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 2008

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Hong Kong's Money: The History, Logic and Operation of the Currency Peg, Hwee Kwan Chow Book Review

Older is wiser? Evidence from a semiparametric study of competitive power and experience in China’s non-governmental enterprises, Yifeng HE and Liangjun SU Journal Article

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Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing, Yixiao SUN, Peter C. B. PHILLIPS, and Sainan JIN Journal Article

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Rational and Boundedly Rational Behavior in Sender-Receiver Games, Massimiliano Landi and Domenico Colucci Journal Article

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Refined Inference on Long Memory in Realized Volatility, Peter C. B. PHILLIPS and Offer LIEBERMAN Journal Article

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Target Saving in an Overlapping Generations Model, Ashok S. GUHA and Brishti GUHA Working Paper

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Two-Sample Estimation of Poverty Rates for Disabled People: An Application to Tanzania, Tomoki FUJII Working Paper

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Unit Root Model Selection, Peter C. B. PHILLIPS Journal Article

Submissions from 2007

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A consistent characteristic function-based test for conditional independence, Liangjun SU and Halbert WHITE Journal Article

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Building Social Trust: A Human Capital Approach, Fali HUANG Conference Paper

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Building Social Trust: A Human Capital Approach, Fali HUANG Journal Article

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Geographic Decomposition of Inequality in Health and Wealth: Evidence from Cambodia, Tomoki FUJII Working Paper

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Global Analysis of an Expectations Augmented Evolutionary Dynamics, Angelo ANTOCI, Antonio GAY, Massimiliano LANDI, and Pier Luigi SACCO Journal Article

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Incidental Trends and the Power of Panel Unit Root Tests, Hyungsik Roger MOON, Benoit PERRRON, and Peter C. B. PHILLIPS Journal Article

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Long Run Covariance Matrices for Fractionally Integrated Processes, Peter C. B. PHILLIPS and Sik Kim CHANG Journal Article

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Nonstationary Discrete Choice: A Corrigendum and Addendum, Peter C. B. PHILLIPS, Sainan JIN, and Ling HU Journal Article

Quotas in Education and Employment: Affirmative Action or Negative, Brishti GUHA Conference Paper

Research on spatial dependence of economic growth in Yangtze River Delta and Pearl River Delta (in Chinese), Liangjun SU and Zuo WANG Journal Article

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Singapore's Exchange Rate Policy: Some Implementation Issues, Hwee Kwan CHOW Journal Article

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The Financial Sector and Competition Policy in Singapore, Kim Song TAN Book Chapter

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The Wto Trade Effect, Pao-Li CHANG Conference Paper

Transition Modeling and Econometric Convergence Tests, Peter C. B. PHILLIPS and Donggyu SUL Journal Article

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Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics: International evidence, Peter F. Christoffersen, Francis X. Diebold, Roberto S. Mariano, Anthony S. Tay, and Yiu Kuen Tse Journal Article

Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance, Jun YU Conference Paper

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Tournaments with ex post heterogeneous agents, Theofanis TSOULOUHAS and Kosmas MARINAKIS Journal Article

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Wage Inequality, Intergenerational Mobility, and Education in Singapore, Kong Weng HO Magazine Article

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Advanced Mathematical Statistics, Liangjun SU Book

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A Hybrid Approach to Case Teaching, Swee Liang TAN and Roy Jin Hou NG Working Paper

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Avoiding Arbitrary Exclusion Restrictions Using Ratios of Reduced-Form Estimates, Myoung-Jae Lee and Pao-Li Chang Journal Article

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Building Social Trust: A Human Capital Approach, Fali HUANG Working Paper

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Dynamic Treatment Effect Analysis of TV Effects on Child Cognitive Development, Fali HUANG Working Paper

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Employee Screening: Theory and Evidence, Fali HUANG and Peter CAPPELLI Working Paper

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

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Forecasting the car penetration rate (CPR) in China: A nonparametric approach, Sainan JIN and Liangjun SU Journal Article

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Improved Maximum-Likelihood Estimation for the Common Shape Parameter of Several Weibull Populations, Zhenlin YANG and Dennis K. J. LIN Journal Article

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Inefficient Worker Turnover, Nicolas L. JACQUET Working Paper

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Modeling Country Risks: An Asian Perspective, Swee Liang TAN and G. K. Randolph TAN Working Paper

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More efficient estimation of nonparametric panel data models with random effects, Liangjun SU and Aman ULLAH Journal Article

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On the Segmentation of Markets, Nicolas Laurent JACQUET and Serene TAN Working Paper

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Some Empirics on Economic Growth under Heterogeneous Technology, Peter C. B. PHILLIPS and Donggyu SUL Journal Article

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

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Un-Balanced Economic Growth, Hing-Man LEUNG Working Paper

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Protection for Sale under Monopolistic Competition: An Empirical Investigation, Pao Li CHANG Conference Paper

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A Welfare Analysis of Capital Account Liberalization, Jürgen von HAGEN and Haiping ZHANG Working Paper

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Does TV Affect Child Cognitive Development?, Fali HUANG and Myoung-jae LEE Working Paper

Financial Liberalization Trilemma and Regional Policy Cooperation: Fresh Perspectives for Emerging Markets in East Asia, Hwee Kwan Chow and Peter Nicholas KRIZ Conference Paper

Maids and Mistresses: Migrating Maids and Female Labor Force Participation, Brishti GUHA Journal Article

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On the Segmentation of Markets, Nicolas L. JACQUET and Serene TAN Journal Article

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Regression with Slowly Varying Regressors and Nonlinear Trends, Peter C. B. PHILLIPS Journal Article

The Case of the Errant Executive: Management and Control in Corporate Cheating, Brishti GUHA Conference Paper

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The Coevolution of Economic and Political Development, Fali HUANG Working Paper

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To Trust or to Monitor: A Dynamic Analysis, Fali HUANG Working Paper

The WTO Trade Effect, Pao Li CHANG Conference Paper

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A Corrected Plug-in Method for Quantile Interval Construction through a Transformed Regression, Zhenlin YANG and Yiu Kuen TSE Journal Article

Asymptotics and Bootstrap for Transformed Panel Data Regressions, Zhenlin YANG and Liangjun SU Conference Paper

Competition Policy for the Transport Sector, Sock-Yong PHANG Conference Paper

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Direction-of-change forecasts for Asian equity markets based on conditional variance, skewness and Kurtosis dynamics: International evidence, Peter F. Christoffersen, Francis X. Diebold, Robert S. Mariano, Anthony S. Tay, and Yiu Kuen Tse Working Paper

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Estimation of Impulse Response Functions Using Long Autoregression, Pao Li CHANG and Shinichi SAKATA Journal Article

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Financial variables as predictors of real output growth, Anthony S. Tay Working Paper

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Indirect Inference for Dynamic Panel Models, Jun YU Conference Paper

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Instrumental Variable Quantile Estimation of Spatial Autoregressive Models, Zhenlin YANG Conference Paper

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The Evolution and Utilization of the GATT/WTO Dispute Settlement Mechanism, Pao-Li CHANG Working Paper

The National Innovation System of Singapore, Winston T. H. KOH and Peter Phan Conference Paper

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A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run, Hian Teck HOON and Edmund S. PHELPS Working Paper

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A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run, Hian Teck HOON and Edmund S. PHELPS Working Paper

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A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run, Hian Teck HOON and Edmund S. PHELPS Journal Article

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Autarkic Indeterminacy and Trade Determinacy, Kong Weng HO and Nicholas Sim Journal Article

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Characterizing Exchange Rate Policy in East Asia: A Reconsideration, Hwee Kwan CHOW, Yoonbai KIM, and Wei SUN Journal Article

Discussant Commentary for Consumer Credit Market in Korea since the Economic Crisis, Winston T. H. KOH and Chang-Gyun Park Conference Paper

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Distance to Frontier and the Big Swings of the Unemployment Rate: What Room Is Left for Monetary Policy?, Hian Teck HOON and Kong Weng HO Conference Paper

Mortgage Securitization in Asia, Roberto S. Mariano, S. Green, Andrey Pavlov, and Susan M. Wachter Conference Paper

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Nonlinear filters based on Taylor series expansions, Hisashi TANIZAKI and Roberto S. MARIANO Journal Article

Rank Chasing: Do Fractiles of Returns Affect Mutual Fund Inflow Distribution?, Aurobindo GHOSH Conference Paper

Rank Chasing: Do Fractiles of Returns Affect Mutual Fund Inflow Distribution?, Aurobindo GHOSH Conference Paper

Simulation-Based Estimation of Contingent-Claims Prices, Jun YU Conference Paper

The Case of the Errant Executive: Management and Control in Corporate Cheating, Brishti GUHA Conference Paper

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A unified confidence interval for reliability-related quantities of two-parameter Weibull distribution, Zhenlin YANG, Min XIE, and Augustine C.M. WONG Journal Article

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Bayesian Analysis of DSGE Models, Sungbae An and Frank Schorfheide Journal Article

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Financial Liberalization and Monetary Policy Cooperation in East Asia, Hwee Kwan CHOW, Peter N. KRIZ, Roberto S. MARIANO, and Augustine H. H. TAN Working Paper

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Modelling spatial dependence and social interactions, Zhenlin YANG Magazine Article

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Poverty Alleviation through Geographic Targeting, Chris ELBERS, Tomoki FUJII, Peter LANJOUW, Berk OZLER, and Wesley YIN Journal Article

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Unit Root Log Periodogram Regression, Peter C. B. PHILLIPS Journal Article

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Urban rail transit PPPs: Survey and risk assessment of recent strategies, Sock-Yong Phang Journal Article

Singapore's Exchange Rate Policy: Some Implementation Issues, Hwee Kwan CHOW-TAN Journal Article

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A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions, Federico BANDI and Peter C. B. PHILLIPS Journal Article

A Transformed Random Effects Model with Applications, Zhenlin YANG Conference Paper

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Global and regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness, Aamir R. Hashmi and Anthony S. Tay Journal Article

Honesty and Intermediation : Corporate Cheating, Auditor Involvement and the Implications for Development, Brishti Guha Conference Paper

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Simulation-Based Estimation of Contingent-Claims Prices, Jun YU Conference Paper

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Asian Currency Baskets: A Useful Surveillance Tool?, Charles ADAMS and Hwee Kwan CHOW Working Paper

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Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence, Peter C. B. PHILLIPS and Donggyu SUL Journal Article

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Examining the Socioeconomic Impacts of Irrigation in the Southeast Anatolia Region of Turkey, Sachiko MIYATA and Tomoki FUJII Journal Article

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Long Run Variance Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation, Peter C. B. PHILLIPS, Yixiao SUN, and Sainan JIN Journal Article

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Trade Agreements with Domestic Policies as Disguised Protection, Gea Myoung LEE Journal Article

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Business output and business experience: Evidence from China's nongovernmental businesses, Liangjun SU Journal Article

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Monotonicity Conditions and Inequality Imputation for Sample-Selection and Non-Response Problems, Myoung-jae Lee Journal Article

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Two New Lessons from Asian Miracles, Hing-Man LEUNG Journal Article

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Albert Rex Bergstrom: 1925-2005, Peter C. B. PHILLIPS Book Chapter

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A Semi-Parametric Two-Stage Projection Type Estimator of Multivalued Treatment Effects, Aurobindo GHOSH Conference Paper

A Unified Confidence Interval for Reliability-related Quantities of Two-parameter Weibull Distribution, Zhenlin YANG, M. Xie, and A. C. M. Wong Journal Article