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Peng Wang

Personal Details

First Name:Peng
Middle Name:
Last Name:Wang
Suffix:
RePEc Short-ID:pwa513
[This author has chosen not to make the email address public]
http://www.bm.ust.hk/econ/staff/pwang.html
Terminal Degree:2009 Department of Economics; New York University (NYU) (from RePEc Genealogy)

Affiliation

Department of Economics
Business School
Hong Kong University of Science and Technology (HKUST)

Kowloon, Hong Kong
http://www.bm.ust.hk/~econ/
RePEc:edi:deusthk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Wang Peng & Heng-fu Zou, 2012. "International Macroeconomic Policy: When Wealth Affects People's Impatience," CEMA Working Papers 530, China Economics and Management Academy, Central University of Finance and Economics.
  2. Wang Peng & Heng-fu Zou, 2012. "Capital Accumulation And Present-biased Preference," CEMA Working Papers 531, China Economics and Management Academy, Central University of Finance and Economics.
  3. Wang Peng & Heng-fu Zou, 2012. "When Wealth Affects People's Impatience," CEMA Working Papers 529, China Economics and Management Academy, Central University of Finance and Economics.
  4. Bai, Jushan & Wang, Peng, 2011. "Conditional Markov chain and its application in economic time series analysis," MPRA Paper 33369, University Library of Munich, Germany.

Articles

  1. Jushan Bai & Peng Wang, 2011. "Conditional Markov chain and its application in economic time series analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 715-734, August.
  2. Chow, Gregory C. & Wang, Peng, 2010. "The empirics of inflation in China," Economics Letters, Elsevier, vol. 109(1), pages 28-30, October.
  3. Wang, Shaoping & Wang, Peng & Yang, Jisheng & Li, Zinai, 2010. "A generalized nonlinear IV unit root test for panel data with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 157(1), pages 101-109, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Jushan Bai & Peng Wang, 2011. "Conditional Markov chain and its application in economic time series analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 715-734, August.

    Mentioned in:

    1. Conditional Markov chain and its application in economic time series analysis (Journal of Applied Econometrics 2011) in ReplicationWiki ()

Working papers

  1. Bai, Jushan & Wang, Peng, 2011. "Conditional Markov chain and its application in economic time series analysis," MPRA Paper 33369, University Library of Munich, Germany.

    Cited by:

    1. Danilo Leiva-Leon, 2014. "A New Approach to Infer Changes in the Synchronization of Business Cycle Phases," Staff Working Papers 14-38, Bank of Canada.
    2. Raphael Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2015. "A Conditional Markov Regime Switching Model To Study Margins: Application To The French Fuel Retail Markets," Post-Print hal-02148309, HAL.
    3. Shu-Ping Shi, 2013. "Specification sensitivities in the Markov-switching unit root test for bubbles," Empirical Economics, Springer, vol. 45(2), pages 697-713, October.
    4. Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2020. "Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model," Working Papers halshs-02443364, HAL.
    5. Danilo Leiva-Leon, 2017. "Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework," Working Papers 1726, Banco de España.
    6. Stéphane Goutte & Benteng Zou, 2012. "Continuous time regime switching model applied to foreign exchange rate," Working Papers hal-00643900, HAL.
    7. Stéphane GOUTTE & Benteng Zou, 2011. "Foreign exchange rates under Markov Regime switching model," DEM Discussion Paper Series 11-16, Department of Economics at the University of Luxembourg.
    8. Chang, Kuang-Liang, 2016. "Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 72-87.
    9. Troy Davig, 2008. "Detecting recessions in the Great Moderation: a real-time analysis," Economic Review, Federal Reserve Bank of Kansas City, vol. 93(Q IV), pages 5-33.
    10. Goutte, Stéphane, 2014. "Conditional Markov regime switching model applied to economic modelling," Economic Modelling, Elsevier, vol. 38(C), pages 258-269.
    11. Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, vol. 28(6), pages 2634-2656.
    12. Chevallier, Julien, 2011. "A model of carbon price interactions with macroeconomic and energy dynamics," Energy Economics, Elsevier, vol. 33(6), pages 1295-1312.
    13. Sylvia Kaufmann, 2016. "Hidden Markov models in time series, with applications in economics," Working Papers 16.06, Swiss National Bank, Study Center Gerzensee.
    14. Gilbert Mbara, 2017. "Business Cycle Dating after the Great Moderation: A Consistent Two – Stage Maximum Likelihood Method," Working Papers 2017-13, Faculty of Economic Sciences, University of Warsaw.

Articles

  1. Jushan Bai & Peng Wang, 2011. "Conditional Markov chain and its application in economic time series analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 715-734, August.
    See citations under working paper version above.
  2. Chow, Gregory C. & Wang, Peng, 2010. "The empirics of inflation in China," Economics Letters, Elsevier, vol. 109(1), pages 28-30, October.

    Cited by:

    1. Mie Augier & Robert McNab & Jerry Guo & Phillip Karber, 2017. "Defense spending and economic growth: evidence from China, 1952–2012," Defence and Peace Economics, Taylor & Francis Journals, vol. 28(1), pages 65-90, January.
    2. Chow, Gregory C., 2012. "A model of inflation in Taiwan," Economics Letters, Elsevier, vol. 117(2), pages 464-466.
    3. Gregory C. Chow, 2011. "A Model of Inflation in Taiwan," Working Papers 1333, Princeton University, Department of Economics, Center for Economic Policy Studies..
    4. Zhang, Lingxiang, 2013. "Modeling China's inflation dynamics: An MRSTAR approach," Economic Modelling, Elsevier, vol. 31(C), pages 440-446.
    5. Wang, Ying & Tu, Yundong & Chen, Song Xi, 2016. "Improving inflation prediction with the quantity theory," Economics Letters, Elsevier, vol. 149(C), pages 112-115.
    6. Tie Ying Liu & Chi Wei Su & Xu Zhao Jiang & Tsangyao Chang, 2015. "Is There Excess Liquidity in China?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 23(3), pages 110-126, May.
    7. Gregory C. Chow, 2011. "A Model for National Income Determination in Taiwan," Working Papers 1335, Princeton University, Department of Economics, Center for Economic Policy Studies..
    8. Muhammad Umar Draz, 2011. "Impact Of Financial Crises On Pakistan And China: A Comparative Study Of Six Decades," Journal of Global Business and Economics, Global Research Agency, vol. 3(1), pages 174-186, July.
    9. Zhenzhong Wang & Yundong Tu & Song Xi Chen, 2019. "Analyzing China's Consumer Price Index Comparatively with that of United States," Papers 1910.13301, arXiv.org.
    10. Zhang, Lingxiang, 2013. "Revisiting the empirics of inflation in China: A smooth transition error correction approach," Economics Letters, Elsevier, vol. 119(1), pages 68-71.

  3. Wang, Shaoping & Wang, Peng & Yang, Jisheng & Li, Zinai, 2010. "A generalized nonlinear IV unit root test for panel data with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 157(1), pages 101-109, July.

    Cited by:

    1. Mao, Guangyu & Shen, Yan, 2019. "Bubbles or fundamentals? Modeling provincial house prices in China allowing for cross-sectional dependence," China Economic Review, Elsevier, vol. 53(C), pages 53-64.
    2. Hanck, Christoph & Demetrescu, Matei & Tarcolea, Adina, 2012. "IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62072, Verein für Socialpolitik / German Economic Association.
    3. Xiangjun Wu & Juan Xu, 2021. "Drivers of food price in China: A heterogeneous panel SVAR approach," Agricultural Economics, International Association of Agricultural Economists, vol. 52(1), pages 67-79, January.
    4. Lee, Hyejin & Meng, Ming & Lee, Junsoo, 2012. "Performance of nonlinear instrumental variable unit root tests using recursive detrending methods," Economics Letters, Elsevier, vol. 117(1), pages 214-216.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (2) 2012-02-01 2012-02-01
  2. NEP-CBA: Central Banking (1) 2012-02-01
  3. NEP-ECM: Econometrics (1) 2011-09-22
  4. NEP-ETS: Econometric Time Series (1) 2011-09-22
  5. NEP-MAC: Macroeconomics (1) 2012-02-01
  6. NEP-OPM: Open Economy Macroeconomics (1) 2012-02-01
  7. NEP-ORE: Operations Research (1) 2011-09-22

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