Contests," NBER Working Papers 31036, National Bureau of Economic Research, Inc.
  13. Ho, Florence Ut Meng, 2023. "Tariffs and Innovation in a Schumpeterian Economy with North-South Technology Transfer," MPRA Paper 118068, University Library of Munich, Germany.
  14. Chongyu Wang & Rose Neng Lai & Martin Hoesli, 2023. "International Firm Performance and Proximity to Rare Disaster Risk," Swiss Finance Institute Research Paper Series 23-16, Swiss Finance Institute.

2022

  1. Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022. "A Panel Clustering Approach to Analyzing Bubble Behavior," Cowles Foundation Discussion Papers 2323, Cowles Foundation for Research in Economics, Yale University.
  2. Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022. "Weak Identification of Long Memory with Implications for Inference," Cowles Foundation Discussion Papers 2334, Cowles Foundation for Research in Economics, Yale University.
  3. Yiu Lim Lui & Jun Yu & Peter C. B. Phillips, 2022. "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Cowles Foundation Discussion Papers 2350, Cowles Foundation for Research in Economics, Yale University.
  4. Wang, Xiaohu & Yu, Jun & Zhang, Chen, 2022. "On the Optimal Forecast with the Fractional Brownian Motion," Economics and Statistics Working Papers 12-2022, Singapore Management University, School of Economics.
  5. Shi, Shuping & Yu, Jun & Zhang, Chen, 2022. "Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise," Economics and Statistics Working Papers 13-2022, Singapore Management University, School of Economics.
  6. Geoffrey Castillo & Lawrence Choo & Veronika Grimm, 2022. "Are groups always more dishonest than individuals? The case of salient negative externalities," Post-Print hal-03900809, HAL.
  7. Geoffrey Castillo & Lawrence Choo & Veronika Grimm, 2022. "Do different people report the same social norms?," Working Papers hal-03901206, HAL.
  8. Allen Head & Timothy Kam & Sam Ng & Isaac Pan, 2022. "Money, Credit and Imperfect Competition Among Banks," ANU Working Papers in Economics and Econometrics 2022-684, Australian National University, College of Business and Economics, School of Economics.
  9. Yong He & Guangzhen Sun, 2022. "The Role of Intra-National Trade in Trade Theory," Post-Print halshs-03916051, HAL.
  10. Chu, Angus C., 2022. "From Neolithic Revolution to Industrialization," MPRA Paper 111835, University Library of Munich, Germany.
  11. Chu, Angus, 2022. "Natural Selection and Neanderthal Extinction in a Malthusian Economy," MPRA Paper 112547, University Library of Munich, Germany.
  12. Chu, Angus & Cozzi, Guido & Fan, Haichao, 2022. "Natural Selection and Innovation-Driven Growth," MPRA Paper 113502, University Library of Munich, Germany.
  13. Chu, Angus C. & Peretto, Pietro & Xu, Rongxin, 2022. "Export-Led Takeoff in a Schumpeterian Economy," MPRA Paper 113957, University Library of Munich, Germany.
  14. Li, Yu-Ning & Li, Degui & Fryzlewicz, Piotr, 2022. "Detection of multiple structural breaks in large covariance matrices," LSE Research Online Documents on Economics 115026, London School of Economics and Political Science, LSE Library.
  15. H. Youn Kim & José Alberto Molina & Ka Kei Gary Wong, 2022. "Durable Goods and Consumer Behavior with Liquidity Constraints: Evidence from Norway," Boston College Working Papers in Economics 1047, Boston College Department of Economics.
  16. Shanglyu Deng, 2022. "Speculation in Procurement Auctions," Papers 2203.03044, arXiv.org, revised May 2022.

2021

  1. Yu, Jun, 2021. "Latent Local-to-Unity Models," Economics and Statistics Working Papers 4-2021, Singapore Management University, School of Economics.
  2. Shi, Shuping & Yu, Jun, 2021. "Different Strokes for Different Folks: Long Memory and Roughness," Economics and Statistics Working Papers 7-2021, Singapore Management University, School of Economics.
  3. Yong He & Guang-Zhen Sun, 2021. "Entrepreneurship, Market Selection And Income Mobility -Evidence From Rural China ," Post-Print halshs-03412133, HAL.
  4. Chu, Angus C. & Kou, Zonglai & Wang, Xilin, 2021. "Culture and Stages of Economic Development," MPRA Paper 106900, University Library of Munich, Germany.
  5. Chu, Angus & Kou, Zonglai & Wang, Xilin, 2021. "Class Struggle in a Schumpeterian Economy," MPRA Paper 110479, University Library of Munich, Germany.
  6. Chu, Angus, 2021. "Macroeconomic Effects of Intellectual Property Rights: An Updated Survey," MPRA Paper 110839, University Library of Munich, Germany.
  7. Chu, Angus C. & Liao, Chih-Hsing & Chen, Ping-ho & Xu, Rongxin, 2021. "Dynamic Effects of Tourism Shocks on Innovation in an Open-Economy Schumpeterian Growth Model," MPRA Paper 111260, University Library of Munich, Germany.
  8. Zheng, Zhijie & Hu, Ruiyang & Yang, Yibai, 2021. "Inflation, endogenous quality increment, and economic growth," MPRA Paper 106989, University Library of Munich, Germany.
  9. Huang, Chien-Yu & Wu, Youchang & Yang, Yibai & Zheng, Zhijie, 2021. "Monetary Policy in a Schumpeterian Growth Model with Two R&D Sectors," MPRA Paper 109780, University Library of Munich, Germany.
  10. Inacio Bo & Jorgen Kratz & Makoto Shimoji, 2021. "Generalized Cumulative Offer Processes," Discussion Papers 21/07, Department of Economics, University of York.
  11. Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Papers 2105.14752, arXiv.org, revised Sep 2022.
  12. Graeme Newell & Jufri Marzuki & Martin Hoesli & Rose Neng Lai, 2021. "The Performance of Non-Listed Opportunity Real Estate Funds in China," Swiss Finance Institute Research Paper Series 21-27, Swiss Finance Institute.

2020

  1. Tanaka, Katsuto & Xiao, Weilin & Yu, Jun, 2020. "Local Powers of Least-Squares-Based Test for Panel Fractional Ornstein-Uhlenbeck Process," Economics and Statistics Working Papers 6-2020, Singapore Management University, School of Economics.
  2. Qiu, Yue & Xie, Tian & Yu, Jun, 2020. "Forecast combinations in machine learning," Economics and Statistics Working Papers 13-2020, Singapore Management University, School of Economics.
  3. Xie, Tian & Yu, Jun & Zeng, Tao, 2020. "Econometric Methods and Data Science Techniques: A Review of Two Strands of Literature and an Introduction to Hybrid Methods," Economics and Statistics Working Papers 16-2020, Singapore Management University, School of Economics.
  4. Xie, Tian & Yu, Jun, 2020. "Forecasting Singapore GDP using the SPF data," Economics and Statistics Working Papers 17-2020, Singapore Management University, School of Economics.
  5. Liu, Xiaobin & Shi, Shuping & Yu, Jun, 2020. "Persistent and Rough Volatility," Economics and Statistics Working Papers 23-2020, Singapore Management University, School of Economics.
  6. Wang, Xiaohu & Xiao, Weilin & Yu, Jun, 2020. "Asymptotic Properties of Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noises," Economics and Statistics Working Papers 27-2020, Singapore Management University, School of Economics.
  7. Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2020. "Manipulation And (Mis)Trust In Prediction Markets," Working Papers 2012, Ben-Gurion University of the Negev, Department of Economics.
  8. Chakravarty, Surajeet & Choo, Lawrence & Fonseca, Miguel A. & Kaplan, Todd R., 2020. "Should regulators always be transparent? A bank run experiment," MPRA Paper 99948, University Library of Munich, Germany.
  9. Castillo, Geoffrey & Choo, Lawrence & Grimm, Veronika, 2020. "Are groups really more dishonest than individuals?," FAU Discussion Papers in Economics 01/2020, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, revised 2020.
  10. Christian Ewerhart & Guang-Zhen Sun, 2020. "The n-player Hirshleifer contest," ECON - Working Papers 361, Department of Economics - University of Zurich, revised Oct 2023.
  11. Chu, Angus C. & Wang, Xilin, 2020. "Status-Seeking Culture and Development of Capitalism," MPRA Paper 100023, University Library of Munich, Germany.
  12. Chu, Angus C. & Peretto, Pietro & Wang, Xilin, 2020. "Agricultural Revolution and Industrialization," MPRA Paper 100321, University Library of Munich, Germany.
  13. Chu, Angus C. & Kou, Zonglai & Wang, Xilin, 2020. "An Economic Analysis of Political Meritocracy," MPRA Paper 102083, University Library of Munich, Germany.
  14. Chu, Angus C., 2020. "Patent Policy and Economic Growth: A Survey," MPRA Paper 103643, University Library of Munich, Germany.
  15. Chu, Angus C., 2020. "Inflation, Innovation and Growth: A Survey," MPRA Paper 103740, University Library of Munich, Germany.
  16. Chu, Angus C., 2020. "Rent-Seeking Government and Endogenous Takeoff in a Schumpeterian Economy," MPRA Paper 104974, University Library of Munich, Germany.
  17. Chu, Angus C., 2020. "Advanced Macroeconomics for Undergraduates," MPRA Paper 98249, University Library of Munich, Germany.
  18. Chen, J.; & Gu, Y.; & Jones, A.M.; & Peng, B.;, 2020. "Modelling healthcare costs: a semiparametric extension of generalised linear models," Health, Econometrics and Data Group (HEDG) Working Papers 20/03, HEDG, c/o Department of Economics, University of York.
  19. Jia Chen & Yongcheol Shin & Chaowen Zheng, 2020. "Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure," Discussion Papers 20/03, Department of Economics, University of York.
  20. Afacan, Mustafa Oguz & Bó, Inácio & Turhan, Bertan, 2020. "Assignment Maximization," ISU General Staff Papers 202001090800001092, Iowa State University, Department of Economics.
  21. Chang Ma & John Rogers & Sili Zhou, 2020. "The Effect of the China Connect," GRU Working Paper Series GRU_2020_028, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  22. Chang Ma & John H. Rogers & Sili Zhou, 2020. "Modern Pandemics: Recession and Recovery," International Finance Discussion Papers 1295, Board of Governors of the Federal Reserve System (U.S.).
  23. Wong, Gary & Fleisher, Belton M. & Zhao, Min Qiang & McGuire, William H., 2020. "Technical Progress and Induced Innovation in China: A Variable Profit Function Approach," IZA Discussion Papers 13017, Institute of Labor Economics (IZA).
  24. Shanglyu Deng & Hanming Fang & Qiang Fu & Zenan Wu, 2020. "Confidence Management in Tournaments," NBER Working Papers 27186, National Bureau of Economic Research, Inc.
  25. Ru, Hong & Yang, Endong & Zou, Kunru, 2020. "Combating the COVID-19 pandemic: The role of the SARS imprint," BOFIT Discussion Papers 15/2020, Bank of Finland Institute for Emerging Economies (BOFIT).

2019

  1. Qiu, Yue & Xie, Tian & Yu, Jun & Zhou, Qiankun, 2019. "Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks," Economics and Statistics Working Papers 7-2019, Singapore Management University, School of Economics.
  2. Tanaka, Katsuto & Xiao, Weilin & Yu, Jun, 2019. "Maximum Likelihood Estimation for the Fractional Vasicek Model," Economics and Statistics Working Papers 8-2019, Singapore Management University, School of Economics.
  3. Chen, Lipeng & Jiang, Liang & Phang, Sock Yong & Yu, Jun, 2019. "Housing Equity and Household Consumption in Retirement: Evidence from the Singapore Life Panel," Economics and Statistics Working Papers 10-2019, Singapore Management University, School of Economics.
  4. Ando, Tomohiro & Bai, Jushan & Nishimura, Mitohide & Yu, Jun, 2019. "A Quantile-based Asset Pricing Model," Economics and Statistics Working Papers 15-2019, Singapore Management University, School of Economics.
  5. Li, Yong & Wang, Nianling & Yu, Jun, 2019. "Improved Marginal Likelihood Estimation via Power Posteriors and Importance Sampling," Economics and Statistics Working Papers 16-2019, Singapore Management University, School of Economics.
  6. Wang, Xiaohu & Xiao, Weilin & Yu, Jun, 2019. "Estimation and Inference of Fractional Continuous-Time Model with Discrete-Sampled Data," Economics and Statistics Working Papers 17-2019, Singapore Management University, School of Economics.
  7. Choo, Lawrence & Kaplan, Todd R. & Zhou, Xiaoyu, 2019. "Can auctions select people by their level-k types?," MPRA Paper 95987, University Library of Munich, Germany.
  8. Choo, Lawrence & Zhou, Xiaoyu, 2019. "Can market competition reduce anomalous behaviours," FAU Discussion Papers in Economics 08/2019, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  9. Angus C. Chu & Pietro Peretto, 2019. "Innovation and Inequality from Stagnation to Growth," Working Papers 201910, University of Liverpool, Department of Economics.
  10. Angus C. Chu & Yuichi Furukawa & Sushanta Mallick & Pietro Peretto & Xilin Wang, 2019. "Dynamic Effects of Patent Policy on Innovation and Inequality in a Schumpeterian Economy," Working Papers 201911, University of Liverpool, Department of Economics.
  11. Angus C. Chu & Guido Cozzi & Yuichi Furukawa & Chih-Hsing Liao, 2019. "Effects of Minimum Wage on Automation and Innovation in a Schumpeterian Economy," Working Papers 201912, University of Liverpool, Department of Economics.
  12. Ping-ho Chen & Angus C. Chu & Hsun Chu & Ching-chong Lai, 2019. "Optimal Capital Taxation in an Economy with Innovation-Driven Growth," Working Papers 201913, University of Liverpool, Department of Economics.
  13. Chu, Angus C. & Kou, Zonglai & Wang, Xilin, 2019. "Effects of Patents on the Industrial Revolution," MPRA Paper 91819, University Library of Munich, Germany.
  14. Chu, Angus C. & Wang, Xilin, 2019. "Effects of R&D Subsidies in a Hybrid Model of Endogenous Growth and Semi-Endogenous Growth," MPRA Paper 94620, University Library of Munich, Germany.
  15. Chu, Angus C. & Kou, Zonglai & Wang, Xilin, 2019. "Dynamic Effects of Minimum Wage on Growth and Innovation in a Schumpeterian Economy," MPRA Paper 94822, University Library of Munich, Germany.
  16. Chu, Angus C. & Furukawa, Yuichi & Kou, Zonglai & Liu, Xueyue, 2019. "Effects of Minimum Wage on Import and Innovation: Theory and Evidence from China," MPRA Paper 97008, University Library of Munich, Germany.
  17. Angus C. Chu & Guido Cozzi & Haichao Fang & Yuichi Furukawa & Chih-Hsing Liao, 2019. "Online Appendix to "Innovation and Inequality in a Monetary Schumpeterian Model with Heterogeneous Households and Firms"," Online Appendices 18-328, Review of Economic Dynamics.
  18. Huang, Chien-Yu & Yang, Yibai & Zheng, Zhijie, 2019. "Patent protection, innovation, and technology transfer in a Schumpeterian economy," MPRA Paper 92888, University Library of Munich, Germany.
  19. Hu, Ruiyang & Yang, Yibai & Zheng, Zhijie, 2019. "Effects of subsidies on growth and welfare in a quality-ladder model with elastic labor," MPRA Paper 96801, University Library of Munich, Germany.
  20. Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2019. "Nonparametric Homogeneity Pursuit in Functional-Coefficient Models," Discussion Papers 19/03, Department of Economics, University of York.
  21. Guo, Li & Tao, Yubo & Härdle, Wolfgang Karl, 2019. "Dynamic Network Perspective of Cryptocurrencies," IRTG 1792 Discussion Papers 2019-009, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  22. Peter Boswijk & Yang Zu, 2019. "Adaptive Testing for Cointegration with Nonstationary Volatility," Tinbergen Institute Discussion Papers 19-043/III, Tinbergen Institute.
  23. Xu Du & Zhenjiang Qin & Shuoxun Zhang, 2019. "Bank-firm distance and Private firms.financing: Evidence from Chinese Listed Firms," Working Papers 2019-07-08, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  24. Chia Chun Lo & Zhenjiang Qin & Konstantinos Skindilias & Shuoxun Zhang, 2019. "Optimal Portfolio Selection for Maintaining Operability of Specialized Funds," Working Papers 2019-07-08, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  25. Zhenjiang Qin & Shuoxun Zhang, 2019. "Optimal Portfolio and Consumption Choices with Maintaining Costs and Endogeneous Mortality," Working Papers 2019-07-08, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  26. Cai, Ning & Feng, Jinlu & Liu, Yong & Ru, Hong & Yang, Endong, 2019. "Government credit and trade war," BOFIT Discussion Papers 7/2019, Bank of Finland Institute for Emerging Economies (BOFIT).

2018

  1. Yong Li & Xiaobin Liu & Jun Yu & Tao Zeng, 2018. "A New Wald Test for Hypothesis Testing Based on MCMC outputs," Papers 1801.00973, arXiv.org.
  2. Li, Yong & Yu, Jun & Zeng, Tao, 2018. "Integrated Deviance Information Criterion for Latent Variable Models," Economics and Statistics Working Papers 6-2018, Singapore Management University, School of Economics.
  3. Xiao, Weilin & Yu, Jun, 2018. "Asymptotic Theory for Rough Fractional Vasicek Models," Economics and Statistics Working Papers 7-2018, Singapore Management University, School of Economics.
  4. Li, Yong & Liu, Xiaobin & Zeng, Tao & Yu, Jun, 2018. "A Posterior-Based Wald-Type Statistic for Hypothesis Testing," Economics and Statistics Working Papers 8-2018, Singapore Management University, School of Economics.
  5. Lui, Yiu Lim & Xiao, Weilin & Yu, Jun, 2018. "The Grid Bootstrap for Continuous Time Models," Economics and Statistics Working Papers 20-2018, Singapore Management University, School of Economics.
  6. Lui, Yiu Lim & Xiao, Weilin & Yu, Jun, 2018. "Mild-explosive and Local-to-mild-explosive Autoregressions with Serially Correlated Errors," Economics and Statistics Working Papers 22-2018, Singapore Management University, School of Economics.
  7. Ro’i Zultan & Todd R. Kaplan & Lawrence Choo, 2018. "Information Aggregation in Arrow-Debreu Markets: An Experiment," Working Papers 1807, Ben-Gurion University of the Negev, Department of Economics.
  8. Christian Ewerhart & Guang-Zhen Sun, 2018. "Equilibrium in the symmetric Hirshleifer contest: uniqueness and characterization," ECON - Working Papers 286, Department of Economics - University of Zurich.
  9. Chu, Angus C. & Cozzi, Guido & Fan, Haichao & Furukawa, Yuichi & Liao, Chih-Hsing, 2018. "Innovation and Inequality in a Monetary Schumpeterian Model with Heterogeneous Households and Firms," MPRA Paper 84711, University Library of Munich, Germany.
  10. Chu, Angus C. & Cozzi, Guido & Furukawa, Yuichi & Liao, Chih-Hsing, 2018. "Should the Government Subsidize Innovation or Automation?," MPRA Paper 88276, University Library of Munich, Germany.
  11. Chu, Angus C. & Cozzi, Guido, 2018. "Growth: Scale or Market-Size Effects?," MPRA Paper 88337, University Library of Munich, Germany.
  12. Zheng, Zhijie & Huang, Chien-Yu & Yang, Yibai, 2018. "Inflation and Growth: A Non-Monotonic Relationship in an Innovation-Driven Economy," MPRA Paper 84768, University Library of Munich, Germany.
  13. Jia Chen & Degui Li & Oliver Linton, 2018. "A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables," Discussion Papers 18/14, Department of Economics, University of York.
  14. Jia Chen, 2018. "Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models," Discussion Papers 18/15, Department of Economics, University of York.
  15. Li Guo & Wolfgang Karl Hardle & Yubo Tao, 2018. "A Time-Varying Network for Cryptocurrencies," Papers 1802.03708, arXiv.org, revised Nov 2022.
  16. Yubo Tao, 2018. "Limit Theory for Moderate Deviation from Integrated GARCH Processes," Papers 1806.01229, arXiv.org, revised Dec 2018.
  17. Guo, Li & Tao, Yubo & Härdle, Wolfgang Karl, 2018. "Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective," IRTG 1792 Discussion Papers 2018-032, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  18. David Harvey & Stephen Leybourne & Yang Zu, 2018. "Testing explosive bubbles with time-varying volatility," Discussion Papers 18/05, University of Nottingham, Granger Centre for Time Series Econometrics.
  19. Cao, Xiaping & Huang, Bihong & Lai, Rose Neng, 2018. "The Impact of Exogenous Demand Shock on the Housing Market: Evidence from the Home Purchase Restriction Policy in the People’s Republic of China," ADBI Working Papers 824, Asian Development Bank Institute.
  20. Li, Leona Shao-Zhi & Cui, Chuantao, 2018. "High-speed rail and inventory reduction: Firm-level evidence from China," RIEI Working Papers 2018-08, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration.

2017

  1. Yubo Tao & Jun Yu, 2017. "Model Selection for Explosive Models," Papers 1703.02720, arXiv.org.
  2. Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017. "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Cowles Foundation Discussion Papers 2114, Cowles Foundation for Research in Economics, Yale University.
  3. Li, Yong & Yu, Jun & Zeng, Tao, 2017. "Deviance Information Criterion for Bayesian Model Selection: Justification and Variation," Economics and Statistics Working Papers 5-2017, Singapore Management University, School of Economics.
  4. Xiao, Weilin & Yu, Jun, 2017. "Asymptotic Theory for Estimating Drift Parameters in the Fractional Vasicek Model," Economics and Statistics Working Papers 8-2017, Singapore Management University, School of Economics.
  5. Li, Yong & Yu, Jun & Zeng, Tao, 2017. "A Specification Test based on the MCMC Output," Economics and Statistics Working Papers 9-2017, Singapore Management University, School of Economics.
  6. Jiang, Liang & Wang, Xiaohu & Yu, Jun, 2017. "In-fill Asymptotic Theory for Structural Break Point in Autoregression: A Unified Theory," Economics and Statistics Working Papers 10-2017, Singapore Management University, School of Economics.
  7. Wang, Xiaohu & Yu, Jun, 2017. "Bubble Testing under Deterministic Trends," Economics and Statistics Working Papers 14-2017, Singapore Management University, School of Economics.
  8. Chu, Angus C. & Cozzi, Guido & Furukawa, Yuichi & Liao, Chih-Hsing, 2017. "Inflation and Economic Growth in a Schumpeterian Model with Endogenous Entry of Heterogeneous Firms," MPRA Paper 77543, University Library of Munich, Germany.
  9. Chu, Angus C. & Shen, Guobing & Zhang, Xun, 2017. "Imports and Intellectual Property Rights on Innovation in China," MPRA Paper 81706, University Library of Munich, Germany.
  10. Chu, Angus C. & Kou, Zonglai & Liu, Xueyue, 2017. "Labor Union and the Wealth-Income Ratio," MPRA Paper 84710, University Library of Munich, Germany.
  11. Degui Li & Peter C.B. Phillips & Jiti Gao, 2017. "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers 2109, Cowles Foundation for Research in Economics, Yale University.
  12. Degui Li & Peter CB Phillips & Jiti Gao, 2017. "Kernel-based inference in time-varying coefficient models with multiple integrated regressors," Monash Econometrics and Business Statistics Working Papers 11/17, Monash University, Department of Econometrics and Business Statistics.
  13. Li Guo & Lin Peng & Yubo Tao & Jun Tu, 2017. "Joint News, Attention Spillover,and Market Returns," Papers 1703.02715, arXiv.org, revised Nov 2022.
  14. J-F Mercure & H. Pollitt & N. R. Edwards & P. B. Holden & U. Chewpreecha & P. Salas & A. Lam & F. Knobloch & J. Vinuales, 2017. "Environmental impact assessment for climate change policy with the simulation-based integrated assessment model E3ME-FTT-GENIE," Papers 1707.04870, arXiv.org, revised Jan 2018.

2016

  1. Xiao, Weilin & Yu, Jun, 2016. "Asymptotic Theory for Estimating the Persistent Parameter in the Fractional Vasicek Model," Economics and Statistics Working Papers 13-2016, Singapore Management University, School of Economics.
  2. Liu, Cheng & Xia, Ningning & Yu, Jun, 2016. "Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data," Economics and Statistics Working Papers 14-2016, Singapore Management University, School of Economics.
  3. Jiang Liang & Wang Xiaohu & Jun Yu, 2016. "New Distribution Theory for the Estimation of Structural Break Point in Mean," Working Papers 01-2016, Singapore Management University, School of Economics.
  4. Choo, Lawrence, 2016. "Market competition for decision rights: An experiment based on the “Hat Puzzle Problem”," MPRA Paper 73408, University Library of Munich, Germany.
  5. Grimm, Veronika & Choo, Lawrence & Horvath, Gergely & Nitta, Kohei, 2016. "Whistleblowing and Diffusion of Responsibility: An Experimental Investigation," VfS Annual Conference 2016 (Augsburg): Demographic Change 145781, Verein für Socialpolitik / German Economic Association.
  6. Angus C., Chu & Guido, Cozzi, 2016. "Growth Accounting and Endogenous Technical Change," MPRA Paper 69406, University Library of Munich, Germany.
  7. Angus C., Chu & Lei, Ning & Dongming, Zhu, 2016. "Human Capital and Innovation in a Monetary Schumpeterian Growth Model," MPRA Paper 70453, University Library of Munich, Germany.
  8. Chen, Ping-ho & Chu, Angus C. & Chu, Hsun & Lai, Ching-Chong, 2016. "Short-run and Long-run Effects of Capital Taxation on Innovation and Economic Growth," MPRA Paper 72211, University Library of Munich, Germany.
  9. Chu, Angus C. & Cozzi, Guido, 2016. "Patents vs R&D Subsidies on Income Inequality," MPRA Paper 73482, University Library of Munich, Germany.
  10. Chu, Angus C. & Cozzi, Guido & Pan, Shiyuan & Zhang, Mengbo, 2016. "Do Stronger Patents Stimulate or Stifle Innovation? The Crucial Role of Financial Development," MPRA Paper 73630, University Library of Munich, Germany.
  11. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2016. "Generalized nonparametric smoothing with mixed discrete and continuous data," LIDAM Reprints ISBA 2016020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  12. Bó, Inácio & Heller, C.-Philipp, 2016. "Strategic schools under the Boston mechanism revisited," Discussion Papers, Research Unit: Market Behavior SP II 2016-204, WZB Berlin Social Science Center.
  13. Bó, Inácio & Hakimov, Rustamdjan, 2016. "Iterative versus standard deferred acceptance: Experimental evidence," Discussion Papers, Research Unit: Market Behavior SP II 2016-209, WZB Berlin Social Science Center.
  14. Cao, Jerry & Julio, Brandon & Leng, Tiecheng & Zhou, Sili, 2016. "Political Turnover, Ownership, and Corporate Investment," RIEI Working Papers 2016-06, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration.
  15. Ruiyang Hu & Carlos E. Zarazaga, 2016. "Fiscal stabilization and the credibility of the U.S. budget sequestration spending austerity," Working Papers 1616, Federal Reserve Bank of Dallas.
  16. Li, Mengling & Zheng, Huanhuan & Chong, Terence Tai Leung & Zhang, Yang, 2016. "The Stock-Bond Comovements and Cross-Market Trading," MPRA Paper 75871, University Library of Munich, Germany.
  17. Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2016. "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper 74344, University Library of Munich, Germany.

2015

  1. Peter C. B. Phillips & Ye Chen & Jun Yu, 2015. "Limit Theory for Continuous Time Systems with Mildly Explosive Regressors," Working Papers 03-2015, Singapore Management University, School of Economics.
  2. Chu, Angus C. & Furukawa, Yuichi & Zhu, Dongming, 2015. "Growth and Cultural Preference for Education," MPRA Paper 66883, University Library of Munich, Germany.
  3. Chu, Angus C. & Liao, Chih-Hsing & Liu, Xiangbo & Zhang, Mengbo, 2015. "Indeterminacy in a Matching Model of Money with Productive Government Expenditure," MPRA Paper 67172, University Library of Munich, Germany.
  4. Chu, Angus C., 2015. "From Solow to Romer: Teaching Endogenous Technological Change in Undergraduate Economics," MPRA Paper 81972, University Library of Munich, Germany, revised Oct 2017.
  5. Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric dynamic portfolio choice with multiple conditioning variables," CeMMAP working papers 07/15, Institute for Fiscal Studies.
  6. Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric model averaging of ultra-high dimensional time series," CeMMAP working papers 62/15, Institute for Fiscal Studies.
  7. Degui Li & Junhui Qian & Su Liangjun, 2015. "Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks," Working Papers 12-2015, Singapore Management University, School of Economics.
  8. Jia Chen & Degui Li & Yingcun Xia, 2015. "New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models," Discussion Papers 15/17, Department of Economics, University of York.

2014

  1. Liang Jiang & Peter C.B. Phillips & Jun Yu, 2014. "A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market," Cowles Foundation Discussion Papers 1969, Cowles Foundation for Research in Economics, Yale University.
  2. Tao Zeng & Yong Li & Jun Yu, 2014. "Deviance Information Criterion for Comparing VAR Models," Working Papers 01-2014, Singapore Management University, School of Economics.
  3. Yong Li & Xiao-Bin Liu & Jun Yu, 2014. "A Bayesian Chi-Squared Test for Hypothesis Testing," Working Papers 03-2014, Singapore Management University, School of Economics.
  4. Andras Fulop & Jun Yu, 2014. "Bayesian Analysis of Bubbles in Asset Prices," Working Papers 04-2014, Singapore Management University, School of Economics.
  5. Liang Jiang & Xiaohu Wang & Jun Yu, 2014. "On Bias in the Estimation of Structural Break Points," Working Papers 22-2014, Singapore Management University, School of Economics.
  6. Lawrence C.Y Choo & Todd R. Kaplan, 2014. "Explaining Behavior in the "11-20” Game," Discussion Papers 1401, University of Exeter, Department of Economics.
  7. Lawrence C. Y. Choo, 2014. "Trading Participation Rights to the “Red Hat Puzzle”. An Experiment," Discussion Papers 1408, University of Exeter, Department of Economics.
  8. Choo, Lawrence C.Y, 2014. "Trading Participation Rights to the Red Hat Puzzle. Will Markets allocate the rights for performing decision tasks to the more abled players?," MPRA Paper 55569, University Library of Munich, Germany.
  9. Chu, Angus C. & Cozzi, Guido & Furukawa, Yuichi, 2014. "Labor Unions, Directed Technical Change and Cross-Country Income Inequality," MPRA Paper 58886, University Library of Munich, Germany.
  10. Chen, Kuan-Jen & Chu, Angus C. & Lai, Ching-Chong, 2014. "Home Production and Small Open Economy Business Cycles," MPRA Paper 59020, University Library of Munich, Germany.
  11. Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2014. "Specification Testing in Nonstationary Time Series Models," Discussion Papers 14/19, Department of Economics, University of York.
  12. Jia Chen & Degui Li & Hua Liang & Suojin Wang, 2014. "Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data," Discussion Papers 14/26, Department of Economics, University of York.
  13. Jia Chen & Jiti Gao, 2014. "Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 15/14, Monash University, Department of Econometrics and Business Statistics.
  14. Annie Wei & Fung Kwan, 2014. "Understanding China's Lewis Turning Point: The Role of Regional Heterogeneity," Crawford School Research Papers 1408, Crawford School of Public Policy, The Australian National University.

2013

  1. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," Cowles Foundation Discussion Papers 1914, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," Cowles Foundation Discussion Papers 1915, Cowles Foundation for Research in Economics, Yale University.
  3. Yong Bao & Aman Ullah & Yun Wang & Jun Yu, 2013. "Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes," Working Papers 02-2013, Singapore Management University, School of Economics.
  4. Xiaohu Wang & Jun Yu, 2013. "Limit Theory for an Explosive Autoregressive Process," Working Papers 08-2013, Singapore Management University, School of Economics.
  5. Angus C.Chu & Yuichi Furukawa & Lei Ji, 2013. "Patents RD subsidies and endogenous market structure in a Schumpeterian economy," Documents de Travail de l'OFCE 2013-19, Observatoire Francais des Conjonctures Economiques (OFCE).
  6. Chu, Angus C. & Cozzi, Guido & Furukawa, Yuichi, 2013. "A Simple Theory of Offshoring and Reshoring," MPRA Paper 44557, University Library of Munich, Germany, revised Feb 2013.
  7. Chu, Angus C. & Cozzi, Guido & Lai, Ching-Chong & Liao, Chih-Hsing, 2013. "Monetary Policy, R&D and Economic Growth in an Open Economy," MPRA Paper 47364, University Library of Munich, Germany.
  8. Chu, Angus C. & Cozzi, Guido & Furukawa, Yuichi, 2013. "A Schumpeterian Analysis of Monetary Policy, Innovation and North-South Technology Transfer," MPRA Paper 49533, University Library of Munich, Germany.
  9. Chu, Angus C. & Cozzi, Guido & Furukawa, Yuichi, 2013. "Inflation, Unemployment and Economic Growth in a Schumpeterian Economy," MPRA Paper 50510, University Library of Munich, Germany.
  10. Chu, Angus C. & Cozzi, Guido & Galli, Silvia, 2013. "Theory and Empirics of Stage-Dependent Intellectual Property Rights," Economics Working Paper Series 1306, University of St. Gallen, School of Economics and Political Science.
  11. Che, XiaoGang & Lee, Peter & Yang, Yibai, 2013. "The Impact of Resale on Entry in Second Price Auctions," Working Papers 2013-07, University of Sydney, School of Economics.
  12. Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim, 2013. "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," CREATES Research Papers 2013-29, Department of Economics and Business Economics, Aarhus University.
  13. Li, Degui & Simar, Leopold & Zelenyuk, Valentin, 2013. "To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression," LIDAM Discussion Papers ISBA 2013025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  14. Peter C.B. Phillips & Degui Li & Jiti Gao, 2013. "Estimating Smooth Structural Change in Cointegration Models," Cowles Foundation Discussion Papers 1910, Cowles Foundation for Research in Economics, Yale University.
  15. Degui Li & Peter C.B. Phillips & Jiti Gao, 2013. "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Cowles Foundation Discussion Papers 1929, Cowles Foundation for Research in Economics, Yale University.
  16. Jia Chen & Degui Li & Jiti Gao, 2013. "Non- and Semi-Parametric Panel Data Models: A Selective Review," Monash Econometrics and Business Statistics Working Papers 18/13, Monash University, Department of Econometrics and Business Statistics.
  17. Kunpeng Li & Degui Li & Zhongwen Lian & Cheng Hsiao, 2013. "Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors," Monash Econometrics and Business Statistics Working Papers 2/13, Monash University, Department of Econometrics and Business Statistics.
  18. Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle, 2013. "Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models," Monash Econometrics and Business Statistics Working Papers 21/13, Monash University, Department of Econometrics and Business Statistics.
  19. Aileen Lam, 2013. "Projections of future emissions and energy use from passenger cars as a result of policies in the EU with a dynamic model of technological change," 4CMR Working Paper Series 005, University of Cambridge, Department of Land Economy, Cambridge Centre for Climate Change Mitigation Research.

2012

  1. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012. "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Cowles Foundation Discussion Papers 1842, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012. "Testing for Multiple Bubbles," Cowles Foundation Discussion Papers 1843, Cowles Foundation for Research in Economics, Yale University.
  3. Andras Fulop & Junye Li & Jun Yu, 2012. "Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach," Global COE Hi-Stat Discussion Paper Series gd12-264, Institute of Economic Research, Hitotsubashi University.
  4. Andras Fulop & Junye Li & Jun Yu, 2012. "Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility," Working Papers 03-2012, Singapore Management University, School of Economics.
  5. Qiankun Zhou & Jun Yu, 2012. "Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes," Working Papers 11-2012, Singapore Management University, School of Economics.
  6. Yong Li & Jun Yu, 2012. "A New Bayesian Unit Root Test in Stochastic Volatility Models," Working Papers 14-2012, Singapore Management University, School of Economics.
  7. Yong Li & Tao Zeng & Jun Yu, 2012. "Robust Deviance Information Criterion for Latent Variable Models," Working Papers 30-2012, Singapore Management University, School of Economics.
  8. Matthew S. Yiu & Jun Yu & Lu Jin, 2012. "Detecting Bubbles in Hong Kong Residential Property Market," Working Papers 31-2012, Singapore Management University, School of Economics.
  9. Chu, Angus C. & Lai, Ching-Chong & Liao, Chih-Hsing, 2012. "Search and endogenous growth: when Romer meets Lagos and Wright," MPRA Paper 36691, University Library of Munich, Germany.
  10. Chu, Angus C. & Leung, Charles Ka Yui & TANG, C. H. Edward, 2012. "Intellectual property rights, technical progress and the volatility of economic growth," MPRA Paper 38132, University Library of Munich, Germany.
  11. Chu, Angus C. & Cozzi, Guido, 2012. "R&D and economic growth in a cash-in-advance economy," MPRA Paper 39778, University Library of Munich, Germany.
  12. Chu, Angus C. & Ji, Lei, 2012. "Monetary policy and endogenous market structure in a Schumpeterian economy," MPRA Paper 40467, University Library of Munich, Germany.
  13. Chu, Angus C. & Cozzi, Guido & Furukawa, Yuichi, 2012. "From China with love: Effects of the Chinese economy on skill-biased technical change in the US," MPRA Paper 40555, University Library of Munich, Germany.
  14. Chu, Angus C. & Furukawa, Yuichi, 2012. "Patents versus R&D subsidies in a Schumpeterian growth model with endogenous market structure," MPRA Paper 41083, University Library of Munich, Germany, revised Sep 2012.
  15. Che, XiaoGang & Yang, Yibai, 2012. "Patent Protection with a Cooperative R&D Option," Working Papers 2012-6, University of Alberta, Department of Economics.
  16. Degui Li & Oliver Linton & Zudi Lu, 2012. "A flexible semiparametric model for time series," CeMMAP working papers 28/12, Institute for Fiscal Studies.
  17. Degui Li & Dag Tjøstheim & Jiti Gao, 2012. "Nonlinear Regression with Harris Recurrent Markov Chains," Monash Econometrics and Business Statistics Working Papers 14/12, Monash University, Department of Econometrics and Business Statistics.
  18. Fung Kwan & Yanrui Wu & Shuaihe Zhuo, 2012. "Re-Examination of the Surplus Agricultural Labour in China," Economics Discussion / Working Papers 12-25, The University of Western Australia, Department of Economics.
  19. Peter O. Christensen & Zhenjiang Qin, 2012. "Information and Heterogeneous Beliefs: Cost of Capital, Trading Volume, and Investor Welfare," CREATES Research Papers 2012-22, Department of Economics and Business Economics, Aarhus University.
  20. Zhenjiang Qin, 2012. "Heterogeneous Beliefs, Public Information, and Option Markets," CREATES Research Papers 2012-23, Department of Economics and Business Economics, Aarhus University.
  21. Zhenjiang Qin, 2012. "Continuous Trading Dynamically Effectively Complete Market with Heterogeneous Beliefs," CREATES Research Papers 2012-24, Department of Economics and Business Economics, Aarhus University.

2011

  1. Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011. "Bias in Estimating Multivariate and Univariate Diffusions," Cowles Foundation Discussion Papers 1778, Cowles Foundation for Research in Economics, Yale University.
  2. Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011. "Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers 172011, Hong Kong Institute for Monetary Research.
  3. Tore Selland Kleppe & Jun Yu & Hans J. skaug, 2011. "Simulated Maximum Likelihood Estimation for Latent Diffusion Models," Working Papers 10-2011, Singapore Management University, School of Economics.
  4. Yong Li & Jun Yu, 2011. "Bayesian Hypothesis Testing in Latent Variable Models," Working Papers 11-2011, Singapore Management University, School of Economics.
  5. Ye Chen & Jun Yu, 2011. "Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models," Working Papers 12-2011, Singapore Management University, School of Economics.
  6. Xiaohu Wang & Jun Yu, 2011. "Double Asymptotics for an Explosive Continuous Time Model," Working Papers 16-2011, Singapore Management University, School of Economics.
  7. Angus C. Chu & Guido Cozzi & Silvia Galli, 2011. "Innovating Like China: a Theory of Stage-Dependent Intellectual Property Rights," Department of Economics Working Papers 2011_14, Durham University, Department of Economics.
  8. Chu, Angus C. & Furukawa, Yuichi, 2011. "Growth and Welfare Effects of Patentability and Knowledge Spillovers of Basic R&D," MPRA Paper 27813, University Library of Munich, Germany.
  9. Chu, Angus C. & Cozzi, Guido, 2011. "Cultural preference on fertility and the long-run growth effects of intellectual property rights," MPRA Paper 29059, University Library of Munich, Germany.
  10. Jia Chen & Jiti Gao & Degui Li, 2011. "Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects," Monash Econometrics and Business Statistics Working Papers 14/11, Monash University, Department of Econometrics and Business Statistics.
  11. Degui Li & Zudi Lu & Oliver Linton, 2011. "Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates," Monash Econometrics and Business Statistics Working Papers 16/11, Monash University, Department of Econometrics and Business Statistics.

2010

  1. Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Working Papers in Economics 10/05, University of Canterbury, Department of Economics and Finance.
  2. Chia-Lin Chang & Michael McAleer & Christine Lim, 2010. "Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan," Working Papers in Economics 10/40, University of Canterbury, Department of Economics and Finance.
  3. Peter C. B. Phillips & Jun Yu, 2010. "Dating the Timeline of Financial Bubbles during the Subprime Crisis," Cowles Foundation Discussion Papers 1770, Cowles Foundation for Research in Economics, Yale University.
  4. Tore Selland Kleppe & Jun Yu & Hans J. Skaug, 2010. "Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time," Working Papers 13-2010, Singapore Management University, School of Economics.
  5. Peter C.B. Phillips & Jun Yu, 2010. "A Conversation with Eric Ghysels Co-President of the Society for Financial Econometrics," Working Papers 15-2010, Singapore Management University, School of Economics.
  6. Peter C.B. Phillips & Jun Yu & Eric Ghysels, 2010. "Measurement and High Finance," Working Papers 17-2010, Singapore Management University, School of Economics.
  7. Peter C.B. Phillips & Jun Yu, 2010. "Corrigendum to “A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate"," Working Papers 18-2010, Singapore Management University, School of Economics.
  8. Jun Yu, 2010. "Simulation-based Estimation Methods for Financial Time Series Models," Working Papers 19-2010, Singapore Management University, School of Economics.
  9. Chu, Angus C. & Furukawa, Yuichi, 2010. "On the optimal mix of patent instruments," MPRA Paper 24039, University Library of Munich, Germany.
  10. Chu, Angus C. & Pan, Shiyuan, 2010. "The Escape-Infringement Effect of Blocking Patents on Innovation and Economic Growth," MPRA Paper 27233, University Library of Munich, Germany.
  11. Chu, Angus C. & Cozzi, Guido & Galli, Silvia, 2010. "Does intellectual monopoly stimulate or stifle innovation?," MPRA Paper 29061, University Library of Munich, Germany.
  12. Chu, Angus C. & Lai, Ching-Chong & Liao, Chih-Hsing, 2010. "A tale of two growth engines: The interactive effects of monetary policy and intellectual property rights," MPRA Paper 30105, University Library of Munich, Germany, revised Apr 2011.
  13. Been-Lon Chen & Angus C. Chu, 2010. "A Note on R&D Spillovers, Multiple Equilibria and Indeterminacy," IEAS Working Paper : academic research 10-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
  14. Angus C. Chu & Ching-Chong Lai, 2010. "Money and the Welfare Cost of Inflation in an R&D-Growth Model," IEAS Working Paper : academic research 10-A003, Institute of Economics, Academia Sinica, Taipei, Taiwan.
  15. Ho, Wai Hong & Yang, C. C., 2010. "Factor income taxation and growth with increasing integration of world capital markets," MPRA Paper 21565, University Library of Munich, Germany.
  16. Degui Li & Jia Chen & Jiti Gao, 2010. "Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects," School of Economics and Public Policy Working Papers 2010-08, University of Adelaide, School of Economics and Public Policy.
  17. Jia Chen & Jiti Gao & Degui Li, 2010. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," School of Economics and Public Policy Working Papers 2010-09, University of Adelaide, School of Economics and Public Policy.
  18. Jia Chen & Jiti Gao & Degui Li, 2010. "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," School of Economics and Public Policy Working Papers 2010-10, University of Adelaide, School of Economics and Public Policy.
  19. Jia Chen & Jiti Gao & Degui Li, 2010. "Estimation in Semiparametric Time Series Regression," School of Economics and Public Policy Working Papers 2010-27, University of Adelaide, School of Economics and Public Policy.
  20. Degui Li & Oliver Linton & Zudi Lu, 2010. "Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate," STICERD - Econometrics Paper Series 549, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  21. Robert Van Order & Rose Neng Lai, 2010. "Risk Taking, Securitization And The Option To Change Strategy," ERES eres2010_366, European Real Estate Society (ERES).

2009

  1. Chia-Lin Chang & Michael McAleer & Christine Lim, 2009. "Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan," CIRJE F-Series CIRJE-F-647, CIRJE, Faculty of Economics, University of Tokyo.
  2. 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 for Research in Economics, Yale University.
  3. Daniel Preve & Anders Eriksson & Jun Yu, 2009. "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Finance Working Papers 23049, East Asian Bureau of Economic Research.
  4. Shirley J. Huang & Jun Yu, 2009. "Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises," Finance Working Papers 23054, East Asian Bureau of Economic Research.
  5. Jun Yu, 2009. "Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models," Microeconomics Working Papers 23045, East Asian Bureau of Economic Research.
  6. Jun Yu, 2009. "Econometric Analysis of Continuous Time Models : A Survey of Peter Phillips’ Work and Some New Results," Microeconomics Working Papers 23046, East Asian Bureau of Economic Research.
  7. Hans J. Skaug & Jun Yu, 2009. "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers 15-2009, Singapore Management University, School of Economics.
  8. Tore Selland KLEPPE & Jun YU & Hans J. SKAUG, 2009. "Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models," Working Papers 20-2009, Singapore Management University, School of Economics.
  9. Jun YU, 2009. "Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results," Working Papers 21-2009, Singapore Management University, School of Economics.
  10. Chu, Angus C. & Lai, Ching-Chong, 2009. "Defense R&D: Effects on Economic Growth and Social Welfare," MPRA Paper 16325, University Library of Munich, Germany.
  11. Chu, Angus C., 2009. "Global poverty reduction and Pareto-improving redistribution," MPRA Paper 16809, University Library of Munich, Germany.
  12. Chu, Angus C., 2009. "Effects of Patent Length on R&D: A Quantitative DGE Analysis," MPRA Paper 16918, University Library of Munich, Germany.
  13. Chu, Angus C., 2009. "Macroeconomic Effects of Intellectual Property Rights: A Survey," MPRA Paper 17342, University Library of Munich, Germany.
  14. Chu, Angus C., 2009. "The welfare cost of one-size-fit-all patent protection," MPRA Paper 21401, University Library of Munich, Germany, revised Mar 2010.
  15. Ho, Wai-Hong & Wang, Yong, 2009. "Capital Income Taxation Revisited: The Role of Information Asymmetry in the Credit Market," MPRA Paper 17040, University Library of Munich, Germany.
  16. Jia Chen & Jiti Gao & Degui Li, 2009. "Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series," School of Economics and Public Policy Working Papers 2009-02, University of Adelaide, School of Economics and Public Policy.
  17. Jia Chen & Jiti Gao & Degui Li, 2009. "A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model," School of Economics and Public Policy Working Papers 2009-16, University of Adelaide, School of Economics and Public Policy.

2008

  1. Jun Yu, 2008. "A Semiparametric Stochastic Volatility Model," Working Papers CoFie-04-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
  2. Guang-Zhen Sun & Yew-Kwang Ng, 2008. "Finite Life Expectancy And The Age-Dependent Value Of A Statistical Life," Monash Economics Working Papers 12/08, Monash University, Department of Economics.
  3. Yan Liu & Guang???Zhen Sun, 2008. "Competition And Access Regulation In The Telecommunications Industry With Multiple Networks," Monash Economics Working Papers 25/08, Monash University, Department of Economics.
  4. Chu, Angus C., 2008. "Effects of Patent Policy on Income and Consumption Inequality in an R&D-Growth Model," MPRA Paper 10168, University Library of Munich, Germany.
  5. Chu, Angus C., 2008. "A Politico-Economic Analysis of the European Union’s R&D Policy," MPRA Paper 10329, University Library of Munich, Germany.
  6. Chu, Angus C. & Peng, Shin-Kun, 2008. "Effects of TRIPS on Growth, Welfare and Income Inequality in an R&D-Growth Model," MPRA Paper 10956, University Library of Munich, Germany.
  7. Chu, Angus C., 2008. "Nation States vs. United Empire: Effects of Political Competition on Economic Growth," MPRA Paper 8320, University Library of Munich, Germany.
  8. Ho, Wai-Hong, 2008. "Credit Market Development and Human Capital Accumulation," MPRA Paper 16760, University Library of Munich, Germany.
  9. Ho, Wai-Hong & Wang, Yong, 2008. "Asymmetric Information, Auditing Commitment and Economic Growth," MPRA Paper 17469, University Library of Munich, Germany.
  10. Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008. "Linearity and stationarity of G7 government bond returns," MPRA Paper 24836, University Library of Munich, Germany, revised 08 Sep 2010.

2007

  1. Peter C.B. Phillips & Jun Yu, 2007. "Information Loss in Volatility Measurement with Flat Price Trading," Levine's Bibliography 321307000000000805, UCLA Department of Economics.
  2. Peter C.B. Phillips & Jun Yu, 2007. "Simulation-based Estimation of Contingent-claims Prices," Cowles Foundation Discussion Papers 1596, Cowles Foundation for Research in Economics, Yale University.
  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 for Research in Economics, Yale University.
  4. Chen, Cheny & Liu, Ming-Liu & Nguyen, Hoa, 2007. "The information content of implied volatility in the Hong Kong and Singapore covered warrants markets," Working Papers aef_2007_16, Deakin University, Department of Economics.
  5. Chu, Angus C., 2007. "Optimal Patent Breadth: Quantifying the Effects of Increasing Patent Breadth," MPRA Paper 3910, University Library of Munich, Germany.
  6. Chu, Angus C., 2007. "Special Interest Politics and Intellectual Property Rights: An Economic Analysis of Strengthening Patent Protection in the Pharmaceutical Industry," MPRA Paper 4349, University Library of Munich, Germany.

2006

  1. Christian Gourieroux & Peter C. B. Phillips & Jun Yu, 2006. "Indirect Inference for Dynamic Panel Models," Cowles Foundation Discussion Papers 1550, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C. B. Phillips & Jun Yu, 2006. "A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete," Macroeconomics Working Papers 22472, East Asian Bureau of Economic Research.
  3. Manabu Asai & Michael McAleer & Jun Yu, 2006. "Multivariate Stochastic Volatility," Microeconomics Working Papers 22058, East Asian Bureau of Economic Research.
  4. Jun Yu, 2006. "Temporal Aggregation and Risk-Return Relation," Working Papers 01-2007, Singapore Management University, School of Economics.
  5. Yong He & Guang-Zhen Sun, 2006. "Income dispersion and price discrimination," Post-Print halshs-00092701, HAL.

2005

  1. Mingli Zheng & Sajid Anwar, 2005. "Rational Legal Decision-Making, Value Judgment and Efficient Precaution in Tort law," Law and Economics 0505004, University Library of Munich, Germany.
  2. MINGLI ZHENG & Robert McMillan & SAJID ANWAR, 2005. "Bidding Behavior in Competing Auctions: Evidence from eBay," Microeconomics 0505001, University Library of Munich, Germany.
  3. 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 for Research in Economics, Yale University.
  4. Peter C. B. Phillips & Jun Yu, 2005. "Comments on “A selective overview of nonparametric methods in financial econometricsâ€Â," Finance Working Papers 22469, East Asian Bureau of Economic Research.
  5. Peter C. B. Phillips & Jun Yu, 2005. "Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde," Finance Working Papers 22470, East Asian Bureau of Economic Research.
  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.
  7. 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.
  8. Guang-Zhen Sun, 2005. "A Review Of Selected Literature In The Economics Of Division Of Labor From 5th Century To Wwii: Part I," Monash Economics Working Papers 01/05, Monash University, Department of Economics.
  9. Guang-zhen Sun, 2005. "Exploiting Gossen's Second Law: A Simple Proof of the Euler Equation and the Maximum Principle," Monash Economics Working Papers 14/05, Monash University, Department of Economics.
  10. Po-Ting Liu & Guang-Zhen Sun, 2005. "International Demonstration Effect and Domestic Division of Labour: A Simple Model," Monash Economics Working Papers 17/05, Monash University, Department of Economics.

2004

  1. Jun Yu, 2004. "On leverage in a stochastic volatility model," Econometric Society 2004 Far Eastern Meetings 497, Econometric Society.
  2. Jun Yu & Renate Meyer, 2004. "Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison," Working Papers 23-2004, Singapore Management University, School of Economics.
  3. 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.
  4. Huang Weihong & Zhang Yang, 2004. "Estimating Structural Change in Linear Simultaneous Equations," Econometric Society 2004 Australasian Meetings 110, Econometric Society.

2003

  1. Christine Lim & Michael McAleer, 2003. "Ecologically Sustainable Tourism Management," CIRJE F-Series CIRJE-F-206, CIRJE, Faculty of Economics, University of Tokyo.
  2. Christine Lim & Michael McAleer, 2003. "Modelling International Travel Demand from Singapore to Australia," CIRJE F-Series CIRJE-F-214, CIRJE, Faculty of Economics, University of Tokyo.
  3. Mingli Zheng, 2003. "Liability Rules and Evolutionay Dynamics," Law and Economics 0312001, University Library of Munich, Germany.

2002

  1. Yu, Jun, 2002. "MCMC Methods for Estimating Stochastic Volatility Models with Liverage Effects: Comments on Jacquier, Polson and Rossi (2002)," Working Papers 138, Department of Economics, The University of Auckland.
  2. Berg, Andreas & Meyer, Renate & Yu, Jun, 2002. "Deviance Information Criterion as a Model Comparison Criterion for Stochastic Volatility Models," Working Papers 178, Department of Economics, The University of Auckland.
  3. Tse, Y.K. & Zhang, Bill & Yu, Jun, 2002. "Estimation of Hyperbolic Diffusion using MCMC Method," Working Papers 182, Department of Economics, The University of Auckland.
  4. Yu, Jun & Phillips, Peter, 2002. "Jacknifing Bond Option Prices," Working Papers 187, Department of Economics, The University of Auckland.
  5. Yu, Jun & Yang, Zhenlin, 2002. "A Class of Nonlinear Stochastic Volatility Models," Working Papers 203, Department of Economics, The University of Auckland.
  6. 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.
  7. Gary K.K. Wong & Keith R. McLaren, 2002. "Regular and Estimable Inverse Demand Systems: A Distance Function Approach," Monash Econometrics and Business Statistics Working Papers 6/02, Monash University, Department of Econometrics and Business Statistics.

2001

  1. Christine Lim & Michael McAleer, 2001. "Modelling the Determinants of International Tourism Demand to Australia," ISER Discussion Paper 0532, Institute of Social and Economic Research, The University of Osaka.
  2. Christine Lim & Michael McAleer, 2001. "Time Series Forecasts of International Tourism Demand for Australia," ISER Discussion Paper 0533, Institute of Social and Economic Research, The University of Osaka.
  3. Bluhm, Hagen & Yu, Jun, 2001. "Forecasting Volatility:Evidence from the German Stock Market," Working Papers 217, Department of Economics, The University of Auckland.
  4. 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 for Research in Economics, Yale University.
  5. Yu CHEN, 2001. "Politique commerciale et croissance de la PGF : le cas des provinces chinoises," Working Papers 200116, CERDI.

2000

  1. Phillips, Peter & Yu, Jun, 2000. "Exact Gaussian Estimation of Continuous Time Models of The Term Structure of Interest Rates Rankings of Economics Departments in New Zealand," Working Papers 161, Department of Economics, The University of Auckland.
  2. Meyer, Renate & Yu, Jun, 2000. "BUGS for a Bayesian Analysis of Stochastic Volatility Models," Working Papers 206, Department of Economics, The University of Auckland.

1999

  1. Yu, Jun, 1999. "Estimation of a Self-Exciting Poisson Jump Diffusion Model by the Empirical Characteristic Function Method," Working Papers 168, Department of Economics, The University of Auckland.
  2. Yu, Jun, 1999. "Forecasting Volatility in the New Zealand Stock Market," Working Papers 175, Department of Economics, The University of Auckland.
  3. Shao, Qi-Man & Yu, Hao & Yu, Jun, 1999. "A Test Statistic and Its Application in Modelling Daily Stock Returns," Working Papers 192, Department of Economics, The University of Auckland.
  4. Knight, John & Satchell, Stephen & Yu, Jun, 1999. "Efficient Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method," Working Papers 205, Department of Economics, The University of Auckland.
  5. Knight, John & Yu, Jun, 1999. "Empirical Characteristic Function in Time Series Estimation," Working Papers 220, Department of Economics, The University of Auckland.
  6. Bandyopadhyay, Debasis & Yu, Jun, 1999. "Do Topics Diffuse from Core to Periphery Journals?," Working Papers 222, Department of Economics, The University of Auckland.
  7. Guangzhen Sun & Xiaokai Yang & Shuntian Yao, 1999. "Theoretical Foundation of Economic Development Based on Networking Decisions in the Competitive Market," CID Working Papers 16A, Center for International Development at Harvard University.

1998

  1. Sun, G. & Yang, X., 1998. "Evolution in Division of Labor, Urbanization, and Land Price Differentials between the Urban and Rural Areas," Papers 639, Harvard - Institute for International Development.

Undated

  1. Peter C.B.Phillips & Jun Yu, "undated". "Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data," Working Papers CoFie-05-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.

Journal articles

Undated material is listed at the end

2025

  1. Shuping Shi & Xiaobin Liu & Jun Yu, 2025. "Fractional stochastic volatility model," Journal of Time Series Analysis, Wiley Blackwell, vol. 46(2), pages 378-397, March.
  2. Chu, Angus C., 2025. "Human brain evolution in a Malthusian economy," Macroeconomic Dynamics, Cambridge University Press, vol. 29, pages 1-1, January.
  3. Chu, Angus C. & Liao, Chih-Hsing, 2025. "Optimal patent policy and wealth inequality in a Schumpeterian economy," Journal of Macroeconomics, Elsevier, vol. 83(C).
  4. Ru, Hong & Yang, Endong & Zou, Kunru, 2025. "Early-life experience and CEOs’ reactions to COVID-19," Journal of Accounting and Economics, Elsevier, vol. 79(1).
  5. Chemmanur, Thomas J. & Shen, Yao & Xie, Jing, 2025. "Unlocking strategic alliances: The role of common institutional blockholders in promoting collaboration and trust," Journal of Financial Stability, Elsevier, vol. 76(C).
  6. Shiyang Huang & Wenxi Jiang & Xiaoxi Liu & Xin Liu, 2025. "Does Liquidity Management Induce Fragility in Treasury Prices? Evidence from Bond Mutual Funds," The Review of Financial Studies, Society for Financial Studies, vol. 38(2), pages 337-380.

2024

  1. Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2024. "Robust testing for explosive behavior with strongly dependent errors," Journal of Econometrics, Elsevier, vol. 238(2).
  2. Shi, Shuping & Yu, Jun & Zhang, Chen, 2024. "On the spectral density of fractional Ornstein–Uhlenbeck processes," Journal of Econometrics, Elsevier, vol. 245(1).
  3. Xiaohu Wang & Jun Yu & Chen Zhang, 2024. "On the optimal forecast with the fractional Brownian motion," Quantitative Finance, Taylor & Francis Journals, vol. 24(2), pages 337-346, January.
  4. Ewerhart, Christian & Sun, Guang-Zhen, 2024. "The n-player Hirshleifer contest," Games and Economic Behavior, Elsevier, vol. 143(C), pages 300-320.
  5. Guang-Zhen Sun, 2024. "Yew-Kwang Ng The Utilitarian: An Appreciation," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(05), pages 1617-1627, September.
  6. Chu, Angus C. & Xu, Rongxin, 2024. "From Neolithic Revolution to industrialization," Macroeconomic Dynamics, Cambridge University Press, vol. 28(3), pages 699-717, April.
  7. Chu, Angus C. & Liao, Chih-Hsing & Xu, Rongxin & Chen, Ping-Ho, 2024. "Dynamic effects of tourism shocks on innovation in an open-economy Schumpeterian growth model," Economic Modelling, Elsevier, vol. 131(C).
  8. Chu, Angus C. & Peretto, Pietro F. & Furukawa, Yuichi, 2024. "Political fragmentation versus a unified empire in a Malthusian economy," Journal of Economic Behavior & Organization, Elsevier, vol. 222(C), pages 284-293.
  9. Hu, Ruiyang & Wang, Jian & Yang, Yibai & Zheng, Zhijie, 2024. "Inflation and income inequality in an open-economy growth model with liquidity constraints on R&D," Journal of International Money and Finance, Elsevier, vol. 147(C).
  10. Song, Wei & Yang, Yibai, 2024. "Monetary policy in a Schumpeterian economy with endogenous fertility and human capital accumulation," Journal of Macroeconomics, Elsevier, vol. 80(C).
  11. Rongxin Xu & Yibai Yang & Zhijie Zheng, 2024. "Intellectual property rights, taxation, and firms’ innovation: theory and evidence from China," Journal of Economics, Springer, vol. 142(1), pages 81-109, June.
  12. Michael Klein & Yibai Yang, 2024. "Blocking Patents, Rent Protection and Economic Growth"," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 52, pages 1-20, April.
  13. Tao Chen & Robert K. Larson & Han Mo, 2024. "Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 25(1), pages 92-110, January.
  14. Li, Degui, 2024. "Estimation of Large Dynamic Covariance Matrices: A Selective Review," Econometrics and Statistics, Elsevier, vol. 29(C), pages 16-30.
  15. Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2024. "Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1026-1040, July.
  16. Rodrigo Zeidan & Silvio Luiz de Almeida & Inácio Bó & Neil Lewis, 2024. "Racial and income‐based affirmative action in higher education admissions: Lessons from the Brazilian experience," Journal of Economic Surveys, Wiley Blackwell, vol. 38(3), pages 956-972, July.
  17. Bó, Inácio & Chen, Li & Hakimov, Rustamdjan, 2024. "Strategic responses to personalized pricing and demand for privacy: An experiment," Games and Economic Behavior, Elsevier, vol. 148(C), pages 487-516.
  18. Inácio Bó & Rustamdjan Hakimov, 2024. "Pick-an-Object Mechanisms," Management Science, INFORMS, vol. 70(7), pages 4693-4721, July.
  19. Inácio Bó & Jörgen Kratz & Makoto Shimoji, 2024. "Generalized cumulative offer processes," Review of Economic Design, Springer;Society for Economic Design, vol. 28(3), pages 573-591, September.
  20. Zhi Da & Ke Tang & Yubo Tao & Liyan Yang, 2024. "Financialization and Commodity Markets Serial Dependence," Management Science, INFORMS, vol. 70(4), pages 2122-2143, April.
  21. Li Guo & Wolfgang Karl Härdle & Yubo Tao, 2024. "A Time-Varying Network for Cryptocurrencies," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 437-456, April.
  22. Li, Zhiyuan & Lin, Wenlian & Zhou, Sili, 2024. "The effect of mandatory CSR disclosure on stock liquidity," China Economic Review, Elsevier, vol. 87(C).
  23. Bailey, Warren B. & Cao, Xiaping & Yang, Zhenyi & Zhou, Sili, 2024. "Who leads and who follows? The cross-border peer effect in investment by Chinese and US firms," Journal of International Economics, Elsevier, vol. 147(C).
  24. Lin, Wenlian & Cao, Jerry & Zhou, Sili & Li, Yong, 2024. "Political affinity, multilateralism, and foreign direct investment worldwide," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 94(C).
  25. Guojie Li & Sili Zhou & Ganran Deng & Shuang Zheng & Fengguang He & Zhende Cui & Ye Dai & Ling Li & Bin Yan & Shuangmei Qin & Xilin Wang & Pinlan Chen & Zehua Liu, 2024. "Research Progress on Mechanization Technology and Equipment for Cassava Field Production," Agriculture, MDPI, vol. 14(11), pages 1-24, October.
  26. Deng, Shanglyu & Fu, Qiang & Wu, Zenan & Zhu, Yuxuan, 2024. "Contests with sequential entry and incomplete information," Theoretical Economics, Econometric Society, vol. 19(2), May.
  27. Li, Zongyuan & Lai, Rose Neng, 2024. "Are “too big to fail” banks just different in size? – A study on systemic risk and stand-alone risk," International Review of Financial Analysis, Elsevier, vol. 93(C).
  28. Liu, Nian & Qian, Yihe & Gu, Xinhua & Li, Guoqiang, 2024. "Digital technology, e-commerce, and economic inequality: The case of China," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 259-271.
  29. Dong, Liang & Yu, Bo & Qin, Zhenjiang & Lam, Keith S.K., 2024. "Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach," Research in International Business and Finance, Elsevier, vol. 69(C).
  30. Zhenzhong Zhang & Xiaofeng Wang & Jinying Tong & Tiandao Zhou & Zhenjiang Qin, 2024. "Some explicit expressions for GBM with Markovian switching and parameter estimations," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 53(3), pages 1091-1121, February.
  31. Chang, Xin & Chen, Yangyang & Fu, Kangkang & Yang, Endong, 2024. "Institutional investor horizons, information environment, and firm financing decisions," Journal of Contemporary Accounting and Economics, Elsevier, vol. 20(1).
  32. Chang, Yuyuan & Foss, Nicolai J. & Li, Shuping & Xie, Jing, 2024. "Compensation peer effects of corporate social responsibility," Journal of Corporate Finance, Elsevier, vol. 89(C).

2023

  1. Yu Jiang & Adrian C. H. Lei, 2023. "Security Analysts’ Site Visits and Stock Price Synchronicity," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 32(4), pages 195-219, November.
  2. Wang, Xiaohu & Xiao, Weilin & Yu, Jun, 2023. "Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process," Journal of Econometrics, Elsevier, vol. 232(2), pages 389-415.
  3. Li, Yong & Wang, Nianling & Yu, Jun, 2023. "Improved marginal likelihood estimation via power posteriors and importance sampling," Journal of Econometrics, Elsevier, vol. 234(1), pages 28-52.
  4. Shuping Shi & Jun Yu, 2023. "Volatility Puzzle: Long Memory or Antipersistency," Management Science, INFORMS, vol. 69(7), pages 3861-3883, July.
  5. Xiaohu Wang & Jun Yu, 2023. "Bubble testing under polynomial trends," The Econometrics Journal, Royal Economic Society, vol. 26(1), pages 25-44.
  6. Peter C. B. Phillips & Jun Yu, 2023. "Information loss in volatility measurement with flat price trading," Empirical Economics, Springer, vol. 64(6), pages 2957-2999, June.
  7. Xiaohu Wang & Jun Yu, 2023. "Latent local-to-unity models," Econometric Reviews, Taylor & Francis Journals, vol. 42(7), pages 586-611, August.
  8. Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2023. "A Panel Clustering Approach To Analyzing Bubble Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(4), pages 1347-1395, November.
  9. Ming-Hua Liu & Shaohua Tian & Yang Zhang, 2023. "CEO marital status and corporate tax planning behavior," Review of Quantitative Finance and Accounting, Springer, vol. 61(4), pages 1207-1242, November.
  10. Ming-Hua Liu & Dimitris Margaritis & Yang Zhang, 2023. "The impact of regulation on credit card market competition: evidence from Australia," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(3), pages 669-689, September.
  11. Zhang, Chu & Zhao, Shen, 2023. "The macroeconomic announcement premium and information environment," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 55-73.
  12. Chen, Ping-Ho & Chu, Angus C. & Chu, Hsun & Lai, Ching-Chong, 2023. "Optimal capital taxation in an economy with innovation-driven growth," Macroeconomic Dynamics, Cambridge University Press, vol. 27(3), pages 635-668, April.
  13. Chu, Angus C. & Cozzi, Guido & Furukawa, Yuichi & Liao, Chih-Hsing, 2023. "Should the government subsidize innovation or automation?," Macroeconomic Dynamics, Cambridge University Press, vol. 27(4), pages 1059-1088, June.
  14. Chu, Angus C. & Kou, Zonglai & Wang, Xilin, 2023. "Class struggle in a Schumpeterian economy," China Economic Review, Elsevier, vol. 82(C).
  15. Chu, Angus C. & Peretto, Pietro F., 2023. "Innovation and inequality from stagnation to growth," European Economic Review, Elsevier, vol. 160(C).
  16. Chu, Angus C. & Peretto, Pietro & Xu, Rongxin, 2023. "Export-led takeoff in a Schumpeterian economy," Journal of International Economics, Elsevier, vol. 145(C).
  17. Angus C. Chu, 2023. "Natural selection and Neanderthal extinction in a Malthusian economy," Journal of Population Economics, Springer;European Society for Population Economics, vol. 36(3), pages 1641-1656, July.
  18. Ruiyang Hu & Yibai Yang & Zhijie Zheng, 2023. "Effects of subsidies on growth and welfare in a quality‐ladder model with elastic labor," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 25(5), pages 1096-1137, October.
  19. Hu, Ruiyang & Yang, Yibai & Zheng, Zhijie, 2023. "Patent protection and income inequality in a model with two growth engines," Economic Modelling, Elsevier, vol. 123(C).
  20. Chang, Juin-Jen & Huang, Chien-Yu & Wong, Chun Yee & Yang, Yibai, 2023. "Environmental regulation stringency and allocation between R&D and physical capital: A two-engine growth model," Journal of Economic Behavior & Organization, Elsevier, vol. 216(C), pages 733-753.
  21. Chien‐Yu Huang & Youchang Wu & Yibai Yang & Zhijie Zheng, 2023. "Monetary Policy in a Schumpeterian Growth Model with Vertical R&D Sectors," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1569-1607, September.
  22. Chen, Tao, 2023. "Common auditors and internal control similarity: Evidence from China," The British Accounting Review, Elsevier, vol. 55(2).
  23. Sun, Qian & Cheng, Xiaoke & Gao, Shenghao & Chen, Tao & Liu, Jia, 2023. "Sunshine-induced mood and SEO pricing: Evidence from detailed investor bids in SEO auctions," Journal of Corporate Finance, Elsevier, vol. 80(C).
  24. Guo, Fei & Kit-Ming Yan, Isabel & Chen, Tao & Hu, Chun-Tien, 2023. "Fiscal multipliers, monetary efficacy, and hand-to-mouth households," Journal of International Money and Finance, Elsevier, vol. 130(C).
  25. Liu, Baohua & Huang, Dan & Chen, Tao & Chan, Kam C., 2023. "Mandatory R&D disclosure and analyst forecast Accuracy: Evidence from an emerging market," Journal of Contemporary Accounting and Economics, Elsevier, vol. 19(3).
  26. Tao Chen, 2023. "Algorithmic Trading and Post-Earnings-Announcement Drift: A Cross-Country Study," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 58(01), pages 1-38, March.
  27. Yu-Ning Li & Degui Li & Piotr Fryzlewicz, 2023. "Detection of Multiple Structural Breaks in Large Covariance Matrices," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 846-861, July.
  28. Sha Yin & Xinjun Yang & Jia Chen, 2023. "Response and Adaptation of Farmers’ Livelihood Transformation under the Background of Rural Transformation: Evidence from the Qinling Mountains, China," Sustainability, MDPI, vol. 15(17), pages 1-19, August.
  29. Mustafa Oğuz Afacan & Inácio Bó & Bertan Turhan, 2023. "Assignment maximization," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 25(1), pages 123-138, February.
  30. Mengjiao Chen & Jinjuan Ren & Jingying Zhao, 2023. "The impact of corporate culture on stock price crash risk: a firm-level analysis," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, vol. 32(1), pages 1-18, November.
  31. Tan, Xilong & Tao, Yubo, 2023. "Trend-based forecast of cryptocurrency returns," Economic Modelling, Elsevier, vol. 124(C).
  32. Jiang, Liang & Phillips, Peter C.B. & Tao, Yubo & Zhang, Yichong, 2023. "Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations," Journal of Econometrics, Elsevier, vol. 234(2), pages 758-776.
  33. Wang, Yuchen & Cao, Xiaping & Wang, Xiaoming & Zhou, Sili, 2023. "Does price limit improve price discovery? Evidence from IPO market in a quasi-natural experiment," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
  34. Chang Ma & John Rogers & Sili Zhou, 2023. "Modern Pandemics: Recession and Recovery," Journal of the European Economic Association, European Economic Association, vol. 21(5), pages 2098-2130.
  35. David I. Harvey & Stephen J. Leybourne & Yang Zu, 2023. "Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(2), pages 181-205, March.
  36. Sam Astill & David I Harvey & Stephen J Leybourne & A M Robert Taylor & Yang Zu, 2023. "CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 21(1), pages 187-227.
  37. Deng, Shanglyu, 2023. "Speculation in procurement auctions," Journal of Economic Theory, Elsevier, vol. 212(C).
  38. Graeme Newell & Muhammad Jufri Marzuki & Martin Hoesli & Rose Neng Lai, 2023. "The performance of non-listed opportunity real estate funds in China," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 41(6), pages 583-600, February.
  39. Stanley Iat Meng Ko & Rose Neng Lai & Zhenjiang Qin, 2023. "Social Network Matters: Capital Structure Risk Control on REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 66(3), pages 709-742, April.
  40. Yang, Fiona X. & Li, Leona Shao-Zhi & Yang, Gongyan & Yuan, Jia, 2023. "Political ideological distance and tourism demand: The cultural–political interplay," Annals of Tourism Research, Elsevier, vol. 98(C).
  41. Cui, Chuantao & Li, Leona Shao-Zhi, 2023. "Trade policy uncertainty and new firm entry: Evidence from China," Journal of Development Economics, Elsevier, vol. 163(C).
  42. C. S. Agnes Cheng & Xiaohui (Fiona) Li & Jing Xie & Yuxiang Zhong, 2023. "Accounting conservatism and common ownership by dedicated institutional blockholders," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(9-10), pages 1943-1983, October.
  43. Chemmanur, Thomas J. & Shen, Yao & Xie, Jing, 2023. "Innovation beyond firm boundaries: Strategic alliances and corporate innovation," Journal of Corporate Finance, Elsevier, vol. 80(C).
  44. Sun, Zeyu & Li, Xiaohui & Xie, Jing & Cheng, C.S., 2023. "How does dividend payout affect corporate social responsibility? A channel analysis," Journal of Financial Stability, Elsevier, vol. 68(C).
  45. Agnes Cheng, C.S. & Xie, Jing & Zhong, Yuxiang, 2023. "Common institutional blockholders and tail risk," Journal of Banking & Finance, Elsevier, vol. 148(C).
  46. Fai Lim Loi & Jean Jinghan Chen & Zhuo Qiao, 2023. "CEO cultural background and corporate cash holdings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(S1), pages 1069-1100, April.
  47. Zhuo Qiao & Zhaohua Li & Yanzhi Wang, 2023. "Air pollution and innovation-evidence from quasi-natural experiment of China’s Huai River policy," Review of Quantitative Finance and Accounting, Springer, vol. 60(2), pages 425-443, February.

2022

  1. Liu, Xiaobin & Li, Yong & Yu, Jun & Zeng, Tao, 2022. "Posterior-based Wald-type statistics for hypothesis testing," Journal of Econometrics, Elsevier, vol. 230(1), pages 83-113.
  2. Yue Qiu & Tian Xie & Jun Yu & Qiankun Zhou, 2022. "Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks [Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts]," Journal of Financial Econometrics, Oxford University Press, vol. 20(1), pages 160-186.
  3. Yiu Lim Lui & Weilin Xiao & Jun Yu, 2022. "The Grid Bootstrap for Continuous Time Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1390-1402, June.
  4. Choo, Lawrence & Zhou, Xiaoyu, 2022. "Can market selection reduce anomalous behaviour in games?," European Economic Review, Elsevier, vol. 141(C).
  5. Castillo, Geoffrey & Choo, Lawrence & Grimm, Veronika, 2022. "Are groups always more dishonest than individuals? The case of salient negative externalities," Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 598-611.
  6. Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2022. "Manipulation and (Mis)trust in Prediction Markets," Management Science, INFORMS, vol. 68(9), pages 6716-6732, September.
  7. Jingya Li & Zongyuan Li & Ming-Hua Liu, 2022. "Bank competition, interest rate pass-through and the impact of the global financial crisis: evidence from Hong Kong and Macao," China Finance Review International, Emerald Group Publishing Limited, vol. 12(4), pages 646-666, February.
  8. Jingya Li & Ming-Hua Liu & Keshab Shrestha, 2022. "Does the conventional money market overnight rate influence the investment rate of Islamic deposits? Evidence from Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 16(3), pages 647-668, November.
  9. Angus C. Chu, 2022. "Inflation, innovation, and growth: A survey," Bulletin of Economic Research, Wiley Blackwell, vol. 74(3), pages 863-878, July.
  10. Angus C. Chu, 2022. "Patent policy and economic growth: A survey," Manchester School, University of Manchester, vol. 90(2), pages 237-254, March.
  11. Chu, Angus C. & Wang, Xilin, 2022. "Effects Of R&D Subsidies In A Hybrid Model Of Endogenous Growth And Semi-Endogenous Growth," Macroeconomic Dynamics, Cambridge University Press, vol. 26(3), pages 813-832, April.
  12. Chu, Angus C. & Peretto, Pietro F. & Wang, Xilin, 2022. "Agricultural revolution and industrialization," Journal of Development Economics, Elsevier, vol. 158(C).
  13. Chu, Angus C. & Kou, Zonglai & Wang, Xilin, 2022. "An economic analysis of political meritocracy," Economic Modelling, Elsevier, vol. 106(C).
  14. Chu, Angus C. & Kou, Zonglai & Wang, Xilin, 2022. "Culture and stages of economic development," Economics Letters, Elsevier, vol. 210(C).
  15. Chu, Angus C. & Furukawa, Yuichi & Wang, Xilin, 2022. "Rent-seeking government and endogenous takeoff in a Schumpeterian economy," Journal of Macroeconomics, Elsevier, vol. 72(C).
  16. Chan, Ying Tung & Yang, Yibai & Zheng, Zhijie, 2022. "Effects of R&D policy on income inequality in a growth model with heterogeneous assets and skills," Economics Letters, Elsevier, vol. 213(C).
  17. Tao Chen & Andreas Karathanasopoulos, 2022. "Do Heterogeneous Beliefs Matter to Post‐announcement Informed Trading?," Abacus, Accounting Foundation, University of Sydney, vol. 58(4), pages 714-741, December.
  18. Kam C. Chan & Tao Chen & Baohua Liu & Junfeng Wu, 2022. "Air pollution and CEO compensation: Evidence from China," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 31(2), pages 448-469, April.
  19. Tao Chen & Kam C. Chan & Haodong Chang, 2022. "Periodicity of trading activity in foreign exchange markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(2), pages 445-465, June.
  20. Tao Chen, 2022. "Are individuals informed in global markets?," Empirical Economics, Springer, vol. 63(1), pages 243-263, July.
  21. Tao Chen, 2022. "A cross‐country study on informed herding," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4336-4349, October.
  22. Tao Chen, 2022. "Delayed informed trades and opinion divergence: Evidence from earnings releases," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4556-4574, October.
  23. Tao Chen, 2022. "Investor Protection and Post-Disclosure Disagreement: International Evidence," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 57(03), pages 1-28, September.
  24. Yi Jiang & Tingting Que & Miaomiao Yu, 2022. "Price asymmetries in the US airline industry," The Financial Review, Eastern Finance Association, vol. 57(4), pages 793-814, November.
  25. Chen, Jia & Shin, Yongcheol & Zheng, Chaowen, 2022. "Estimation and inference in heterogeneous spatial panels with a multifactor error structure," Journal of Econometrics, Elsevier, vol. 229(1), pages 55-79.
  26. Bó, Inácio & Hakimov, Rustamdjan, 2022. "The iterative deferred acceptance mechanism," Games and Economic Behavior, Elsevier, vol. 135(C), pages 411-433.
  27. Afacan, Mustafa Oğuz & Bó, Inácio, 2022. "Strategy-proof popular mechanisms," Journal of Mathematical Economics, Elsevier, vol. 102(C).
  28. Chen, Rui & Ren, Jinjuan, 2022. "Do AI-powered mutual funds perform better?," Finance Research Letters, Elsevier, vol. 47(PA).
  29. Chui, Peter M.W. & Fong, Lawrence Hoc Nang & Ren, Jinjuan & Tam, Lewis H.K., 2022. "Anchoring effects in repeated auctions of homogeneous objects: Evidence from Macao," Journal of Economic Psychology, Elsevier, vol. 90(C).
  30. Cao, Jerry & Wang, Hanyang & Zhou, Sili, 2022. "Soft activism and corporate dividend policy: Evidence from institutional investors site visits," Journal of Corporate Finance, Elsevier, vol. 75(C).
  31. Liu, Zihua & Zhou, Sili, 2022. "Political favoritism towards resource allocation: Evidence of grants by natural science foundation in China," Emerging Markets Review, Elsevier, vol. 51(PA).
  32. Sun, Feifan & Yin, Chen & Zhou, Sili & Zhu, Zijing, 2022. "IPO underpricing and mutual fund allocation: New evidence from registration system," International Review of Financial Analysis, Elsevier, vol. 84(C).
  33. H. Peter Boswijk & Yang Zu, 2022. "Adaptive Testing for Cointegration With Nonstationary Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 744-755, April.
  34. Zongyuan Li & Rose Neng Lai, 2022. "Interbank borrowing and bank liquidity risk," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(1), pages 53-91, March.
  35. Martin Hoesli & Graeme Newell & Muhammad Jufri Bin Marzuki & Rose Neng Lai, 2022. "The Performance and Diversification Potential of Non-Listed Value-Add Real Estate Funds in Japan," JRFM, MDPI, vol. 15(5), pages 1-16, April.
  36. Allen, Franklin & Qian, Meijun & Xie, Jing, 2022. "Implicit benefits and financing," Journal of Financial Intermediation, Elsevier, vol. 52(C).
  37. Qiao, Zhuo & Wang, Yan & Lam, Keith S.K., 2022. "New evidence on Bayesian tests of global factor pricing models," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 160-172.
  38. Fai Lim Loi & Zhuo Qiao, 2022. "The Effects of a Structural Reform on Corporate Outcomes in China: A Generalized Propensity Score Matching Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(6), pages 1590-1601, May.
  39. Ephraim Clark & Zhuo Qiao, 2022. "Stock exchange efficiency and convergence: international evidence," Annals of Operations Research, Springer, vol. 313(2), pages 855-875, June.

2021

  1. Yiu Lim Lui & Weilin Xiao & Jun Yu, 2021. "Mildly Explosive Autoregression with Anti‐persistent Errors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 518-539, April.
  2. Lipeng Chen & Liang Jiang & Sock-Yong Phang & Jun Yu, 2021. "Housing equity and household consumption in retirement: evidence from the Singapore Life Panel©," New Zealand Economic Papers, Taylor & Francis Journals, vol. 55(1), pages 124-140, January.
  3. Chakravarty, Surajeet & Choo, Lawrence & Fonseca, Miguel A. & Kaplan, Todd R., 2021. "Should regulators always be transparent? a bank run experiment," European Economic Review, Elsevier, vol. 136(C).
  4. Ming-Hua Liu & Tianyun Liu & Keshab Shrestha & Yang Zhang, 2021. "The impact of financial regulation on the stickiness of credit card lending rate: evidence from the USA," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1195-1213, November.
  5. Kiki Choi & Ming-Hua Liu & Yang Zhang, 2021. "The Relationship between Refined Retail Oil Prices and Crude Oil Prices: A Tale of Three Cities in the Greater Bay Area of China," Chinese Economy, Taylor & Francis Journals, vol. 54(3), pages 157-175, May.
  6. Sun Guang-Zhen, 2021. "Ssu-ma Ch’ien on Good Government," Man and the Economy, De Gruyter, vol. 8(2), pages 169-170, December.
  7. Angus C. Chu & Haichao Fan & Yuichi Furukawa & Zonglai Kou & Xueyue Liu, 2021. "Minimum Wages, Import Status, And Firms' Innovation: Theory And Evidence From China," Economic Inquiry, Western Economic Association International, vol. 59(1), pages 441-458, January.
  8. Angus C. Chu & Guido Cozzi & Haichao Fan & Yuichi Furukawa, 2021. "Inflation, Unemployment, and Economic Growth in a Schumpeterian Economy," Scandinavian Journal of Economics, Wiley Blackwell, vol. 123(3), pages 874-909, July.
  9. Chu, Angus C. & Liao, Chih-Hsing & Liu, Xiangbo & Zhang, Mengbo, 2021. "Indeterminacy in a matching model of money with productive government expenditure," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 497-516.
  10. Angus C. Chu & Yuichi Furukawa & Sushanta Mallick & Pietro Peretto & Xilin Wang, 2021. "Dynamic effects of patent policy on innovation and inequality in a Schumpeterian economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1429-1465, June.
  11. Yang, Yibai, 2021. "Welfare Effects Of Patent Protection In A Growth Model With R&D And Capital Accumulation," Macroeconomic Dynamics, Cambridge University Press, vol. 25(2), pages 579-602, March.
  12. Zheng, Zhijie & Huang, Chien-Yu & Yang, Yibai, 2021. "Inflation And Growth: A Non-Monotonic Relationship In An Innovation-Driven Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 25(5), pages 1199-1226, July.
  13. Hu, Ruiyang & Yang, Yibai & Zheng, Zhijie, 2021. "Inflation, endogenous quality increment, and economic growth," Mathematical Social Sciences, Elsevier, vol. 114(C), pages 72-86.
  14. Tao Chen, 2021. "Round‐number biases on trading time: Evidence from international markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(3), pages 469-495, September.
  15. Tan, Jianhua & Chen, Tao & Zhang, Peng & Chan, Kam C., 2021. "Environmental rule enforcement and cash holdings: Evidence from a natural experiment," Economic Modelling, Elsevier, vol. 103(C).
  16. Chen, Tao, 2021. "Informed trading and earnings announcement driven disagreement in global markets," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 43(C).
  17. Tao Chen, 2021. "Does Country Matter to Investor Herding? Evidence from an Intraday Analysis," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(1), pages 56-64, January.
  18. Tao Chen & Erin P. K. So & Isabel K. M. Yan, 2021. "Are crises sentimental?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 962-985, January.
  19. Degui Li & Peter M. Robinson & Han Lin Shang, 2021. "Local Whittle estimation of long‐range dependence for functional time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(5-6), pages 685-695, September.
  20. Wang, Hanchao & Peng, Bin & Li, Degui & Leng, Chenlei, 2021. "Nonparametric estimation of large covariance matrices with conditional sparsity," Journal of Econometrics, Elsevier, vol. 223(1), pages 53-72.
  21. Bravo, Francesco & Li, Degui & Tjøstheim, Dag, 2021. "Robust nonlinear regression estimation in null recurrent time series," Journal of Econometrics, Elsevier, vol. 224(2), pages 416-438.
  22. Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2021. "Nonparametric homogeneity pursuit in functional-coefficient models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 33(3-4), pages 387-416, October.
  23. Degui Li & Qi Li & Zheng Li, 2021. "Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 741-756, July.
  24. Orhan Aygün & Inácio Bó, 2021. "College Admission with Multidimensional Privileges: The Brazilian Affirmative Action Case," American Economic Journal: Microeconomics, American Economic Association, vol. 13(3), pages 1-28, August.
  25. Inácio Bó & Chiu Yu Ko, 2021. "Competitive screening and information transmission," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 23(3), pages 407-437, June.
  26. Abizada, Azar & Bó, Inácio, 2021. "Hiring from a pool of workers," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 576-591.
  27. Liu, Chenxi & Yap, Nelson & Yin, Chen & Zhou, Sili, 2021. "The effect of sovereign wealth funds on corporations: Evidence of cash policies in Singapore," Research in International Business and Finance, Elsevier, vol. 56(C).
  28. Kim, H. Youn & Mclaren, Keith R. & Wong, K. K. Gary, 2021. "Consumer Demand, Consumption, And Asset Pricing: An Integrated Analysis With Intertemporal Two-Stage Budgeting," Macroeconomic Dynamics, Cambridge University Press, vol. 25(2), pages 379-425, March.
  29. Deng, Shanglyu & Fu, Qiang & Wu, Zenan, 2021. "Optimally biased Tullock contests," Journal of Mathematical Economics, Elsevier, vol. 92(C), pages 10-21.
  30. Zongyuan Li & Rose Neng Lai, 2021. "Not All Bank Liquidity Creation Boosts Prices-The Case of the US Housing Market," International Real Estate Review, Global Social Science Institute, vol. 24(1), pages 19-58.
  31. Rose Neng Lai & Lawrence Hoc Nang Fong, 2021. "Development Strategies in a Market of High Vacancies and Sticky Rates – The Case of the Hotel Industry," International Real Estate Review, Global Social Science Institute, vol. 24(3), pages 363-383.
  32. Rose Neng Lai, 2021. "Research for the ‘exciting, dynamic and unique’ Asian markets: a commentary on ‘Future research opportunities for Asian real estate’," International Journal of Urban Sciences, Taylor & Francis Journals, vol. 25(2), pages 291-295, April.
  33. Chuantao Cui & Leona Shao‐Zhi Li & Daoju Peng, 2021. "Value‐added exports and the skill premium: Evidence from China’s international and regional production networks," Pacific Economic Review, Wiley Blackwell, vol. 26(2), pages 183-211, May.
  34. Cui, Chuantao & Li, Leona Shao-Zhi, 2021. "The effect of the US–China trade war on Chinese new firm entry," Economics Letters, Elsevier, vol. 203(C).
  35. Zhao, Qingbin & Li, Guoqiang & Gu, Xinhua & Lei, Chun Kwok, 2021. "Inequality hikes, saving surges, and housing bubbles," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 349-363.
  36. Fu, Yishu & Liu, Chunbo & Qin, Zhenjiang, 2021. "Does CEO-chairman dialect similarity affect stock price informativeness for Chinese listed firms?," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
  37. Fu, Yishu & Qin, Zhenjiang, 2021. "Institutional cross-ownership and corporate philanthropy," Finance Research Letters, Elsevier, vol. 43(C).
  38. Andreas Karathanasopoulos & Chia Chun Lo & Xiaorong Ma & Zhenjiang Qin, 2021. "Maintaining cost and ruin probability," Review of Quantitative Finance and Accounting, Springer, vol. 57(2), pages 759-793, August.
  39. Hong Ru & Endong Yang & Kunru Zou, 2021. "Combating the COVID-19 Pandemic: The Role of the SARS Imprint," Management Science, INFORMS, vol. 67(9), pages 5606-5615, September.
  40. Chemmanur, Thomas J. & Hu, Gang & Li, Yingzhen & Xie, Jing, 2021. "Institutional trading, information production, and forced CEO turnovers," Journal of Corporate Finance, Elsevier, vol. 67(C).
  41. Ephraim Clark & Zhuo Qiao, 2021. "The post-SOX comparative dynamics of public accounting firm efficiency," Accounting Research Journal, Emerald Group Publishing Limited, vol. 35(2), pages 178-195, August.

2020

  1. Li, Yong & Yu, Jun & Zeng, Tao, 2020. "Deviance information criterion for latent variable models and misspecified models," Journal of Econometrics, Elsevier, vol. 216(2), pages 450-493.
  2. Katsuto Tanaka & Weilin Xiao & Jun Yu, 2020. "Maximum Likelihood Estimation for the Fractional Vasicek Model," Econometrics, MDPI, vol. 8(3), pages 1-28, August.
  3. Liang Jiang & Xiaohu Wang & Jun Yu, 2020. "In-fill asymptotic theory for structural break point in autoregressions," Econometric Reviews, Taylor & Francis Journals, vol. 40(4), pages 359-386, July.
  4. Liu, Bibo & Wang, Huijun & Yu, Jianfeng & Zhao, Shen, 2020. "Time-varying demand for lottery: Speculation ahead of earnings announcements," Journal of Financial Economics, Elsevier, vol. 138(3), pages 789-817.
  5. Sun Guang-Zhen, 2020. "Henry Martyn on East-India Trade," Man and the Economy, De Gruyter, vol. 7(1), pages 1-02, June.
  6. Wei-Torng Juang & Guang-Zhen Sun & Kuo-Chih Yuan, 2020. "A model of parallel contests," International Journal of Game Theory, Springer;Game Theory Society, vol. 49(2), pages 651-672, June.
  7. Chu, Angus C. & Kou, Zonglai & Wang, Xilin, 2020. "Dynamic effects of minimum wage on growth and innovation in a Schumpeterian economy," Economics Letters, Elsevier, vol. 188(C).
  8. Chu, Angus C. & Fan, Haichao & Wang, Xilin, 2020. "Status-seeking culture and development of capitalism," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 275-290.
  9. Angus C. Chu & Zonglai Kou & Xilin Wang, 2020. "Effects of patents on the transition from stagnation to growth," Journal of Population Economics, Springer;European Society for Population Economics, vol. 33(2), pages 395-411, April.
  10. Angus C. Chu & Guido Cozzi & Haichao Fan & Shiyuan Pan & Mengbo Zhang, 2020. "Do Stronger Patents Stimulate or Stifle Innovation? The Crucial Role of Financial Development," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 1305-1322, August.
  11. Zheng, Zhijie & Mishra, Tapas & Yang, Yibai, 2020. "Inflation and income inequality in a variety-expansion growth model with menu costs," Economics Letters, Elsevier, vol. 194(C).
  12. Zheng, Zhijie & Huang, Chien-Yu & Yang, Yibai, 2020. "Patent protection, innovation, and technology transfer in a Schumpeterian economy," European Economic Review, Elsevier, vol. 129(C).
  13. Chen Tao, 2020. "Does retail trading matter to price discovery?," German Economic Review, De Gruyter, vol. 21(4), pages 475-492, December.
  14. Chen, Tao, 2020. "Does news affect disagreement in global markets?," Journal of Business Research, Elsevier, vol. 109(C), pages 174-183.
  15. Tao Chen & Andreas Karathanasopoulos & Stanley Iat-Meng Ko & Chia Chun Lo, 2020. "Lucky lots and unlucky investors," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 735-751, February.
  16. Tao Chen, 2020. "Country herding in the global market," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 21(2), pages 174-185, April.
  17. Tao Chen, 2020. "Trade‐size clustering and informed trading in global markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 579-597, October.
  18. Degui Li & Jiraroj Tosasukul & Wenyang Zhang, 2020. "Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(3), pages 367-386, May.
  19. Li, Degui & Phillips, Peter C.B. & Gao, Jiti, 2020. "Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression," Journal of Econometrics, Elsevier, vol. 215(2), pages 607-632.
  20. Degui Li & Peter M. Robinson & Han Lin Shang, 2020. "Long-Range Dependent Curve Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(530), pages 957-971, April.
  21. Inácio Bó & Rustamdjan Hakimov, 2020. "Iterative Versus Standard Deferred Acceptance: Experimental Evidence," The Economic Journal, Royal Economic Society, vol. 130(626), pages 356-392.
  22. Timothy (Jun) Lu & Jinjuan Ren & Elaine (Chang) Liu, 2020. "Actual controller’s foreign residency and firm leverage: evidence from China," Applied Economics Letters, Taylor & Francis Journals, vol. 27(8), pages 620-623, May.
  23. Yan Luo & Xiaolin Qian & Jinjuan Ren & Yanjian Zhu, 2020. "Retail Investors’ Biased Beliefs About Stocks That They Hold: Evidence From China’S Split Share Structure Reform," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(06), pages 1579-1599, December.
  24. Cao, Xiaping & Cumming, Douglas & Zhou, Sili, 2020. "State ownership and corporate innovative efficiency," Emerging Markets Review, Elsevier, vol. 44(C).
  25. Weijun Wu & Ling Yuan & Xiaoming Wang & Xiaping Cao & Sili Zhou, 2020. "Does FDI Drive Economic Growth? Evidence from City Data in China," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(11), pages 2594-2607, September.
  26. Florian Knobloch & Steef V. Hanssen & Aileen Lam & Hector Pollitt & Pablo Salas & Unnada Chewpreecha & Mark A. J. Huijbregts & Jean-Francois Mercure, 2020. "Net emission reductions from electric cars and heat pumps in 59 world regions over time," Nature Sustainability, Nature, vol. 3(6), pages 437-447, June.
  27. H. Youn Kim & Keith R. McLaren & K. K. Gary Wong, 2020. "Valuation of public goods: an intertemporal mixed demand approach," Empirical Economics, Springer, vol. 59(5), pages 2223-2253, November.
  28. Fu, Xiaoqing (Maggie) & Lin, Yongjia & Zhang, Yang, 2020. "Responsible investing in the gaming industry," Journal of Corporate Finance, Elsevier, vol. 64(C).
  29. Rose Neng Lai & Yang Zhang, 2020. "Spillover and Profitability of Intraday Herding on Cross-Listed Stocks," Chinese Economy, Taylor & Francis Journals, vol. 53(1), pages 25-61, January.
  30. Hui Ying Sng & Yang Zhang & Huanhuan Zheng, 2020. "Margin trade, short sales and financial stability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(3), pages 673-702, July.
  31. Yang Zhang & Qingyong Zhang & Huanhuan Zheng, 2020. "Housing policies in Greater China and Singapore," Economic and Political Studies, Taylor & Francis Journals, vol. 8(1), pages 41-64, January.
  32. Harvey, David I. & Leybourne, Stephen J. & Zu, Yang, 2020. "Sign-Based Unit Root Tests For Explosive Financial Bubbles In The Presence Of Deterministically Time-Varying Volatility," Econometric Theory, Cambridge University Press, vol. 36(1), pages 122-169, February.
  33. Rose Neng Lai & Robert A. Van Order, 2020. "A Tale of Two Countries: Comparing the US and Chinese Housing Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 61(3), pages 505-547, October.
  34. Chen, Jean Jinghan & Cui, Chuantao & Hunt, Richard A. & Li, Leona Shao-Zhi, 2020. "External enablement of new venture creation: An exploratory, query-driven assessment of China's high-speed rail expansion," Journal of Business Venturing, Elsevier, vol. 35(6).
  35. Badiei, A. & Golizadeh Akhlaghi, Y. & Zhao, X. & Shittu, S. & Xiao, X. & Li, J. & Fan, Y. & Li, G., 2020. "A chronological review of advances in solar assisted heat pump technology in 21st century," Renewable and Sustainable Energy Reviews, Elsevier, vol. 132(C).
  36. Gu, Xinhua & Tam, Pui Sun & Li, Guoqiang & Zhao, Qingbin, 2020. "An alternative explanation for high saving in China: Rising inequality," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 1082-1094.
  37. Xiao Chang & Guoqiang Li & Xinhua Gu & Chunyu Lei, 2020. "Does the inequality-credit-crisis nexus exist? An empirical re-examination," Applied Economics, Taylor & Francis Journals, vol. 52(37), pages 4044-4057, July.
  38. Xinhua Gu & Guoqiang Li & Chun Kwok Lei & Li Sheng & Qingbin Zhao, 2020. "The inequality-housing price nexus in tourist resorts: theory and evidence," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 27(1), pages 132-150, January.
  39. Du, Ke & Fu, Yishu & Qin, Zhenjiang & Zhang, Shuoxun, 2020. "Regime shift, speculation, and stock price," Research in International Business and Finance, Elsevier, vol. 52(C).
  40. Yi Si & Chongwu Xia & Endong Yang, 2020. "The bright side of investor sentiment: evidence from real activities manipulation," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 27(3), pages 327-351, May.
  41. Zhuo Qiao & Hao Chen, 2020. "Club convergence analysis of regional ecological efficiency in China," Pacific Economic Review, Wiley Blackwell, vol. 25(3), pages 384-401, August.
  42. Clark, Ephraim & Qiao, Zhuo, 2020. "The value premium puzzle, behavior versus risk: New evidence from China," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 12-21.

2019

  1. Yong Li & Jun Yu, 2019. "An Improved Bayesian Unit Root Test in Stochastic Volatility Models," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 103-122, May.
  2. Xiao, Weilin & Yu, Jun, 2019. "Asymptotic Theory For Estimating Drift Parameters In The Fractional Vasicek Model," Econometric Theory, Cambridge University Press, vol. 35(1), pages 198-231, February.
  3. Xiao, Weilin & Yu, Jun, 2019. "Asymptotic theory for rough fractional Vasicek models," Economics Letters, Elsevier, vol. 177(C), pages 26-29.
  4. Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019. "Random coefficient continuous systems: Testing for extreme sample path behavior," Journal of Econometrics, Elsevier, vol. 209(2), pages 208-237.
  5. Anders Eriksson & Daniel P. A. Preve & Jun Yu, 2019. "Forecasting Realized Volatility Using a Nonnegative Semiparametric Model," JRFM, MDPI, vol. 12(3), pages 1-23, August.
  6. Choo, Lawrence & Grimm, Veronika & Horváth, Gergely & Nitta, Kohei, 2019. "Whistleblowing and diffusion of responsibility: An experiment," European Economic Review, Elsevier, vol. 119(C), pages 287-301.
  7. Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2019. "Information aggregation in Arrow–Debreu markets: an experiment," Experimental Economics, Springer;Economic Science Association, vol. 22(3), pages 625-652, September.
  8. Ming-Hua Liu & Dimitris Margaritis & Yang Zhang, 2019. "The Global Financial Crisis and the Export-Led Economic Growth in China," Chinese Economy, Taylor & Francis Journals, vol. 52(3), pages 232-248, May.
  9. Jingya Li & Ming-Hua Liu, 2019. "Interest rate liberalization and pass-through of monetary policy rate to bank lending rates in China," Frontiers of Business Research in China, Springer, vol. 13(1), pages 1-19, December.
  10. Chu, Angus C. & Ning, Lei & Zhu, Dongming, 2019. "Human Capital And Innovation In A Monetary Schumpeterian Growth Model," Macroeconomic Dynamics, Cambridge University Press, vol. 23(5), pages 1875-1894, July.
  11. Chu, Angus C. & Cozzi, Guido, 2019. "Growth: Scale or market-size effects?," Economics Letters, Elsevier, vol. 178(C), pages 13-17.
  12. Angus C. Chu & Guido Cozzi & Haichao Fang & Yuichi Furukawa & Chih-Hsing Liao, 2019. "Innovation and Inequality in a Monetary Schumpeterian Model with Heterogeneous Households and Firms," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 34, pages 141-164, October.
  13. Angus C. Chu & Guido Cozzi & Yuichi Furukawa & Chih‐Hsing Liao, 2019. "Inflation and Innovation in a Schumpeterian Economy with North–South Technology Transfer," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 683-719, March.
  14. Angus C. Chu & Ching‐Chong Lai & Chih‐Hsing Liao, 2019. "A Tale of Two Growth Engines: Interactive Effects of Monetary Policy and Intellectual Property Rights," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(7), pages 2029-2052, October.
  15. Ho, Wai-Hong & Zhu, Lin, 2019. "Bubbles, growth and sunspots with credit market frictions," Mathematical Social Sciences, Elsevier, vol. 102(C), pages 42-47.
  16. Chen, Tao, 2019. "Trade-size clustering and price efficiency," Japan and the World Economy, Elsevier, vol. 49(C), pages 195-203.
  17. Chen, Tao, 2019. "The price impact of trade-size clustering: Evidence from an intraday analysis," Journal of Business Research, Elsevier, vol. 101(C), pages 300-314.
  18. Chen, Jia & Li, Degui & Linton, Oliver, 2019. "A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables," Journal of Econometrics, Elsevier, vol. 212(1), pages 155-176.
  19. Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng, 2019. "Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates," Journal of Econometrics, Elsevier, vol. 212(2), pages 433-450.
  20. Chen, Jia & Li, Degui & Xia, Yingcun, 2019. "Estimation of a rank-reduced functional-coefficient panel data model with serial correlation," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 456-479.
  21. Jia Chen, 2019. "Estimating latent group structure in time-varying coefficient panel data models," The Econometrics Journal, Royal Economic Society, vol. 22(3), pages 223-240.
  22. Eric C. Chang & Tse-Chun Lin & Yan Luo & Jinjuan Ren, 2019. "Ex-Day Returns of Stock Distributions: An Anchoring Explanation," Management Science, INFORMS, vol. 65(3), pages 1076-1095, March.
  23. Tao, Yubo, 2019. "Limit theory for moderate deviation from Integrated GARCH processes," Statistics & Probability Letters, Elsevier, vol. 150(C), pages 126-136.
  24. Yang, Zhenyi & Yu, Yiwei & Zhang, Yubing & Zhou, Sili, 2019. "Policy uncertainty exposure and market value: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
  25. Wang, Xiaoming & Wu, Weijun & Yin, Chen & Zhou, Sili, 2019. "Trade credit, ownership and informal financing in China," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
  26. K. K. G. Wong & Lin Zhu & Vinh Q. T. Dang, 2019. "Effects of income distribution in an inverse demand system: evidence from Chinese household survey data," Applied Economics, Taylor & Francis Journals, vol. 51(49), pages 5328-5344, October.
  27. Xinhua Gu & Pui Sun Tam & Yang Zhang & Chun Kwok Lei, 2019. "Inequality, leverage and crises: Theory and evidence revisited," The World Economy, Wiley Blackwell, vol. 42(8), pages 2280-2299, August.
  28. Yang ZHANG & Sarah Y TONG, 2019. "Hong Kong’s Economy Treading on Slippery Ground," East Asian Policy (EAP), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 67-79, January.
  29. David I. Harvey & Stephen J. Leybourne & Yang Zu, 2019. "Testing explosive bubbles with time-varying volatility," Econometric Reviews, Taylor & Francis Journals, vol. 38(10), pages 1131-1151, November.
  30. Rose Neng Lai & Robert Van Order, 2019. "Shadow Banking and the Property Market in China," International Real Estate Review, Global Social Science Institute, vol. 22(3), pages 359-397.
  31. Chuantao Cui & Leona Shao-Zhi Li, 2019. "High-speed rail and inventory reduction: firm-level evidence from China," Applied Economics, Taylor & Francis Journals, vol. 51(25), pages 2715-2730, May.
  32. Hameed, Allaudeen & Xie, Jing, 2019. "Preference for dividends and return comovement," Journal of Financial Economics, Elsevier, vol. 132(1), pages 103-125.
  33. Allen, Franklin & Qian, Meijun & Xie, Jing, 2019. "Understanding informal financing," Journal of Financial Intermediation, Elsevier, vol. 39(C), pages 19-33.
  34. Qiao, Zhuo & Pukthuanthong, Kuntara, 2019. "Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller?," Finance Research Letters, Elsevier, vol. 28(C), pages 39-44.
  35. Zhuo Qiao & Zhaohua Li, 2019. "Do foreign institutional investors enhance firm innovation in China?," Applied Economics Letters, Taylor & Francis Journals, vol. 26(13), pages 1125-1128, July.

2018

  1. Mingli Zheng, 2018. "Subjective value judgments of distributive justice and legal decision-making," Asia-Pacific Journal of Regional Science, Springer, vol. 2(1), pages 177-194, April.
  2. Jiang, Liang & Wang, Xiaohu & Yu, Jun, 2018. "New distribution theory for the estimation of structural break point in mean," Journal of Econometrics, Elsevier, vol. 205(1), pages 156-176.
  3. Li, Yong & Yu, Jun & Zeng, Tao, 2018. "Specification tests based on MCMC output," Journal of Econometrics, Elsevier, vol. 207(1), pages 237-260.
  4. Ewerhart, Christian & Sun, Guang-Zhen, 2018. "Equilibrium in the symmetric two-player Hirshleifer contest: Uniqueness and characterization," Economics Letters, Elsevier, vol. 169(C), pages 51-54.
  5. Chen, Kuan-Jen & Chu, Angus C. & Lai, Ching-Chong, 2018. "Home production and small open economy business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 110-135.
  6. Chu, Angus C. & Kou, Zonglai & Liu, Xueyue, 2018. "Labor union and the wealth-income ratio," Economics Letters, Elsevier, vol. 167(C), pages 29-35.
  7. Chu, Angus C., 2018. "From Solow to Romer: Teaching endogenous technological change in undergraduate economics," International Review of Economics Education, Elsevier, vol. 27(C), pages 10-15.
  8. Chu, Angus C. & Fan, Haichao & Shen, Guobing & Zhang, Xun, 2018. "Effects of international trade and intellectual property rights on innovation in China," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 110-121.
  9. Angus Chu & Guido Cozzi, 2018. "Effects of Patents versus R&D subsidies on Income Inequality," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 29, pages 68-84, July.
  10. Yibai Yang, 2018. "On the Optimality of IPR Protection with Blocking Patents," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 205-230, January.
  11. Tao Chen, 2018. "Dragon CEOs and Firm Value," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(3), pages 382-395, September.
  12. Chen, Tao, 2018. "Round-number biases and informed trading in global markets," Journal of Business Research, Elsevier, vol. 92(C), pages 105-117.
  13. Miao Luo & Tao Chen & Jun Cai, 2018. "Stock return predictability when growth and accrual measures are negatively correlated," China Finance Review International, Emerald Group Publishing Limited, vol. 9(3), pages 401-422, December.
  14. Tao Chen, 2018. "Does Investor Attention Matter To Renminbi Trading?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 63(03), pages 667-689, June.
  15. Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2018. "Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 919-932, April.
  16. Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle, 2018. "Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 88-100, January.
  17. Timothy (Jun) Lu & Jinjuan Ren & Yan Zhao, 2018. "Costly Long‐Short Strategies Under Short‐Sale Constraints: Chinese Evidence," International Review of Finance, International Review of Finance Ltd., vol. 18(4), pages 743-751, December.
  18. Cao, Xiaping & Wang, Yuchen & Zhou, Sili, 2018. "Anti-corruption campaigns and corporate information release in China," Journal of Corporate Finance, Elsevier, vol. 49(C), pages 186-203.
  19. Aileen Lam & Soocheol Lee & Jean-François Mercure & Yongsung Cho & Chun-Hsu Lin & Hector Pollitt & Unnada Chewpreecha & Sophie Billington, 2018. "Policies and Predictions for a Low-Carbon Transition by 2050 in Passenger Vehicles in East Asia: Based on an Analysis Using the E3ME-FTT Model," Sustainability, MDPI, vol. 10(5), pages 1-32, May.
  20. J.-F. Mercure & A. Lam & S. Billington & H. Pollitt, 2018. "Integrated assessment modelling as a positive science: private passenger road transport policies to meet a climate target well below 2 ∘C," Climatic Change, Springer, vol. 151(2), pages 109-129, November.
  21. P. B. Holden & N. R. Edwards & A. Ridgwell & R. D. Wilkinson & K. Fraedrich & F. Lunkeit & H. Pollitt & J.-F. Mercure & P. Salas & A. Lam & F. Knobloch & U. Chewpreecha & J. E. Viñuales, 2018. "Author Correction: Climate–carbon cycle uncertainties and the Paris Agreement," Nature Climate Change, Nature, vol. 8(10), pages 921-921, October.
  22. J.-F. Mercure & H. Pollitt & J. E. Viñuales & N. R. Edwards & P. B. Holden & U. Chewpreecha & P. Salas & I. Sognnaes & A. Lam & F. Knobloch, 2018. "Macroeconomic impact of stranded fossil fuel assets," Nature Climate Change, Nature, vol. 8(7), pages 588-593, July.
  23. P. B. Holden & N. R. Edwards & A. Ridgwell & R. D. Wilkinson & K. Fraedrich & F. Lunkeit & H. Pollitt & J.-F. Mercure & P. Salas & A. Lam & F. Knobloch & U. Chewpreecha & J. E. Viñuales, 2018. "Climate–carbon cycle uncertainties and the Paris Agreement," Nature Climate Change, Nature, vol. 8(7), pages 609-613, July.
  24. Hu, Ruiyang & Zarazaga, Carlos E., 2018. "Fiscal stabilization and the credibility of the U.S. budget sequestration spending austerity," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 54-66.
  25. Kwan, Fung & Zhang, Yang & Zhuo, Shuaihe, 2018. "Labour reallocation, productivity growth and dualism: The case of China," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 198-210.
  26. Zheng Wei & Fung Kwan, 2018. "Revisit China's Lewis Turning Point: An Analysis from a Regional Perspective," Asian Economic Journal, East Asian Economic Association, vol. 32(4), pages 333-357, December.
  27. Kwan, Fung & Wu, Yanrui & Zhuo, Shuaihe, 2018. "Surplus agricultural labour and China's Lewis turning point," China Economic Review, Elsevier, vol. 48(C), pages 244-257.
  28. K. K. Gary Wong & Hoanjae Park, 2018. "Consumption dynamics in inverse demand systems: an application to meat and fish demand in Korea," Agricultural Economics, International Association of Agricultural Economists, vol. 49(6), pages 777-786, November.
  29. Huang, Weihong & Zhang, Yang, 2018. "Technological gap and heterogeneous oligopoly," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 1-7.
  30. Yang ZHANG & Sarah Y TONG, 2018. "Strong Domestic Consumption Key to Hong Kong’s Robust Economic Growth in 2017," East Asian Policy (EAP), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 78-91, January.
  31. H. Peter Boswijk & Yang Zu, 2018. "Adaptive wild bootstrap tests for a unit root with non‐stationary volatility," Econometrics Journal, Royal Economic Society, vol. 21(2), pages 87-113, June.
  32. Deng, Shanglyu & Wang, Xiruo & Wu, Zenan, 2018. "Incentives in lottery contests with draws," Economics Letters, Elsevier, vol. 163(C), pages 1-5.
  33. Rui-hui Xu & Rose Neng Lai, 2018. "Optimism-driven Decisions of Real Estate Developers under Demand Uncertainty," Journal of Real Estate Research, Taylor & Francis Journals, vol. 40(2), pages 267-308, April.
  34. Gu, Xinhua & Wu, Jie & Guo, Haizhen & Li, Guoqiang, 2018. "Local tourism cycle and external business cycle," Annals of Tourism Research, Elsevier, vol. 73(C), pages 159-170.
  35. Hu, Gang & Jo, Koren M. & Wang, Yi Alex & Xie, Jing, 2018. "Institutional trading and Abel Noser data," Journal of Corporate Finance, Elsevier, vol. 52(C), pages 143-167.

2017

  1. Chen, Ye & Phillips, Peter C.B. & Yu, Jun, 2017. "Inference in continuous systems with mildly explosive regressors," Journal of Econometrics, Elsevier, vol. 201(2), pages 400-416.
  2. Andras Fulop & Jun Yu, 2017. "Bayesian Analysis of Bubbles in Asset Prices," Econometrics, MDPI, vol. 5(4), pages 1-23, October.
  3. Shen, Junyan & Yu, Jianfeng & Zhao, Shen, 2017. "Investor sentiment and economic forces," Journal of Monetary Economics, Elsevier, vol. 86(C), pages 1-21.
  4. Sun, Guang-Zhen, 2017. "The Samuelson condition and the Lindahl scheme in networks," Journal of Public Economics, Elsevier, vol. 156(C), pages 73-80.
  5. Chu, Angus C. & Cozzi, Guido & Furukawa, Yuichi & Liao, Chih-Hsing, 2017. "Inflation and economic growth in a Schumpeterian model with endogenous entry of heterogeneous firms," European Economic Review, Elsevier, vol. 98(C), pages 392-409.
  6. Chen, Ping-ho & Chu, Angus C. & Chu, Hsun & Lai, Ching-chong, 2017. "Short-run and long-run effects of capital taxation on innovation and economic growth," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 207-221.
  7. Ho, Wai-Hong, 2017. "Financial market globalization and growth with interdependent countries," Journal of Mathematical Economics, Elsevier, vol. 69(C), pages 12-21.
  8. Wai-Hong Ho, 2017. "Financial market globalization, nonconvergence and credit cycles," Annals of Finance, Springer, vol. 13(2), pages 153-180, May.
  9. Huang, Chien-Yu & Yang, Yibai & Cheng, Chu-Chuan, 2017. "The growth and welfare analysis of patent and monetary policies in a Schumpeterian economy," International Review of Economics & Finance, Elsevier, vol. 52(C), pages 409-426.
  10. Tao Chen, 2017. "Stock Return Anomalies from Ending-Digit Effects Around the World," Global Economic Review, Taylor & Francis Journals, vol. 46(4), pages 464-494, October.
  11. Tao Chen, 2017. "Investor Attention and Global Stock Returns," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 18(3), pages 358-372, July.
  12. Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017. "Estimating smooth structural change in cointegration models," Journal of Econometrics, Elsevier, vol. 196(1), pages 180-195.
  13. Kunpeng Li & Degui Li & Zhongwen Liang & Cheng Hsiao, 2017. "Estimation of semi-varying coefficient models with nonstationary regressors," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 354-369, March.
  14. Inácio Bó & C.-Philipp Heller, 2017. "Strategic schools under the Boston mechanism revisited," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 48(3), pages 545-572, March.
  15. Wu, Weijun & Yang, Yang & Zhou, Sili, 2017. "Multinational firms and cash holdings: Evidence from China," Finance Research Letters, Elsevier, vol. 20(C), pages 184-191.
  16. Xinhua Gu & Yang Zhang & Xiao Chang, 2017. "The role of financial systems for cross-country differences in the link between income and consumption inequality," Applied Economics, Taylor & Francis Journals, vol. 49(24), pages 2365-2378, May.
  17. Zu, Yang & Boswijk, H. Peter, 2017. "Consistent nonparametric specification tests for stochastic volatility models based on the return distribution," Journal of Empirical Finance, Elsevier, vol. 41(C), pages 53-75.
  18. Rose Neng Lai & Robert Order, 2017. "U.S. House Prices over the Last 30 Years: Bubbles, Regime Shifts and Market (In)Efficiency," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 45(2), pages 259-300, April.
  19. Gu, Xinhua & Li, Guoqiang & Chang, Xiao & Guo, Haizhen, 2017. "Casino tourism, economic inequality, and housing bubbles," Tourism Management, Elsevier, vol. 62(C), pages 253-263.

2016

  1. Mingli Zheng & Chong Wang & Chaozheng Li, 2016. "Insurance Contracts with Adverse Selection When the Insurer Has Ambiguity about the Composition of the Consumers," Annals of Economics and Finance, Society for AEF, vol. 17(1), pages 179-206, May.
  2. Wang, Xiaohu & Yu, Jun, 2016. "Double asymptotics for explosive continuous time models," Journal of Econometrics, Elsevier, vol. 193(1), pages 35-53.
  3. Choo, C.Y. Lawrence & Fonseca, Miguel A. & Myles, Gareth D., 2016. "Do students behave like real taxpayers in the lab? Evidence from a real effort tax compliance experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 124(C), pages 102-114.
  4. Liu, Ming-Hua & Margaritis, Dimitris & Zhang, Yang, 2016. "Competition and petrol pricing in the smartphone era: Evidence from Singapore," Economic Modelling, Elsevier, vol. 53(C), pages 144-155.
  5. Ming-Hua Liu & Dimitris Margaritis & Zhuo Qiao, 2016. "The Global Financial Crisis and Retail Interest Rate Pass-Through in Australia," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(04), pages 1-32, December.
  6. Guang-Zhen Sun, 2016. "The economics of the division of labour in early Chinese literature: With particular comparison to the ancient Greek thought," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 23(1), pages 102-126, February.
  7. Chu, Angus C. & Ji, Lei, 2016. "Monetary Policy And Endogenous Market Structure In A Schumpeterian Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 20(5), pages 1127-1145, July.
  8. Chu, Angus C. & Cozzi, Guido & Furukawa, Yuichi, 2016. "Unions, innovation and cross-country wage inequality," Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 104-118.
  9. Chu, Angus C. & Cozzi, Guido, 2016. "Growth accounting and endogenous technical change," Economics Letters, Elsevier, vol. 146(C), pages 147-150.
  10. Chu, Angus C. & Furukawa, Yuichi & Zhu, Dongming, 2016. "Growth and parental preference for education in China," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 192-202.
  11. Angus C. Chu & Yuichi Furukawa & Lei Ji, 2016. "Patents, R&D subsidies, and endogenous market structure in a schumpeterian economy," Southern Economic Journal, John Wiley & Sons, vol. 82(3), pages 809-825, January.
  12. Tao Chen & Karen H. Y. Wong & Masayuki Susai, 2016. "Active Management and Price Efficiency of Exchange-traded Funds," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(1), pages 3-18.
  13. Tao Chen, 2016. "Logo Colour, Earnings Management and Firm Value," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(4), pages 459-475.
  14. Li, Degui & Phillips, Peter C. B. & Gao, Jiti, 2016. "Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 32(3), pages 655-685, June.
  15. Li, Degui & Simar, Léopold & Zelenyuk, Valentin, 2016. "Generalized nonparametric smoothing with mixed discrete and continuous data," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 424-444.
  16. Li, Degui & Li, Runze, 2016. "Local composite quantile regression smoothing for Harris recurrent Markov processes," Journal of Econometrics, Elsevier, vol. 194(1), pages 44-56.
  17. Chen, Jia & Li, Degui & Linton, Oliver & Lu, Zudi, 2016. "Semiparametric dynamic portfolio choice with multiple conditioning variables," Journal of Econometrics, Elsevier, vol. 194(2), pages 309-318.
  18. Degui Li & Junhui Qian & Liangjun Su, 2016. "Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1804-1819, October.
  19. Bó, Inácio, 2016. "Fair implementation of diversity in school choice," Games and Economic Behavior, Elsevier, vol. 97(C), pages 54-63.
  20. Xin Chang & Chander Shekhar & Lewis H. K. Tam & Jiaquan Yao, 2016. "Industry Expertise, Information Leakage and the Choice of M&A Advisors," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 43(1-2), pages 191-225, January.
  21. Chang, Xin & Shekhar, Chander & Tam, Lewis H.K. & Yao, Jiaquan, 2016. "The information role of advisors in mergers and acquisitions: Evidence from acquirers hiring targets’ ex-advisors," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 247-264.
  22. Kot, Hung Wan & Tam, Lewis H.K., 2016. "Are stock price more informative after dual-listing in emerging markets? Evidence from Hong Kong-listed Chinese companies," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 31-45.
  23. Cheung, William & Fung, Scott & Tam, Lewis, 2016. "Does market microstructure matter for corporate finance? Theory and evidence on seasoned equity offering decisions," The Quarterly Review of Economics and Finance, Elsevier, vol. 60(C), pages 149-161.
  24. Li, Mengling & Zheng, Huanhuan & Tai Leung Chong, Terence & Zhang, Yang, 2016. "The stock–bond comovements and cross-market trading," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 417-438.
  25. Xinhua Gu & Yang Zhang & Xiaolin Qian & Haizhen Guo, 2016. "The suspension of borrowing: an implicit penalty for loan default under imperfect information," Applied Economics, Taylor & Francis Journals, vol. 48(60), pages 5882-5896, December.
  26. Yang ZHANG & Sarah Y TONG, 2016. "Hong Kong's Modest Economic Growth: Sustained by Domestic Consumption," East Asian Policy (EAP), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 104-117, January.
  27. Ephraim Clark & Zhuo Qiao & Wing-Keung Wong, 2016. "Theories Of Risk: Testing Investor Behavior On The Taiwan Stock And Stock Index Futures Markets," Economic Inquiry, Western Economic Association International, vol. 54(2), pages 907-924, April.

2015

  1. Anwar, Sajid & Zheng, Mingli, 2015. "Posted price selling and online auctions," Games and Economic Behavior, Elsevier, vol. 90(C), pages 81-92.
  2. Zheng, Mingli & Wang, Chong & Li, Chaozheng, 2015. "Optimal nonlinear pricing by a monopolist with information ambiguity," International Journal of Industrial Organization, Elsevier, vol. 40(C), pages 60-66.
  3. Wang, Xiaohu & Yu, Jun, 2015. "Limit theory for an explosive autoregressive process," Economics Letters, Elsevier, vol. 126(C), pages 176-180.
  4. Zhou, Qiankun & Yu, Jun, 2015. "Asymptotic theory for linear diffusions under alternative sampling schemes," Economics Letters, Elsevier, vol. 128(C), pages 1-5.
  5. Bao, Yong & Ullah, Aman & Wang, Yun & Yu, Jun, 2015. "Bias in the estimation of mean reversion in continuous-time Lévy processes," Economics Letters, Elsevier, vol. 134(C), pages 16-19.
  6. Li, Yong & Liu, Xiao-Bin & Yu, Jun, 2015. "A Bayesian chi-squared test for hypothesis testing," Journal of Econometrics, Elsevier, vol. 189(1), pages 54-69.
  7. Jiang, Liang & Phillips, Peter C.B. & Yu, Jun, 2015. "New methodology for constructing real estate price indices applied to the Singapore residential market," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 121-131.
  8. Chen, Ye & Yu, Jun, 2015. "Optimal jackknife for unit root models," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 135-142.
  9. Andras Fulop & Junye Li & Jun Yu, 2015. "Self-Exciting Jumps, Learning, and Asset Pricing Implications," The Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 876-912.
  10. B. Fingleton & M. Abreu & P. Amaral & L. Corrado & F. Fuerst & H. Garretsen & D. Igliori & J. Le Gallo & P. McCann & J. McCombie & V. Monastiriotis & G. Pryce & J. Yu, 2015. "Editorial," Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(1), pages 1-10, March.
  11. Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015. "Testing For Multiple Bubbles: Historical Episodes Of Exuberance And Collapse In The S&P 500," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1043-1078, November.
  12. Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015. "Testing For Multiple Bubbles: Limit Theory Of Real‐Time Detectors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1079-1134, November.
  13. Ming-Hua Liu & Dimitris Margaritis & Yang Zhang, 2015. "Inflation Transmission in Greater China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 23(6), pages 79-99, November.
  14. Canlorbe Grégoire & Sun Guang-Zhen, 2015. "On the Economics of the Division of Labor," Man and the Economy, De Gruyter, vol. 2(2), pages 241-255, December.
  15. Sun Guang-Zhen, 2015. "Richard Whately on economics as the science of exchanges," Man and the Economy, De Gruyter, vol. 2(2), pages 257-258, December.
  16. Chu, Angus C. & Cozzi, Guido & Lai, Ching-Chong & Liao, Chih-Hsing, 2015. "Inflation, R&D and growth in an open economy," Journal of International Economics, Elsevier, vol. 96(2), pages 360-374.
  17. Angus Chu & Guido Cozzi & Yuichi Furukawa, 2015. "Effects of Economic Development in China on Skill-Biased Technical Change in the US," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 227-242, April.
  18. Wai-Hong Ho & Yong Wang, 2015. "Capital Income Taxation Revisited: The Roles of Information Friction and External Finance," Pacific Economic Review, Wiley Blackwell, vol. 20(2), pages 225-242, May.
  19. Yibai Yang, 2015. "Domestic R&D, Foreign Direct Investment and Welfare," Review of Development Economics, Wiley Blackwell, vol. 19(4), pages 908-924, November.
  20. Tao Chen & Erin Pik Ki So & Liang Wu & Isabel Kit Ming Yan, 2015. "The 2007–2008 U.S. Recession: What Did The Real-Time Google Trends Data Tell The United States?," Contemporary Economic Policy, Western Economic Association International, vol. 33(2), pages 395-403, April.
  21. Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag, 2015. "Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series," Econometric Theory, Cambridge University Press, vol. 31(5), pages 911-952, October.
  22. Zhang, Wenyang & Li, Degui & Xia, Yingcun, 2015. "Estimation in generalised varying-coefficient models with unspecified link functions," Journal of Econometrics, Elsevier, vol. 187(1), pages 238-255.
  23. Li, Degui & Linton, Oliver & Lu, Zudi, 2015. "A flexible semiparametric forecasting model for time series," Journal of Econometrics, Elsevier, vol. 187(1), pages 345-357.
  24. Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2015. "Specification testing in nonstationary time series models," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 117-136, February.
  25. Luo, Yan & Ren, Jinjuan & Wang, Yizhi, 2015. "Misvaluation comovement, market efficiency and the cross-section of stock returns: Evidence from China," Economic Systems, Elsevier, vol. 39(3), pages 390-412.
  26. Xinhua Gu & Bihong Huang & Pui Sun Tam & Yang Zhang, 2015. "Inequality and Saving: Further Evidence from Integrated Economies," Review of Development Economics, Wiley Blackwell, vol. 19(1), pages 15-30, February.
  27. Zu, Yang, 2015. "Nonparametric specification tests for stochastic volatility models based on volatility density," Journal of Econometrics, Elsevier, vol. 187(1), pages 323-344.
  28. Yang Zu, 2015. "A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise," Econometrics, MDPI, vol. 3(3), pages 1-16, July.
  29. Brian A. Ciochetti & Rose Neng Lai & James D. Shilling, 2015. "The Role of Public Markets in International Real Estate Diversification," International Real Estate Review, Global Social Science Institute, vol. 18(2), pages 155-175.
  30. Lam, Keith S.K. & Qiao, Zhuo, 2015. "Herding and fundamental factors: The Hong Kong experience," Pacific-Basin Finance Journal, Elsevier, vol. 32(C), pages 160-188.
  31. Zhuo Qiao & Wing-Keung Wong, 2015. "Which is a better investment choice in the Hong Kong residential property market: a big or small property?," Applied Economics, Taylor & Francis Journals, vol. 47(16), pages 1670-1685, April.

2014

  1. Ronny Aboudi & Dominique Thon & Mingli Zheng, 2014. "Designing a Basic Income System with a Social Welfare Function," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 16(4), pages 546-568, August.
  2. Mingli Zheng, 2014. "Lobbying for wealth redistribution by changing the social planner’s preferences," Journal of Theoretical Politics, , vol. 26(1), pages 79-92, January.
  3. Peter C. B. Phillips & Shuping Shi & Jun Yu, 2014. "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 315-333, June.
  4. Phillips, Peter C.B. & Yu, Jun, 2014. "Special Issue Of Econometric Theory On Seta 2010: Editors’ Introduction," Econometric Theory, Cambridge University Press, vol. 30(1), pages 1-2, February.
  5. Yu, Jun, 2014. "Econometric Analysis Of Continuous Time Models: A Survey Of Peter Phillips’S Work And Some New Results," Econometric Theory, Cambridge University Press, vol. 30(4), pages 737-774, August.
  6. Skaug, Hans J. & Yu, Jun, 2014. "A flexible and automated likelihood based framework for inference in stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 642-654.
  7. Li, Yong & Zeng, Tao & Yu, Jun, 2014. "A new approach to Bayesian hypothesis testing," Journal of Econometrics, Elsevier, vol. 178(P3), pages 602-612.
  8. Kleppe, Tore Selland & Yu, Jun & Skaug, Hans J., 2014. "Maximum likelihood estimation of partially observed diffusion models," Journal of Econometrics, Elsevier, vol. 180(1), pages 73-80.
  9. Hoa Nguyen & Ming-Hua Liu & David Gallagher, 2014. "Effective derivative hedging and initial public offering long-run performance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(4), pages 1263-1294, December.
  10. Yuan, Jia & Sun, Guang-Zhen & Siu, Ricardo, 2014. "The lure of illusory luck: How much are people willing to pay for random shocks," Journal of Economic Behavior & Organization, Elsevier, vol. 106(C), pages 269-280.
  11. Chu, Angus C. & Cozzi, Guido & Galli, Silvia, 2014. "Stage-dependent intellectual property rights," Journal of Development Economics, Elsevier, vol. 106(C), pages 239-249.
  12. Chu, Angus C. & Kan, Kamhon & Lai, Ching-Chong & Liao, Chih-Hsing, 2014. "Money, random matching and endogenous growth: A quantitative analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 173-187.
  13. Angus C. Chu & Guido Cozzi, 2014. "R&D And Economic Growth In A Cash‐In‐Advance Economy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(2), pages 507-524, May.
  14. Miao Luo & Tao Chen & Isabel Yan, 2014. "Price informativeness and institutional ownership: evidence from Japan," Review of Quantitative Finance and Accounting, Springer, vol. 42(4), pages 627-651, May.
  15. Wai-Cheong Shum & Andy C. N. Kan & Tao Chen, 2014. "Does Warrant Trading Matter in Tracking Errors of China-Focused Exchange-Traded Funds?," Chinese Economy, Taylor & Francis Journals, vol. 47(1), pages 53-66, January.
  16. Tao Chen & Wally C. W. Yau, 2014. "Herding on Ending Digits in Security Trading," Chinese Economy, Taylor & Francis Journals, vol. 47(1), pages 67-102, January.
  17. Lewis H. K. Tam, 2014. "The impacts of parent’s listing status on subsidiary’s financial constraint and cost of equity capital: the case of equity carve-outs," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(1), pages 275-299, March.
  18. Qian, Xiaolin & Tam, Lewis H.K. & Zhang, Bohui, 2014. "Systematic liquidity and the funding liquidity hypothesis," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 304-320.
  19. Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2014. "Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 411-424.
  20. Yang Zhang & Mengling Li & Wai-Mun Chia, 2014. "Foreign interest rate shocks and exchange rate regimes in East Asia," Applied Economics, Taylor & Francis Journals, vol. 46(21), pages 2488-2501, July.
  21. Zu, Yang & Peter Boswijk, H., 2014. "Estimating spot volatility with high-frequency financial data," Journal of Econometrics, Elsevier, vol. 181(2), pages 117-135.
  22. Rose Neng Lai & Robert Order, 2014. "Securitization, Risk-Taking and the Option to Change Strategy," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(2), pages 343-362, June.
  23. Zhuo Qiao & Ephraim Clark & Wing-Keung Wong, 2014. "Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(1), pages 251-274, March.
  24. Qiao, Zhuo & Chu, Patrick Kuok-Kun, 2014. "Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries," Economic Modelling, Elsevier, vol. 38(C), pages 75-79.
  25. Zhuo Qiao & Thomas C. Chiang & Lin Tan, 2014. "Empirical Investigation of the Causal Relationships Among Herding, Stock Market Returns, and Illiquidity: Evidence from Major Asian Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 17(03), pages 1-27.

2013

  1. Yiu, Matthew S. & Yu, Jun & Jin, Lu, 2013. "Detecting bubbles in Hong Kong residential property market," Journal of Asian Economics, Elsevier, vol. 28(C), pages 115-124.
  2. Liu, Ming-Hua & Margaritis, Dimitris & Zhang, Yang, 2013. "Market-driven coal prices and state-administered electricity prices in China," Energy Economics, Elsevier, vol. 40(C), pages 167-175.
  3. Chu, Angus C. & Pan, Shiyuan, 2013. "The Escape-Infringement Effect Of Blocking Patents On Innovation And Economic Growth," Macroeconomic Dynamics, Cambridge University Press, vol. 17(4), pages 955-969, June.
  4. Angus C. Chu & Ching-Chong Lai, 2013. "Money and the Welfare Cost of Inflation in an R&D Growth Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 233-249, February.
  5. Angus Chu & Guido Cozzi & Chih-Hsing Liao, 2013. "Endogenous fertility and human capital in a Schumpeterian growth model," Journal of Population Economics, Springer;European Society for Population Economics, vol. 26(1), pages 181-202, January.
  6. Angus C. Chu & Yuichi Furukawa, 2013. "Patentability and Knowledge Spillovers of Basic R&D," Southern Economic Journal, John Wiley & Sons, vol. 79(4), pages 928-945, April.
  7. Ho, Wai-Hong, 2013. "A Note On Credit Market Development And Human Capital Accumulation," Macroeconomic Dynamics, Cambridge University Press, vol. 17(7), pages 1525-1541, October.
  8. Ho, Wai-Hong & Yang, C.C., 2013. "Factor income taxation and growth with increasing integration of world capital markets," Economics Letters, Elsevier, vol. 120(3), pages 477-480.
  9. WaiHong Ho & Yong Wang, 2013. "Asymmetric Information, Auditing Commitment, and Economic Growth," Canadian Journal of Economics, Canadian Economics Association, vol. 46(2), pages 611-633, May.
  10. Yang, Yibai, 2013. "Optimal patent policy, research joint ventures, and growth," Economics Letters, Elsevier, vol. 118(2), pages 381-384.
  11. Che, XiaoGang & Lee, Peter & Yang, Yibai, 2013. "The impact of resale on entry in second price auctions," Mathematical Social Sciences, Elsevier, vol. 66(2), pages 163-168.
  12. Tao Chen & Liang Wu & Isabel Kit-Ming Yan, 2013. "On the Use of International Commodity Futures Spread for Forecasting China's Net Imports of Commodities," The World Economy, Wiley Blackwell, vol. 36(7), pages 861-879, July.
  13. Jia Chen & Jiti Gao & Degui Li, 2013. "Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 928-955, November.
  14. Jia Chen & Jiti Gao & Degui Li, 2013. "Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 315-330, July.
  15. Li, Zhigang & Chen, Yu, 2013. "Estimating the social return to transport infrastructure: A price-difference approach applied to a quasi-experiment," Journal of Comparative Economics, Elsevier, vol. 41(3), pages 669-683.
  16. Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2013. "Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4449-4464.
  17. Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2013. "Pricing deviation, misvaluation comovement, and macroeconomic conditions," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5285-5299.
  18. Fung Kwan & Yanrui Wu & Shuaihe Zhuo, 2013. "Re‐examination of the surplus agricultural labour in China," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 5(2), pages 197-212, May.
  19. H. Kim & Keith McLaren & K. Wong, 2013. "Empirical demand systems incorporating intertemporal consumption dynamics," Empirical Economics, Springer, vol. 45(1), pages 349-370, August.
  20. Wong, K.K. Gary, 2013. "An empirical investigation of the trade benefit function," Economics Letters, Elsevier, vol. 119(2), pages 150-153.
  21. K. K. G. Wong, 2013. "Trade distance functions and the derivation of inverse demand for imports," Applied Economics, Taylor & Francis Journals, vol. 45(29), pages 4160-4168, October.
  22. Xinhua Gu & Guoqiang Li & Pui Sun Tam, 2013. "Casino tourism, social cost and tax effects," International Gambling Studies, Taylor & Francis Journals, vol. 13(2), pages 221-239, August.
  23. Qin, Zhenjiang, 2013. "Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4675-4694.
  24. Qiao, Zhuo & Wong, Wing-Keung & Fung, Joseph K.W., 2013. "Stochastic dominance relationships between stock and stock index futures markets: International evidence," Economic Modelling, Elsevier, vol. 33(C), pages 552-559.

2012

  1. Anwar, Sajid & Zheng, Mingli, 2012. "Competitive insurance market in the presence of ambiguity," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 79-84.
  2. Li, Yong & Yu, Jun, 2012. "Bayesian hypothesis testing in latent variable models," Journal of Econometrics, Elsevier, vol. 166(2), pages 237-246.
  3. Yu, Jun, 2012. "A semiparametric stochastic volatility model," Journal of Econometrics, Elsevier, vol. 167(2), pages 473-482.
  4. Yu, Jun, 2012. "Bias in the estimation of the mean reversion parameter in continuous time models," Journal of Econometrics, Elsevier, vol. 169(1), pages 114-122.
  5. Liu, Ming-Hua & Margaritis, Dimitris & Tourani-Rad, Alireza, 2012. "Risk appetite, carry trade and exchange rates," Global Finance Journal, Elsevier, vol. 23(1), pages 48-63.
  6. Guang-Zhen Sun, 2012. "When Does Everyone Contribute in the Private Provision of Local Public Goods?," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 14(6), pages 911-925, December.
  7. Angus C. Chu & Ching-Chong Lai, 2012. "On the Growth and Welfare Effects of Defense R&D," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 14(3), pages 473-492, June.
  8. Chu, Angus C., 2012. "Global Poverty Reduction And Pareto-Improving Redistribution," Macroeconomic Dynamics, Cambridge University Press, vol. 16(4), pages 605-624, September.
  9. Chu, Angus C. & Pan, Shiyuan & Sun, Minjuan, 2012. "When does elastic labor supply cause an inverted-U effect of patents on innovation?," Economics Letters, Elsevier, vol. 117(1), pages 211-213.
  10. Chu, Angus C. & Cozzi, Guido & Galli, Silvia, 2012. "Does intellectual monopoly stimulate or stifle innovation?," European Economic Review, Elsevier, vol. 56(4), pages 727-746.
  11. Chu, Angus C. & Leung, Charles K.Y. & Tang, Edward, 2012. "Intellectual property rights, technical progress and the volatility of economic growth," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 749-756.
  12. Chu, Angus C. & Yang, C.C., 2012. "Fiscal centralization versus decentralization: Growth and welfare effects of spillovers, Leviathan taxation, and capital mobility," Journal of Urban Economics, Elsevier, vol. 71(2), pages 177-188.
  13. Che, XiaoGang & Yang, Yibai, 2012. "Patent protection with a cooperative R&D option," Economics Letters, Elsevier, vol. 116(3), pages 469-471.
  14. Chen, Jia & Gao, Jiti & Li, Degui, 2012. "A New Diagnostic Test For Cross-Section Uncorrelatedness In Nonparametric Panel Data Models," Econometric Theory, Cambridge University Press, vol. 28(5), pages 1144-1163, October.
  15. Li, Degui & Lu, Zudi & Linton, Oliver, 2012. "Local Linear Fitting Under Near Epoch Dependence: Uniform Consistency With Convergence Rates," Econometric Theory, Cambridge University Press, vol. 28(5), pages 935-958, October.
  16. Chen, Jia & Gao, Jiti & Li, Degui, 2012. "Semiparametric trending panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 171(1), pages 71-85.
  17. Cheung, William & Lam, Keith S.K. & Tam, Lewis H.K., 2012. "Blockholding and market reactions to equity offerings in China," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 459-482.
  18. Yu Chen & Yanrui Wu, 2012. "Regional Economic Growth and Spillover Effects: An Analysis of China's Pan Pearl River Delta Area," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 20(2), pages 80-97, March.
  19. Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung, 2012. "Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 162-174.

2011

  1. Peter C. B. Phillips & Jun Yu, 2011. "Dating the timeline of financial bubbles during the subprime crisis," Quantitative Economics, Econometric Society, vol. 2(3), pages 455-491, November.
  2. Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011. "Bias in estimating multivariate and univariate diffusions," Journal of Econometrics, Elsevier, vol. 161(2), pages 228-245, April.
  3. Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011. "EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, February.
  4. Peter C. B. Phillips & Jun Yu, 2011. "Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210–24)," Econometrics Journal, Royal Economic Society, vol. 14, pages 126-129, February.
  5. Liu, Ming-Hua & Margaritis, Dimitris & Tourani-Rad, Alireza, 2011. "Asymmetric information and price competition in small business lending," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2189-2196, September.
  6. Chu, Angus C. & Furukawa, Yuichi, 2011. "On the optimal mix of patent instruments," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1964-1975.
  7. Chu, Angus C., 2011. "The welfare cost of one-size-fits-all patent protection," Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 876-890, June.
  8. Chu, Angus C. & Peng, Shin-Kun, 2011. "International intellectual property rights: Effects on growth, welfare and income inequality," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 276-287, June.
  9. Wang, Anxing & Zhou, Jimei & Chen, Tao, 2011. "Which institutions matter to short-term market efficiency in Japan?," Research in Economics, Elsevier, vol. 65(3), pages 164-179, September.
  10. Tao Chen, 2011. "Price discovery with and without trading on the Tokyo Stock Exchange," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(1), pages 56-78.
  11. Degui Li & Jia Chen & Jiti Gao, 2011. "Non‐parametric time‐varying coefficient panel data models with fixed effects," Econometrics Journal, Royal Economic Society, vol. 14(3), pages 387-408, October.
  12. Lam, Keith S.K. & Tam, Lewis H.K., 2011. "Liquidity and asset pricing: Evidence from the Hong Kong stock market," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2217-2230, September.
  13. Yang Zhang & Weihong Huang, 2011. "Instantaneous Information Always Stabilizes?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 56(02), pages 239-253.
  14. Zhuo Qiao & Weiwei Qiao & Wing-Keung Wong, 2011. "Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach," Global Economic Review, Taylor & Francis Journals, vol. 40(3), pages 251-267, September.

2010

  1. Huang, Shirley J. & Yu, Jun, 2010. "Bayesian analysis of structural credit risk models with microstructure noises," Journal of Economic Dynamics and Control, Elsevier, vol. 34(11), pages 2259-2272, November.
  2. Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010. "Indirect inference for dynamic panel models," Journal of Econometrics, Elsevier, vol. 157(1), pages 68-77, July.
  3. Liu, Ming-Hua & Margaritis, Dimitris & Tourani-Rad, Alireza, 2010. "Is there an asymmetry in the response of diesel and petrol prices to crude oil price changes? Evidence from New Zealand," Energy Economics, Elsevier, vol. 32(4), pages 926-932, July.
  4. Yu Chen & Fung Kwan & Guang-Zhen Sun, 2010. "Economic integration and development of the Chinese economy: an introduction," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 15(4), pages 337-340.
  5. Been-Lon Chen & Angus Chu, 2010. "On R&D spillovers, multiple equilibria and indeterminacy," Journal of Economics, Springer, vol. 100(3), pages 247-263, July.
  6. Angus Chu, 2010. "Effects of patent length on R&D: a quantitative DGE analysis," Journal of Economics, Springer, vol. 99(2), pages 117-140, March.
  7. Angus Chu, 2010. "Nation states vs. united empire: Effects of political competition on economic growth," Public Choice, Springer, vol. 145(1), pages 181-195, October.
  8. Angus C. Chu, 2010. "Effects of Patent Policy on Income and Consumption Inequality in a R&D Growth Model," Southern Economic Journal, John Wiley & Sons, vol. 77(2), pages 336-350, October.
  9. Chen, Jia & Li, Degui & Zhang, Lixin, 2010. "Robust estimation in a nonlinear cointegration model," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 706-717, March.
  10. Jia Chen & Li-Xin Zhang, 2010. "Local linear M-estimation for spatial processes in fixed-design models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(3), pages 319-340, May.
  11. Xin Chang & Shi Hua Lin & Lewis H. K. Tam & George Wong, 2010. "Cross‐sectional determinants of post‐IPO stock performance: evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(3), pages 581-603, September.
  12. Xin Chang & Gilles Hilary & Chia Mei Shih & Lewis H.K. Tam, 2010. "Conglomerate Structure and Capital Market Timing," Financial Management, Financial Management Association International, vol. 39(4), pages 1307-1338, December.
  13. Venus Khim-Sen Liew & Zhuo Qiao & Wing-keung Wong, 2010. "Linearity and stationarity of G7 government bond returns," Economics Bulletin, AccessEcon, vol. 30(4), pages 2642-2655.
  14. Thomas C. Chiang & Zhuo Qiao & Wing-Keung Wong, 2010. "New evidence on the relation between return volatility and trading volume," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(5), pages 502-515.
  15. Zhuo Qiao & Weiwei Qiao & Wing-Keung Wong, 2010. "Examining Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach," Global Economic Review, Taylor & Francis Journals, vol. 39(3), pages 225-246.

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.
  2. Peter C. B. Phillips & Jun Yu, 2009. "Simulation-Based Estimation of Contingent-Claims Prices," The Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3669-3705, September.
  3. Chong, Beng Soon & Liu, Ming-Hua, 2009. "Islamic banking: Interest-free or interest-based?," Pacific-Basin Finance Journal, Elsevier, vol. 17(1), pages 125-144, January.
  4. Guang-Zhen Sun & Yew-Kwang Ng, 2009. "The age-dependent value of time: a life cycle analysis," Journal of Economics, Springer, vol. 97(3), pages 233-250, July.
  5. Chu, Angus C., 2009. "A politico-economic analysis of the European Union's R&D policy," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 582-590, December.
  6. Angus Chu, 2009. "Effects of blocking patents on R&D: a quantitative DGE analysis," Journal of Economic Growth, Springer, vol. 14(1), pages 55-78, March.
  7. Chen, Tao & Cai, Jun & Ho, Richard Y.K., 2009. "Intraday information efficiency on the Chinese equity market," China Economic Review, Elsevier, vol. 20(3), pages 527-541, September.
  8. Tao Chen, 2009. "Informational Efficiency: Which Institutions Matter?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 16(2), pages 141-168, June.
  9. Zhengyan Lin & Degui Li & Jiti Gao, 2009. "Local Linear M‐estimation in non‐parametric spatial regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(3), pages 286-314, May.
  10. Degui Li & Jia Chen & Zhengyan Lin, 2009. "Variable selection in partially time-varying coefficient models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(5), pages 553-566.
  11. Yu Chen, 2009. "What do we need besides trade?," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 7(1), pages 17-30.
  12. Chang, Eric C. & Ren, Jinjuan & Shi, Qi, 2009. "Effects of the volatility smile on exchange settlement practices: The Hong Kong case," Journal of Banking & Finance, Elsevier, vol. 33(1), pages 98-112, January.
  13. Fung Kwan, 2009. "Agricultural labour and the incidence of surplus labour: experience from China during reform," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 7(3), pages 341-361.
  14. McLaren, Keith Robert & Wong, K. K. Gary, 2009. "AJAE appendix for The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, vol. 91(4), pages 1-2, January.
  15. Keith R. McLaren & K.K. Gary Wong, 2009. "Effective global regularity and empirical modelling of direct, inverse, and mixed demand systems," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(2), pages 749-770, May.
  16. Keith R. McLaren & K. K. Gary Wong, 2009. "The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(4), pages 1110-1123.
  17. Zhou, Rhea Tingyu & Lai, Rose Neng, 2009. "Herding and information based trading," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 388-393, June.
  18. Xinhua Gu & Guoqiang Li, 2009. "Why do Various Gaming Markets Adopt Different Tax Rates?," Journal of Gambling Business and Economics, University of Buckingham Press, vol. 3(1), pages 65-87, April.
  19. Qiao, Zhuo & McAleer, Michael & Wong, Wing-Keung, 2009. "Linear and nonlinear causality between changes in consumption and consumer attitudes," Economics Letters, Elsevier, vol. 102(3), pages 161-164, March.

2008

  1. Liu, Ming-Hua & Margaritis, Dimitri & Tourani-Rad, Alireza, 2008. "Monetary policy transparency and pass-through of retail interest rates," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 501-511, April.
  2. Cheny Chen & Ming-Hua Liu & Hoa Nguyen, 2008. "Do retail options traders know better about market volatility?," American Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 1(1), pages 1-19.
  3. Sun, Guang-Zhen, 2008. "Nasir ad-Din Tusi on social cooperation and the division of labor: Fragment from The Nasirean Ethics," Journal of Institutional Economics, Cambridge University Press, vol. 4(3), pages 403-413, December.
  4. Guang-Zhen Sun, 2008. "The First Two Eigenvalues of Large Random Matrices and Brody's Hypothesis on the Stability of Large Input-Output Systems," Economic Systems Research, Taylor & Francis Journals, vol. 20(4), pages 429-432.
  5. Angus C. Chu, 2008. "Special Interest Politics And Intellectual Property Rights: An Economic Analysis Of Strengthening Patent Protection In The Pharmaceutical Industry," Economics and Politics, Wiley Blackwell, vol. 20(2), pages 185-215, June.
  6. Chen, Tao & Li, Jie & Cai, Jun, 2008. "Information content of inter-trade time on the Chinese market," Emerging Markets Review, Elsevier, vol. 9(3), pages 174-193, September.
  7. Lin, Zhengyan & Li, Degui & Chen, Jia, 2008. "Change point estimators by local polynomial fits under a dependence assumption," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2339-2355, November.
  8. Chen Jia & Zhang Lixin & Li Degui, 2008. "Spatial local M-estimation under association," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 67(1), pages 11-29, January.
  9. Chen, Jia, 2008. "Asymptotics of kernel density estimators on weakly associated random fields," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3230-3237, December.
  10. Yu Chen, 2008. "Opening-up or institutional development? Evidence from China," International Economic Journal, Taylor & Francis Journals, vol. 22(4), pages 419-430.
  11. Rose Neng Lai & Raymond W. So & Ricardo Chi Sen Siu, 2008. "What Does a Concept Attract? The Case of Gaming in Macau," Journal of Gambling Business and Economics, University of Buckingham Press, vol. 2(3), pages 1-22, December.
  12. Rhea Tingyu Zhou & Rose Neng Lai, 2008. "Herding and positive feedback trading on property stocks," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 26(2), pages 110-131, March.
  13. Qiao, Zhuo & Smyth, Russell & Wong, Wing-Keung, 2008. "Volatility switching and regime interdependence between information technology stocks 1995-2005," Global Finance Journal, Elsevier, vol. 19(2), pages 139-156.
  14. Qiao, Zhuo & Chiang, Thomas C. & Wong, Wing-Keung, 2008. "Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 425-437, December.
  15. Qiao, Zhuo & Li, Yuming & Wong, Wing-Keung, 2008. "Policy change and lead-lag relations among China's segmented stock markets," Journal of Multinational Financial Management, Elsevier, vol. 18(3), pages 276-289, July.

2007

  1. Shirley J. Huang & Qianqiu Liu & Jun Yu, 2007. "Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts," Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 33-56, May.
  2. Jin, Xing & Wang, Leping & Yu, Jun, 2007. "Temporal aggregation and risk-return relation," Finance Research Letters, Elsevier, vol. 4(2), pages 104-115, June.
  3. Yew‐Kwang Ng & Guang‐Zhen Sun, 2007. "Economics Of Endogenous Specialization: Introduction," Pacific Economic Review, Wiley Blackwell, vol. 12(1), pages 63-67, February.
  4. Paresh Kumar Narayan & Guang‐Zhen Sun, 2007. "The Division of Labor, Capital, Communication Technology and Economic Growth: The Case of China 1952–99," Review of Development Economics, Wiley Blackwell, vol. 11(4), pages 645-664, November.
  5. Guang-Zhen Sun & Christis Tombazos, 2007. "Editorial," Division of Labor & Transaction Costs (DLTC), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 81-82.
  6. Chu Angus C, 2007. "Confidence-Enhanced Economic Growth," The B.E. Journal of Macroeconomics, De Gruyter, vol. 7(1), pages 1-20, July.
  7. Ho, Wai-Hong & Wang, Yong, 2007. "Factor income taxation and growth under asymmetric information," Journal of Public Economics, Elsevier, vol. 91(3-4), pages 775-789, April.
  8. Lin, Zhengyan & Li, Degui, 2007. "Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1214-1230, July.
  9. Lin Zhengyan & Li Degui & Chen Jia, 2007. "Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 66(3), pages 289-303, November.
  10. Chang, Xin & Tam, Lewis H.K. & Tan, Tek Jun & Wong, George, 2007. "The real impact of stock market mispricing -- Evidence from Australia," Pacific-Basin Finance Journal, Elsevier, vol. 15(4), pages 388-408, September.
  11. Wong, Gary & Park, Hoanjae, 2007. "AJAE Appendix: The Use of Conditional Cost Functions to Generate Estimable Mixed Demand Systems," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, vol. 89(2), pages 1-3, May.
  12. K. K. Gary Wong & Hoanjae Park, 2007. "The Use of Conditional Cost Functions to Generate Estimable Mixed Demand Systems," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(2), pages 273-286.
  13. Huang, Weihong & Zhang, Yang, 2007. "Distributional dynamics of cautious economic adjustment processes," Journal of Economic Behavior & Organization, Elsevier, vol. 62(3), pages 389-407, March.
  14. Venus Khim-Sen Liew & Wing-Keung Wong & Zhuo Qiao, 2007. "Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model," Economics Bulletin, AccessEcon, vol. 6(27), pages 1-7.

2006

  1. Anwar, Sajid & McMillan, Robert & Zheng, Mingli, 2006. "Bidding behavior in competing auctions: Evidence from eBay," European Economic Review, Elsevier, vol. 50(2), pages 307-322, February.
  2. Phillips, Peter C.B. & Yu, Jun, 2006. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 202-208, April.
  3. 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.
  4. Manabu Asai & Michael McAleer & Jun Yu, 2006. "Multivariate Stochastic Volatility: A Review," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 145-175.
  5. Jun Yu & Renate Meyer, 2006. "Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 361-384.
  6. Chong, Beng-Soon & Liu, Ming-Hua & Tan, Kok-Hui, 2006. "The wealth effect of forced bank mergers and cronyism," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3215-3233, November.
  7. Chong, Beng Soon & Liu, Ming-Hua & Shrestha, Keshab, 2006. "Monetary transmission via the administered interest rates channel," Journal of Banking & Finance, Elsevier, vol. 30(5), pages 1467-1484, May.
  8. Yong He & Guang‐Zhen Sun, 2006. "Income Dispersion And Price Discrimination," Pacific Economic Review, Wiley Blackwell, vol. 11(1), pages 59-74, February.
  9. Keith Jakee & Guang-Zhen Sun, 2006. "Is compulsory voting more democratic?," Public Choice, Springer, vol. 129(1), pages 61-75, October.
  10. Yew-Kwang Ng & Guang-Zhen Sun, 2006. "Introduction," Division of Labor & Transaction Costs (DLTC), World Scientific Publishing Co. Pte. Ltd., vol. 1(02), pages 99-103.
  11. Guang-Zhen Sun, 2006. "Xiaokai Yang: An Economist Defined By One Big Idea," Division of Labor & Transaction Costs (DLTC), World Scientific Publishing Co. Pte. Ltd., vol. 1(02), pages 217-218.
  12. Chulin Li & Guang-Zhen Sun, 2006. "Diversity Of Specialization Patterns, Schur Convexity And Transference: A Note On The Measurement Of The Division Of Labor," Division of Labor & Transaction Costs (DLTC), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 71-80.
  13. Zhihua Zhang & Rose Neng Lai, 2006. "Pricing efficiency and arbitrage: Hong Kong derivatives markets revisited," Applied Financial Economics, Taylor & Francis Journals, vol. 16(16), pages 1185-1198.
  14. Rose Neng Lai & Seow Eng Ong & Tien Foo Sing, 2006. "Values Of Mortgages With Top-Up Payment Options," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(05), pages 801-824.

2005

  1. Mingli Zheng & Sajid Anwar, 2005. "Rational Legal Decision-Making, Value Judgment, and Efficient Precaution in Tort Law," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 161(3), pages 411-427, September.
  2. Yu, Jun, 2005. "On leverage in a stochastic volatility model," Journal of Econometrics, Elsevier, vol. 127(2), pages 165-178, August.
  3. Peter C. B. Phillips, 2005. "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.
  4. Po‐Ting Liu & Guang‐Zhen Sun, 2005. "The International Demonstration Effect And The Domestic Division Of Labour: A Simple Model," Pacific Economic Review, Wiley Blackwell, vol. 10(4), pages 515-528, December.
  5. Jakee, Keith & Sun, Guang-Zhen, 2005. "External habit formation and dependency in the welfare state," European Journal of Political Economy, Elsevier, vol. 21(1), pages 83-98, March.
  6. Guang-Zhen Sun, 2005. "Division Of Labour And Transaction Costs: Toward A Research Agenda," Division of Labor & Transaction Costs (DLTC), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 15-33.
  7. Wai-Hong Ho & Yong Wang, 2005. "Public capital, asymmetric information, and economic growth," Canadian Journal of Economics, Canadian Economics Association, vol. 38(1), pages 57-80, February.
  8. K. K. Gary Wong & Keith R. McLaren, 2005. "Specification and Estimation of Regular Inverse Demand Systems: A Distance Function Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 87(4), pages 823-834.

2004

  1. Sajid Anwar & Mingli Zheng, 2004. "International Factor Mobility, Government Size and Welfare," Australian Economic Papers, Wiley Blackwell, vol. 43(2), pages 248-255, June.
  2. 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 107-120, January.
  3. Jun Yu, 2004. "Empirical Characteristic Function Estimation and Its Applications," Econometric Reviews, Taylor & Francis Journals, vol. 23(2), pages 93-123.
  4. Y. K. Tse & Xibin Zhang & Jun Yu, 2004. "Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method," Quantitative Finance, Taylor & Francis Journals, vol. 4(2), pages 158-169.
  5. Sun, Guang-Zhen & Yang, Xiaokai & Zhou, Lin, 2004. "General equilibria in large economies with endogenous structure of division of labor," Journal of Economic Behavior & Organization, Elsevier, vol. 55(2), pages 237-256, October.
  6. K.K. Gary Wong, 2004. "A New Approach to Modelling Gnp Functions: an Application of Two‐Stage Technologies and Modifying Function Framework," Australian Economic Papers, Wiley Blackwell, vol. 43(3), pages 315-339, September.
  7. Rose Neng Lai & Ko Wang & Yuqing Zhou, 2004. "Sale before Completion of Development: Pricing and Strategy," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(2), pages 329-357, June.

2003

  1. Yew-Kwang Ng & Guang-Zhen Sun & Guang-Zhen Sun, 2003. "Exclusion of self evaluations in peer ratings: An impossibility and some proposals," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 20(3), pages 443-456, June.
  2. K. K. Gary Wong, 2003. "Towards a more general approach to testing the time additivity hypothesis," Applied Economics, Taylor & Francis Journals, vol. 35(16), pages 1729-1738.

2002

  1. John L. Knight & Stephen E. Satchell & Jun Yu, 2002. "Theory & Methods: 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, September.
  2. Knight, John L. & Yu, Jun, 2002. "Empirical Characteristic Function In Time Series Estimation," Econometric Theory, Cambridge University Press, vol. 18(3), pages 691-721, June.
  3. Jun Yu, 2002. "Forecasting volatility in the New Zealand stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 12(3), pages 193-202.
  4. Kang, Joseph & Liu, Ming-Hua & Ni, Sophie Xiaoyan, 2002. "Contrarian and momentum strategies in the China stock market: 1993-2000," Pacific-Basin Finance Journal, Elsevier, vol. 10(3), pages 243-265, June.
  5. Guang‐Zhen Sun & Xiaokai Yang, 2002. "Agglomeration Economies, Division of Labour and the Urban Land‐rent Escalation: A General Equilibrium Analysis of Urbanisation," Australian Economic Papers, Wiley Blackwell, vol. 41(2), pages 164-184, June.
  6. Guang–Zhen Sun, 2002. "Pay More Tribute to Smart Ants: A Note on the Tullockian Environmental Coordination in Non–Human Societies," Kyklos, Wiley Blackwell, vol. 55(4), pages 569-573, November.
  7. Witt Ulrich & Sun Guang-Zhen, 2002. "Myopic Behavior and Cycles in Aggregate Output. A Note on the Role of Correlated Quantity Adjustments / Myopisches Verhalten und der Konjunkturzyklus. Bemerkungen zur Rolle korrelierter Mengenanpassun," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 222(3), pages 366-376, June.

2001

  1. Mingli Zheng, 2001. "Liability Rules and Evolutionary Dynamics," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 157(4), pages 520-535, December.
  2. Qi-Man Shao & Hao Yu & Jun Yu, 2001. "Do Stock Returns Follow a Finite Variance Distribution?," Annals of Economics and Finance, Society for AEF, vol. 2(2), pages 467-486, November.
  3. 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 1-3.
  4. Cooper, Russel J. & McLaren, Keith R. & Wong, Gary K. K., 2001. "On the empirical exploitation of consumers' profit functions in static analyses," Economics Letters, Elsevier, vol. 72(2), pages 181-187, August.

2000

  1. 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.
  2. Altunbas, Yener & Liu, Ming-Hau & Molyneux, Philip & Seth, Rama, 2000. "Efficiency and risk in Japanese banking," Journal of Banking & Finance, Elsevier, vol. 24(10), pages 1605-1628, October.
  3. Guang‐Zhen Sun, 2000. "The Size of the Firm and Social Division of Labour," Australian Economic Papers, Wiley Blackwell, vol. 39(3), pages 263-277, September.
  4. Yew-Kwang Ng & Guang-Zhen Sun, 2000. "The measurement of structural differences between economies: An axiomatic characterization," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 16(2), pages 313-321.

1999

  1. Graeme Guthrie & Julian Wright & Jun Yu, 1999. "Testing the expectations theory of the term structure for New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 33(1), pages 93-114.
  2. Sun, Guang-Zhen & Ng, Yew-Kwang, 1999. "The Effect of Number and Size of Interest Groups on Social Rent Dissipation," Public Choice, Springer, vol. 101(3-4), pages 251-265, December.
  3. Rose Neng Lai & Ko Wang, 1999. "Land-Supply Restrictions, Developer Strategies and Housing Policies: The Case in Hong Kong," International Real Estate Review, Global Social Science Institute, vol. 2(1), pages 143-159.

1996

  1. Chong, Beng-Soon & Liu, Ming-Hua & Altunbas, Yener, 1996. "The impact of universal banking on the risks and returns of Japanese financial institutions," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 181-195, July.

1993

  1. Cummins, H.Z. & Du, W.M. & Fuchs, M. & Götze, W. & Latz, A. & Li, G. & Tao, N.J., 1993. "Light scattering spectroscopy of the liquid-glass transition: comparison with idealized and extended mode coupling theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 201(1), pages 207-222.

Undated

  1. Shirley J. Huang & Jun Yu, . "On stiffness in affine asset pricing models," Journal of Computational Finance, Journal of Computational Finance.

Books

2024

  1. Rose Neng Lai & Robert A Van Order, 2024. "When Housing Markets Meet Shadow Banking:Bubbles, Mortgages, Securitization, and Fintech," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13611, April.

2021

  1. Patrick W.M. Huen & Jean Jinghan Chen & Ming-Hua Liu, 2021. "Seng Heng Bank," Springer Books, Springer, number 978-981-16-0398-3, March.

2020

  1. Angus C Chu, 2020. "Advanced Macroeconomics:An Introduction for Undergraduates," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0267, April.

2005

  1. Guang-Zhen Sun (ed.), 2005. "Readings in the Economics of the Division of Labor:The Classical Tradition," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5728, April.

2003

  1. Yew-Kwang Ng & Heling Shi & Guang-Zhen Sun (ed.), 2003. "The Economics of E-Commerce and Networking Decisions," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-4039-3837-4, May.

Chapters

2024

  1. Peter C. B. Phillips & Jun Yu, 2024. "Information loss in volatility measurement with flat price trading," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 501-543, Springer.
  2. Angus C. Chu, 2024. "Macroeconomic effects of intellectual property rights: an updated survey," Chapters, in: Walter G. Park (ed.), Handbook of Innovation and Intellectual Property Rights, chapter 2, pages 13-26, Edward Elgar Publishing.

2023

  1. Xiaohu Wang & Weilin Xiao & Jun Yu, 2023. "Asymptotic Properties of the Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noise," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 73-95, Emerald Group Publishing Limited.

2022

  1. Rose Neng Lai & Robert A. Van Order, 2022. "Disaggregating house price dynamics," Chapters, in: Charles K.Y. Leung (ed.), Handbook of Real Estate and Macroeconomics, chapter 7, pages 165-205, Edward Elgar Publishing.

2021

  1. Patrick W. M. Huen & Jean Jinghan Chen & Ming-Hua Liu, 2021. "Introduction," Springer Books, in: Seng Heng Bank, chapter 0, pages 1-8, Springer.
  2. Patrick W. M. Huen & Jean Jinghan Chen & Ming-Hua Liu, 2021. "Macao’s Economy and Banking Industry," Springer Books, in: Seng Heng Bank, chapter 0, pages 9-22, Springer.
  3. Patrick W. M. Huen & Jean Jinghan Chen & Ming-Hua Liu, 2021. "Seng Heng Bank (1972–2007)," Springer Books, in: Seng Heng Bank, chapter 0, pages 23-56, Springer.
  4. Patrick W. M. Huen & Jean Jinghan Chen & Ming-Hua Liu, 2021. "Icbc," Springer Books, in: Seng Heng Bank, chapter 0, pages 57-70, Springer.
  5. Patrick W. M. Huen & Jean Jinghan Chen & Ming-Hua Liu, 2021. "Acquisition of Seng Heng Bank by ICBC," Springer Books, in: Seng Heng Bank, chapter 0, pages 71-89, Springer.
  6. Patrick W. M. Huen & Jean Jinghan Chen & Ming-Hua Liu, 2021. "Conclusions," Springer Books, in: Seng Heng Bank, chapter 0, pages 91-98, Springer.

2020

  1. Yubo Tao & Jun Yu, 2020. "Model Selection for Explosive Models," Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 73-103, Emerald Group Publishing Limited.
  2. Angus C. Chu, 2020. "A Static General-Equilibrium Model," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 1, pages 1-7, World Scientific Publishing Co. Pte. Ltd..
  3. Angus C. Chu, 2020. "The Neoclassical Growth Model," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 2, pages 9-16, World Scientific Publishing Co. Pte. Ltd..
  4. Angus C. Chu, 2020. "Dynamics in the Neoclassical Growth Model," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 3, pages 17-23, World Scientific Publishing Co. Pte. Ltd..
  5. Angus C. Chu, 2020. "The Neoclassical Growth Model with Elastic Labour Supply," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 4, pages 25-34, World Scientific Publishing Co. Pte. Ltd..
  6. Angus C. Chu, 2020. "Fiscal Policy: Government Spending," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 5, pages 35-43, World Scientific Publishing Co. Pte. Ltd..
  7. Angus C. Chu, 2020. "Fiscal Policy: Labour Income Tax," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 6, pages 45-54, World Scientific Publishing Co. Pte. Ltd..
  8. Angus C. Chu, 2020. "Fiscal Policy: Capital Income Tax," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 7, pages 55-62, World Scientific Publishing Co. Pte. Ltd..
  9. Angus C. Chu, 2020. "Monetary Policy in the New Keynesian Model," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 8, pages 63-69, World Scientific Publishing Co. Pte. Ltd..
  10. Angus C. Chu, 2020. "The Solow Growth Model," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 9, pages 71-77, World Scientific Publishing Co. Pte. Ltd..
  11. Angus C. Chu, 2020. "The Ramsey Model," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 10, pages 79-85, World Scientific Publishing Co. Pte. Ltd..
  12. Angus C. Chu, 2020. "The Ramsey Model with a Perfectly Competitive Market," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 11, pages 87-92, World Scientific Publishing Co. Pte. Ltd..
  13. Angus C. Chu, 2020. "The Ramsey Model with a Monopolistically Competitive Market," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 12, pages 93-101, World Scientific Publishing Co. Pte. Ltd..
  14. Angus C. Chu, 2020. "The Romer Model of Endogenous Technological Change," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 13, pages 103-112, World Scientific Publishing Co. Pte. Ltd..
  15. Angus C. Chu, 2020. "Scale Effect in the Romer Model," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 14, pages 113-120, World Scientific Publishing Co. Pte. Ltd..
  16. Angus C. Chu, 2020. "R&D Underinvestment and Subsidies," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 15, pages 121-127, World Scientific Publishing Co. Pte. Ltd..
  17. Angus C. Chu, 2020. "The Schumpeterian Growth Model," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 16, pages 129-138, World Scientific Publishing Co. Pte. Ltd..
  18. Angus C. Chu, 2020. "Appendix on Dynamic Optimisation," World Scientific Book Chapters, in: ADVANCED MACROECONOMICS An Introduction for Undergraduates, chapter 17, pages 139-141, World Scientific Publishing Co. Pte. Ltd..

2016

  1. Jerry Cao & Bihong Huang & Rose Neng Lai, 2016. "Housing Bubble and Government Regulation: Evidence from China," Chapters from NBP Conference Publications, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk (ed.), Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis - 2015 edition, chapter 10, pages v2, 5-67, Narodowy Bank Polski.

2014

  1. Tao Zeng & Yong Li & Jun Yu, 2014. "Deviance Information Criterion for Comparing VAR Models," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 615-637, Emerald Group Publishing Limited.

2011

  1. Thomas C. Chiang & Zhuo Qiao & Wing-Keung Wong, 2011. "A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, chapter 3, pages 49-73, Palgrave Macmillan.

2010

  1. Tore Selland Kleppe & Jun Yu & H.J. Skaug, 2010. "Simulated maximum likelihood estimation of continuous time stochastic volatility models," Advances in Econometrics, in: Maximum Simulated Likelihood Methods and Applications, pages 137-161, Emerald Group Publishing Limited.

2007

  1. Hardjo Koerniadi & Ming-Hua Liu & Alireza Tourani-Rad, 2007. "Share Repurchases in New Zealand," Advances in Financial Economics, in: Issues in Corporate Governance and Finance, pages 481-498, Emerald Group Publishing Limited.

2006

  1. Guang-Zhen Sun & Xiaokai Yang, 2006. "Agglomeration Economies, Division Of Labour And The Urban Land-Rent Escalation: A General Equilibrium Analysis Of Urbanisation," World Scientific Book Chapters, in: Christis Tombazos & Xiaokai Yang (ed.), Inframarginal Contributions To Development Economics, chapter 9, pages 195-228, World Scientific Publishing Co. Pte. Ltd..

2005

  1. Guang-Zhen Sun, 2005. "The Economics of Division of Labor from Xenophon to Hayek (1945): A Review of Selected Literature," World Scientific Book Chapters, in: Guang-Zhen Sun (ed.), Readings In The Economics Of The Division Of Labor The Classical Tradition, chapter 1, pages 3-31, World Scientific Publishing Co. Pte. Ltd..

2003

  1. Guang-Zhen Sun, 2003. "Identification of Equilibrium Structures of Endogenous Specialization: a Unified Approach Exemplified," Palgrave Macmillan Books, in: Yew-Kwang Ng & Heling Shi & Guang-Zhen Sun (ed.), The Economics of E-Commerce and Networking Decisions, chapter 10, pages 195-213, Palgrave Macmillan.
  2. Guang-Zhen Sun & Xiaokai Yang & Shuntian Yao, 2003. "Towards a Theory of Impersonal Networking Decisions and Endogenous Structure of the Division of Labour," Palgrave Macmillan Books, in: Yew-Kwang Ng & Heling Shi & Guang-Zhen Sun (ed.), The Economics of E-Commerce and Networking Decisions, chapter 9, pages 171-194, Palgrave Macmillan.

Software components

2019

  1. Angus C. Chu & Guido Cozzi & Haichao Fang & Yuichi Furukawa & Chih-Hsing Liao, 2019. "Code and data files for "Innovation and Inequality in a Monetary Schumpeterian Model with Heterogeneous Households and Firms"," Computer Codes 18-328, Review of Economic Dynamics.

2017

  1. Angus Chu & Guido Cozzi, 2017. "Code and data files for "Effects of Patents versus R&D subsidies on Income Inequality"," Computer Codes 17-1709, Review of Economic Dynamics.

2014

  1. Angus Chu & Guido Cozzi & Yuichi Furukawa, 2014. "Code and data files for "Effects of Economic Development in China on Skill-Biased Technical Change in the US"," Computer Codes 13-170, Review of Economic Dynamics.

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