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 2005

External Debt, Adjustment, and Growth, Roberto S. Mariano and Delano Villanueva Conference Paper

Hong Kong/Multidimensional Assessment of the Value of Elearning in a Large Institution: Challenges and Outcomes, Denis H. Y. Leung Conference Paper

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Jackknifing Bond Option Prices, Peter C. B. Phillips and Jun YU Journal Article

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Optimal Sequential Decision Architectures and the Robustness of Hierarchies and Polyarchies, Winston T. H. KOH Journal Article

Sustainable External Debt Levels: Estimates for Selected Asian Countries, Roberto S. Mariano Conference Paper

Sustainable External Debt Levels: Estimates for Selected Asian Countries, Roberto S. Mariano Conference Paper

The Creation and Economic Regulation of Housing Markets: A Comparison of the Experiences of Singapore and Korea, Sock-Yong PHANG Conference Paper

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Trade, Capital Accumulation and Structural Unemployment: An Empirical Study of the Singapore Economy, Hiau Looi KEE and Hian Teck HOON Journal Article

Asian Outlook, John Malcolm Dowling Conference Paper

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Non-Market Leadership Experience and Labor Market Success: Evidence from Military Rank, Myoung-Jae LEE and Chun Seng YIP Working Paper

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Analysing Singapore's monetary transmission mechanism, Hwee Kwan CHOW Book Chapter

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

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

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Competing at the Frontier: The Changing Role of Technology Policy in Singapore's Economic Strategy, Winston T. H. KOH and Poh Kam WONG Journal Article

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Corruption across Countries and Regions: Some Consequences of Local Osmosis, Raaj SAH Working Paper

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Creating Value through Corporate Restructuring, Winston T. H. KOH Book Review

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Drift and Diffusion Function Specification for Short-Term Interest Rates, Myoung-jae LEE and Wen Juan LI Journal Article

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Household Demand, Network Externality Effects and Intertemporal Price Discrimination, Winston T. H. KOH Working Paper

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Some Patterns of Market Shares of Brands within and across Product Categories, Rajeev KOHLI and Raaj SAH Working Paper

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Sustainable External Debt Levels: Estimates for Selected Asian Countries, Roberto S. Mariano and Delano Villanueva Working Paper

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Analysis of Labor Participation Behavior of Korean Women with Dynamic Probit and Conditional Logit, Myoung-jae LEE and Yoon-Hee TAE Journal Article

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A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run, Hian Teck Hoon Conference Paper

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Household Demand, Network Externality Effects and Intertemporal Price Discrimination, Winston T. H. KOH Journal Article

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Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period, Winston T. H. KOH and Edward H. K. NG Working Paper

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Report of the Committee on Fare Review Mechanism, Sock Yong PHANG Report

The Singapore Economy: Performance and Prospects, Roberto S. Mariano Conference Paper

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A bootstrap test for conditional symmetry, Liangjun SU and Sainan JIN Journal Article

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Analysis of Job-Training Effects on Korean Women, Myoung-jae Lee and S. J. Lee Journal Article

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An analytical framework of science parks and technology districts with an application to Singapore, Francis Koh, Winston T. H. Koh, and Ted Feichin Tschang Journal Article

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Bank Lending and Real Estate in Asia: Market Optimism and Asset Bubbles, Winston T. H. KOH, Roberto S. MARIANO, Andrey PAVLOV, Sock-Yong PHANG, Augustine H. H. TAN, and Susan M. WACHTER Journal Article

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Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics, Peter C. B. PHILLIPS and Jun YU Journal Article

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Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics, Peter Charles Bonest PHILLIPS and Jun YU Journal Article

Corporate Restructuring and Management Buyouts in Asia-Pacific and Europe, Winston T. H. Koh Journal Article

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Education, Technological Progress and Economic Growth, Winston T. H. KOH and Hing-Man LEUNG Book Chapter

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Effects of Electronic Trading on the Hang Seng Index Futures Market, Joseph K. W. FUNG, Donald LIEN, Yiuman TSE, and Yiu Kuen TSE Journal Article

Fractile Regression and Its Applications in Economics and Finance, Aurobindo GHOSH Conference Paper

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Future Job Prospects in Singapore, Hian Teck HOON Working Paper

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Future job prospects in Singapore, Hian Teck HOON Book Chapter

Industrial Policy and Economic Development: Comparing Singapore with Hong Kong, Korea and Taiwan, Hing-Man LEUNG, Winston T. H. KOH, and Roberto S. MARIANO Book Chapter

Micro-Econometrics for Policy, Program, and Treatment Effects, Myoung-jae Lee Book

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

Promotion of Entrepreneurship and the Development of the Venture Capital Industry in Singapore, Winston T. H. Koh Book Chapter

Public Land Leasing for Urban Housing: Singapore's Experience, Sock-Yong PHANG Book Chapter

Sample Size, Error Rates and Optimality Considerations for Phase II Clinical Trials, Y. G. Wang, Denis H. Y. Leung, M. Li, and S. B. TAN Journal Article

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Simultaneous Equations in Ordered Discrete Responses with Regressor-Dependent Thresholds, Myoung-jae Lee and A. Kimhi Journal Article

Singapore's Economic Growth Experience, Winston T. H. Koh Book Chapter

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The Creation and Economic Regulation of Housing Markets: A Comparison of the Experiences of Singapore and Korea, Sock-Yong PHANG Book Chapter

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The economic challenges facing Singapore, Augustine H. H. TAN Book Chapter

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The Micro-Foundations of Intertemporal Price Discrimination, Winston T. H. KOH Working Paper

The Role of Education in Technological Progress and Economic Growth, Winston T. H. Koh and Hing-Man Leung Book Chapter

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The Structuralist Perspective on Real Exchange Rate, Share Price Level and Employment Path: What Role Is Left for Money?, Edmund S. PHELPS, Hian Teck HOON, and Gylfi ZOEGA Book Chapter

Towards Innovation-Driven Economic Growth: R&D Capabilities and Entrepreneurship in Singapore, Winston T. H. Koh Book Chapter

Trade, FDI, and Regional Competition: The Case of Singapore, Pao Li Chang Book Chapter

Venture Capital Financing, Winston T. H. KOH Book Chapter

Submissions from 2004

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Analytically Calibrated Box-Cox Percentile Limits for Duration and Event-Time Models, Zhenlin YANG and Albert K.C. TSUI Journal Article

Constructing a Coincident Index of Business Cycles without Assuming a One-Factor Model, Roberto S. Mariano and Yasutomo Murasawa Conference Paper

Dynamic Regressions and State-Space Modeling with Mixed Frequencies, Roberto S. Mariano Conference Paper

Effciency Gain of System GMM and MDE over Individual Equation Estimation, Myoung-jae Lee Journal Article

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Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period, Winston T. H. KOH and Edward H. K. NG Journal Article

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L S Penrose's Limit Theorem: Tests by Simulation, Pao-Li CHANG, Vincent CHUA, and Moshe MACHOVER Working Paper

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

No Case for Casinos, Kong Weng HO and Hian Teck HOON News Article

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On Measuring Influence in Non-Binary Voting Games, Vincent CHUA and C. H. Ueng Working Paper

Service, Outsourcing, Inequality, and Growth, Hing-Man Leung Conference Paper

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A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run, Hian Teck Hoon Conference Paper

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Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility, Jun YU Working Paper

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Knowledge, Inequality and Growth in the New Economy, Winston T. H. KOH Book Review

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Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison, Jun YU and Renate MEYER Working Paper

Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility, Jun YU Conference Paper

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Constructing a Coincident Index of Business Cycles without Assuming a One-Factor Model, Roberto S. MARIANO and Yasutomo MURASAWA Working Paper

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Trans-Normal distribution: A flexible model for duration and event-time data, Zhenlin YANG Working Paper

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World finance and economic stability: Selected essays of James Tobin, Swee Liang TAN Book Review

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

Congestion Control and Vehicle Ownership Restriction: The Choice of an Optimal Quota Policy, Winston T. H. Koh Journal Article

Constructing a Coincident Index of Business Cycles without Assuming a One-Factor Model, Roberto S. Mariano and Yasutomo Murasawa Conference Paper

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Future Fiscal and Budgetary Shocks, Hian Teck HOON and Edmund S. PHELPS Working Paper

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Modular Production Networks in Electronics: The Nexus between Management and Economics Research, Byron Gangnes and Ari Van Assche Working Paper

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Tests of Transformation in Nonlinear Regression, Zhenlin YANG and Gemai CHEN Journal Article

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The making of an innovator, Hian Teck HOON News Article

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Constructing a Coincident Index of Business Cycles without Assuming a One-Factor Model, Roberto S. Mariano Conference Paper

Developing a Research Culture: The Singapore Management University Experience, Roberto S. Mariano Conference Paper

Smooth Test for Comparing Equality of Two Densities, Aurobindo Ghosh Presentation

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

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The Politics of WTO Enforcement Mechanism, Pao Li Chang Conference Paper

Tests of Functional Form and Heteroscedasticity, Zhenlin YANG Conference Paper

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Estimation of hyperbolic diffusion using Markov chain Monte Carlo method, Yiu Kuen TSE, Xibin ZHANG, and Jun YU Journal Article

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Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach, Hwee Kwan Chow Conference Paper

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

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On Leverage in a Stochastic Volatility Model, Jun Yu Conference Paper

Statistics with Estimated Parameters, Zhenlin YANG, Yiu Kuen TSE, and Zhidong Bai Conference Paper

Subjective temporary equilibrium, Shurojit CHATTERJI Journal Article

Testing for Functional Form and Heteroscedasticity, Yiu Kuen TSE Conference Paper

The Neda Quarterly Macroeconomic Model: Theoretical Structure and Some Empirical Results, Roberto S. Mariano, Bautista Carlos, and Victor Bawagan Bayani Journal Article

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The Politics of WTO Enforcement Mechanism, Pao Li Chang Conference Paper

Casino Pitfalls Well-Documented, Kong Weng HO and Hian Teck HOON News Article

A Formal Test of Density Forecast Evaluation with Independent and Serially Dependent Data, Aurobindo Ghosh Conference Paper

A Smooth Test for Comparing Equality of Two Densities, Aurobindo Ghosh Presentation

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Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore, Sing-Fat CHU, Winston T. H. KOH, and Yiu Kuen TSE Working Paper

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Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore, Sing-Fat CHU, Winston T. H. KOH, and Yiu Kuen TSE Journal Article

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House Prices and Aggregate Consumption: Do they Move Together? Evidence from Singapore, Sock Yong PHANG Journal Article