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Publications

by members of

Renmin University of China → Hanqing Advanced Institute of Economics and Finance

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. This page is updated in the first days of each month.
| Working papers | Journal articles | Software components |

Working papers

2019

  1. Chao He & Min Zhang, 2019, "Business Liquidity, Consumer Liquidity, and Monetary Policy," 2019 Meeting Papers, Society for Economic Dynamics, number 869.

2015

  1. Chong, Terence Tai Leung & Ding, Yue & Li, Yong, 2015, "Executive Stock Option Pricing in China under Stochastic Volatility," MPRA Paper, University Library of Munich, Germany, number 63397, Feb.
  2. Chang, C-L. & Li, Y. & McAleer, M.J., 2015, "Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-18, Jun.

2014

  1. Tao Zeng & Yong Li & Jun Yu, 2014, "Deviance Information Criterion for Comparing VAR Models," Working Papers, Singapore Management University, School of Economics, number 01-2014, Jun.
  2. Yong Li & Xiao-Bin Liu & Jun Yu, 2014, "A Bayesian Chi-Squared Test for Hypothesis Testing," Working Papers, Singapore Management University, School of Economics, number 03-2014, Jun.

2013

  1. Wei Sun & Anthony Webb, 2013, "Can Incentives for Long-Term Care Insurance Reduce Medicaid Spending?," Issues in Brief, Center for Retirement Research, number ib2013-6, Apr.
  2. Wei Sun & Anthony Webb, 2013, "Can Long-Term Care Insurance Partnership Programs Increase Coverage and Reduce Medicaid Costs?," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2013-8, Mar.

2012

  1. Yu Zhu & Randall Wright & Chao He, 2012, "Housing and Liquidity," 2012 Meeting Papers, Society for Economic Dynamics, number 94.
  2. Yong Li & Tao Zeng & Jun Yu, 2012, "Robust Deviance Information Criterion for Latent Variable Models," Working Papers, Singapore Management University, School of Economics, number 30-2012, Aug.
  3. Wei Sun & Anthony Webb, 2012, "Should Households Base Asset Decumulation Strategies on Required Minimum Distribution Tables?," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2012-10, Apr, revised Apr 2012.
  4. Wei Sun & Anthony Webb, 2012, "Can Retirees Base Wealth Withdrawals on the IRS’ Required Minimum Distributions?," Issues in Brief, Center for Retirement Research, number ib2012-19, Oct, revised Oct 2012.

2011

  1. Yong Li & Jun Yu, 2011, "Bayesian Hypothesis Testing in Latent Variable Models," Working Papers, Singapore Management University, School of Economics, number 11-2011, Aug.
  2. Wei Sun & Anthony Webb, 2011, "How Do Subjective Mortality Beliefs Affect the Value of Social Security and the Optimal Claiming Age?," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2011-22, Nov, revised Nov 2011.

2010

  1. Yong Li & Jun Yu, 2010, "A New Bayesian Unit Root Test in Stochastic Volatility Models," Working Papers, Singapore Management University, School of Economics, number 21-2010, Oct, revised Oct 2010.
  2. Anthony Webb & Shenyi Jiang & Wei Sun, 2010, "Did the Housing Boom Increase Household Spending," Issues in Brief, Center for Retirement Research, number ib2010-10, Jul, revised Jul 2010.
  3. Yingyao Hu & Matthew Shum & Wei Tan, 2010, "A Simple Estimator for Dynamic Models with Serially Correlated Unobservables," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 558, May.

2009

  1. Wei Sun & Anthony Webb & Natalia Zhivan, 2009, "Does Staying Healthy Reduce Your Lifetime Health Care Costs?," Issues in Brief, Center for Retirement Research, number ib2010-8, May, revised May 2009.

2008

  1. Hau Chyi & Orgul Ozturk, 2008, "The Effects of Single Mothers' Welfare Participation and Work Decisions on Children's Attainments," Summer North American Stata Users' Group Meetings 2008, Stata Users Group, number 9, Jul, revised 28 Aug 2008.
  2. Leora Friedberg & Wei Sun & Anthony Webb, 2008, "What Effect Do Time Constraints Have on the Age of Retirement?," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2008-17, Oct, revised Dec 2008.
  3. Steven A. Sass & Wei Sun & Anthony Webb, 2008, "When Should Married Men Claim Social Security Benefits?," Issues in Brief, Center for Retirement Research, number ib2008-8-4, Mar, revised Mar 2008.
  4. Leora Friedberg & Wei Sun & Anthony Webb, 2008, "How Much Do Older Workers Value Employee Health Insurance?," Issues in Brief, Center for Retirement Research, number ib2008-8-9, Jul, revised Jul 2008.

2007

  1. Steven A. Sass & Wei Sun & Anthony Webb, 2007, "Why Do Married Men Claim Social Security Benefits So Early? Ignorance or Caddishness?," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2007-17, Oct, revised Oct 2007.

2006

  1. Chyi, Hau & Ozturk, Orgul, 2006, "Welfare Reform and Children's Short-Run Attainments: A Structural Approach," MPRA Paper, University Library of Munich, Germany, number 10228, revised 2008.
  2. Chyi, Hau & Ozturk, Orgul, 2006, "Welfare Reform and Children's Short-Run Attainments," MPRA Paper, University Library of Munich, Germany, number 10341, revised 2008.
  3. Wei Sun & Robert Triest & Anthony Webb, 2006, "Optimal Retirement Asset Decumulation Strategies: The Impact of Housing Wealth," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2006-22, Nov, revised Nov 2006.

Journal articles

2020

  1. Xiangting Hu & Xiangbo Liu & Chao He & Tiantian Dai, 2020, "Education policies, pre-college human capital investment and educated unemployment," Journal of Economics, Springer, volume 129, issue 3, pages 241-270, April, DOI: 10.1007/s00712-019-00676-6.

2019

  1. Chao He & Randall Wright, 2019, "On Complicated Dynamics in Simple Monetary Models," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 6, pages 1433-1453, September, DOI: 10.1111/jmcb.12625.

2017

  1. Leora Friedberg & Michael T. Owyang & Wei Sun & Anthony Webb, 2017, "How Do Local Labor Markets Affect Retirement?," Review, Federal Reserve Bank of St. Louis, volume 99, issue 3, pages 259-278, DOI: 10.20955/r.2017.259-78.

2016

  1. Cao, Yijia & Wang, Xifan & Li, Yong & Tan, Yi & Xing, Jianbo & Fan, Ruixiang, 2016, "A comprehensive study on low-carbon impact of distributed generations on regional power grids: A case of Jiangxi provincial power grid in China," Renewable and Sustainable Energy Reviews, Elsevier, volume 53, issue C, pages 766-778, DOI: 10.1016/j.rser.2015.09.008.
  2. Wu, Jianshe & Zhang, Long & Li, Yong & Jiao, Yang, 2016, "Partition signed social networks via clustering dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 443, issue C, pages 568-582, DOI: 10.1016/j.physa.2015.09.066.
  3. Xing, Jiamin & Li, Yong, 2016, "Nonlinear Lyapunov criteria for stochastic explosive solutions," Statistics & Probability Letters, Elsevier, volume 109, issue C, pages 63-67, DOI: 10.1016/j.spl.2015.11.002.
  4. Li, Yong & Yang, Jie & Song, Jian, 2016, "Nano-energy system coupling model and failure characterization of lithium ion battery electrode in electric energy vehicles," Renewable and Sustainable Energy Reviews, Elsevier, volume 54, issue C, pages 1250-1261, DOI: 10.1016/j.rser.2015.10.070.

2015

  1. Chao He & Randall Wright & Yu Zhu, 2015, "Housing and Liquidity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 18, issue 3, pages 435-455, July, DOI: 10.1016/j.red.2014.09.009.
  2. Terence Tai Leung Chong & Yue Ding & Yong Li, 2015, "Executive Stock Option Pricing in China Under Stochastic Volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 10, pages 953-960, October.
  3. Ye, Qing & Yang, Xiaoguang & Dai, Shuwei & Chen, Guangsheng & Li, Yong & Zhang, Caixia, 2015, "Effects of climate change on suitable rice cropping areas, cropping systems and crop water requirements in southern China," Agricultural Water Management, Elsevier, volume 159, issue C, pages 35-44, DOI: 10.1016/j.agwat.2015.05.022.
  4. Li, Yong & Liu, Xiao-Bin & Yu, Jun, 2015, "A Bayesian chi-squared test for hypothesis testing," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 54-69, DOI: 10.1016/j.jeconom.2015.06.021.
  5. Li, Yong & Yang, Jie & Song, Jian, 2015, "Microscale characterization of coupled degradation mechanism of graded materials in lithium batteries of electric vehicles," Renewable and Sustainable Energy Reviews, Elsevier, volume 50, issue C, pages 1445-1461, DOI: 10.1016/j.rser.2015.05.080.
  6. Li, Yong & Yang, Jie & Song, Jian, 2015, "Electromagnetic effects model and design of energy systems for lithium batteries with gradient structure in sustainable energy electric vehicles," Renewable and Sustainable Energy Reviews, Elsevier, volume 52, issue C, pages 842-851, DOI: 10.1016/j.rser.2015.07.155.
  7. Li, Gang & Li, Yong, 2015, "Forecasting copper futures volatility under model uncertainty," Resources Policy, Elsevier, volume 46, issue P2, pages 167-176, DOI: 10.1016/j.resourpol.2015.09.009.

2014

  1. Chyi, Hau & Zhou, Bo, 2014, "The effects of tuition reforms on school enrollment in rural China," Economics of Education Review, Elsevier, volume 38, issue C, pages 104-123, DOI: 10.1016/j.econedurev.2013.11.003.
  2. Li, Yong & Zeng, Tao & Yu, Jun, 2014, "A new approach to Bayesian hypothesis testing," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 602-612, DOI: 10.1016/j.jeconom.2013.08.035.
  3. Li Yong & Jie Zhang, 2014, "Bayesian testing for jumps in stochastic volatility models with correlated jumps," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 10, pages 1693-1700, October, DOI: 10.1080/14697688.2014.916412.

2013

  1. Hau Chyi & Orgul Demet Ozturk, 2013, "The Effects Of Single Mothers' Welfare Use And Employment Decisions On Children'S Cognitive Development," Economic Inquiry, Western Economic Association International, volume 51, issue 1, pages 675-706, January, DOI: j.1465-7295.2012.00466.x.
  2. Jin-Yu Zhang & Yong Li & Zhu-Ming Chen, 2013, "Unit Root Hypothesis in the Presence of Stochastic Volatility, a Bayesian Analysis," Computational Economics, Springer;Society for Computational Economics, volume 41, issue 1, pages 89-100, January, DOI: 10.1007/s10614-012-9319-x.
  3. Li, Yong & Huang, Wei-Ping & Zhang, Jie, 2013, "Forecasting volatility in the Chinese stock market under model uncertainty," Economic Modelling, Elsevier, volume 35, issue C, pages 231-234, DOI: 10.1016/j.econmod.2013.07.006.
  4. Pan, Qi & Li, Yong, 2013, "Testing volatility persistence on Markov switching stochastic volatility models," Economic Modelling, Elsevier, volume 35, issue C, pages 45-50, DOI: 10.1016/j.econmod.2013.06.029.
  5. Xiao-Bin Liu & Yong Li, 2013, "Bayesian testing volatility persistence in stochastic volatility models with jumps," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 8, pages 1415-1426, December, DOI: 10.1080/14697688.2014.880124.
  6. Sass, Steven A. & Sun, Wei & Webb, Anthony, 2013, "Social Security claiming decision of married men and widow poverty," Economics Letters, Elsevier, volume 119, issue 1, pages 20-23, DOI: 10.1016/j.econlet.2013.01.007.

2012

  1. Hau Chyi, 2012, "The 1993 EITC expansion and low-skilled single mothers’ welfare use decision," Applied Economics, Taylor & Francis Journals, volume 44, issue 13, pages 1717-1736, May, DOI: 10.1080/00036846.2011.554372.
  2. Hau Chyi & Shangyi Mao, 2012, "The Determinants of Happiness of China’s Elderly Population," Journal of Happiness Studies, Springer, volume 13, issue 1, pages 167-185, March, DOI: 10.1007/s10902-011-9256-8.
  3. Jin-Guan Lin & Ji Chen & Yong Li, 2012, "Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis," Computational Economics, Springer;Society for Computational Economics, volume 40, issue 3, pages 203-217, October, DOI: 10.1007/s10614-011-9305-8.
  4. Li, Yong & Yu, Jun, 2012, "Bayesian hypothesis testing in latent variable models," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 237-246, DOI: 10.1016/j.jeconom.2011.09.040.
  5. Li, Yong & Chong, Terence Tai-Leung & Zhang, Jie, 2012, "Testing for a unit root in the presence of stochastic volatility and leverage effect," Economic Modelling, Elsevier, volume 29, issue 5, pages 2035-2038, DOI: 10.1016/j.econmod.2012.04.007.
  6. Yutian Chen & Wei Tan, 2012, "A Theory on Predatory Advertising After a Demand-Reducing Shock," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 38, issue 4, pages 460-478.

2011

  1. Yong Li & Zhongxin Ni & Jie Zhang, 2011, "An Efficient Stochastic Simulation Algorithm for Bayesian Unit Root Testing in Stochastic Volatility Models," Computational Economics, Springer;Society for Computational Economics, volume 37, issue 3, pages 237-248, March, DOI: 10.1007/s10614-011-9252-4.
  2. Jin-Guan Lin & Li-Xing Zhu & Chun-Zheng Cao & Yong Li, 2011, "Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors," Journal of Applied Statistics, Taylor & Francis Journals, volume 38, issue 7, pages 1509-1531, August, DOI: 10.1080/02664763.2010.515301.
  3. Wei Sun & Anthony Webb, 2011, "Valuing the Longevity Insurance Acquired by Delayed Claiming of Social Security," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 78, issue 4, pages 907-930, December, DOI: j.1539-6975.2010.01400.x.

2009

  1. Hong Liu & Wei Tan, 2009, "The Effect of Anti-Smoking Media Campaign on Smoking Behavior: The California Experience," Annals of Economics and Finance, Society for AEF, volume 10, issue 1, pages 29-47, May.

2008

  1. Sun Wei & Triest Robert K. & Webb Anthony, 2008, "Optimal Retirement Asset Decumulation Strategies: The Impact of Housing Wealth," Asia-Pacific Journal of Risk and Insurance, De Gruyter, volume 3, issue 1, pages 1-29, September, DOI: 10.2202/2153-3792.1032.

2006

  1. Wei Tan, 2006, "The Effects of Taxes and Advertising Restrictions on the Market Structure of the U.S. Cigarette Market," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 28, issue 3, pages 231-251, May, DOI: 10.1007/s11151-006-0015-7.

Software components

2014

  1. Chao He & Randall Wright & Yu Zhu, 2014, "Code and data files for "Housing and Liquidity"," Computer Codes, Review of Economic Dynamics, number 14-2, revised .

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