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 2004

PDF

Multiple Testing to Establish Superiority/Equivalence of a New Treatment Compared with K Standard Treatments for Unbalanced Designs, Koon Shing KWONG, Siu Hung CHEUNG, and Wai-Sum CHAN Journal Article

Nonparametric Conditional Density Estimation, with an Application to Stock Returns Volatility, Anthony Tay Conference Paper

PDF

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

Review of Finn Ostrup, Money and the Natural Rate of Unemployment, Hian Teck HOON Book Review

Smooth Test of Density Forecast Evaluation with Independent and Serially Dependent Data, Aurobindo GHOSH Conference Paper

Sustaining East Asia's Economic Growth and Dynamism: The Macro and Micro Challenges, Augustine H. H. TAN Conference Paper

PDF

From Efficiency-Driven to Innovation-Driven Economic Growth: Perspectives from Singapore, Kim Song TAN and Sock-Yong PHANG Working Paper

PDF

Indonesian Economic Development: Miracle or Mirage?, John Malcolm Dowling and Chin Fang Yap Journal Article

The Evolution and Utilization of the GATT/WTO Dispute Settlement Mechanism, Pao Li Chang Conference Paper

Link

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

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

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

PDF

A semi-parametric two-component compound mixture model and its application to estimating Malaria attributable fractions, Jing QIN and Denis H. Y. LEUNG Journal Article

Child Development Production Function, Fali Huang Conference Paper

Female Labor Force Participation and Labor-Saving Gadgets, Brishti GUHA Conference Paper

PDF

On Leverage in a Stochastic Volatility Model, Jun YU Working Paper

PDF

Social Trust and Economic Governance, Fali HUANG Working Paper

The Bsp Structural Long-Term Inflation Forecasting Model for the Philippines, Roberto S. Mariano, Francis Dakila, and Racquel Claveria Conference Paper

The China Factor in Developing Economies' Prospects (Panel Discussant), Roberto S. Mariano Presentation

PDF

What has luck got to do with economic development? An interpretation of resurgent Asia's growth experience, Hing-Man LEUNG, Swee Liang TAN, and Zhenlin YANG Journal Article

PDF

Bargaining and competition revisited, Takashi KUNIMOTO and Roberto SERRANO Journal Article

PDF

Have U.S. - Japan Trade Agreements Made a Difference?, Byron Gangnes and Craig Parsons Working Paper

Jackknifing Bond Option Prices, Jun YU Conference Paper

PDF

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

PDF

Road Congestion Pricing in Singapore: 1975-2003, Sock-Yong PHANG and Rex S. TOH Journal Article

PDF

The Empirical Relationship between Exchange Rates and Interest Rates in Post-Crisis Asia, Hwee Kwan Chow and Yoonbai KIM Working Paper

PDF

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

PDF

Why Is China So Competitive? Measuring and Explaining China's Competitiveness, F. Gerard ADAMS, Byron Gangnes, and Yochanan Shachmurove Working Paper

PDF

From Efficiency-Driven to Innovation-Driven Growth: Perspectives from Singapore, Kim Song Tan Conference Paper

PDF

Local coordination and market equilibria, Shurojit CHATTERJI and Sayantan GHOSAL Journal Article

Modeling Techniques for ADB Forecasting with Mixed Frequencing, Roberto S. Mariano Conference Paper

A Monte Carlo Investigation of Some Tests for Stochastic Dominance, Yiu Kuen TSE and Xibin Zhang Journal Article

PDF

A Small-Sample Overlapping Variance-Ratio Test, Yiu Kuen TSE, K. W. NG, and Xibin ZHANG Journal Article

PDF

Congestion Control and Vehicle Ownership Restriction: The Choice of an Optimal Quota Policy, Winston T. H. KOH Working Paper

PDF

Deviance Information Criterion for Comparing Stochastic Volatility Models, Andreas Berg, Renate Meyer, and Jun YU Journal Article

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

PDF

Empirical Characteristic Function Estimation and Its Applications, Jun YU Journal Article

PDF

Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach, Hwee Kwan Chow and Keen Meng Choy Working Paper

PDF

Market Segmentation and Information Values of Earnings Announcements: Some Empirical Evidence from an Event Study on the Chinese Stock Market, Y. GAO and Yiu Kuen TSE Journal Article

Multiple Comparisons with a Control in Families with Both One-Sided and Two-Sided Hypotheses, Siu Hung Cheung, Koon Shing KWONG, Wai-Sum Chan, and Shun Piu Leung Journal Article

Link

Pricing Dynamics in the Online Consumer Electronics Market, X. L. Xing, F. F. Tang, and Zhenlin Yang Journal Article

Promoting the Academe's Participation in Enhancing Economic and Cultural Ties in East and Latin America, Roberto S. Mariano Conference Paper

PDF

Selection Correction and Sensitivity Analysis for Ordered Treatment Effect on Count Response, Myoung-jae Lee Journal Article

Smooth Test for Equality of Two Densities, Aurobindo GHOSH Conference Paper

PDF

Social Trust, Cooperation, and Human Capital, Fali HUANG Working Paper

PDF

The Politics of WTO Enforcement Mechanism, Pao-Li CHANG Working Paper

PDF

The Structuralist Perspective on Real Exchange Rate, Share Price Level and Employment Path: What Room Is Left for Money?, Edmund S. Phelps, Hian Teck HOON, and Gylfi ZOEGA Working Paper

Transport Policies in Singapore, Georgina Santos, Wai-Wing Li, and Winston T. H. KOH Book Chapter

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

Submissions from 2003

PDF

Fiducial predictive densities and econometric duration analysis, Zhenlin YANG Working Paper

PDF

Information Recovery in a Study with Surrogate Endpoints, Song Xi CHEN, Denis H. Y. LEUNG, and Jing QIN Journal Article

PDF

Optimum Currency Area in Europe: An Alternative Evaluation, Yoonbai KIM and Hwee Kwan CHOW Journal Article

PDF

Score Tests for Inverse Gaussian Mixture, Zhenlin YANG Conference Paper

PDF

The Impacts of Hong Kong's Currency Board Reforms on Its Interbank Market, Yiu Kuen TSE and Paul S. L. YIP Journal Article

PDF

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

PDF

Tests of Functional Form and Heteroscedasticity, Zhenlin YANG and Yiu Kuen TSE Working Paper

PDF

A Formal Test of Density Forecast Evaluation, Anil K. BERA and Aurobindo GHOSH Working Paper

PDF

Micro-level estimation of the prevalence of stunting and underweight among children in Cambodia, Tomoki FUJII and Livia MONTANA Report

A Common Currency Peg in East Asia? Perspectives from Western Europe, Hwee Kwan Chow and Yoonbai Kim Journal Article

Link

A Multiple Directional Decision Procedure for Successive Comparisons of Treatment Effects, Wei LIU and Koon Shing KWONG Journal Article

PDF

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

Measuring the Benefits of Environmental Education, Tomoki FUJII Conference Proceeding Article

PDF

The Role of United Charities in Fundraising: The Case of Singapore, Vincent Chua and Chung Ming WONG Journal Article

A Capabilities-Based Framework for Innovation Systems with Applications to Singapore, with Ted Tschang, Winston T. H. Koh Conference Paper

PDF

Adrenocortical Adenoma and Carcinoma: Histopathological and Molecular Comparative Analysis, A. Stojadinovic, M. F. Brennan, A. Hoos, A. Omeroglu, Denis H. Y. LEUNG, M. Dudas, A. Nissan, C. Cordon-Cardo, and R.A. Ghossein Journal Article

PDF

Analysis of Private Transfers with Panel Fixed Effect Censored Model Estimator, Sung Jin KANG and Myoung-jae LEE Journal Article

Dictatorial domains, Navin ASWAL, Shurojit CHATTERJI, and Arunava SEN Journal Article

PDF

Open Versus Sealed-Bid Auctions: Testing for Revenue Equivalence under Singapore's Vehicle Quota System, Winston T. H. KOH, Roberto S. MARIANO, and Yiu Kuen TSE Working Paper

Altruism Within the Family: A Comparison of Father and Mother using Life Happiness and Life Satisfaction, Kong Weng HO, Qiyan Ong, and Kong Chong Ho Journal Article

PDF

A new coincident index of business cycles based on monthly and quarterly series, Roberto S. Mariano and Yasutomo Murasawa Journal Article

On the Optimal Holding Period of a Real Estate Investment, Winston T. H. Koh Conference Paper

PDF

Transformation Approaches for the Construction of Weibull Prediction Interval, Zhenlin YANG, Stanley P. SEE, and Min XIE Journal Article

PDF

What has luck got to do with economic development? An interpretation of resurgent Asia's growth experience, Hing-Man LEUNG, Swee Liang TAN, and Zhenlin YANG Working Paper

On Optimal Sequential Architectures and Management Organizations, Winston T. H. Koh Conference Paper

PDF

On the Asymptotic Effect of Substituting Estimators for Nuisance Parameters in Inferential Statistics, Zhenlin YANG, Yiu Kuen TSE, and Zhidong BAI Working Paper

PDF

The Shapley-Shubik Index, the Donation Paradox and Ternary Games, Vincent C. H. CHUA and H. C. Huang Journal Article

PDF

Catch-up Growth Based on International Talent Mobility in an Idea-Based World, Yu QUAN and Hian Teck HOON Working Paper

PDF

Determinants of Voluntary Job-to-Job Mobility, Xiaolin XING and Zhenlin YANG Working Paper

PDF

Early stopping by using stochastic curtailment in a three-arm sequential trial, Denis H. Y. LEUNG, You-Gan WANG, and David AMAR Journal Article

PDF

Factors Influencing Treatment Patterns in Breast Cancer Patients Age 75 and Over, Arti HURRIA, Denis H. Y. Leung, Kathleen TRAINOR, Patrick BORGEN, Larry NORTON, and Clifford HUDIS Journal Article

Link

Histopathologic Type: An Independent Prognostic Factor in Primary Soft Tissue Sarcoma of the Extremity?, Jonathan B. KOEA, Denis H. Y. LEUNG, Jonathan J. LEWIS, and Murray F. BRENNAN Journal Article

Univariate and Multivariate Markov Regime Switching Models for Currency Crisis Prediction, Roberto S. Mariano Conference Paper

An Analytical Framework for Science Parks and Technology Districts with an Application to Singapore, Winston T. H. Koh Conference Paper

PDF

A Score Test for Box-Cox Functional Form, Zhenlin YANG and Tilak Abeysinghe Journal Article

PDF

Commune-level poverty estimates and ground truthing, Tomoki FUJII Report

A Predictive Model of Currency Crises in Southeast Asia - a Markov Chain Approach, Roberto S. Mariano Conference Paper

PDF

Market Structure and Performance: An Anti-Trust Story of Endogenous Growth, Hing-Man LEUNG Working Paper

PDF

Markov Switching GARCH Models of Currency Crises in Southeast Asia, Celso BRUNETTI, Roberto S. MARIANO, Chiara SCOTTI, and Augustine H. H. TAN Working Paper

Transitioning to Innovation-Based Economic Growth: The Role of Science and Technology Policy and Singapore's Experience, Winston T. H. Koh Conference Paper

PDF

Antifibrinolytic Therapy and Perioperative Blood Loss in Cancer Patients Undergoing Major Orthopedic Surgery, David Amar, Florence M. Grant, Hao ZHANG, Patrick J. Boland, Denis H. Y. Leung, and John A. Healey Journal Article

PDF

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

PDF

Service Links and Wage Inequality, Kong Weng HO and Hian Teck HOON Working Paper

PDF

Competitiveness and Price Convergence on the Internet: Evidence from the Online DVD Market, Xiaolin XING, Fang Fang TANG, and Zhenlin YANG Working Paper

Control of Vehicle Ownership and Market Competition: Theory and Singapore's Experience with the Vehicle Quota System, Winston T. H. Koh Journal Article

PDF

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

PDF

Effects of Electronic Trading on the Hang Seng Index Futures Market, Joseph FUNG, Donald LIEN, Yiuman TSE, and Yiu Kuen TSE Working Paper

Efficient Estimation of the Weibull Shape Parameter Based on a Modified Profile Likelihood, Zhenlin YANG and M. Xie Journal Article

PDF

Exclusion Bias in Sample-Selection Model Estimators, Myoung-jae Lee Journal Article

PDF

External Debt and Worsening Business Cycles in Less Developed Countries, Hing-Man LEUNG Journal Article

Hedonic Price Index Estimation under Mean Independence of Time Dummies from Quality-Characteristics, Y. Kondo and Myoung-jae Lee Journal Article