Publications
by members of
HSBC Business School
Peking University
Shenzhen, China
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 | Books | Chapters | Software components |
Working papers
Undated material is listed at the end2024
- Winston Wei Dou & Yan Ji & Di Tian & Pengfei Wang, 2024. "Misallocation and Asset Prices," NBER Working Papers 32147, National Bureau of Economic Research, Inc.
- Jess Benhabib & Feng Dong & Pengfei Wang & Zhenyang Xu, 2024. "Aggregate Demand Externality and Self-Fulfilling Default Cycles," NBER Working Papers 32291, National Bureau of Economic Research, Inc.
- Deng, Shanglyu & Jia, Dun & Leccese, Mario & Sweeting, Andrew, 2024.
"Bargaining and Dynamic Competition,"
CEPR Discussion Papers
19241, C.E.P.R. Discussion Papers.
- Shanglyu Deng & Dun Jia & Mario Leccese & Andrew Sweeting, 2024. "Bargaining and Dynamic Competition," NBER Working Papers 32360, National Bureau of Economic Research, Inc.
2022
- Baysan, Ceren & Emerick, Kyle & Sadoulet, Elisabeth & Li, Zhimin & Dar, Manzoor, 2022.
"The Agricultural Wage Gap Within Rural Villages,"
CEPR Discussion Papers
17547, C.E.P.R. Discussion Papers.
- Baysan, Ceren & Dar, Manzoor H. & Emerick, Kyle & Li, Zhimin & Sadoulet, Elisabeth, 2024. "The agricultural wage gap within rural villages," Journal of Development Economics, Elsevier, vol. 168(C).
- Baysan, Ceren & Dar, Manzoor H. & Emerick, Kyle & Sadoulet, Elisabeth, 2019. "The agricultural wage gap within rural villages," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8kq8z35d, Department of Agricultural & Resource Economics, UC Berkeley.
- Xiao Ma & Alejandro Nakab & Daniela Vidart, 2022. "How do Workers Learn? Theory and Evidence on the Roots of Lifecycle Human Capital Accumulation," Working papers 2022-11, University of Connecticut, Department of Economics, revised Jun 2024.
- Jia, Ruixue & Ma, Xiao & Xie, Victoria Wenxin, 2022.
"Expecting Floods: Firm Entry, Employment, and Aggregate Implications,"
MPRA Paper
112367, University Library of Munich, Germany.
- Jia, Ruixue & , & Xie, Victoria, 2022. "Expecting Floods: Firm Entry, Employment, and Aggregate Implications," CEPR Discussion Papers 17462, C.E.P.R. Discussion Papers.
- Ruixue Jia & Xiao Ma & Victoria Wenxin Xie, 2022. "Expecting Floods: Firm Entry, Employment, and Aggregate Implications," NBER Working Papers 30250, National Bureau of Economic Research, Inc.
2021
- Xiao Ma & Alejandro Nakab & Daniela Vidart, 2021.
"Human Capital Investment and Development: The Role of On-the-job Training,"
Working papers
2021-10, University of Connecticut, Department of Economics, revised Aug 2022.
- Xiao Ma & Alejandro Nakab & Daniela Vidart, 2024. "Human Capital Investment and Development: The Role of On-the-Job Training," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 2(1), pages 107-148.
- Jaehyuk Choi & Desheng Ge & Kyu Ho Kang & Sungbin Sohn, 2021. "Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach," Papers 2101.09394, arXiv.org, revised Jan 2022.
- Jaehyuk Choi & Minsuk Kwak & Chyng Wen Tee & Yumeng Wang, 2021. "A Black-Scholes user's guide to the Bachelier model," Papers 2104.08686, arXiv.org, revised Feb 2022.
- Ross Levine & Chen Lin & Chicheng Ma & Yuchen Xu, 2021. "The Legal Origins of Financial Development: Evidence from the Shanghai Concessions," NBER Working Papers 28794, National Bureau of Economic Research, Inc.
- Gian Caspari & Manshu Khanna, 2021.
"Non-Standard Choice in Matching Markets,"
Papers
2111.06815, arXiv.org, revised Aug 2024.
- Caspari, Gian & Khanna, Manshu, 2022. "Non-standard choice in matching markets," ZEW Discussion Papers 22-054, ZEW - Leibniz Centre for European Economic Research.
- Haydar Evren & Manshu Khanna, 2021. "Affirmative Action's Cumulative Fractional Assignments," Papers 2111.11963, arXiv.org, revised Feb 2024.
- Olivier Bochet & Manshu Khanna & Simon Siegenthaler, 2021.
"Beyond the Dividing Pie: Multi-Issue Bargaining in the Laboratory,"
Working Papers
20210070, New York University Abu Dhabi, Department of Social Science, revised Sep 2021.
- Olivier Bochet & Manshu Khanna & Simon Siegenthaler, 2024. "Beyond Dividing the Pie: Multi-Issue Bargaining in the Laboratory," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(1), pages 163-191.
2020
- Feng Dong & Jianjun Miao & Pengfei Wang, 2020.
"Asset Bubbles and Monetary Policy,"
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series
dp-336, Boston University - Department of Economics.
- Feng Dong & Jianjun Miao & Pengfei Wang, 2020. "Asset Bubbles and Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 68-98, August.
- Pengfei Wang & Jianjun Miao & Feng Dong, 2017. "Asset Bubbles and Monetary Policy," 2017 Meeting Papers 205, Society for Economic Dynamics.
- Jianjun Miao & Pengfei Wang & Tao Zha, 2020.
"Discount Shock, Price-Rent Dynamics, and the Business Cycle,"
FRB Atlanta Working Paper
2020-7, Federal Reserve Bank of Atlanta.
- Jianjun Miao & Pengfei Wang & Tao Zha, 2020. "Discount Shock, Price–Rent Dynamics, And The Business Cycle," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1229-1252, August.
- Jianjun Miao & Pengfei Wang & Tao Zha, 2014. "Discount Shock, Price-Rent Dynamics, and the Business Cycle," NBER Working Papers 20377, National Bureau of Economic Research, Inc.
- Jess Benhabib & Xuewen Liu & Pengfei Wang, 2020. "Self-Fulfilling Risk Panics: An Expected Utility Framework," NBER Working Papers 28284, National Bureau of Economic Research, Inc.
- Li, Zhimin & Ligon, Ethan, 2020.
"Inferring informal risk-sharing regimes: Evidence from rural Tanzania,"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
qt50f6t3fh, Department of Agricultural & Resource Economics, UC Berkeley.
- Li, Zhimin & Ligon, Ethan, 2020. "Inferring informal risk-sharing regimes: Evidence from rural Tanzania," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 941-955.
- Zhimin Li & Leslie Sheng Shen & Calvin Zhang, 2020. "Capital Flows, Asset Prices, and the Real Economy: A "China Shock" in the U.S. Real Estate Market," International Finance Discussion Papers 1286, Board of Governors of the Federal Reserve System (U.S.).
- Andrew Sweeting & Dun Jia & Shen Hui & Xinlu Yao, 2020.
"Dynamic Price Competition, Learning-By-Doing and Strategic Buyers,"
NBER Working Papers
28272, National Bureau of Economic Research, Inc.
- Andrew Sweeting & Dun Jia & Shen Hui & Xinlu Yao, 2022. "Dynamic Price Competition, Learning-by-Doing, and Strategic Buyers," American Economic Review, American Economic Association, vol. 112(4), pages 1311-1333, April.
- Ma, Xiao, 2020. "College Expansion, Trade and Innovation: Evidence from China," MPRA Paper 109469, University Library of Munich, Germany.
- Ma, Xiao & Muendler, Marc-Andreas & Nakab, Alejandro, 2020. "Learning by Exporting and Wage Profiles: New Evidence from Brazil," MPRA Paper 109497, University Library of Munich, Germany, revised 31 Aug 2021.
- Ma, Xiao & Nakab, Alejandro, 2020. "Comparative Advantage and Human Capital: A Cross-country Quantitative Analysis," MPRA Paper 110267, University Library of Munich, Germany, revised Sep 2020.
- Jaehyuk Choi & Lixin Wu, 2020.
"A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics',"
Papers
2011.00557, arXiv.org, revised Apr 2021.
- Jaehyuk Choi & Lixin Wu, 2021. "A note on the option price and ‘Mass at zero in the uncorrelated SABR model and implied volatility asymptotics’," Quantitative Finance, Taylor & Francis Journals, vol. 21(7), pages 1083-1086, July.
- Karol Mazur, 2020.
"Sharing Risk to Avoid Tragedy: Informal Insurance and Irrigation in Village Economies,"
CSAE Working Paper Series
2020-19-02, Centre for the Study of African Economies, University of Oxford.
- Mazur, Karol, 2023. "Sharing risk to avoid tragedy: Informal insurance and irrigation in village economies," Journal of Development Economics, Elsevier, vol. 161(C).
2019
- Justin Yifu Lin & Jianjun Miao & Pengfei Wang, 2019.
"Convergence, Financial Development, and Policy Analysis,"
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series
dp-307, Boston University - Department of Economics.
- Justin Yifu Lin & Jianjun Miao & Pengfei Wang, 2020. "Convergence, financial development, and policy analysis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(3), pages 523-568, April.
- Zheng Liu & Pengfei Wang & Tao Zha, 2019.
"A Theory of Housing Demand Shocks,"
FRB Atlanta Working Paper
2019-4, Federal Reserve Bank of Atlanta.
- Dong, Ding & Liu, Zheng & Wang, Pengfei & Zha, Tao, 2022. "A theory of housing demand shocks," Journal of Economic Theory, Elsevier, vol. 203(C).
- Zheng Liu & Pengfei Wang & Tao Zha, 2019. "A Theory of Housing Demand Shocks," 2019 Meeting Papers 78, Society for Economic Dynamics.
- Zheng Liu & Pengfei Wang & Tao Zha, 2019. "A Theory of Housing Demand Shocks," NBER Working Papers 25667, National Bureau of Economic Research, Inc.
- Ding Dong & Zheng Liu & Pengfei Wang & Tao Zha, 2022. "A Theory of Housing Demand Shocks," Working Paper Series 2019-9, Federal Reserve Bank of San Francisco.
- Zheng Liu & Pengfei Wang & Zhiwei Xu, 2019.
"Interest-Rate Liberalization and Capital Misallocations,"
Working Paper Series
2017-15, Federal Reserve Bank of San Francisco.
- Zheng Liu & Pengfei Wang & Zhiwei Xu, 2021. "Interest Rate Liberalization and Capital Misallocations," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 373-419, April.
- Jaehyuk Choi & Lixin Wu, 2019.
"The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model,"
Papers
1911.13123, arXiv.org, revised Jun 2021.
- Choi, Jaehyuk & Wu, Lixin, 2021. "The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
- Ai, Hengjie & Li, Jun E. & Li, Kai & Schlag, Christian, 2019.
"The collateralizability premium,"
SAFE Working Paper Series
264, Leibniz Institute for Financial Research SAFE.
- Hengjie Ai & Jun E Li & Kai Li & Christian Schlag, 2020. "The Collateralizability Premium," The Review of Financial Studies, Society for Financial Studies, vol. 33(12), pages 5821-5855.
2018
- Feng Dong & Pengfei Wang & Yi Wen, 2018.
"A Search-Based Neoclassical Model of Capital Reallocation,"
Working Papers
2018-17, Federal Reserve Bank of St. Louis.
- Dong, Feng & Wang, Pengfei & Wen, Yi, 2020. "A search-based neoclassical model of capital reallocation," European Economic Review, Elsevier, vol. 128(C).
- Jess Benhabib & Xuewen Liu & Pengfei Wang, 2018.
"Financial Markets, the Real Economy, and Self-fulfilling Uncertainties,"
NBER Working Papers
24984, National Bureau of Economic Research, Inc.
- Jess Benhabib & Xuewen Liu & Pengfei Wang, 2019. "Financial Markets, the Real Economy, and Self‐Fulfilling Uncertainties," Journal of Finance, American Finance Association, vol. 74(3), pages 1503-1557, June.
- Victor Couture & Benjamin Faber & Yizhen Gu & Lizhi Liu, 2018.
"Connecting the Countryside via E-Commerce: Evidence from China,"
NBER Working Papers
24384, National Bureau of Economic Research, Inc.
- Victor Couture & Benjamin Faber & Yizhen Gu & Lizhi Liu, 2021. "Connecting the Countryside via E-Commerce: Evidence from China," American Economic Review: Insights, American Economic Association, vol. 3(1), pages 35-50, March.
- Faber, Benjamin & Liu, Lizhi & Gu, Yizhen & Couture, Victor, 2018. "Connecting the Countryside via E-Commerce: Evidence from China," CEPR Discussion Papers 12771, C.E.P.R. Discussion Papers.
- Victor Couture & Benjamin Faber & Yizhen Gu, 2018. "E-Commerce Integration and Economic Development: Evidence from China," 2018 Meeting Papers 114, Society for Economic Dynamics.
- Boragan Aruoba & Dun Jia & Felipe Saffie, 2018. "Measuring Uncertainty," 2018 Meeting Papers 490, Society for Economic Dynamics.
- Liu, Chen & Ma, Xiao, 2018. "China's Export Surge and the New Margins of Trade," MPRA Paper 103970, University Library of Munich, Germany, revised Oct 2020.
- Jaehyuk Choi, 2018.
"Sum of all Black-Scholes-Merton models: An efficient pricing method for spread, basket, and Asian options,"
Papers
1805.03172, arXiv.org.
- Jaehyuk Choi, 2018. "Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(6), pages 627-644, June.
- Jaehyuk Choi & Yeda Du & Qingshuo Song, 2018. "Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution," Papers 1810.01116, arXiv.org, revised Dec 2020.
- Jeechul Woo & Chenru Liu & Jaehyuk Choi, 2018. "Leave-one-out least squares Monte Carlo algorithm for pricing Bermudan options," Papers 1810.02071, arXiv.org, revised May 2024.
- Jaehyuk Choi & Chenru Liu & Byoung Ki Seo, 2018.
"Hyperbolic normal stochastic volatility model,"
Papers
1809.04035, arXiv.org.
- Jaehyuk Choi & Chenru Liu & Byoung Ki Seo, 2019. "Hyperbolic normal stochastic volatility model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(2), pages 186-204, February.
- Jaehyuk Choi & Sungchan Shin, 2018.
"Fast swaption pricing in Gaussian term structure models,"
Papers
1803.08803, arXiv.org.
- Jaehyuk Choi & Sungchan Shin, 2016. "Fast Swaption Pricing In Gaussian Term Structure Models," Mathematical Finance, Wiley Blackwell, vol. 26(4), pages 962-982, October.
- Croce, Mariano & Ai, Hengjie & Li, Kai & Diercks, Anthony, 2018.
"News Shocks and the Production-Based Term Structure of Equity Returns,"
CEPR Discussion Papers
12661, C.E.P.R. Discussion Papers.
- Hengjie Ai & Mariano Max Croce & Anthony M Diercks & Kai Li, 2018. "News Shocks and the Production-Based Term Structure of Equity Returns," The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2423-2467.
2017
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2017.
"Online Appendix to ""Financial Development and Long-Run Volatility Trends","
Online Appendices
15-174, Review of Economic Dynamics.
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2018. "Financial Development and Long-Run Volatility Trends," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 221-251, April.
- Pengfei Wang & Jing Zhou & Jianjun Miao, 2017.
"Asset Bubbles and Foreign Interest Rate Shocks,"
2017 Meeting Papers
221, Society for Economic Dynamics.
- Jianjun Miao & Pengfei Wang & Jing Zhou, 2022. "Asset Bubbles and Foreign Interest Rate Shocks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 315-348, April.
- Uri Gneezy & John A. List & Jeffrey A. Livingston & Sally Sadoff & Xiangdong Qin & Yang Xu, 2017.
"Measuring Success in Education: The Role of Effort on the Test Itself,"
NBER Working Papers
24004, National Bureau of Economic Research, Inc.
- Uri Gneezy & John A. List & Jeffrey A. Livingston & Xiangdong Qin & Sally Sadoff & Yang Xu, 2019. "Measuring Success in Education: The Role of Effort on the Test Itself," American Economic Review: Insights, American Economic Association, vol. 1(3), pages 291-308, December.
- Uri Gneezy & John List & Jeffrey Livingston & Xiangdong Qin & Sally Sadoff & Yang Xu, 2017. "Measuring success in education: the role of effort on the test itself," Framed Field Experiments 00614, The Field Experiments Website.
- David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2017.
"Bayesian Assessment of Lorenz and Stochastic Dominance,"
Department of Economics - Working Papers Series
2029, The University of Melbourne.
- David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2020. "Bayesian assessment of Lorenz and stochastic dominance," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(2), pages 767-799, May.
- David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2017. "Bayesian assessment of Lorenz and stochastic dominance," Monash Econometrics and Business Statistics Working Papers 15/17, Monash University, Department of Econometrics and Business Statistics.
- Kai Li & Jun Li & Christian Schlag & Hengjie Ai, 2017. "Asset Collateralizability and the Cross-Section of Expected Returns," 2017 Meeting Papers 1029, Society for Economic Dynamics.
- Rui Li & Kai Li & Hengjie Ai, 2017.
"Moral Hazard and Investment-Cash-Flow Sensitivity,"
2017 Meeting Papers
410, Society for Economic Dynamics.
- Hengjie Ai & Kai Li & Rui Li, 2024. "Moral Hazard and Investment-Cash-Flow Sensitivity," Annals of Economics and Finance, Society for AEF, vol. 25(1), pages 143-174, May.
2016
- Yi Huang & Jianjun Miao & Pengfei Wang, 2016.
"Saving China's Stock Market,"
IHEID Working Papers
09-2016, Economics Section, The Graduate Institute of International Studies.
- Yi Huang & Jianjun Miao & Pengfei Wang, 2019. "Saving China’s Stock Market?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(2), pages 349-394, June.
- Brueckner, Jan & Fu, Shihe & Gu, Yizhen & Zhang, Junfu, 2016.
"Measuring the Stringency of Land-Use Regulation: The Case of China's Building-Height Limits,"
MPRA Paper
70289, University Library of Munich, Germany.
- Jan K. Brueckner & Shihe Fu & Yizhen Gu & Junfu Zhang, 2017. "Measuring the Stringency of Land Use Regulation: The Case of China's Building Height Limits," The Review of Economics and Statistics, MIT Press, vol. 99(4), pages 663-677, July.
- Jan K. Brueckner & Shihe Fu & Yizhen Gu & Junfu Zhang, 2016. "Measuring the Stringency of Land-Use Regulation: The Case of China's Building-Height Limits," CESifo Working Paper Series 5855, CESifo.
- Shihe Fu, 2017. "Measuring the Stringency of Land Use Regulation: The Case of China's Building Height Limits," Working Papers 2017-10-16, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Daphne Chen & Jake Zhao, 2016.
"The Impact of Personal Bankruptcy on Labor Supply Decisions,"
Department of Economics Working Papers
16-01, Stony Brook University, Department of Economics.
- Daphne Chen & Jake Zhao, 2017. "The Impact of Personal Bankruptcy on Labor Supply Decisions," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 40-61, October.
- John A. List & Azeem M. Shaikh & Yang Xu, 2016.
"Multiple Hypothesis Testing in Experimental Economics,"
NBER Working Papers
21875, National Bureau of Economic Research, Inc.
- John A. List & Azeem M. Shaikh & Yang Xu, 2019. "Multiple hypothesis testing in experimental economics," Experimental Economics, Springer;Economic Science Association, vol. 22(4), pages 773-793, December.
- John List & Azeem Shaikh & Yang Xu, 2016. "Multiple Hypothesis Testing in Experimental Economics," Artefactual Field Experiments 00402, The Field Experiments Website.
- David Lander & David Gunawan & William E. Griffiths & Duangkamon Chotikapanich, 2016. "Bayesian Assessment of Lorenz and Stochastic Dominance Using a Mixture of Gamma Densities," Department of Economics - Working Papers Series 2023, The University of Melbourne.
2015
- Feng Dong & Pengfei Wang & Yi Wen, 2015.
"Credit Search and Credit Cycles,"
Working Papers
2015-23, Federal Reserve Bank of St. Louis.
- Feng Dong & Pengfei Wang & Yi Wen, 2016. "Credit search and credit cycles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 215-239, February.
- Jess Benhabib & Xuewen Liu & Pengfei Wang, 2015.
"Sentiments, Financial Markets, and Macroeconomic Fluctuations,"
NBER Working Papers
21294, National Bureau of Economic Research, Inc.
- Benhabib, Jess & Liu, Xuewen & Wang, Pengfei, 2016. "Sentiments, financial markets, and macroeconomic fluctuations," Journal of Financial Economics, Elsevier, vol. 120(2), pages 420-443.
- Pengfei Wang & Jing Zhou & Jianjun Miao, 2015. "Housing Bubbles and Policy Analysis," 2015 Meeting Papers 1056, Society for Economic Dynamics.
- Toni M. Whited & Jake Zhao, 2015. "Capital Structure Misallocation," Department of Economics Working Papers 15-05, Stony Brook University, Department of Economics.
- Kai Li & Fang Yang & Hengjie Ai, 2015.
"Financial Intermediation and Capital Reallocation,"
2015 Meeting Papers
429, Society for Economic Dynamics.
- Ai, Hengjie & Li, Kai & Yang, Fang, 2020. "Financial intermediation and capital reallocation," Journal of Financial Economics, Elsevier, vol. 138(3), pages 663-686.
2014
- Jianjun Miao & Pengfei Wang & Tao Zha, 2014. "Liquidity Premia, Price-Rent Dynamics, and Business Cycles," FRB Atlanta Working Paper 2014-15, Federal Reserve Bank of Atlanta.
- Jess Benhabib & Pengfei Wang, 2014.
"Private Information and Sunspots in Sequential Asset Markets,"
NBER Working Papers
20044, National Bureau of Economic Research, Inc.
- Benhabib, Jess & Wang, Pengfei, 2015. "Private information and sunspots in sequential asset markets," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 558-584.
- Jess Benhabib & Feng Dong & Pengfei Wang, 2014.
"Adverse Selection and Self-fulfilling Business Cycles,"
NBER Working Papers
20642, National Bureau of Economic Research, Inc.
- Benhabib, Jess & Dong, Feng & Wang, Pengfei, 2018. "Adverse selection and self-fulfilling business cycles," Journal of Monetary Economics, Elsevier, vol. 94(C), pages 114-130.
- Pengfei Wang & Feng Dong & Jess Benhabib, 2016. "Adverse Selection and Self-fulfilling Business Cycles," 2016 Meeting Papers 1526, Society for Economic Dynamics.
- Wang, Pengfei & Xie, Danyang, 2014.
"Trade, Sectorial Reallocation, and Growth,"
MPRA Paper
58944, University Library of Munich, Germany.
- Pengfei Wang & Danyang Xie, 2018. "Trade, Sectorial Reallocation, and Growth," Annals of Economics and Finance, Society for AEF, vol. 19(1), pages 49-74, May.
- Fu, Shihe & Gu, Yizhen, 2014.
"Highway toll and air pollution: evidence from Chinese cities,"
MPRA Paper
59619, University Library of Munich, Germany.
- Fu, Shihe & Gu, Yizhen, 2017. "Highway toll and air pollution: Evidence from Chinese cities," Journal of Environmental Economics and Management, Elsevier, vol. 83(C), pages 32-49.
- Jake Zhao, 2014.
"Accounting for the Corporate Cash Increase,"
Department of Economics Working Papers
14-04, Stony Brook University, Department of Economics.
- Zhao, Jake, 2020. "Accounting for the corporate cash increase," European Economic Review, Elsevier, vol. 123(C).
- Mariano Croce & Kai Li & Anthony Diercks & Hengjie Ai, 2014. "Production-Based Term Structure of Equity Returns," 2014 Meeting Papers 1162, Society for Economic Dynamics.
2013
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2013.
"Financial development and long-run volatility trends,"
Working Papers
2013-003, Federal Reserve Bank of St. Louis.
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2018. "Financial Development and Long-Run Volatility Trends," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 221-251, April.
- Jess Benhabib & Pengfei Wang & Yi Wen, 2013.
"Uncertainty and sentiment-driven equilibria,"
Working Papers
2013-011, Federal Reserve Bank of St. Louis.
- Jess Benhabib & Pengfei Wang & Yi Wen, 2017. "Uncertainty and Sentiment-Driven Equilibria," Studies in Economic Theory, in: Kazuo Nishimura & Alain Venditti & Nicholas C. Yannelis (ed.), Sunspots and Non-Linear Dynamics, chapter 0, pages 281-304, Springer.
- Jess Benhabib & Pengfei Wang & Yi Wen, 2013. "Uncertainty and Sentiment-Driven Equilibria," NBER Working Papers 18878, National Bureau of Economic Research, Inc.
- Zhiwei Xu & Pengfei Wang & Jianjun Miao, 2013. "A Bayesian DSGE Model of Stock Market Bubbles and Business Cycles," 2013 Meeting Papers 167, Society for Economic Dynamics.
- Li, Chi & Balding, Christopher & Lee, Minsoo, 2013. "Sovereign Risk, Elections, and Contagion," ADB Economics Working Paper Series 348, Asian Development Bank.
- Estelle P. Dauchy & Christopher Balding, 2013. "Asymmetric Trade Estimator in Modified Gravity: Corporate Tax Rates and Trade in OECD Countries," Working Papers w0200, Center for Economic and Financial Research (CEFIR).
- Estelle P. Dauchy & Christopher Balding, 2013. "Federal Income Tax Revenue Volatility Since 1966," Working Papers w0198, Center for Economic and Financial Research (CEFIR).
2012
- Jianjun Miao & PENGFEI WANG, 2012.
"Banking Bubbles and Financial Crisis,"
Boston University - Department of Economics - Working Papers Series
WP2012-010, Boston University - Department of Economics.
- Miao, Jianjun & Wang, Pengfei, 2015. "Banking bubbles and financial crises," Journal of Economic Theory, Elsevier, vol. 157(C), pages 763-792.
- Jianjun Miao & PENGFEI WANG & Lifang Xu, 2012.
"Stock Market Bubbles and Unemployment,"
Boston University - Department of Economics - Working Papers Series
WP2012-011, Boston University - Department of Economics.
- Jianjun Miao & Pengfei Wang & Lifang Xu, 2016. "Stock market bubbles and unemployment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 273-307, February.
- Pengfei Wang & Lifang Xu & Jianjun Miao, 2013. "Stock Market Bubbles and Unemployment," 2013 Meeting Papers 720, Society for Economic Dynamics.
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2012.
"Two-way capital flows and global imbalances: a neoclassical approach,"
Working Papers
2012-016, Federal Reserve Bank of St. Louis.
- Zhiwei XU & Yi Wen & pengfei Wang, 2013. "Two-Way Capital Flows and Global Imbalances: A Neoclassical Approach," 2013 Meeting Papers 406, Society for Economic Dynamics.
- Jess Benhabib & Pengfei Wang & Yi Wen, 2012.
"Sentiments and aggregate demand fluctuations,"
Working Papers
2012-039, Federal Reserve Bank of St. Louis.
- Jess Benhabib & Pengfei Wang & Yi Wen, 2015. "Sentiments and Aggregate Demand Fluctuations," Econometrica, Econometric Society, vol. 83, pages 549-585, March.
- Jess Benhabib & Pengfei Wang & Yi Wen, 2012. "Sentiments and Aggregate Demand Fluctuations," NBER Working Papers 18413, National Bureau of Economic Research, Inc.
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2012.
"What inventories tell us about aggregate fluctuations -- a tractable approach to (S,s) policies,"
Working Papers
2012-059, Federal Reserve Bank of St. Louis.
- Wang, Pengfei & Wen, Yi & Xu, Zhiwei, 2014. "What inventories tell us about aggregate fluctuations—A tractable approach to (S,s) policies," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 196-217.
- Jess Benhabib & Pengfei Wang, 2012.
"Financial Constraints, Endogenous Markups, and Self-fulfilling Equilibria,"
NBER Working Papers
18074, National Bureau of Economic Research, Inc.
- Benhabib, Jess & Wang, Pengfei, 2013. "Financial constraints, endogenous markups, and self-fulfilling equilibria," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 789-805.
- Zhiwei Xu & Yi Wen & pengfei Wang, 2012. "When Do Inventories Destabilize the Economy? ---A Tractable Approach to (S,s) Policies," 2012 Meeting Papers 288, Society for Economic Dynamics.
2011
- Jianjun Miao & PENGFEI WANG, 2011.
"Bubbles and Total Factor Productivity,"
Boston University - Department of Economics - Working Papers Series
WP2011-030, Boston University - Department of Economics.
- Jianjun Miao & Pengfei Wang, 2012. "Bubbles and Total Factor Productivity," American Economic Review, American Economic Association, vol. 102(3), pages 82-87, May.
- Jianjun Miao & PENGFEI WANG, 2011.
"Bubbles and Credit Constraints,"
Boston University - Department of Economics - Working Papers Series
WP2011-031, Boston University - Department of Economics.
- Pengfei Wang & Jianjun Miao, 2011. "Bubbles and Credit Constraints," 2011 Meeting Papers 94, Society for Economic Dynamics.
- Jianjun Miao & PENGFEI WANG, 2011.
"Sectoral Bubbles and Endogenous Growth,"
Boston University - Department of Economics - Working Papers Series
WP2011-032, Boston University - Department of Economics.
- Pengfei Wang & Jianjun Miao, 2012. "Sectoral Bubbles and Endogenous Growth," 2012 Meeting Papers 227, Society for Economic Dynamics.
- Zheng Liu & Pengfei Wang & Tao Zha, 2011.
"Land-price dynamics and macroeconomic fluctuations,"
FRB Atlanta Working Paper
2011-11, Federal Reserve Bank of Atlanta.
- Zheng Liu & Pengfei Wang & Tao Zha, 2013. "Land‐Price Dynamics and Macroeconomic Fluctuations," Econometrica, Econometric Society, vol. 81(3), pages 1147-1184, May.
- Zheng Liu & Pengfei Wang & Tao Zha, 2011. "Land-price dynamics and macroeconomic fluctuations," NBER Working Papers 17045, National Bureau of Economic Research, Inc.
- pengfei Wang & Tao Zha & Zheng Liu, 2012. "Land-Price Dynamics and Macroeconomic Fluctuations," 2012 Meeting Papers 85, Society for Economic Dynamics.
- Zheng Liu & Pengfei Wang & Tao Zha, 2011. "Land-price dynamics and macroeconomic fluctuations," Working Paper Series 2011-26, Federal Reserve Bank of San Francisco.
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2011. "When do inventories destabilize the economy? an analytical approach to (S,s) policies," Working Papers 2011-014, Federal Reserve Bank of St. Louis.
2010
- Jianjun Miao & PENGFEI WANG, 2010. "Credit Risk and Business Cycles," Boston University - Department of Economics - Working Papers Series WP2010-033, Boston University - Department of Economics.
- Zheng Liu & Pengfei Wang & Tao Zha, 2010.
"Do credit constraints amplify macroeconomic fluctuations?,"
FRB Atlanta Working Paper
2010-01, Federal Reserve Bank of Atlanta.
- Zheng Liu & Pengfei Wang & Tao Zha, 2009. "Do credit constraints amplify macroeconomic fluctuations?," Working Paper Series 2009-28, Federal Reserve Bank of San Francisco.
- Zheng Liu & Pengfei Wang, 2010. "Indeterminate credit cycles," Working Paper Series 2010-22, Federal Reserve Bank of San Francisco.
- Pengfei Wang & Yi Wen, 2010. "Hayashi meets Kiyotaki and Moore: a theory of capital adjustment costs," Working Papers 2010-037, Federal Reserve Bank of St. Louis.
- Mariano Croce & Kai Li & Hengjie Ai, 2010.
"Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital,"
2010 Meeting Papers
663, Society for Economic Dynamics.
- Hengjie Ai & Mariano Massimiliano Croce & Kai Li, 2013. "Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital," The Review of Financial Studies, Society for Financial Studies, vol. 26(2), pages 491-530.
2009
- Pengfei Wang & Yi Wen, 2009. "Inventory accelerator in general equilibrium," Working Papers 2009-010, Federal Reserve Bank of St. Louis.
- Pengfei Wang & Yi Wen, 2009.
"Financial development and economic volatility: a unified explanation,"
Working Papers
2009-022, Federal Reserve Bank of St. Louis.
- Yi Wen & Pengfei Wang, 2010. "Financial Development and Economic Volatility:A Unified Explanation," 2010 Meeting Papers 66, Society for Economic Dynamics.
- Pengfei Wang & Yi Wen, 2009.
"Speculative bubbles and financial crisis,"
Working Papers
2009-029, Federal Reserve Bank of St. Louis.
- Pengfei Wang & Yi Wen, 2012. "Speculative Bubbles and Financial Crises," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(3), pages 184-221, July.
2008
- Yi Wen & Pengfei Wang, 2008. "A Defense of RBC:Understanding the Puzzling Effects of Technology Shocks," 2008 Meeting Papers 7, Society for Economic Dynamics.
2007
- Pengfei Wang & Yi Wen, 2007.
"Imperfect competition and indeterminacy of aggregate output,"
Working Papers
2006-017, Federal Reserve Bank of St. Louis.
- Wang, Pengfei & Wen, Yi, 2008. "Imperfect competition and indeterminacy of aggregate output," Journal of Economic Theory, Elsevier, vol. 143(1), pages 519-540, November.
- Pengfei Wang & Yi Wen, 2007. "Endogenous volatility, endogenous growth, and large welfare gains from stabilization policies," Working Papers 2006-032, Federal Reserve Bank of St. Louis.
- Pengfei Wang & Yi Wen, 2007. "Understanding the puzzling effects of technology shocks," Working Papers 2007-018, Federal Reserve Bank of St. Louis.
- Pengfei Wang & Yi Wen, 2007. "Incomplete information and self-fulfilling prophecies," Working Papers 2007-033, Federal Reserve Bank of St. Louis.
- Avner Ben-Ner & Louis Putterman & Ting Ren, 2007. "Lavish Returns on Cheap Talk: Non-binding Communication in a Trust Experiment," Working Papers 2007-15, Brown University, Department of Economics.
2006
- Pengfei Wang & Yi Wen, 2006.
"Inflation dynamics: a cross-country investigation,"
Working Papers
2005-076, Federal Reserve Bank of St. Louis.
- Wang, Pengfei & Wen, Yi, 2007. "Inflation dynamics: A cross-country investigation," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 2004-2031, October.
- Pengfei Wang & Yi Wen, 2006. "Solving linear difference systems with lagged expectations by a method of undetermined coefficients," Working Papers 2006-003, Federal Reserve Bank of St. Louis.
- Pengfei Wang & Yi Wen, 2006. "Imperfect competition and sunspots," Working Papers 2006-015, Federal Reserve Bank of St. Louis.
2004
- Wang, Peng-fei & Wen, Yi, 2004.
"Endogenous Money or Sticky Price? Comment on Monetary Non-neutrality and Inflation Dynamics,"
Working Papers
04-08, Cornell University, Center for Analytic Economics.
- Wang, Peng-fei & Wen, Yi, 2005. "Endogenous money or sticky prices?--comment on monetary non-neutrality and inflation dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 29(8), pages 1361-1383, August.
- Wang, Peng-fei & Wen, Yi, 2004.
"Another Look at Sticky Prices and Output Persistence,"
Working Papers
04-19, Cornell University, Center for Analytic Economics.
- Wang, Peng-fei & Wen, Yi, 2006. "Another look at sticky prices and output persistence," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2533-2552, December.
- Pengfei Wang & Yi Wen, 2005. "Another look at sticky prices and output persistence," Working Papers 2005-051, Federal Reserve Bank of St. Louis.
- Santos-Pinto, Luís & Park, Young-Joon, 2004.
"Forecasts of relative performance in tournaments: evidence from the field,"
MPRA Paper
3144, University Library of Munich, Germany, revised 22 Mar 2007.
- Young-Joon Park & Luis Santos Pinto, 2007. "Forecasts of Relative Performance in Tournaments: Evidence from the Field?," Nova SBE Working Paper Series wp511, Universidade Nova de Lisboa, Nova School of Business and Economics.
Undated
- Jianjun Miao & Pengfei Wang, "undated".
"Lumpy Investment and Corporate Tax Policy,"
Boston University - Department of Economics - Working Papers Series
wp2009-016, Boston University - Department of Economics.
- Jianjun Miao & Pengfei Wang, 2014. "Lumpy Investment and Corporate Tax Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(6), pages 1171-1203, September.
- Jianjun Miao & Pengfei Wang, "undated".
"Does Lumpy Investment Matter for Business Cycles?,"
Boston University - Department of Economics - Working Papers Series
wp2010-002, Boston University - Department of Economics.
- Miao, Jianjun & Wang, Pengfei, 2009. "Does Lumy Investment Matter for Business Cycles?," MPRA Paper 14977, University Library of Munich, Germany.
- Avner Ben-Ner & Ting Ren, "undated". "Learning: Does Organization Ownership Matter? Structure and Performance in For-profit, Nonprofit and Local Government Nursing Homes," Working Papers 0108, Human Resources and Labor Studies, University of Minnesota (Twin Cities Campus).
Journal articles
2024
- Baysan, Ceren & Dar, Manzoor H. & Emerick, Kyle & Li, Zhimin & Sadoulet, Elisabeth, 2024.
"The agricultural wage gap within rural villages,"
Journal of Development Economics, Elsevier, vol. 168(C).
- Baysan, Ceren & Emerick, Kyle & Sadoulet, Elisabeth & Li, Zhimin & Dar, Manzoor, 2022. "The Agricultural Wage Gap Within Rural Villages," CEPR Discussion Papers 17547, C.E.P.R. Discussion Papers.
- Baysan, Ceren & Dar, Manzoor H. & Emerick, Kyle & Sadoulet, Elisabeth, 2019. "The agricultural wage gap within rural villages," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8kq8z35d, Department of Agricultural & Resource Economics, UC Berkeley.
- Zhimin Li & Leslie Sheng Shen & Calvin Zhang, 2024. "Local Effects of Global Capital Flows: A China Shock in the U.S. Housing Market," The Review of Financial Studies, Society for Financial Studies, vol. 37(3), pages 761-801.
- Shen, Yan & Sun, Ang & Zhou, Zikun & Jia, Dun, 2024. "Digital finance and wealth inequality: Evidence from a big tech platform in China during the COVID-19 pandemic," Pacific-Basin Finance Journal, Elsevier, vol. 83(C).
- Xinguo Yu & Hengxu Song & Ting Ren & Yanbo Xue, 2024. "COVID-19 and labour market resilience: evidence from large-scale recruitment behaviour," Regional Studies, Taylor & Francis Journals, vol. 58(1), pages 45-60, January.
- Olivier Bochet & Manshu Khanna & Simon Siegenthaler, 2024.
"Beyond Dividing the Pie: Multi-Issue Bargaining in the Laboratory,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(1), pages 163-191.
- Olivier Bochet & Manshu Khanna & Simon Siegenthaler, 2021. "Beyond the Dividing Pie: Multi-Issue Bargaining in the Laboratory," Working Papers 20210070, New York University Abu Dhabi, Department of Social Science, revised Sep 2021.
- Hengjie Ai & Kai Li & Rui Li, 2024.
"Moral Hazard and Investment-Cash-Flow Sensitivity,"
Annals of Economics and Finance, Society for AEF, vol. 25(1), pages 143-174, May.
- Rui Li & Kai Li & Hengjie Ai, 2017. "Moral Hazard and Investment-Cash-Flow Sensitivity," 2017 Meeting Papers 410, Society for Economic Dynamics.
- Hu, Weiwei & Li, Kai & Xu, Yiming, 2024. "Lease-adjusted productivity measurement," Journal of Banking & Finance, Elsevier, vol. 164(C).
- Kim, Yongjin & Kuehn, Lars-Alexander & Li, Kai, 2024. "Learning about the consumption risk exposure of firms," Journal of Financial Economics, Elsevier, vol. 152(C).
- Hu, Weiping & Li, Kai & Zhang, Xiao, 2024. "Financial constraints, cash flow timing patterns, and asset prices," Journal of Financial Economics, Elsevier, vol. 157(C).
- Li, Kai & Xu, Chenjie, 2024. "Intermediary-based equity term structure," Journal of Financial Economics, Elsevier, vol. 157(C).
- Emilio Bisetti & Kai Li & Jun Yu, 2024. "The Technical Default Spread," The Review of Financial Studies, Society for Financial Studies, vol. 37(11), pages 3386-3430.
2023
- Lei Cheng & Zhimin Li, 2023. "Political Connections, Competition, and Innovation: Quasi-Experimental Evidence from Chinese Firms," Economic Development and Cultural Change, University of Chicago Press, vol. 71(3), pages 819-862.
- Jia, Dun & Li, Yifan, 2023. "Bounded pool mining and the bounded Bitcoin price," Finance Research Letters, Elsevier, vol. 52(C).
- Rui Guo & Dun Jia & Xi Sun, 2023. "Information Acquisition, Uncertainty Reduction, and Pre-Announcement Premium in China," Review of Finance, European Finance Association, vol. 27(3), pages 1077-1118.
- Zhigang Qiu & Xi Sun & Lijun Wu & Dun Jia & Ziyue Wang, 2023. "The 2018 new asset management regulation and LGFV bonds in China," Economic and Political Studies, Taylor & Francis Journals, vol. 11(4), pages 469-493, October.
- Ren, Ting & Liu, Xin & Ding, Jinqiong, 2023. "Intergenerational dynamics of digital transformation in family firms," Technology in Society, Elsevier, vol. 74(C).
- Cancheng Hong & Di He & Ting Ren, 2023. "The Impact of Commercial Medical Insurance Participation on Household Debt," Sustainability, MDPI, vol. 15(2), pages 1-17, January.
- Liu, Chen & Ma, Xiao, 2023. "Migration, tariffs, and China's export surge," Journal of International Economics, Elsevier, vol. 140(C).
- Mazur, Karol, 2023.
"Sharing risk to avoid tragedy: Informal insurance and irrigation in village economies,"
Journal of Development Economics, Elsevier, vol. 161(C).
- Karol Mazur, 2020. "Sharing Risk to Avoid Tragedy: Informal Insurance and Irrigation in Village Economies," CSAE Working Paper Series 2020-19-02, Centre for the Study of African Economies, University of Oxford.
- Kai Li & Chenjie Xu, 2023. "Asset pricing with a financial sector," Financial Management, Financial Management Association International, vol. 52(1), pages 67-95, March.
- Po‐Hsuan Hsu & Kai Li & Chi‐Yang Tsou, 2023. "The Pollution Premium," Journal of Finance, American Finance Association, vol. 78(3), pages 1343-1392, June.
- Li, Kai & You, Linqing, 2023. "Leased capital and the investment-q relation," Journal of Corporate Finance, Elsevier, vol. 80(C).
- Hu, Weiwei & Li, Kai & Xu, Yiming, 2023. "Leasing and the allocation efficiency of finance," Journal of Empirical Finance, Elsevier, vol. 74(C).
- Li, Kai & Tsou, Chi-Yang & Xu, Chenjie, 2023. "Learning and the capital age premium," Journal of Monetary Economics, Elsevier, vol. 136(C), pages 76-90.
- Kai Li & Jun Yu, 2023. "Leasing as a Mitigation of Financial Accelerator Effects," Review of Finance, European Finance Association, vol. 27(6), pages 2015-2056.
2022
- Jianjun Miao & Pengfei Wang & Jing Zhou, 2022.
"Asset Bubbles and Foreign Interest Rate Shocks,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 315-348, April.
- Pengfei Wang & Jing Zhou & Jianjun Miao, 2017. "Asset Bubbles and Foreign Interest Rate Shocks," 2017 Meeting Papers 221, Society for Economic Dynamics.
- Jianjun Miao & Pengfei Wang & Jing Zhou, 2021. "Code and data files for "Asset Bubbles and Foreign Interest Rate Shocks"," Computer Codes 20-278, Review of Economic Dynamics.
- Xiaodan Gao & Jake Zhao, 2022.
"R&D Dynamics and Corporate Cash Saving,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 43, pages 263-285, January.
- Xiaodan Gao & Jake Zhao, 2021. "Code and data files for "R&D Dynamics and Corporate Cash Saving"," Computer Codes 20-370, Review of Economic Dynamics.
- Andrew Sweeting & Dun Jia & Shen Hui & Xinlu Yao, 2022.
"Dynamic Price Competition, Learning-by-Doing, and Strategic Buyers,"
American Economic Review, American Economic Association, vol. 112(4), pages 1311-1333, April.
- Andrew Sweeting & Dun Jia & Shen Hui & Xinlu Yao, 2020. "Dynamic Price Competition, Learning-By-Doing and Strategic Buyers," NBER Working Papers 28272, National Bureau of Economic Research, Inc.
- Shiming Liao & Dong Wang & Ting Ren & Xuemin Liu, 2022. "Heterogeneity and Decomposition Analysis of Manufacturing Carbon Dioxide Emissions in China’s Post-Industrial Innovative Megacity Shenzhen," IJERPH, MDPI, vol. 19(23), pages 1-19, November.
- Youzhi Xiao & Xuemin Liu & Ting Ren, 2022. "Institutional Differences in Individual Wellbeing in China," Sustainability, MDPI, vol. 14(2), pages 1-23, January.
- Lagle Laidoja & Xuanye Li & Wenyuan Liu & Ting Ren, 2022. "Female Corporate Leadership and Firm Growth Strategy: A Global Perspective," Sustainability, MDPI, vol. 14(9), pages 1-14, May.
- Matsuda, Kazushige & Mazur, Karol, 2022. "College education and income contingent loans in equilibrium," Journal of Monetary Economics, Elsevier, vol. 132(C), pages 100-117.
- Karol Mazur, 2022. "Risky human capital accumulation with endogenous skill premium," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(2), pages 283-291, October.
- Kai Li & Chenjie Xu, 2022. "Regime shifts in a long-run risks model of stock and treasury bond markets," China Finance Review International, Emerald Group Publishing Limited, vol. 12(4), pages 541-570, August.
2021
- Zheng Liu & Pengfei Wang & Zhiwei Xu, 2021.
"Interest Rate Liberalization and Capital Misallocations,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 373-419, April.
- Zheng Liu & Pengfei Wang & Zhiwei Xu, 2019. "Interest-Rate Liberalization and Capital Misallocations," Working Paper Series 2017-15, Federal Reserve Bank of San Francisco.
- Victor Couture & Benjamin Faber & Yizhen Gu & Lizhi Liu, 2021.
"Connecting the Countryside via E-Commerce: Evidence from China,"
American Economic Review: Insights, American Economic Association, vol. 3(1), pages 35-50, March.
- Victor Couture & Benjamin Faber & Yizhen Gu & Lizhi Liu, 2018. "Connecting the Countryside via E-Commerce: Evidence from China," NBER Working Papers 24384, National Bureau of Economic Research, Inc.
- Faber, Benjamin & Liu, Lizhi & Gu, Yizhen & Couture, Victor, 2018. "Connecting the Countryside via E-Commerce: Evidence from China," CEPR Discussion Papers 12771, C.E.P.R. Discussion Papers.
- Yizhen Gu & Chang Jiang & Junfu Zhang & Ben Zou, 2021. "Subways and Road Congestion," American Economic Journal: Applied Economics, American Economic Association, vol. 13(2), pages 83-115, April.
- Im, Hyun Joong & Liu, Jia & Park, Young Joon, 2021. "Policy uncertainty and peer effects: Evidence from corporate investment in China," International Review of Financial Analysis, Elsevier, vol. 77(C).
- Young Joon Park & Jaewoo Joo & Charin Polpanumas & Yeujun Yoon, 2021. "“Worse Than What I Read?” The External Effect of Review Ratings on the Online Review Generation Process: An Empirical Analysis of Multiple Product Categories Using Amazon.com Review Data," Sustainability, MDPI, vol. 13(19), pages 1-22, September.
- Toni M. Whited & Jake Zhao, 2021. "The Misallocation of Finance," Journal of Finance, American Finance Association, vol. 76(5), pages 2359-2407, October.
- Wenyuan Liu & Ting Ren, 2021. "Family ties and employment behavior: The role of financial intermediaries," Review of Development Economics, Wiley Blackwell, vol. 25(1), pages 48-75, February.
- Xiongbin Lin & Ting Ren & Hao Wu & Youzhi Xiao, 2021. "Housing price, talent movement, and innovation output: Evidence from Chinese cities," Review of Development Economics, Wiley Blackwell, vol. 25(1), pages 76-103, February.
- Weng, Cuifen & Li, Xuanye & Yang, Hongyan & Ren, Ting, 2021. "Formal and Informal Institutions: The Independent and Joint Impacts on Firm Innovation," Management and Organization Review, Cambridge University Press, vol. 17(5), pages 918-967, December.
- Wenyuan Liu & Ting Ren & Weishan Tang, 2021. "Teachers in the Top Management Team and Corporate Social Responsibility," Sustainability, MDPI, vol. 13(24), pages 1-23, December.
- Xuemin Liu & Jiaoju Ge & Ting Ren, 2021. "Uncertainty and Tourism Consumption Preferences: Evidence from the Representative Chinese City of Shenzhen," Sustainability, MDPI, vol. 13(8), pages 1-20, April.
- Choi, Jaehyuk & Wu, Lixin, 2021.
"The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
- Jaehyuk Choi & Lixin Wu, 2019. "The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model," Papers 1911.13123, arXiv.org, revised Jun 2021.
- Jaehyuk Choi & Lixin Wu, 2021.
"A note on the option price and ‘Mass at zero in the uncorrelated SABR model and implied volatility asymptotics’,"
Quantitative Finance, Taylor & Francis Journals, vol. 21(7), pages 1083-1086, July.
- Jaehyuk Choi & Lixin Wu, 2020. "A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics'," Papers 2011.00557, arXiv.org, revised Apr 2021.
- Lin, Chen & Ma, Chicheng & Sun, Yuchen & Xu, Yuchen, 2021. "The telegraph and modern banking development, 1881–1936," Journal of Financial Economics, Elsevier, vol. 141(2), pages 730-749.
- Karol Mazur, 2021. "A note on pessimism in education and its economic consequences," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 19(4), pages 773-783, December.
2020
- Dong, Feng & Wang, Pengfei & Wen, Yi, 2020.
"A search-based neoclassical model of capital reallocation,"
European Economic Review, Elsevier, vol. 128(C).
- Feng Dong & Pengfei Wang & Yi Wen, 2018. "A Search-Based Neoclassical Model of Capital Reallocation," Working Papers 2018-17, Federal Reserve Bank of St. Louis.
- Feng Dong & Jianjun Miao & Pengfei Wang, 2020.
"Asset Bubbles and Monetary Policy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 68-98, August.
- Feng Dong & Jianjun Miao & Pengfei Wang, 2020. "Code and data files for "Asset Bubbles and Monetary Policy"," Computer Codes 20-155, Review of Economic Dynamics.
- Pengfei Wang & Jianjun Miao & Feng Dong, 2017. "Asset Bubbles and Monetary Policy," 2017 Meeting Papers 205, Society for Economic Dynamics.
- Feng Dong & Jianjun Miao & Pengfei Wang, 2020. "Asset Bubbles and Monetary Policy," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-336, Boston University - Department of Economics.
- Justin Yifu Lin & Jianjun Miao & Pengfei Wang, 2020.
"Convergence, financial development, and policy analysis,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(3), pages 523-568, April.
- Justin Yifu Lin & Jianjun Miao & Pengfei Wang, 2019. "Convergence, Financial Development, and Policy Analysis," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-307, Boston University - Department of Economics.
- Jianjun Miao & Pengfei Wang & Tao Zha, 2020.
"Discount Shock, Price–Rent Dynamics, And The Business Cycle,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1229-1252, August.
- Jianjun Miao & Pengfei Wang & Tao Zha, 2020. "Discount Shock, Price-Rent Dynamics, and the Business Cycle," FRB Atlanta Working Paper 2020-7, Federal Reserve Bank of Atlanta.
- Jianjun Miao & Pengfei Wang & Tao Zha, 2014. "Discount Shock, Price-Rent Dynamics, and the Business Cycle," NBER Working Papers 20377, National Bureau of Economic Research, Inc.
- Li, Zhimin & Cheng, Lei, 2020. "What do private firms do after losing political capital? Evidence from China," Journal of Corporate Finance, Elsevier, vol. 60(C).
- Li, Zhimin & Ligon, Ethan, 2020.
"Inferring informal risk-sharing regimes: Evidence from rural Tanzania,"
Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 941-955.
- Li, Zhimin & Ligon, Ethan, 2020. "Inferring informal risk-sharing regimes: Evidence from rural Tanzania," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt50f6t3fh, Department of Agricultural & Resource Economics, UC Berkeley.
- Zhao, Jake, 2020.
"Accounting for the corporate cash increase,"
European Economic Review, Elsevier, vol. 123(C).
- Jake Zhao, 2014. "Accounting for the Corporate Cash Increase," Department of Economics Working Papers 14-04, Stony Brook University, Department of Economics.
- Ting Ren & Youzhi Xiao & Xinguo Yu & Hongyan Yang & Jianmei Ge, 2020. "Resignation of officials as independent directors and firm performance," Frontiers of Business Research in China, Springer, vol. 14(1), pages 1-21, December.
- Selvam, Srinivasan, 2020. "Effects of customer industry competition on suppliers: Evidence from product market competition shocks," Journal of Banking & Finance, Elsevier, vol. 114(C).
- Alexander, Carol & Choi, Jaehyuk & Massie, Hamish R.A. & Sohn, Sungbin, 2020. "Price discovery and microstructure in ether spot and derivative markets," International Review of Financial Analysis, Elsevier, vol. 71(C).
- Carol Alexander & Jaehyuk Choi & Heungju Park & Sungbin Sohn, 2020. "BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(1), pages 23-43, January.
- David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2020.
"Bayesian assessment of Lorenz and stochastic dominance,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(2), pages 767-799, May.
- David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2017. "Bayesian Assessment of Lorenz and Stochastic Dominance," Department of Economics - Working Papers Series 2029, The University of Melbourne.
- David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2017. "Bayesian assessment of Lorenz and stochastic dominance," Monash Econometrics and Business Statistics Working Papers 15/17, Monash University, Department of Econometrics and Business Statistics.
- Siddhartha Chib & Xiaming Zeng & Lingxiao Zhao, 2020. "On Comparing Asset Pricing Models," Journal of Finance, American Finance Association, vol. 75(1), pages 551-577, February.
- Ai, Hengjie & Li, Kai & Yang, Fang, 2020.
"Financial intermediation and capital reallocation,"
Journal of Financial Economics, Elsevier, vol. 138(3), pages 663-686.
- Kai Li & Fang Yang & Hengjie Ai, 2015. "Financial Intermediation and Capital Reallocation," 2015 Meeting Papers 429, Society for Economic Dynamics.
- Hengjie Ai & Jun E Li & Kai Li & Christian Schlag, 2020.
"The Collateralizability Premium,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(12), pages 5821-5855.
- Ai, Hengjie & Li, Jun E. & Li, Kai & Schlag, Christian, 2019. "The collateralizability premium," SAFE Working Paper Series 264, Leibniz Institute for Financial Research SAFE.
2019
- Jianjun Miao & Zhouxiang Shen & Pengfei Wang, 2019. "Monetary Policy and Rational Asset Price Bubbles: Comment," American Economic Review, American Economic Association, vol. 109(5), pages 1969-1990, May.
- Jess Benhabib & Xuewen Liu & Pengfei Wang, 2019.
"Financial Markets, the Real Economy, and Self‐Fulfilling Uncertainties,"
Journal of Finance, American Finance Association, vol. 74(3), pages 1503-1557, June.
- Jess Benhabib & Xuewen Liu & Pengfei Wang, 2018. "Financial Markets, the Real Economy, and Self-fulfilling Uncertainties," NBER Working Papers 24984, National Bureau of Economic Research, Inc.
- Yi Huang & Jianjun Miao & Pengfei Wang, 2019.
"Saving China’s Stock Market?,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(2), pages 349-394, June.
- Yi Huang & Jianjun Miao & Pengfei Wang, 2016. "Saving China's Stock Market," IHEID Working Papers 09-2016, Economics Section, The Graduate Institute of International Studies.
- Li, Zhimin & Koustas, Dmitri, 2019. "The long-run effects of government spending on structural change: Evidence from Second World War defense contracts," Economics Letters, Elsevier, vol. 178(C), pages 66-69.
- Ting Ren & Nan Liu & Hongyan Yang & Youzhi Xiao & Yijun Hu, 2019. "Working capital management and firm performance in China," Asian Review of Accounting, Emerald Group Publishing Limited, vol. 27(4), pages 546-562, November.
- Qing Wang & Ting Ren & Ti Liu, 2019. "Training, skill-upgrading and settlement intention of migrants: Evidence from China," Urban Studies, Urban Studies Journal Limited, vol. 56(13), pages 2779-2801, October.
- Xiongbin Lin & Ian MacLachlan & Ting Ren & Feiyang Sun, 2019. "Quantifying economic effects of transportation investment considering spatiotemporal heterogeneity in China: a spatial panel data model perspective," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 63(3), pages 437-459, December.
- Jaehyuk Choi & Chenru Liu & Byoung Ki Seo, 2019.
"Hyperbolic normal stochastic volatility model,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(2), pages 186-204, February.
- Jaehyuk Choi & Chenru Liu & Byoung Ki Seo, 2018. "Hyperbolic normal stochastic volatility model," Papers 1809.04035, arXiv.org.
2018
- Jianjun Miao & Pengfei Wang, 2018. "Asset Bubbles and Credit Constraints," American Economic Review, American Economic Association, vol. 108(9), pages 2590-2628, September.
- Pengfei Wang & Danyang Xie, 2018.
"Trade, Sectorial Reallocation, and Growth,"
Annals of Economics and Finance, Society for AEF, vol. 19(1), pages 49-74, May.
- Wang, Pengfei & Xie, Danyang, 2014. "Trade, Sectorial Reallocation, and Growth," MPRA Paper 58944, University Library of Munich, Germany.
- Benhabib, Jess & Dong, Feng & Wang, Pengfei, 2018.
"Adverse selection and self-fulfilling business cycles,"
Journal of Monetary Economics, Elsevier, vol. 94(C), pages 114-130.
- Pengfei Wang & Feng Dong & Jess Benhabib, 2016. "Adverse Selection and Self-fulfilling Business Cycles," 2016 Meeting Papers 1526, Society for Economic Dynamics.
- Jess Benhabib & Feng Dong & Pengfei Wang, 2014. "Adverse Selection and Self-fulfilling Business Cycles," NBER Working Papers 20642, National Bureau of Economic Research, Inc.
- Gan, Li & Wang, Pengfei & Zhang, Qinghua, 2018.
"Market thickness and the impact of unemployment on housing market outcomes,"
Journal of Monetary Economics, Elsevier, vol. 98(C), pages 27-49.
- Li Gan & Qinghua Zhang, 2013. "Market Thickness and the Impact of Unemployment on Housing Market Outcomes," NBER Working Papers 19564, National Bureau of Economic Research, Inc.
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2018.
"Financial Development and Long-Run Volatility Trends,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 221-251, April.
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2017. "Code and data files for "Financial Development and Long-Run Volatility Trends"," Computer Codes 15-174, Review of Economic Dynamics.
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2017. "Online Appendix to ""Financial Development and Long-Run Volatility Trends"," Online Appendices 15-174, Review of Economic Dynamics.
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2013. "Financial development and long-run volatility trends," Working Papers 2013-003, Federal Reserve Bank of St. Louis.
- Feng Dong & Jianjun Miao & Pengfei Wang, 2018. "The perils of credit booms," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(4), pages 819-861, December.
- Kaihua Deng & Dun Jia, 2018. "Backtesting Stress Tests: A Guide for M2 Forward Guidance," Annals of Economics and Finance, Society for AEF, vol. 19(2), pages 443-471, November.
- Jaehyuk Choi, 2018.
"Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(6), pages 627-644, June.
- Jaehyuk Choi, 2018. "Sum of all Black-Scholes-Merton models: An efficient pricing method for spread, basket, and Asian options," Papers 1805.03172, arXiv.org.
- Hengjie Ai & Mariano Max Croce & Anthony M Diercks & Kai Li, 2018.
"News Shocks and the Production-Based Term Structure of Equity Returns,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2423-2467.
- Croce, Mariano & Ai, Hengjie & Li, Kai & Diercks, Anthony, 2018. "News Shocks and the Production-Based Term Structure of Equity Returns," CEPR Discussion Papers 12661, C.E.P.R. Discussion Papers.
2017
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2017. "Two‐way Capital Flows and Global Imbalances," Economic Journal, Royal Economic Society, vol. 127(599), pages 229-269, February.
- Fu, Shihe & Gu, Yizhen, 2017.
"Highway toll and air pollution: Evidence from Chinese cities,"
Journal of Environmental Economics and Management, Elsevier, vol. 83(C), pages 32-49.
- Fu, Shihe & Gu, Yizhen, 2014. "Highway toll and air pollution: evidence from Chinese cities," MPRA Paper 59619, University Library of Munich, Germany.
- Jan K. Brueckner & Shihe Fu & Yizhen Gu & Junfu Zhang, 2017.
"Measuring the Stringency of Land Use Regulation: The Case of China's Building Height Limits,"
The Review of Economics and Statistics, MIT Press, vol. 99(4), pages 663-677, July.
- Jan K. Brueckner & Shihe Fu & Yizhen Gu & Junfu Zhang, 2016. "Measuring the Stringency of Land-Use Regulation: The Case of China's Building-Height Limits," CESifo Working Paper Series 5855, CESifo.
- Brueckner, Jan & Fu, Shihe & Gu, Yizhen & Zhang, Junfu, 2016. "Measuring the Stringency of Land-Use Regulation: The Case of China's Building-Height Limits," MPRA Paper 70289, University Library of Munich, Germany.
- Shihe Fu, 2017. "Measuring the Stringency of Land Use Regulation: The Case of China's Building Height Limits," Working Papers 2017-10-16, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Gu, Yizhen & Deakin, Elizabeth & Long, Ying, 2017. "The effects of driving restrictions on travel behavior evidence from Beijing," Journal of Urban Economics, Elsevier, vol. 102(C), pages 106-122.
- Daphne Chen & Jake Zhao, 2017.
"The Impact of Personal Bankruptcy on Labor Supply Decisions,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 40-61, October.
- Daphne Chen & Jake Zhao, 2016. "The Impact of Personal Bankruptcy on Labor Supply Decisions," Department of Economics Working Papers 16-01, Stony Brook University, Department of Economics.
- Daphne Chen & Jake Zhao, 2017. "Code and data files for "The Impact of Personal Bankruptcy on Labor Supply Decisions"," Computer Codes 14-231, Review of Economic Dynamics.
- Zhi Huang & Hong (Susan) Zhu & Daniel J. Brass, 2017. "Cross-border acquisitions and the asymmetric effect of power distance value difference on long-term post-acquisition performance," Strategic Management Journal, Wiley Blackwell, vol. 38(4), pages 972-991, April.
2016
- Benhabib, Jess & Liu, Xuewen & Wang, Pengfei, 2016. "Endogenous information acquisition and countercyclical uncertainty," Journal of Economic Theory, Elsevier, vol. 165(C), pages 601-642.
- Benhabib, Jess & Liu, Xuewen & Wang, Pengfei, 2016.
"Sentiments, financial markets, and macroeconomic fluctuations,"
Journal of Financial Economics, Elsevier, vol. 120(2), pages 420-443.
- Jess Benhabib & Xuewen Liu & Pengfei Wang, 2015. "Sentiments, Financial Markets, and Macroeconomic Fluctuations," NBER Working Papers 21294, National Bureau of Economic Research, Inc.
- Jess Benhabib & Jianjun Miao & Pengfei Wang, 2016.
"Chaotic banking crises and regulations,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 393-422, February.
- Jess Benhabib & Jianjun Miao & Pengfei Wang, 2016. "Chaotic banking crises and regulations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 393-422, February.
- Feng Dong & Pengfei Wang & Yi Wen, 2016.
"Credit search and credit cycles,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 215-239, February.
- Feng Dong & Pengfei Wang & Yi Wen, 2015. "Credit Search and Credit Cycles," Working Papers 2015-23, Federal Reserve Bank of St. Louis.
- Jianjun Miao & Pengfei Wang & Lifang Xu, 2016.
"Stock market bubbles and unemployment,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 273-307, February.
- Jianjun Miao & PENGFEI WANG & Lifang Xu, 2012. "Stock Market Bubbles and Unemployment," Boston University - Department of Economics - Working Papers Series WP2012-011, Boston University - Department of Economics.
- Pengfei Wang & Lifang Xu & Jianjun Miao, 2013. "Stock Market Bubbles and Unemployment," 2013 Meeting Papers 720, Society for Economic Dynamics.
- Jaehyuk Choi & Sungchan Shin, 2016.
"Fast Swaption Pricing In Gaussian Term Structure Models,"
Mathematical Finance, Wiley Blackwell, vol. 26(4), pages 962-982, October.
- Jaehyuk Choi & Sungchan Shin, 2018. "Fast swaption pricing in Gaussian term structure models," Papers 1803.08803, arXiv.org.
- Mazur, Karol, 2016. "Can welfare abuse be welfare improving?," Journal of Public Economics, Elsevier, vol. 141(C), pages 11-28.
2015
- Miao, Jianjun & Wang, Pengfei, 2015.
"Banking bubbles and financial crises,"
Journal of Economic Theory, Elsevier, vol. 157(C), pages 763-792.
- Jianjun Miao & PENGFEI WANG, 2012. "Banking Bubbles and Financial Crisis," Boston University - Department of Economics - Working Papers Series WP2012-010, Boston University - Department of Economics.
- Benhabib, Jess & Wang, Pengfei, 2015.
"Private information and sunspots in sequential asset markets,"
Journal of Economic Theory, Elsevier, vol. 158(PB), pages 558-584.
- Jess Benhabib & Pengfei Wang, 2014. "Private Information and Sunspots in Sequential Asset Markets," NBER Working Papers 20044, National Bureau of Economic Research, Inc.
- Miao, Jianjun & Wang, Pengfei & Zhou, Jing, 2015. "Asset bubbles, collateral, and policy analysis," Journal of Monetary Economics, Elsevier, vol. 76(S), pages 57-70.
- Jess Benhabib & Pengfei Wang & Yi Wen, 2015.
"Sentiments and Aggregate Demand Fluctuations,"
Econometrica, Econometric Society, vol. 83, pages 549-585, March.
- Jess Benhabib & Pengfei Wang & Yi Wen, 2012. "Sentiments and Aggregate Demand Fluctuations," NBER Working Papers 18413, National Bureau of Economic Research, Inc.
- Jess Benhabib & Pengfei Wang & Yi Wen, 2012. "Sentiments and aggregate demand fluctuations," Working Papers 2012-039, Federal Reserve Bank of St. Louis.
- Jianjun Miao & Pengfei Wang & Zhiwei Xu, 2015. "A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles," Quantitative Economics, Econometric Society, vol. 6(3), pages 599-635, November.
- Christopher Balding, 2015. "Data on Singapore’s Sovereign Wealth Fund is Flawed," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 16(3), pages 113-140, July.
- Im, Hyun Joong & Park, Young Joon & Shon, Janghoon, 2015. "Product market competition and the value of innovation: Evidence from US patent data," Economics Letters, Elsevier, vol. 137(C), pages 78-82.
- Yang, Hongyan & Ru, Jing & Ren, Ting, 2015. "Ownership and M&A Performance in a Transitional Economy: The Case of the Chinese Real Estate Industry," Management and Organization Review, Cambridge University Press, vol. 11(4), pages 715-737, December.
2014
- Zheng Liu & Pengfei Wang, 2014. "Credit Constraints and Self-Fulfilling Business Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(1), pages 32-69, January.
- Wang, Pengfei & Wen, Yi & Xu, Zhiwei, 2014.
"What inventories tell us about aggregate fluctuations—A tractable approach to (S,s) policies,"
Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 196-217.
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2012. "What inventories tell us about aggregate fluctuations -- a tractable approach to (S,s) policies," Working Papers 2012-059, Federal Reserve Bank of St. Louis.
- Miao, Jianjun & Wang, Pengfei, 2014. "Sectoral bubbles, misallocation, and endogenous growth," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 153-163.
- Jianjun Miao & Pengfei Wang, 2014. "A Q-theory model with lumpy investment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(1), pages 133-159, September.
- Jianjun Miao & Pengfei Wang, 2014.
"Lumpy Investment and Corporate Tax Policy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(6), pages 1171-1203, September.
- Jianjun Miao & Pengfei Wang, "undated". "Lumpy Investment and Corporate Tax Policy," Boston University - Department of Economics - Working Papers Series wp2009-016, Boston University - Department of Economics.
- Christopher Balding, 2014. "Data Manipulation of Inflation Statistics Artificially Raises Real GDP," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 15(2), pages 111-140, April.
2013
- Zheng Liu & Pengfei Wang & Tao Zha, 2013.
"Land‐Price Dynamics and Macroeconomic Fluctuations,"
Econometrica, Econometric Society, vol. 81(3), pages 1147-1184, May.
- Zheng Liu & Pengfei Wang & Tao Zha, 2011. "Land-price dynamics and macroeconomic fluctuations," NBER Working Papers 17045, National Bureau of Economic Research, Inc.
- pengfei Wang & Tao Zha & Zheng Liu, 2012. "Land-Price Dynamics and Macroeconomic Fluctuations," 2012 Meeting Papers 85, Society for Economic Dynamics.
- Zheng Liu & Pengfei Wang & Tao Zha, 2011. "Land-price dynamics and macroeconomic fluctuations," FRB Atlanta Working Paper 2011-11, Federal Reserve Bank of Atlanta.
- Zheng Liu & Pengfei Wang & Tao Zha, 2011. "Land-price dynamics and macroeconomic fluctuations," Working Paper Series 2011-26, Federal Reserve Bank of San Francisco.
- Benhabib, Jess & Wang, Pengfei, 2013.
"Financial constraints, endogenous markups, and self-fulfilling equilibria,"
Journal of Monetary Economics, Elsevier, vol. 60(7), pages 789-805.
- Jess Benhabib & Pengfei Wang, 2012. "Financial Constraints, Endogenous Markups, and Self-fulfilling Equilibria," NBER Working Papers 18074, National Bureau of Economic Research, Inc.
- Ting Ren, 2013. "Sectoral Differences in Value Congruence and Job Attitudes: The Case of Nursing Home Employees," Journal of Business Ethics, Springer, vol. 112(2), pages 213-224, January.
- Hengjie Ai & Mariano Massimiliano Croce & Kai Li, 2013.
"Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital,"
The Review of Financial Studies, Society for Financial Studies, vol. 26(2), pages 491-530.
- Mariano Croce & Kai Li & Hengjie Ai, 2010. "Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital," 2010 Meeting Papers 663, Society for Economic Dynamics.
2012
- Jianjun Miao & Pengfei Wang, 2012.
"Bubbles and Total Factor Productivity,"
American Economic Review, American Economic Association, vol. 102(3), pages 82-87, May.
- Jianjun Miao & PENGFEI WANG, 2011. "Bubbles and Total Factor Productivity," Boston University - Department of Economics - Working Papers Series WP2011-030, Boston University - Department of Economics.
- Pengfei Wang & Yi Wen, 2012.
"Speculative Bubbles and Financial Crises,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(3), pages 184-221, July.
- Pengfei Wang & Yi Wen, 2009. "Speculative bubbles and financial crisis," Working Papers 2009-029, Federal Reserve Bank of St. Louis.
- Pengfei Wang, 2012.
"Understanding Expectation-Driven Fluctuations: A Labor-Market Approach,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 487-506, March.
- Pengfei Wang, 2012. "Understanding Expectation‐Driven Fluctuations: A Labor‐Market Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(2‐3), pages 487-506, March.
- Pengfei Wang & Yi Wen, 2012.
"Hayashi Meets Kiyotaki and Moore: A Theory of Capital Adjustment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 207-225, April.
- Pengfei Wang & Yi Wen, 2011. "Code files for "Hayashi Meets Kiyotaki and Moore: A Theory of Capital Adjustment Costs"," Computer Codes 10-200, Review of Economic Dynamics.
- Ben-Ner Avner & Karaca-Mandic Pinar & Ren Ting, 2012. "Ownership and Quality in Markets with Asymmetric Information: Evidence from Nursing Homes," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 12(1), pages 1-33, October.
2011
- Wang, Peng-fei & Wen, Yi, 2011. "Volatility, growth, and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1696-1709, October.
- Pengfei Wang & Yi Wen, 2011.
"Understanding the Effects of Technology Shocks,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(4), pages 705-724, October.
- Pengfei Wang & Yi Wen, 2010. "Code and data files for "Understanding the Effects of Technology Shocks"," Computer Codes 09-148, Review of Economic Dynamics.
- Christopher Balding, 2011. "A re-examination of the relation between democracy and international trade," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 20(5), pages 585-603, July.
- Christopher Balding, 2011. "CDS Pricing and Elections in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(2), pages 121-173, August.
- Ben-Ner, Avner & Putterman, Louis & Ren, Ting, 2011. "Lavish returns on cheap talk: Two-way communication in trust games," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(1), pages 1-13, February.
- Ting Ren & Zheng Wang, 2011. "Female participation in TMT and firm performance: evidence from Chinese private enterprises," Nankai Business Review International, Emerald Group Publishing Limited, vol. 2(2), pages 140-157, June.
2010
- Christopher Balding, 2010. "Joining the World Trade Organization: What is the Impact?," Review of International Economics, Wiley Blackwell, vol. 18(1), pages 193-206, February.
- Christopher Balding, 2010. "A Modest Proposal for a Two‐Sided Market Clearing Institution under Asymmetric Supply Constraints with Skewed Pricing: The Market for Adoption and Abortion in the United States," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 12(6), pages 1059-1080, December.
- Avner Ben‐Ner & Ting Ren, 2010. "A Comparative Study Of Allocation Of Decision‐Making Across Stakeholder Groups: The Case Of Personal Care Industries," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 81(4), pages 611-630, December.
- Ting Ren, 2010. "Value Congruence as a Source of Intrinsic Motivation," Kyklos, Wiley Blackwell, vol. 63(1), pages 94-109, February.
2009
- Christopher Balding, 2009. "Qui a peur des fonds souverains ?," Revue d'Économie Financière, Programme National Persée, vol. 9(1), pages 215-227.
- Christopher Balding, 2009. "Who's Afraid of Sovereign Wealth Funds ?," Revue d'Économie Financière, Programme National Persée, vol. 9(1), pages 201-210.
- Jaehyuk Choi & Kwangmoon Kim & Minsuk Kwak, 2009. "Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion," Applied Mathematical Finance, Taylor & Francis Journals, vol. 16(3), pages 261-268.
2008
- Wang, Pengfei & Wen, Yi, 2008.
"Imperfect competition and indeterminacy of aggregate output,"
Journal of Economic Theory, Elsevier, vol. 143(1), pages 519-540, November.
- Pengfei Wang & Yi Wen, 2007. "Imperfect competition and indeterminacy of aggregate output," Working Papers 2006-017, Federal Reserve Bank of St. Louis.
2007
- Wang, Pengfei & Wen, Yi, 2007.
"Inflation dynamics: A cross-country investigation,"
Journal of Monetary Economics, Elsevier, vol. 54(7), pages 2004-2031, October.
- Pengfei Wang & Yi Wen, 2006. "Inflation dynamics: a cross-country investigation," Working Papers 2005-076, Federal Reserve Bank of St. Louis.
2006
- Wang, Peng-fei & Wen, Yi, 2006.
"Another look at sticky prices and output persistence,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2533-2552, December.
- Pengfei Wang & Yi Wen, 2005. "Another look at sticky prices and output persistence," Working Papers 2005-051, Federal Reserve Bank of St. Louis.
- Wang, Peng-fei & Wen, Yi, 2004. "Another Look at Sticky Prices and Output Persistence," Working Papers 04-19, Cornell University, Center for Analytic Economics.
2005
- Wang, Peng-fei & Wen, Yi, 2005.
"Endogenous money or sticky prices?--comment on monetary non-neutrality and inflation dynamics,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(8), pages 1361-1383, August.
- Wang, Peng-fei & Wen, Yi, 2004. "Endogenous Money or Sticky Price? Comment on Monetary Non-neutrality and Inflation Dynamics," Working Papers 04-08, Cornell University, Center for Analytic Economics.
Books
2012
- Balding, Christopher, 2012. "Sovereign Wealth Funds: The New Intersection of Money and Politics," OUP Catalogue, Oxford University Press, number 9780199842902.
Chapters
2021
- Yi Huang & Chen Lin & Pengfei Wang & Zhiwei Xu, 2021. "Pandemic and Panic: Government as the Supplier of Last Resort," World Scientific Book Chapters, in: Sumit Agarwal & Zhiguo He & Bernard Yeung (ed.), Impact of COVID-19 on Asian Economies and Policy Responses, chapter 6, pages 33-43, World Scientific Publishing Co. Pte. Ltd..
2017
- Jess Benhabib & Pengfei Wang & Yi Wen, 2017.
"Uncertainty and Sentiment-Driven Equilibria,"
Studies in Economic Theory, in: Kazuo Nishimura & Alain Venditti & Nicholas C. Yannelis (ed.), Sunspots and Non-Linear Dynamics, chapter 0, pages 281-304,
Springer.
- Jess Benhabib & Pengfei Wang & Yi Wen, 2013. "Uncertainty and sentiment-driven equilibria," Working Papers 2013-011, Federal Reserve Bank of St. Louis.
- Jess Benhabib & Pengfei Wang & Yi Wen, 2013. "Uncertainty and Sentiment-Driven Equilibria," NBER Working Papers 18878, National Bureau of Economic Research, Inc.
2015
- Hongyan Yang & Ting Ren & Massimiliano Sassone, 2015. "Foreign Direct Investment, Institutional Environment, and the Establishment of Private Economy in China," Palgrave Macmillan Books, in: Douglas Cumming & Michael Firth & Wenxuan Hou & Edward Lee (ed.), Developments in Chinese Entrepreneurship, chapter 0, pages 107-132, Palgrave Macmillan.
- Shasha Wu & Ting Ren & Hongyan Yang, 2015. "Fund Ownership, Investment Preference, and Performance: The Venture Capital Industry in China," Palgrave Macmillan Books, in: Douglas Cumming & Michael Firth & Wenxuan Hou & Edward Lee (ed.), Developments in Chinese Entrepreneurship, chapter 0, pages 153-197, Palgrave Macmillan.
2011
- Pengfei Wang, 2011. "Comment on "Oil Shocks in A DSGE Model for the Korean Economy"," NBER Chapters, in: Commodity Prices and Markets, pages 323-324, National Bureau of Economic Research, Inc.
- Avner Ben-Ner & Ting Ren, 2011. "Effects of Different Stakeholder Groups’ Strategic Control on Organizational Effectiveness and Well-Being of Customers and Employees: An Empirical Investigation," International Economic Association Series, in: Lorenzo Sacconi & Margaret Blair & R. Edward Freeman & Alessandro Vercelli (ed.), Corporate Social Responsibility and Corporate Governance, chapter 14, pages 381-409, Palgrave Macmillan.
2009
- Avner Ben-Ner & Ting Ren & Darla Flint Paulson, 2009.
"A Comparison of Wage Inequality in For-profit, Non-Profit and Local Government Organizations: Nursing Homes in the Midwestern US,"
AIEL Series in Labour Economics, in: Marco Musella & Sergio Destefanis (ed.), Paid and Unpaid Labour in the Social Economy. An International Perspective, edition 1, chapter 12, pages 197-219,
AIEL - Associazione Italiana Economisti del Lavoro.
- Avner Ben-Ner & Ting Ren & Darla Flint Paulson, 2009. "A Comparison of Wage Inequality in For-profit, Non-Profit and Local Government Organizations: Nursing Homes in the Midwestern US," AIEL Series in Labour Economics, in: Marco Musella & Sergio Destefanis (ed.), Paid and Unpaid Labour in the Social Economy, chapter 0, pages 197-219, Springer.
Software components
2021
- Jianjun Miao & Pengfei Wang & Jing Zhou, 2021.
"Code and data files for "Asset Bubbles and Foreign Interest Rate Shocks","
Computer Codes
20-278, Review of Economic Dynamics.
- Jianjun Miao & Pengfei Wang & Jing Zhou, 2022. "Asset Bubbles and Foreign Interest Rate Shocks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 315-348, April.
- Xiaodan Gao & Jake Zhao, 2021.
"Code and data files for "R&D Dynamics and Corporate Cash Saving","
Computer Codes
20-370, Review of Economic Dynamics.
- Xiaodan Gao & Jake Zhao, 2022. "R&D Dynamics and Corporate Cash Saving," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 43, pages 263-285, January.
2020
- Feng Dong & Jianjun Miao & Pengfei Wang, 2020.
"Code and data files for "Asset Bubbles and Monetary Policy","
Computer Codes
20-155, Review of Economic Dynamics.
- Feng Dong & Jianjun Miao & Pengfei Wang, 2020. "Asset Bubbles and Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 68-98, August.
2017
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2017.
"Code and data files for "Financial Development and Long-Run Volatility Trends","
Computer Codes
15-174, Review of Economic Dynamics.
- Pengfei Wang & Yi Wen & Zhiwei Xu, 2018. "Financial Development and Long-Run Volatility Trends," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 221-251, April.
- Daphne Chen & Jake Zhao, 2017.
"Code and data files for "The Impact of Personal Bankruptcy on Labor Supply Decisions","
Computer Codes
14-231, Review of Economic Dynamics.
- Daphne Chen & Jake Zhao, 2017. "The Impact of Personal Bankruptcy on Labor Supply Decisions," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 40-61, October.
2011
- Pengfei Wang & Yi Wen, 2011.
"Code files for "Hayashi Meets Kiyotaki and Moore: A Theory of Capital Adjustment Costs","
Computer Codes
10-200, Review of Economic Dynamics.
- Pengfei Wang & Yi Wen, 2012. "Hayashi Meets Kiyotaki and Moore: A Theory of Capital Adjustment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 207-225, April.
2010
- Pengfei Wang & Yi Wen, 2010.
"Code and data files for "Understanding the Effects of Technology Shocks","
Computer Codes
09-148, Review of Economic Dynamics.
- Pengfei Wang & Yi Wen, 2011. "Understanding the Effects of Technology Shocks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(4), pages 705-724, October.