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 2010

PDF

Micro-level estimation of child undernutrition indicators in Cambodia, Tomoki FUJII Journal Article

PDF

Need Singapore Fear Floating? A DSGE-VAR Approach, Hwee Kwan Chow and Paul D. McNelis Working Paper

Off the Cliff and Back? Credit Conditions and International Trade during the Global Financial Crisis, Davin CHOR and Manova Kalina News Article

PDF

Sequential Investment, Hold-up and Strategic Delay, Juyuan ZHANG and Yi ZHANG Working Paper

PDF

Testing Structural Change in Partially Linear Models, Liangjun SU and Halbert WHITE Journal Article

PDF

The WTO Trade Effect, Pao Li CHANG and Myoung-Jae LEE Working Paper

PDF

Trade and divergence in education systems, Pao Li CHANG and Fali HUANG Working Paper

Transformations of the State Variable and Learning Dynamics, Shurojit CHATTERJI and Ignacio N. Lobato Journal Article

An Asian Response to International Financal Reforms, Kim Song TAN and Hoe Ee Khor News Article

PDF

Conformism and Turnout, Massimiliano LANDI and Mauro SODINI Working Paper

Generalized Utilitarianism and Harsanyi's Impartial Observer Theorem, Simon Grant, Atsushi KAJII, Ben Polak, and Zvi Safra Journal Article

PDF

Group Reputation, Anonymous Matching, and External Monitoring in a Model of Corruption, Huan WANG and Yi ZHANG Working Paper

Minimum Skills, Not Minimum Wage, Augustine H. H. TAN News Article

One Single System Will Not Work, Kim Song TAN and Hoe Ee Khor News Article

Link

Sample size determination in step-up testing procedures for multiple comparisons with a control, Koon Shing KWONG, Siu Hung CHUENG, and Miin‐Jye WEN Journal Article

PDF

Sex Ratios, Divorce Laws and the Marriage Market, Brishti GUHA Working Paper

PDF

Unpacking sources of comparative advantage: A quantitative approach, Davin CHOR Journal Article

PDF

A Conversation with Eric Ghysels, Peter C. B. PHILLIPS and Jun YU Working Paper

PDF

An Asian Response to International Financial Reforms, Hoe Ee KHOR and Kim Song TAN Working Paper

PDF

A New Bayesian Unit Root Test in Stochastic Volatility Models, Yong LI and Jun YU Working Paper

PDF

A study of price evolution in online toy market, Zhenlin YANG, Lydia L GAN, and Fang-Fang TANG Journal Article

PDF

Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes, Qiankun ZHOU and Jun YU Working Paper

PDF

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

PDF

Bias-Corrected Estimation for Spatial Autocorrelation, Zhenlin YANG Working Paper

PDF

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

Link

Bootstrapping I(1) data, Peter C. B. PHILLIPS Journal Article

PDF

Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time, Tore Selland KLEPPE, Jun YU, and Hans J. SKAUG Working Paper

PDF

International Capital Flows and Aggregate Output, Jurgen von Hagen and Haiping ZHANG Working Paper

PDF

Macroeconomic Effects of Over-Investment in Housing in an Aggregative Model of Economic Activity, Hian Teck HOON Journal Article

PDF

Macroeconomic Effects of Over-investment in Housing in an Aggregative Model of Economic Activity, Hian Teck HOON Working Paper

PDF

Measurement and High Finance, Peter C. B. PHILLIPS, Jun YU, and Eric GHYSELS Working Paper

PDF

Simulation-based Estimation Methods for Financial Time Series Models, Jun YU Working Paper

PDF

Smoothing Local-to-Moderate Unit Root Theory, Peter C. B. PHILLIPS, Tassos Magdalinos, and Liudas Giraitis Journal Article

PDF

Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions, Badi H. BALTAGI and Zhenlin YANG Working Paper

PDF

Using Financial Econometrics to Measure Risk, Peter C. B. PHILLIPS, Jun YU, and Eric Ghysels News Article

PDF

A Robust LM Test for Spatial Error Components, Zhenlin YANG Journal Article

PDF

Indescribability and its irrelevance for contractual incompleteness, Takashi KUNIMOTO Journal Article

PDF

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

PDF

Advertising Collusion in Retail Markets, Kyle BAGWELL and Gea M. LEE Journal Article

PDF

Advertising Competition in Retail Markets, Kyle BAGWELL and Gea Myoung LEE Journal Article

PDF

A Shifting Paradigm and Growth Strategies Reappraisal in Post-Crisis Asia, Winston T.H. Koh Presentation

PDF

Comments on “Population Aging and Economic Growth in Asia” by David Bloom, David Canning and Joycelyn Finlay, Roberto S. MARIANO Book Chapter

PDF

Evaluating the conditions for robust mechanism design, Takashi KUNIMOTO and Roberto SERRANO Working Paper

PDF

Patrilocal Exogamy as a Monitoring Mechanism: How Inheritance and Residence Patterns Co-evolve, Brishti GUHA Working Paper

Save Or Spend? Crunch Tests, Augustine H. H. TAN News Article

PDF

Bimodal t-ratios: The impact of thick tails on inference, Carlo V. FIORO, Vassilis A. HAJIVASSILIOU, and Peter C. B. PHILLIPS Journal Article

PDF

Nonparametric Testing for Asymmetric Information, Liangjun SU and Martin SPINDLER Working Paper

PDF

Off the Cliff and Back? Credit Conditions and International Trade during the Global Financial Crisis, Davin CHOR and Kalina MANOVA Working Paper

PDF

Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models, Liangjun SU and Sainan JIN Journal Article

Social mobility in Singapore, Kong Weng HO Book Chapter

PDF

How robust is undominated Nash implementation?, Takashi KUNIMOTO Working Paper

PDF

LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities, Jin Seo CHO, Chirok HAN, and Peter C. B. PHILLIPS Journal Article

PDF

Unilateral Measures and Emissions Mitigation, Shurojit CHATTERJI, Sayantan GHOSAL, Sean WALSH, and John WHALLEY Working Paper

PDF

Applicant Screening and Performance-Related Outcomes, Fali HUANG and Peter Cappelli Journal Article

PDF

Estimation of Bidder Valuations in an FCC Spectrum Auction, Jungwon YEO Conference Paper

Lessons from Singapore's Central Provident Fund, Sock Yong PHANG Conference Paper

PDF

On Domains that Admit Well-Behaved Strategy-Proof Social Choice Functions, Shurojit CHATTERJI, Remzi SANVER, and Arunava SEN Working Paper

PDF

Optimal Monetary Policy in a Model with Recursive Preferences, Sungbae An Working Paper

PDF

Advertising Collusion in Retail Markets, Kyle BAGWELL and Gea M. LEE Working Paper

PDF

Advertising Competition in Retail Markets, Kyle BAGWELL and Gea M. LEE Working Paper

PDF

Dynamic Treatment Effect Analysis of TV Effects on Child Cognitive Development, Fali HUANG and Myoung-jae LEE Journal Article

PDF

Financial Development and the Patterns of International Capital Flows, Jurgen von Hagen and Haiping ZHANG Working Paper

PDF

Affordable Homeownership Policy: Implications for Housing Markets, Sock Yong PHANG Journal Article

PDF

Collaboration between the Public and Private Sectors for Urban Development, Sock-Yong PHANG Book Chapter

Growth Accounting for a Technology Follower in a World of Ideas: The Case of Singapore, Hian Teck HOON Journal Article

PDF

International Capital Flows and World Output Gains, Jurgen von Hagen and Haiping ZHANG Working Paper

PDF

Monetary Policy Cooperation to Support Asian Economic Integration, Hwee Kwan Chow, Peter Nicholas KRIZ, Roberto S. Mariano, and Augustine H. H. TAN Journal Article

PDF

Simulation-Based Estimation Methods for Financial Time Series Models, Jun YU Book Chapter

PDF

The Labor Market of Italian Politicians, Antonio MERLO, Vincenzo GALASSO, Massimiliano LANDI, and Andrea MATTOZZI Book Chapter

The Lead-Lag Relationship between the S&P 500 Spot and Futures Markets: An Intraday-Data Analysis Using Threshold Regression Model, Yiu Kuen TSE and Wai-Sum Chan Journal Article

Link

A Coincident Index, Common Factors, and Monthly Real Gdp, Roberto S. Mariano and Yasutomo Murasawa Journal Article

PDF

Book Review of Competition Law and Policy in Singapore, by Cavinder Bull, Lim Chong Kin, Academy Publishing, Singapore, 2009, Sock-Yong PHANG Book Review

PDF

Can Market Failure Cause Political Failure, Madhav S. ANEY, Maitreesh Ghatak, and Massimo Morelli Working Paper

PDF

Does Television Viewing Affect Children's Behaviour?, Fali HUANG and Myoung-jae LEE Journal Article

Estimating Spatial Econometric Models of Complex FDI, Xi QU and Liangjun SU Journal Article

GMM estimation for dynamic panels with fixed effects and strong instrument at unity, C. HAN and Peter C. B. PHILLIPS Journal Article

PDF

Innovation and Patentability Requirement in a Globalized World, Davin CHOR and Edwin L. C. LAI Working Paper

Link

Monetary Policy Cooperation to Support Asian Economics Integration, Roberto S. Mariano; Hwee Kwan Chow; Peter Nicholas KRIZ; and Hui Heng, Augustine TAN Journal Article

PDF

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

PDF

Semiparametric Estimator of Time Series Conditional Variance, Santosh MISHRA, Liangjun SU, and Aman ULLAH Journal Article

PDF

The Optimal Degree of Reciprocity in Tariff Reduction, Pao Li CHANG Working Paper

PDF

Enhancing income opportunities, Rashiel Verlarde, Tomoki FUJII, and Ulrich Lächler Book Chapter

PDF

Estimation of High-Frequency Volatility: An Autoregressive Conditional Duration Models Approach, Yiu Kuen Tse and Tao Yang Working Paper

PDF

Forecasting Realized Volatility Using a Nonnegative Semiparametric Time Series Model, A. Eriksson, D. Preve, and Jun YU Working Paper

PDF

Functional Coefficient Estimation with Both Categorical and Continuous Data, Liangjun SU, Ye CHEN, and Aman ULLAH Journal Article

PDF

Managing Capital Flows: The Case of Singapore, Hwee Kwan CHOW Book Chapter

PDF

Nonparametric Tests for Poolability in Panel Data Models with Cross Section Dependence, Sainan JIN and Liangjun SU Working Paper

PDF

Numerical Analysis of Non-Constant Pure Rate of Time Preference: A Model of Climate Policy, Tomoki FUJII and Larry KARP Book Chapter

PDF

Obedience, Schooling, and Political Participation, Davin CHOR and Filipe R. Campante Working Paper

PDF

Risking Returns: Moving from Public to Private Equity, Aurobindo GHOSH Working Paper

PDF

Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models, Tore Selland KLEPPE, Jun YU, and Hans J. SKAUG Journal Article

PDF

Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity, Seong Hyun HONG and Peter C. B. PHILLIPS Journal Article

PDF

The National Innovation System of Singapore, Winston T. H. KOH and Phillip PHAN Book Chapter

Submissions from 2009

A Transformed Random Effects Model with Applications, Zhenlin YANG and Jianhua Huang Journal Article

PDF

Empirical Likelihood in Missing Data Problems, Jing QIN, Biao ZHANG, and Denis H. Y. LEUNG Journal Article

Local Limit Theory and Spurious Nonparametric Regression, Peter C. B. PHILLIPS Journal Article

Unit Root and Cointegrating Limit Theory When Initialization is in the Infinite Past, Peter C. B. PHILLIPS and T. Magdalinos Journal Article

PDF

Affordable Homeownership Policy: Implications for Housing Markets, Sock Yong PHANG Working Paper

PDF

Automated Likelihood Based Inference for Stochastic Volatility Models, H. Skaug and Jun YU Working Paper

PDF

Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises, Shirley J. HUANG and Jun YU Working Paper