The collection contains journal articles, magazine articles, book chapters, working papers, conference papers and more written by the faculty at the Singapore Management University School of Economics. The school research areas include Economic Theory, Econometrics, Applied Microeconomics, International Economics, and Macroeconomics.

Follow

Submissions from 2013

Link

Background paper: Inequality and the need for a new social compact, Kim Song TAN Book Chapter

PDF

Can a Financial Conditions Index Guide Monetary Policy? The Case of Singapore, Hwee Kwan CHOW Working Paper

PDF

Demography, Development and the Origin of Democracy: A Model with Case Studies of Arachic Athens and Maritime England, Brishti GUHA Working Paper

PDF

Does Competition within the Military Reduce Expropriation?, Madhav S. ANEY and Giovanni Ko Working Paper

PDF

Entropy-Based Analysis and Bioinformatics-Inspired Integration of Global Economic Information Transfer, Jinkyu Kim, Gunn Kim, Sungbae AN, Young-Kyun Kwon, and Sungroh Yoon Journal Article

PDF

Estimation of Monthly Volatility: An Empirical Comparison of Realized Volatility, GARCH and ACD-ICV Methods, Shouwei LIU and Yiu Kuen TSE Working Paper

PDF

Ex Post Destruction in the Hold-up Problem, Huan WANG, Juyuan ZHANG, and Yi ZHANG Working Paper

PDF

Financial Development, International Capital Flows, and Aggregate Output, Jürgen von Hagen and Haiping ZHANG Working Paper

Link

Financial Mathematics for Actuaries, Wai-Sum Chan and Yiu Kuen Tse Book

PDF

Impact of Sovereign Debt Restructuring on Financial Flows: The Case of Indonesia, Hwee Kwan CHOW and C. Adams News Article

Income Inequality in Singapore, Kim Song TAN Book Chapter

PDF

Intertemporal Substitution in Maternal Labor Supply: Evidence using State School Entrance Age Laws, Rashmi Rekha BARUA Working Paper

Jackknife Model Averaging for Quantile Regressions, X. Lu and Liangjun SU Working Paper

PDF

Micro-finance Competition: Motivated Micro-lenders, Double-dipping and Default, Brishti GUHA and Prabal ROY CHOWDHURY Working Paper

PDF

Monetary Regime Choice in Singapore: Would a Tayor Rule Outperform Exchange-Rate Management?, Hwee Kwan CHOW, G.C. Lim, and P. McNelis Working Paper

PDF

Non-normality and heteroscedasticity robust LM tests of spatial dependence, Badi H. Baltagi and Zhenlin YANG Working Paper

PDF

Nonparametric Dynamic Panel Data Models: Kernel Estimation and Specification Testing, Liangjun SU and Xun LU Working Paper

PDF

No Pass No Drive: Education and Allocation of Time, Rashmi Rekha BARUA and Marian Vidal-Fernandez Working Paper

Public Housing: Appreciating Assets, Sock Yong PHANG Book Chapter

PDF

QML Estimation of Dynamic Panel Data Models with Spatial Errors, Liangjun SU and Zhenlin YANG Working Paper

Quasi-option value under strategic interactions, Tomoki FUJII and R. ISHIKAWA Journal Article

Recent Advances in Panel Data, Nonlinear and Nonparametric Models: A Festschrift in honor of Peter C. B. Phillips, R. Mariano, Z. Xiao, and Jun Yu Journal Article

Specification Test for Panel Data Models with Interactive Fixed Effects, Liangjun SU, Sainan JIN, and Y. Zhang Working Paper

PDF

Testing Conditional Independence via Empirical Likelihood, Liangjun SU and Halbert WHITE Working Paper

Link

Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects, Y. Zhang, Liangjun SU, and Peter Charles Bonest PHILLIPS Journal Article

The Euro Crisis: Developments and Implications in Financial Markets, Winston T.H. Koh Book

Variable Selection in Nonparametric and Semiparametric Regression Models, Liangjun SU and Y. Zhang Book Chapter

PDF

Variable Selection in Nonparametric and Semiparametric Regression Models, Liangjun SU and Yonghui ZHANG Book Chapter

Wage, Income and Consumption Inequality in Japan, 1981-2008: From Boom to Lost Decades, Jeremy LISE, Nao SUDO, Michio SUZUKI, Ken YAMADA, and Tomoaki Yamada Working Paper

Submissions from 2012

PDF

Contracting over Prices, Shurojit CHATTERJI and Sayantan GHOSAL Working Paper

PDF

Grandparents as Guards: A Game Theoretic Analysis of Inheritance and Post Marital Residence in a World of Uncertain Paternity, Brishti GUHA Working Paper

PDF

Honesty and Intermediation: Corporate Cheating, Auditor Involvement and the Implications for Takeoff, Brishti GUHA Journal Article

Managing SME Development: The Singapore Experience, Kim Song TAN and Gan LU Conference Paper

PDF

Money and asset prices with uninsurable risks, Nicolas L. JACQUET and Serene TAN Journal Article

PDF

Optimal design of p-value consistent step-up procedures for multiple comparisons with a control in direction-mixed families, Koon Shing KWONG and Siu Hung CHEUNG Journal Article

PDF

Singapore Inflation Expectations: Expecting the Unexpected, Aurobindo GHOSH and Jun YU Working Paper

PDF

The Structure of Strategy-Proof Random Social Choice Functions over Product Domains and Lexicographically Separable Preferences, Shurojit CHATTERJI, Souvik ROY, and Arunava SEN Journal Article

Dynamic Poverty Decomposition Analysis: an Application to the Philippines, Tomoki FUJII Working Paper

PDF

Dynamic Poverty Decomposition Analysis: An Application to the Philippines, Tomoki FUJII Working Paper

PDF

Estimating Dynamic Discrete Choice Models of Product Differentiation: An Application to Medicare Part D with Switching Costs, Daniel P. MILLER and Jungwon YEO Working Paper

PDF

Schooling, Political Participation, and the Economy, Filipe R. CAMPANTE and Davin CHOR Journal Article

PDF

Subgame perfect implementation under information perturbations, Takashi KUNIMOTO, Drew FUDENBERG, Takashi KUNIMOTO, and Oliver TERCIEUX Journal Article

PDF

The coevolution of economic and political development from monarchy to democracy, Fali HUANG Journal Article

PDF

The labor supply and welfare effects of early access to medicare through social security disability insurance, KIM Working Paper

PDF

Trade, firm selection, and industrial agglomeration, Wen-Tai HSU and Ping WANG Journal Article

PDF

A generalized representation theorem for Harsanyi's ('impartial') observer, Simon GRANT, Atsushi KAJII, Ben POLAK, and Zvi SAFRA Journal Article

PDF

An Evolutionary Analysis of Turnout with Conformist Citizens, Massimiliano LANDI and Mauro Sodini Journal Article

PDF

Estimation of high-frequency volatility: An autoregressive conditional duration approach, Yiu Kuen TSE and Thomas Tao YANG Journal Article

Link

Extension of three-arm non-inferiority studies to trials with multiple new treatments, Koon Shing KWONG, Siu Hung CHEUNG, Anthony J. HAYTER, and Minn-Jye WEN Journal Article

PDF

Foreign Direct Investment: Clearing the Infrastructure Bottlenecks, Kim Song TAN and Sim Yee LAU News Article

PDF

Unilateral measures and emissions mitigation, Shurojit CHATTERJI, Sayantan GHOSAL, Sean WALSH, and John WHALLEY Book Chapter

PDF

Central place theory and city size distribution, Wen-Tai HSU Journal Article

PDF

Economy can be Game Changer for the Region, Kim Song TAN and Sim Yee LAU News Article

PDF

Gambling on Genes: Ambiguity Aversion Explains Investment in Sisters' Children, Brishti GUHA Working Paper

PDF

The Educated Middle Class, their Economics Prospects, and the Arab Spring, Davin CHOR and Filipe R. CAMPANTE Magazine Article

Link

The Persistence of Goodness, Ashok S. GUHA and Brishti GUHA Journal Article

Link

Cointegrating Rank Selection in Models with Time-Varying Variance, Xu CHENG and Peter C. B. PHILLIPS Journal Article

PDF

Detecting Bubbles in Hong Kong Residential Property Market, Matthew S. YIU, Jun Yu, and Lu JIN Working Paper

PDF

Mean and Autocovariance Function Estimation Near the Boundary of Stationarity, Liudas GIRAITIS and Peter C. B. PHILLIPS Journal Article

PDF

Optimal Estimation under Nonstandard Conditions, Werner PLOBERGER and Peter C. B. PHILLIPS Journal Article

PDF

Recent Advances in Nonstationary Time Series: A Festschrift in honor of Peter C. B. Phillips, Robert S. MARIANO, Zhijie XIAO, and Jun YU Journal Article

PDF

Robust Deviance Information Criterion for Latent Variable Models, Yong LI, Tao ZENG, and Jun YU Working Paper

PDF

Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models, Jun YU Journal Article

PDF

Country Image and International Trade, Pao Li CHANG and Tomoki FUJII Working Paper

Equally-distributed equivalent utility, ex post egalitarianism and utilitarianism, Simon Grant, Atsushi KAJII, Ben Polak, and Ziv Safra Journal Article

PDF

Growth and Inequality in Singapore, Kong Weng HO Book Chapter

PDF

Inefficiency in the Shadow of Unobservable Outside Options, Madhav S. ANEY Working Paper

No Pass, No Drive: Effective Answer to Dropout Epidemic, Rashmi Rekha BARUA News Article

Link

Recent advances in panel data, nonlinear and nonparametric models: A festschrift in honor of Peter C.B. Phillips, Roberto S. MARIANO, Zhijie XIAO, and Jun YU Editorial

PDF

Sieve Estimation of Panel Data Models with Cross Section Dependence, Liangjun SU and Sainan JIN Journal Article

PDF

Statistical tests for multiple forecast comparison, Roberto MARIANO and Daniel P. A. PREVE Journal Article

Link

Who Will Monitor the Monitors? Informal Law Enforcement and Collusion at Champagne, Brishti GUHA Journal Article

PDF

Why SMEs Should Aim at Becoming Exporters, Hian Teck HOON News Article

PDF

Crime and Moral Hazard: Does More Policing Necessarily Induce Private Negligence?, Brishti GUHA and Ashok S. GUHA Journal Article

PDF

Crime and Moral Hazard: Does More Policing Necessarily Induce Private Negligence?, Brishti GUHA and Ashok S. GUHA Journal Article

PDF

Dynamic misspecification in nonparametric cointegrating regression, Ioannis KASPARIS and Peter C. B. PHILLIPS Journal Article

PDF

Nonlinear Cointegrating Regression under Weak Identification, Xiaoxia SHI and Peter C. B. PHILLIPS Journal Article

PDF

Random Dictatorship Domains, Shurojit CHATTERJI, Arunava SEN, and Huaxia ZENG Working Paper

PDF

Testing for jumps in noisy high frequency data, Yacine AIT-SAHALIA, Jean JACOD, and Jia LI Journal Article

PDF

An Economic Analysis of Optimum Population Size Achieved Through Boosting Total Fertility and Net Immigration, Hian Teck HOON Working Paper

PDF

Changing Unchanged Inequality: Higher Education, Youth Population, and the Japanese Seniority Wage System, Ken YAMADA and Daiji KAWAGUCHI Working Paper

PDF

Isolated Capital Cities, Accountability and Corruption: Evidence from US States, Filipe R. CAMPANTE and Quoc-Anh DO Working Paper

PDF

Love and Money by Parental Match-Making: Evidence from Urban Couples in China, Fali HUANG, Ginger JIN, and Lixin Collin XU Journal Article

PDF

Measuring the upstreamness of production and trade flows, Pol Antras, Davin CHOR, Thibault Fally, and Russell Hillbery Journal Article

PDF

Off the cliff and back? Credit conditions and international trade during the global financial crisis, Davin CHOR and Manova KALINA Journal Article

PDF

Organizing the Global Value Chain, Pol ANTRAS and Davin CHOR Working Paper

PDF

Out of Sight, Out of Mind: The Value of Political Connections in Social Networks, Quoc-Anh DO, Yen Teik LEE, Bang Dang NGUYEN, and Kieu-Trang NGUYEN Working Paper

PDF

Wage-vacancy contracts and coordination frictions, Nicolas L. JACQUET and Serene TAN Journal Article

PDF

A semiparametric stochastic volatility model, Jun YU Journal Article

PDF

Conflict with Quitting Rights: A Mechanism Design Approach, Madhav S. ANEY Working Paper

PDF

Finding Dynamic Treatment Effects under Anticipation: Spanking Effects on Behavior, Myoung-jae LEE and Fali HUANG Journal Article

PDF

Semiparametric GMM Estimation of Spatial Autoregressive Models, Liangjun SU Journal Article

PDF

Why Did Universities Precede Primary Schools? A Political Economy Model of Educational Change, Fali HUANG Journal Article

PDF

A comparison of cardinal tournaments and piece rate contracts with liquidity constrained agents, Kosmas MARINAKIS and Theofanis TSOULOUHAS Journal Article

PDF

A note on separability and intra-household resource allocation in a collective household model, Tomoki FUJII and Ryuichiro ISHIKAWA Working Paper

PDF

Is Specialization Desirable in Committee Decision Making?, Ruth BEN-YASHAR, Winston T. H. KOH, and Shmuel NITZAN Journal Article

Link

Mean, Volatility, and Skewness Spillovers in Equity Markets, Aamir R. Hashmi and Anthony S. TAY Book Chapter

PDF

On the intraday periodicity duration adjustment of high-frequency data, WU Zhengxiao Journal Article

PDF

Risk and the Technology Content of FDI: A Dynamic Model, Pao Li CHANG and Chia-Hui LU Journal Article

PDF

Why was the Arab world poised for revolution? Schooling, economic opportunities, and the Arab spring, Filipe R. Campante and Davin CHOR Journal Article