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.

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Submissions from 2012

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Bayesian Hypothesis Testing in Latent Variable Models, Yong LI and Jun YU Journal Article

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Beyond Catch-Up to New Growth Sources, Hian Teck HOON News Article

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Designing and implementing an evaluation of a national work support program, Kong Weng HO, Irene Y. H. Ng, Thartmalingam Nesamani, Alex Lee, and Tee Liang Ngiam Journal Article

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In Support of the TRIPS Agreement, Amanda JAKOBSSON and Paul S. Segerstrom Working Paper

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Micro-finance Competition with Motivated MFIs, Brishti GUHA and Prabal ROY CHOWDHURY Working Paper

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Pricing for Goodwill: A Threshold Quantile Regression Approach, Heng JU, Liangjun SU, and Pai XU Working Paper

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Sources of risk in housing finance systems: Lessons from market and regulatory failures, Sock-Yong PHANG Book Chapter

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Testing for common trends in semi-parametric panel data models with fixed effects, Yonghui ZHANG, Liangjun SU, and Peter C. B. PHILLIPS Journal Article

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The ET Interview: A Conversation with Professor Eric Ghysels, Peter C. B. PHILLIPS and Jun YU Journal Article

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A Spatial Analysis of the Italian Second Republic, Second Version, Massimiliano LANDI and Ricardo PELIZZO Working Paper

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Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility, Andras FULOP, Junye LI, and Jun YU Working Paper

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Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression, Liangjun SU and Halbert L. WHITE Book Chapter

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Folklore Theorems, Implicit Maps, and Indirect Inference, Peter C. B. PHILLIPS Journal Article

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Nonparametric and Semiparametric Volatility Models: Specification, Estimation, and Testing, Liangjun SU, Aman ULLAH, Santosh MISHRA, and Yun WANG Book Chapter

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One Mandarin Benefits the Whole Clan: Hometown Infrastructure and Nepotism in an Autocracy, Kieu-Trang Nguyen, Quoc-Anh DO, and Anh Tran Working Paper

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One Mandarin Benefits the Whole Clan: Hometown Infrastructure and Nepotism in an Autocracy, Kieu-Trang NGUYEN, Quoc-Anh DO, and Anh TRAN Working Paper

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Optimal International Agreement and Treatment of Domestic Subsidy, Gea M. LEE Working Paper

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Peer transparency in teams: Does it help or hinder incentives?, Parimal BAG and Nona PEPITO Journal Article

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Pirates and Fishermen: Is Less Patrolling Always Bad?, Brishti GUHA Journal Article

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Public Housing: Appreciating Assets?, Sock Yong PHANG Conference Paper

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

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Single Peakedness and Giffen Demand, Massimiliano LANDI Working Paper

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Supply Elasticity of Housing, Kyunghwan KIM, Sock-Yong PHANG, and Susan WACHTER Encyclopaedia

Submissions from 2011

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A Simple and Robust Method of Inference for Spatial Lag Dependence, Zhenlin YANG and Yan SHEN Working Paper

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International Capital Flows with Limited Commitment and Incomplete Markets, Jürgen von Hagen and Haiping ZHANG Working Paper

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One Mandarin Benefits the Whole Clan: Hometown Infrastructure and Nepotism in an Autocracy, Kieu-Trang NGUYEN, Quoc-Anh DO, and Anh TRAN Working Paper

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

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Power Maximization and Size Control of Heteroscedasticity and Autocorrelation Robust Tests with Exponentiated Kernels, Yixiao SUN, Peter C. B. PHILLIPS, and Sainan JIN Journal Article

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Score Tests for Inverse Gaussian Mixtures, A. F. Desmond and Zhenlin YANG Journal Article

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Singapore Consumer’s Inflation Expectations and Creation of Singapore Index of Inflation Expectations, Aurobindo GHOSH and Jun Yu Working Paper

The Myerson value for complete coalition structures, Takashi UI, Hiroyuki KOJIMA, and Atsushi KAJII Journal Article

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Uniform Asymptotic Normality in Stationary and Unit Root Autoregression, Chirok HAN, Peter C. B. PHILLIPS, and Donggyu SUL Journal Article

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A new necessary condition for implementation in iteratively undominated strategies, Takashi KUNIMOTO and Roberto SERRANO Journal Article

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Arrow-Fisher-Hanemann-Henry and Dixit-Pindyck option values under strategic interactions, Tomoki FUJII and Ryuichiro ISHIKAWA Working Paper

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Custodes Invicem Custodiunt: Commitment through Competition, Madhav S. ANEY and Giovanni KO Working Paper

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Dating the Timeline of Financial Bubbles During the Subprime Crisis, Peter C. B. PHILLIPS and Jun YU Journal Article

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Double Asymptotics for an Explosive Continuous Time Model, Xiaohu WANG and Jun YU Working Paper

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Impact of Food Inflation on Poverty in the Philippines, Tomoki FUJII Working Paper

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Intertemporal Substitution in the Time Allocation of Married Women, Ken YAMADA Working Paper

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Linear programming-based estimators in simple linear regression, Daniel P. A. PREVE and Marcelo C. MEDEIROS Journal Article

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MNCs and the Labour Crunch: Local Jobs may Suffer if Foreign Supply is Curbed, Hian Teck HOON News Article

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Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior, Peter C. B. PHILLIPS, Shu-Ping SHI, and Jun YU Working Paper

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Specification Testing for Nonparametric Structural Models with Monotonicity in Unobservables, Stefan HODERLEIN, Liangjun SU, and Halbert WHITE Working Paper

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Family Background and Economic Outcomes in Japan, Ken YAMADA Working Paper

Is there a Yuan Bloc in East Asia?, Hwee Kwan CHOW-TAN Conference Proceeding Article

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Non-parametric Regression under Location Shifts, Peter C. B. PHILLIPS and Liangjun SU Journal Article

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Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models, Ye CHEN and Jun YU Working Paper

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The informal economy and bribery in North Korea, Byung-Yeon KIM and Yumi KOH Journal Article

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Tilted nonparametric estimation of volatility functions with empirical applications, Ke-Li XU and Peter C. B. PHILLIPS Journal Article

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Money, bargaining, and risk sharing, Nicolas L. JACQUET and Serene TAN Journal Article

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The WTO Trade Effect, Pao Li CHANG and Myoung-Jae LEE Journal Article

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Bayesian Hypothesis Testing in Latent Variable Models, Yong LI and Jun YU Working Paper

Labor Supply Responses to the 1990s Japanese Tax Reforms, Ken YAMADA Conference Paper

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Labor Supply Responses to the 1990s Japanese Tax Reforms, Ken YAMADA Journal Article

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

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Simulated Maximum Likelihood Estimation for Latent Diffusion Models, Tore Selland KLEPPE, Jun YU, and Hans J. SKAUG Working Paper

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Specification Sensitivities in Right-Tailed Unit Root Testing, Shu-Ping SHI, Peter C. B. PHILLIPS, and Jun YU Working Paper

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Testing for Multiple Bubbles, Peter C. B. PHILLIPS, Shu-Ping SHI, and Jun YU Working Paper

YOUTH.SG: The State of Youth in Singapore, Kong Chong Ho, Irene Y. H. Ng, and Nazira Abdul Hamid Book

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Crowding-out Effect of the Current Food Stamp Subsidy Scheme, Yi ZHANG Journal Article

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Growth, Opportunity, and Inequality: Some Empirics from Singapore, Kong Weng HO Book Chapter

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SME Inc: Corporate Success and Social Good, Paul LIM, Brendan Barrett, Nils Steinbrecher, Tomoki FUJII, Ted TSCHANG, and Lieven DEMEESTER News Article

Wellbeing of Youth, Kong Weng HO Book Chapter

Economics of Sustainability, Tomoki FUJII News Article

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Preferences, prisoners and private information: was socrates rational at his trial?, Brishti GUHA Journal Article

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Recent developments in European bank competition, Juliana Yu SUN Working Paper

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Dangerous to draw down reserves, Augustine H. H. TAN News Article

First Rate, Not First World MPs and Government, Augustine H. H. TAN News Article

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Instrumental Variable Quantile Estimation of Spatial Autoregressive Models, Liangjun SU and Zhenlin YANG Working Paper

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Pirates and Traders: Some Economics of Pirate-Infested Seas, Brishti GUHA and Ashok S. GUHA Journal Article

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Warning System for Property Bubbles, Jun YU and Peter C. B. PHILLIPS News Article

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WP Chen's criticizing policy that benefited him, Augustine H. H. TAN News Article

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Asymptotic Theory for Zero Energy Functionals with Nonparametric Regression Applications, Qiying WANG and Peter C. B. PHILLIPS Journal Article

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Bias in Estimating Multivariate and Univariate Diffusions, Xiaohu WANG, Peter C. B. PHILLIPS, and Jun YU Journal Article

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Infinite Density at the Median and the Typical Shape of Stock Return Distributions, Chirok HAN, Jin Seo CHO, and Peter C. B. PHILLIPS Journal Article

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Warning Signs of Future Asset Bubbles, Peter C. B. PHILLIPS and Jun YU News Article

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Why It's Vital To Keep Manufacturing Alive, Augustine H. H. TAN News Article

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Decomposing the Changes of the Divisia Price Index: Application to Inflation in the Philippines, Tomoki FUJII Working Paper

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The People want the Fall of the Regime: Schooling, Political Protest, and the Economy, Filipe R. CAMPANTE and Davin CHOR Working Paper

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Corrigendum to "A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate", Peter C. B. PHILLIPS and Jun YU Journal Article

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Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?, Peter C. B. PHILLIPS, Yangru WU, and Jun YU Journal Article

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Teaching Rebels, Filip CAMPANTE and Davin CHOR News Article

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Tops-only domains, Shurojit CHATTERJI and Arunava SEN Journal Article

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Tops-Only Domains, Shurojit CHATTERJI and Arunava SEN Journal Article

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Wage Subsidies in a Program for Economic Inclusion and Growth, Hian Teck HOON Working Paper

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Double-edged transparency in teams, Parimal BAG and Nona PEPITO Journal Article

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Economic transition, higher education and worker productivity in China, Belton FLEISHER, Yifan YU, Haizheng LI, and Seonghoon KIM Journal Article

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Environmental Modelling for Sustainable Development: Metaphysical Limitations, Tomoki FUJII Book Chapter

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Estimation and forecasting of dynamic conditional covariance: A semiparametric multivariate model, Xiangdong LONG, Liangjun SU, and Aman ULLAH Journal Article

Ethics and the Market, Brishti GUHA Book Chapter

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Financial Mathematics for Actuaries, Wai-Sum CHAN and Yiu Kuen TSE Book

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Impact of remittances on schooling in the Philippines: Does the relationship to the household head matter?, Tomoki FUJII Working Paper

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Instrumental Variable Quantile Estimation of Spatial Autoregressive Models, Liangjun SU and Z. Yang Presentation

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Model Selection in Validation Sampling Data: An Asymptotic Likelihood-based LASSO Approach, Chenlei LENG and Denis H. Y. LEUNG Journal Article

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Monetary Policy in Singapore and the Global Financial Crisis, Hwee Kwan CHOW and Peter WILSON Book Chapter

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Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing, Liangjun SU and Aman ULLAH Book Chapter

Oil Shocks in a DSGE model for the Korean Economy, Sungbae An and Heedon Kang Conference Paper

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Payroll Taxes, Wealth and Employment in Neoclassical Theory: Neutrality or Nonneutrality?, Hian Teck HOON Book Chapter

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Quasi-option Value under Strategic Interactions, Tomoki FUJII and Ryuichiro ISHIKAWA Working Paper

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The impact of transaction duration, volume and direction on price dynamics and volatility, Anthony S. TAY, Christopher TING, Yiu Kuen TSE, and Mitchell WARACHKA Journal Article