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 2006

The Co-Evolution of Economic and Political Development, Fali Huang Conference Paper

PDF

The Transition from Relational to Legal Contract Enforcement, Fali HUANG Working Paper

Top-Tier versus Bottom-Tier Outsourcing, Kong Weng HO and Eng Siong Ang Working Paper

Honesty and Intermediation : Corporate Cheating, Auditor Involvement and the Implications for Takeoff, Brishti GUHA Conference Paper

PDF

Analysing Survey Data with Incomplete Responses by Using a Method Based on Empirical Likelihood, Denis H. Y. Leung and Jing QIN Journal Article

PDF

External Debt, Adjustment, and Growth, Roberto S. MARIANO and Delano VILLANUEVA Working Paper

Externalities and the Industry Life Cycle: A Long-Term Perspective on Regional Growth in Great Britain, Zhenlin YANG Conference Paper

PDF

Profile likelihood estimation of partially linear panel data models with fixed effects, Liangjun SU and Aman ULLAH Journal Article

Indirect Inference of Dynamic Panel Models, Jun YU Conference Paper

PDF

Forecasting the Global Electronics Cycle with Leading Indicators: A Bayesian VAR Approach, Hwee Kwan Chow and Keen Meng CHOY Journal Article

PDF

Functional Form and Spatial Dependence in Dynamic Panels, Zhenlin YANG, Chen Wei LI, and Yiu Kuen TSE Journal Article

Numerical Analysis of Non-Constant Discounting with an Application to Renewable Resource Management, Tomoki FUJII Conference Paper

PDF

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

PDF

Expectations, Animal Spirits, and Evolutionary Dynamics, Angelo ANTOCI, Massimiliano LANDI, and Pier Luigi SACCO Working Paper

PDF

Multivariate stochastic volatility: A review, Manabu ASAI, Michael McAleer, and Jun YU Journal Article

PDF

Profiting from Mean-Reverting Yield Curve Trading Strategies, Choong Tze CHUA, Winston T. H. KOH, and Krishna Ramaswamy Journal Article

PDF

Singapore's Transition to Innovation-based Economic Growth: Infrastructure, Institutions and Government's Role, Winston T. H. KOH Journal Article

PDF

The rise in house prices in China: Bubbles or fundamentals?, Jianying HU, Liangjun SU, Sainan JIN, and Wanjun JIANG Journal Article

PDF

Underpriced Default Spread Exacerbates Market Crashes, Winston T. H. KOH, Roberto S. S. MARIANO, Andrey PAVLOV, Sock Yong PHANG, Augustine H. H. TAN, and Susan M. WACHTER Working Paper

PDF

A semi-parametric estimator for censored selection models with endogeneity, Myoung-jae Lee and Francis VELLA Journal Article

PDF

A simple test for multivariate conditional symmetry, Liangjun SU Journal Article

PDF

Central Asia: Mapping Future Prospects, Malcolm DOWLING and Ganeshan Wignaraja Working Paper

PDF

Central Asia's Transition after Fifteen Years: Growth and Policy Choices, Malcolm DOWLING and Ganeshan Vignaraja Working Paper

PDF

Competition Policy in Indonesia, Malcolm DOWLING Working Paper

PDF

Effects of technological improvement in the ICT producing sector on business activity, Hian Teck HOON and Edmund S. PHELPS Working Paper

PDF

Functional sunspot equilibria, Shurojit CHATTERJI and Subir CHATTOPADHYAY Journal Article

PDF

Homeostasis and Well Being, Malcolm DOWLING and Chin Fang YAP Working Paper

PDF

How Well Can We Target Resources with Quick-and-Dirty Data?: Empirical Results from Cambodia, Tomoki FUJII Working Paper

PDF

More efficient estimation in nonparametric regression with nonparametric autocorrelated errors, Liangjun SU and Aman ULLAH Journal Article

Regional Coordination of Policy Measures Forward: Financial Market Liberalization and Capital Market Development, Roberto S. MARIANO, Hwee Kwan Chow, Peter Nicholas KRIZ, and Augustine H. H. TAN Conference Paper

PDF

Strategy Meets Evolution: Games Suppliers and Producers Play, Brishti GUHA Working Paper

PDF

The Micro-Foundations of Intertemporal Price Discrimination, Winston T. H. KOH Journal Article

PDF

A Class of Nonlinear Stochastic Volatility Models, Jun YU and Zhenlin YANG Conference Proceeding Article

A Class of Nonlinear Stochastic Volatility Models, Jun YU and Zhenlin YANG Conference Paper

Link

A Comparison of Time-Varying Online Price and Price Dispersion between Multichannel and Dotcom Dvd Retailers, X. L. Xing, Zhenlin Yang, and F. F. Tang Journal Article

PDF

An Empirical Examination of IPO Underpricing in the Chinese A-Share Market, Ting YU and Yiu Kuen TSE Journal Article

PDF

A Survey on Physical Delivery Versus Cash Settlement in Futures Contracts, Donald LIEN and Yiu Kuen TSE Journal Article

Capital Controls, Financial Crises and Cures: Simulations with an Econometric Model for Malaysia, Roberto S. Mariano, Lawrence Klein, and Ozmucur Suleyman Book Chapter

PDF

Coalition Formation Theories Revisited: An Empirical Investigation of Aumann's Hypothesis, Vincent Chua and Dan S. Felsenthal Book Chapter

PDF

Commune-Level Estimation of Poverty Measure and its Application in Cambodia, Tomoki FUJII Book Chapter

PDF

Does Governance Matter? Yes, No or Maybe Some Evidence from Developing Asia, M. G. Quibria Working Paper

Link

Economic Growth and Strategic Investment in Infrastructure: Perspectives from Singapore, Kim Song TAN and Sock Yong PHANG Book Chapter

Link

Economic growth and strategic investment in infrastructure: Perspectives from Singapore, Kim Song TAN and Sock-Yong PHANG Book Chapter

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

PDF

Financial Liberalization in a Small Open Economy, Haiping ZHANG and Jürgen von Hagen Journal Article

PDF

Intraday Stock Prices, Volume, and Duration: A Nonparametric Conditional Density Analysis, Anthony S. Tay and Christopher Ting Journal Article

Knowledge and Innovation for Development: The Sisyphus Challenge of the 21st Century, Winston T. H. KOH Book Review

Learning and Growth Divergence, Hing-Man Leung Book Chapter

PDF

L S Penrose's Limit Theorem: Tests by simulation, Pao Li Chang, Vincent Chua, and Moshe MACHOVER Journal Article

PDF

Measuring Global Poverty Right: Mission Impossible?, M. G. Quibria Working Paper

Microeconomics: An Asian Perspective, Robert S. Pindyck, Daniel Rubinfeld, and Winston T. H. Koh Book

PDF

Modeling the Firm-Size Distribution Using Box-Cox Heteroscedastic Regression, Zhenlin YANG and Yiu Kuen TSE Journal Article

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

PDF

Realized Variance and Market Microstructure Noise - Comment, Peter C. B. PHILLIPS and Jun YU Journal Article

Realized Variance and Microstructure Noise -- Comment, Peter Charles Bonest Phillips and Jun Yu Journal Article

PDF

Semi-parametric inference in a bivariate (multivariate) mixture model, Denis H. Y. LEUNG and Jing QIN Journal Article

Strategy Meets Evolution: Games Suppliers and Producers Play, Brishti GUHA Conference Paper

The Impact of China's Emergence on Asia's Trade Pattern, Kim Song TAN Conference Paper

The Role of Venture Capital and Entrepreneurship in Innovation-Driven Economic Growth, Winston T. H. Koh Book Chapter

Trade, Growth and Increasing Returns to Infrastructure: The Role of the Sophisticated Monopolist, Brishti GUHA Conference Paper

Submissions from 2005

Attributes of a Global Financial Executive … Is This You?, Roberto S. Mariano Conference Paper

Female Labor Force Participation and Labor-Saving Gadgets, Brishti GUHA Journal Article

Government and Private Sector Roles in Inner City Redevelopment: The Case of Singapore, Sock-Yong PHANG Conference Paper

Improving Urban Mobility in Singapore: Vehicle Quotas and Electronic Road Pricing, Winston T. H. Koh Book Chapter

The Venture Capital Industry in Singapore: A Comparative Study with Taiwan and Israel on the Government's Role, Winston T. H. KOH and Poh Kam Wong Conference Paper

PDF

China's Changing Economic Structures and its Implications for Regional Patterns of Trade Production and Integration, Kim Song TAN and Hoe Ee KHOR Working Paper

Monetary Policy Approaches and Implementation in Asia: The Philippines and Indonesia, Roberto S. Mariano and Delano Villanueva Conference Paper

PDF

A new approach to robust inference in cointegration, Sainan JIN, Peter PHILLIPS, and Yixiao SUN Journal Article

PDF

Cross-Validation in Nonparametric Regression with Outliers, Denis H. Y. Leung Journal Article

PDF

Determinants of job turnover intentions: Evidence from Singapore, Xiaolin XING and Zhenlin YANG Working Paper

PDF

Future Targets and Multiple Equilibria, Ashok S. GUHA and Brishti GUHA Working Paper

PDF

Institutions, wages, and inequality: The case of Europe and its periphery (1500-1899), Davin CHOR Journal Article

PDF

Q-Convergence with Interquartile Ranges, Sung Jin KANG and Myoung-jae LEE Journal Article

PDF

Review of Theory of Regular Economies, Zhenlin YANG Book Review

PDF

The Optimal Design of Fallible Organizations: Invariance of Optimal Decision Criterion and Uniqueness of Hierarchy and Polyarchy Structures, Winston T. H. KOH Journal Article

PDF

Comment on "Realized Variance and Market Microstructure Noise" by Peter R. Hansen and Asger Lunde, Peter C. B. PHILLIPS and Jun YU Working Paper

PDF

Games Suppliers and Producers Play: Upstream and Downstream Moral Hazard with Unverifiable Input Quality, Brishti GUHA Working Paper

PDF

Green Revolutions and Miracle Economies: Agricultural Innovation, Trade and Growth, Brishti GUHA Working Paper

PDF

Honesty and Intermediation: Corporate Cheating, Auditor Involvement and the Implications for Development, Brishti GUHA Working Paper

PDF

The Auditor and the Firm: A Simple Model of Corporate Cheating and Intermediation, Brishti GUHA Working Paper

PDF

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

PDF

Trade, Growth and Increasing Returns to Infrastructure: The Role of the Sophisticated Monopolist, Ashok S. GUHA and Brishti GUHA Working Paper

Mahalanobis' Fractile Graphical Analysis: A Historical Account with Some New Perspectives, Aurobindo GHOSH Conference Paper

Discussion on a Spatial Error Components Model with Both Loal and Global Externalities, by V. D. Giacinto, Zhenlin YANG Conference Paper

A VAR analysis of Singapore's monetary transmission mechanism, Hwee Kwan CHOW Conference Paper

Modeling Trade Directions with Autoregressive Conditional Marked Durations and the Probability of Informed Trading, Yiu Kuen TSE Conference Paper

PDF

On Leverage in a Stochastic Volatility Model, Jun YU Journal Article

On Stiffness in Affine Asset Pricing Models, Jun YU Conference Paper

PDF

Protection for Sale under Monopolistic Competition, Pao Li Chang Conference Paper

PDF

The 2004 Global Labour Survey: Working Institution and Practices around the World, Davin CHOR and Richard B. FREEMAN Working Paper

To Trust or Monitor: A Dynamic Analysis, Fali Huang Conference Paper

Treatment Effect and Sensitivity Analysis for Self-Selected Treatment and Selectively Observed Response, Myoung-jae Lee Conference Paper

PDF

Intraday Stock Prices, Volume, and Duration: A Nonparametric Conditional Duration Analysis, Anthony Tay Conference Paper

PDF

Micro-Level Estimation of Child Malnutrition Indicators and Its Application in Cambodia, Tomoki FUJII Working Paper

PDF

Protection for Sale under Monopolistic Competition, Pao Li CHANG Journal Article

When the Economy Hits the Brake, Kong Weng HO and Hian Teck HOON News Article

Mentoring HSSRP Students with Diverse Interests, Kong Weng HO Book Chapter

PDF

A two-stage realized volatility approach to the estimation for diffusion processes from discrete observations, Peter C. B. PHILLIPS and Jun YU Working Paper

Channels and Mechanisms Linking Future Budgetary Shocks to Real Prices and Present Activity, Hian Teck HOON Conference Paper

Effects of Family and A-Level Grades on College Major Choice and Academic Performance, Kong Weng HO and Haoming Liu Working Paper