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 2023

Generic and branded pharmaceutical pricing: Competition under switching costs, Aljoscha JANSSEN Journal Article

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Multivariate stochastic volatility models based on generalized fisher transformation, Han CHEN, Yijie FEI, and Jun YU Working Paper

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The impact of upzoning on housing construction in Auckland*, Ryan Greenaway-McGrevy and Peter C. B. PHILLIPS Journal Article

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The importance of the first generic substitution: Evidence from Sweden, Aljoscha JANSSEN and David GRANLUND Journal Article

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Uniform nonparametric inference for spatially dependent panel data, Jia LI, Zhipeng LIAO, and Wenyu ZHOU Journal Article

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Volatility puzzle: Long memory or anti-persistency, Shuping SHI and Jun YU Journal Article

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Young women in cities, Yumi KOH, Li JING, Yifan WU, Junjian YI, and Hanzhe ZHANG Working Paper

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Brothers, sisters, and support to older parents: Separate spheres across and within support types?, Christine HO and Kathleen MCGARRY Working Paper

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Disagreement in Market Index Options, Guilherme SALOME, George TAUCHEN, and Jia LI Journal Article

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Competing auctions with non-identical objects, Massimiliano LANDI, Domenico MENICUCCI, and Andrey SARYCHEV Journal Article

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Economic forecasting in a pandemic: Some evidence from Singapore, Hwee Kwan CHOW-TAN and Keen Meng CHOY Journal Article

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Growth and risk: A view from international trade, Pravin Krishna, Andrei A. LEVCHENKO, Lin MA, and William F. MALONEY Journal Article

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Improved marginal likelihood estimation via power posteriors and importance sampling, Yong LI, Nianling WANG, and Jun YU Journal Article

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Inflation dynamics and expectations in Singapore, Hwee Kwan CHOW-TAN Book Chapter

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On the spectral density of fractional Ornstein-Uhlenbeck Process: Approximation, Estimation, and Model Comparison, Shuping SHI, Jun YU, and Chen ZHANG Working Paper

Spend as you were told: Evidence from labeled COVID-19 stimulus payments in South Korea, KIM, Kanghyock KOH, and Wonjun LYOU Journal Article

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Teaching in the right context: Textbook supply program, language, and vocabulary ability in Vietnam, Tomoki FUJII, Maki NAKAJIMA, and Sijia XU Journal Article

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The distributional impacts of transportation networks in China, Lin MA and Tang YANG Working Paper

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Adjustment with many regressors under covariate-adaptive randomizations, Liang JIANG, Liyao LI, Ke MIAO, and Yichong ZHANG Working Paper

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Asymptotic properties of Least Squares Estimator in local to unity processes with fractional Gaussian noises, Xiaohu WANG, Weilin XIAO, and Jun YU Journal Article

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Continuous implementation with payoff knowledge, Yi-Chun CHEN, Takashi KUNIMOTO, and Yifei SUN Journal Article

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Economic forecasting in Singapore: The Covid-19 experience, Hwee Kwan CHOW-TAN and Keen Meng CHOY Journal Article

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Estimation and inference with near unit roots, Peter C. B. PHILLIPS Journal Article

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Informational content of factor structures in simultaneous discrete response models, Shakeeb KHAN, Arnaud MAUREL, and Yichong ZHANG Journal Article

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Local dominance, Emiliano CATONINI and Jingyi XUE Working Paper

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Migration and spatial misallocation in China, Xiaolu LI, Lin MA, and Yang TANG Working Paper

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The importance of considering debt and young children in activation: A survival analysis of return to welfare, Irene N. Y. NG, Jian Qi TAN, Mathews MATHEW, Kong Weng HO, and Yi Ting TING Journal Article

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The unintended consequences of international student shortage: Evidence from a policy reform in South Korea, Syngjoo CHOI, Chung-Yoon CHOI, KIM, and Jongkwan LEE Working Paper

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Asymptotic theory for explosive fractional Ornstein–Uhlenbeck processes, Hui JIANG, Yajuan PAN, Weilin LIAO, Qingshan YANG, and Jun YU Working Paper

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Cities in a pandemic: Evidence from China, Badi H. BALTAGI, Ying DENG, Li JING, and Zhenlin YANG Journal Article

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High-dimensional VARs with common factors, Ke MIAO, Peter C. B. PHILLIPS, and Liangjun SU Journal Article

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Hypothesis testing via posterior-test-based Bayes factors, Yong LI, Nianling WANG, Jun YU, and Yonghui ZHANG Working Paper

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On the welfare role of redundant assets with heterogenous forecasts, Shurojit CHATTERJI and Atsushi KAJII Working Paper

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Price comovement and market segmentation of Chinese A- and H-shares: Evidence from a panel latent-factor model, Yingjie DONG, Wenxin HUANG, and Yiu Kuen TSE Journal Article

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Covariate adjustment in experiments with matched pairs, Yuehao BAI, Liang JIANG, Joseph P. ROMANO, Azeem M. SHAIKH, and Yichong ZHANG Working Paper

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Fully modified least squares cointegrating parameter estimation in multicointegrated systems, Igor L. KHEIFETS and Peter C. B. PHILLIPS Journal Article

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Getting dynamic implementation to work, Yi-Chun CHEN, Richard HOLDEN, Takashi KUNIMOTO, Yifei SUN, and Tom WILKENING Journal Article

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Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process, Xiaohu WANG, Weilin XIAO, and Jun YU Journal Article

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When bias contributes to variance: True limit theory in functional coefficient cointegrating regression, Peter C. B. PHILLIPS and Ying WANG Journal Article

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中小企业如何更上一层楼?, You Ren CHEN, Da An YUN, and Swee Liang TAN News Article

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A mixture autoregressive model based on Student’s t–distribution, Mika MEITZ, Daniel PREVE, and Pentti SAIKKONEN Journal Article

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A taxonomy of non-dictatorial unidimensional domains, Shurojit CHATTERJI and Huaxia ZENG Journal Article

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Bubble testing under polynomial trends, Xiaohu WANG and Jun YU Journal Article

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Can digital finance promote low-carbon transition? Evidence from China, Xing GE and Tomoki FUJII Working Paper

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Conditional evaluation of predictive models: The cspa command, Jia LI, Zhipeng LIAO, Rogier QUAEDVLIEG, and Wenyu ZHOU Journal Article

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Decentralizability of efficient allocations with heterogenous forecasts, Shurojit CHATTERJI and Atsushi KAJII Journal Article

Economic adjustment and growth: Theory and practice, Delano S. VILLANUEVA, Roberto MARIANO, and Diwa C. GUINIGUNDO Book

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Growth and risk: A view from international trade, Pravin KRISHNA, Andrei A. LEVCHEKO, Lin MA, and William F. MALONEY Working Paper

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Is democracy good for growth? | Development at political transition time matters, Di SIMA and Fali HUANG Journal Article

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Is democracy good for growth? Development at political transition time matters, Di SIMA and Fali HUANG Journal Article

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Predictive taxonomy analytics (LASSO): Predicting outcome types of cyber breach, Jing Rong GOH, Shaun S. WANG, Yaniv HAREL, and Gabriel TOH Journal Article

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R&D subsidies in permissive and restrictive environment: Evidence from Korea, Yumi KOH and Gea M. LEE Journal Article

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Retail pharmacies and drug diversion during the opioid epidemic, Aljoscha JANSSEN and Xuan ZHANG Journal Article

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School attendance information or conditional cash transfer? Evidence from a randomized field experiment in rural Bangladesh, Tomoki FUJII, Christine HO, Rohan RAY, and Abu S. SHONCHOY Working Paper

Teaching in the right context: Textbook supply program, language, and learning, Tomoki FUJII, Maki NAKAJIMA, and Sujia XU Journal Article

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Volatility Puzzle: Long Memory or Antipersistency, Shuping SHI and Jun YU Journal Article

Submissions from 2022

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A general test for functional inequalities, Jia LI, Zhipeng LIAO, and Wenyu ZHOU Working Paper

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Associations of the COVID-19 pandemic with older individuals' healthcare utilization and self-reported health status: A longitudinal analysis from Singapore, Sangnam AHN, Seonghoon KIM, and Kanghyock KOH Journal Article

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Global value chains and the CPTPP, Pao-Li CHANG and Tran Bao Phuong NGUYEN Journal Article

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Identifying knowledge spillovers from universities: Quasi-experimental evidence from urban China, Li JING, Shimeng LIU, and Yifan WU Working Paper

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Finite sample comparison of alternative estimators for fractional Gaussian noise, Shuping SHI, Jun YU, and Chen ZHANG Working Paper

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Maskin meets Abreu and Matsushima, Yi-Chun CHEN, Takashi KUNIMOTO, Yifei SUN, and Siyang XIONG Journal Article

Simple games for teaching economics online, Bei HONG Journal Article

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Using satellite-observed geospatial inundation data to identify the impacts of flood on firm-level performances: The case of China during 2000–2009, Pao-Li CHANG and Fan ZHENG Working Paper

Price dynamics of Swedish pharmaceuticals, Aljoscha JANSSEN Journal Article

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Disentangling the effects of GATT/WTO on variable and fixed trade costs: Trade status, trade margins, and export sales distribution, Pao-Li CHANG, Renjing CHEN, and Wei JIN Working Paper

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Good names beget favors: The impact of country image on trade flows and welfare, Pao-Li CHANG, Tomoki FUJII, and Wei JIN Journal Article

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Low-rank panel quantile regression: Estimation and inference, Yiren WANG, Yichong ZHANG, and Yichong ZHANG Working Paper

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Made in Singapore, Pao-Li CHANG and Tran Bao Phuong NGUYEN Journal Article

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On the optimal forecast with the fractional Brownian motion, Xiaohu WANG, Chen ZHANG, and Jun YU Working Paper

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Robust testing for explosive behavior with strongly dependent errors, Yiu Lim LUI, Peter C. B. PHILLIPS, and Jun YU Working Paper

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Bayesian methods in economics and finance: Editor's introduction, Jun YU Transcript

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Political connections, informational asymmetry, and the efficient resolution of financial distress, Madhav S. ANEY and Sanjay BANERJI Journal Article

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Posterior-based Wald-type statistic for hypothesis testing, Xiaobin LIU, Yong LI, Jun YU, and Tao ZENG Journal Article

Efficient bilateral trade via two-stage mechanisms: Comparison between one-sided and two-sided asymmetric information environments, Takashi KUNIMOTO and Cuiling ZHANG Journal Article

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Intra-firm hierarchies and gender gaps, Nicolo DALVIT, Aseem PATEL, and Joanne TAN Journal Article

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Labor market implications of Taiwan’s accession to the WTO: A dynamic quantitative analysis, Pao-Li CHANG, Yi-Fan CHEN, Wen-Tai HSU, and Xin YI Working Paper

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Strategic parent meets detached child? Parental intended bequest division and support from children, Christine HO Journal Article

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The embodiment controversy: On the policy implications of vintage capital models, Roberto M. SAMANIEGO and Juliana Yu SUN Journal Article

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The exchange rate system reform in China: Some important results, Paul S. L. YIP, Yiu Kuen TSE, and Yingjie DONG Journal Article

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The intergenerational mortality tradeoff of COVID-19 lockdown policies, Lin MA, Gil SHAPIRA, Damien DE WALQUE, Quy-Toan DO, Jed FRIEDMAN, and Andrei A. LEVCHENKO Journal Article

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Attenuation of agglomeration economies: Evidence from the universe of Chinese manufacturing firms, Li JING, Liyao LI, and Shimeng LIU Journal Article

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What, why and how financial development matters: Evidence of ASEAN-5, Asia-5 and OECD-7 economies, Swee Liang TAN Book Chapter

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What, why and how financial development matters: Evidence of ASEAN-5, Asia-5 and OECD-7 economies, Swee Liang TAN Conference Proceeding Article

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A consistent specification test for dynamic quantile models, Peter HORVATH, Jia LI, Zhipeng LIAO, and Andrew J. PATTON Journal Article

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Start-up firms and corporate culture: Evidence from advertised corporate culture, Jungho LEE Working Paper

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Testing the dimensionality of policy shocks, Jia LI, Viktor TODOROV, and Qiushi. ZHANG Journal Article

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Weak identification of long memory with implications for inference, Jia LI, Peter C. B. PHILLIPS, Shuping SHI, and Jun YU Working Paper

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Win: How public entrepreneurship can transform the developing world, Tomoki FUJII Book Review

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Labor market institutions and the incidence of payroll taxation, Jinyoung KIM, Seonghoon KIM, and Kanghyock KOH Journal Article

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Labor market participation, income distribution, and welfare gains from trade, Pao-Li CHANG, Yi-Fan CHEN, and Wen-Tai HSU Working Paper

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Probabilistic fixed ballot rules and hybrid domains, Shurojit CHATTERJI, Souvik ROY, Soumyarup SADHUKHAN, Arunava SEN, and Huaxia ZENG Journal Article

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Variation and efficiency of high-frequency betas, Congshan ZHANG, Jia LI, Viktor TODOROV, and George TAUCHEN Journal Article

Functional coefficient panel modeling with communal smoothing covariates, Peter C. B. PHILLIPS and Ying WANG Journal Article

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Housing wealth shocks, home equity withdrawal, and the claiming of social security retirement benefits, Naqun HUANG, Li JING, and Amanda ROSS Journal Article

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Natural disasters and domestic violence?: A study of the 2015 Nepal earthquake, ARPITA KHANNA and Tomoki FUJII Working Paper

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The effects of the affordable care act dependent coverage mandate on parents’ labor market outcomes, KIM and KOH Kanghyock Journal Article

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The GATT/WTO welfare effects: 1950–2015, Pao-Li CHANG, Wei JIN, and Kefang YAO Working Paper

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The grid bootstrap for continuous time models, Yiu Lim LUI, Weilin XIAO, and Jun YU Journal Article

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A posterior-based Wald-type statistic for hypothesis testing, Yong LI, Xiaobin LIU, Tao ZENG, and Jun YU Journal Article