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 2003

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Incentive compatibility in multi-unit auctions, Sushil BIKHCHANDANI, Shurojit CHATTERJI, and Arunava SEN Working Paper

Investment Management and the Philippine Stock Market, Roberto S. Mariano, A. Ilano, and R. Ybanez Book

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Low-Wage Employment Subsidies in a Labor-Turnover Model of the `Natural Rate, Hian Teck HOON and Edmund S. Phelps Book Chapter

Markov-Switching Garch Models of Currency Crises in Southeast Asia, Roberto S. Mariano, Celso Brunetti, Chiara Scotti, and Augustine H. H. TAN Conference Paper

Screening Chest Imagining Studies Are Not Effective in the Follow-up of Breast Cancer Patients, A. Hurria, Denis H. Y. Leung, K. Trainor, L. Norton, and C. Hudis Journal Article

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Strategic Development of Airport and Rail Infrastructure: The Case of Singapore, Sock-Yong PHANG Journal Article

Structural Change and Lead-Lag Relationship between the Nikkei Spot Index and Furure's Price: A Genetic Programming Approach, Donald Lien, Yiu Kuen TSE, and Xibin ZHANG Journal Article

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The Elasticity of Substitution and Endogenous Growth, Hing-Man LEUNG Working Paper

The Impact of Intra-Industry Trade on the Natural Rate of Unemployment in Two Simple Models, Hian Teck HOON Journal Article

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The Social Compact in Singapore: The Changing Role of Housing, Sock-Yong PHANG Book Chapter

Upgrading, Degrading, and Intertemporal Price Discrimination, Gea Myoung Lee Journal Article

Submissions from 2002

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A Model of Industrialization and International Wage Convergence Based on Multi-Plant Foreign Direct Investment, Hian Teck HOON and Irene NG Working Paper

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Is Ricardo's Essay on Profits a Precursor of the New Trade Theory?, Hian Teck HOON Working Paper

Markov-Switching Garch Models for Predicting Currency Crises in Southeast Asia, Roberto S. Mariano Conference Paper

Monetary Financial Management in Asia in the 21st Century, Augustine H. H. TAN Book

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A Corrected Plug-in Method for the Quantile Confidence Interval of a Transformed Regression, Zhenlin YANG and Yiu Kuen TSE Working Paper

Real Exchange Rates, Share Prices and Jobs: What Role for Money?, Hian Teck HOON Conference Paper

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Tax Cuts, Employment and Asset Prices: A Real Intertemporal Model, Hian Teck HOON and Edmund S. Phelps Working Paper

The convergence of least squares learning in stochastic temporary equilibrium models, Shurojit CHATTERJI Journal Article

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Venture Capital and Economic Growth: An Industry Overview and Singapore's Experience, Francis KOH and Winston T. H. KOH Working Paper

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Bulgaria poverty assessment (Report No. 24516-BUL), Dena RINGOLD, Gero CARLETTO, Tomoki FUJII, and et al Report

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Market Segmentation and Information Values of Earnings Announcements: Some Empirical Evidence from an Event Study on the Chinese Stock Market, Yu GAO and Yiu Kuen TSE Working Paper

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On the Performance of Geometric Chart with Estimated Control Limits, Zhenlin YANG, Min XIE, Vellaisamy Kuralmani, and Kwok-Leung TSUI Journal Article

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The KPSS test with seasonal dummies, Sainan JIN and Sainan JIN Journal Article

Markov-Switching Garch Models of Currency Crises in Southeast Asia, Roberto S. Mariano, Celso Brunetti, Chiara Scotti, and Augustine H. H. TAN Conference Paper

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The General Dominance of Lottery over Waiting-Line Auction, Winston T. H. KOH, Zhenlin YANG, and Lijing ZHU Working Paper

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A Misspecification-Robust Impulse Response Estimator, Pao Li CHANG and Shinichi SAKATA Working Paper

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Endogenous Tariff Formation with Intra-Industry Trade, Pao-Li CHANG Working Paper

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The evolution and utilization of the GATT/WTO dispute settlement mechanism, Pao Li CHANG Working Paper

Markov Regime Switching Models of Currency Crises in Southeast Asia, Roberto S. Mariano Conference Paper

A Class of Nonlinear Stochastic Volatility Models, Jun Yu Conference Paper

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A Modified Family of Power Transformations, Zhenlin YANG Working Paper

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Exchange-Rate Systems and Interest-Rate Behavior: The Experience of Hong Kong and Singapore, Yiu Kuen TSE and Paul S. L. YIP Working Paper

Housing Prices and Aggregate Consumption in Singapore, Sock-Yong PHANG Conference Paper

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Optimal Organizational Design in a Dichotomous-Choice Project Selection Model, Winston T. H. KOH Working Paper

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The Impact of Housing Prices on Aggregate Consumption: Evidence from an East Asian City-State, Sock-Yong PHANG Working Paper

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The Implications of Technology Networks on Diffusion and Economic Growth, Hing-Man LEUNG Working Paper

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Box-Cox Transformations in Linear Models: Large Sample Theory and Tests of Normality: Discussion - Comment 7, Zhenlin YANG Journal Article

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Growth and Volatility, Hing-Man LEUNG Working Paper

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How should we interpret evidence of time varying conditional skewness?, Gamini PREMARATNE and Anthony S. TAY Working Paper

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Strategic Development of Airport and Rail Infrastructure: The Case of Singapore, Sock-Yong PHANG Working Paper

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Markov Chains in Predictive Models of Currency Crises - with Applications to Southeast Asia, Roberto S. Mariano, Abdul G. Abiad, Gultekin Bulent, Tayyeb Shabbir, and Augustine H. H. TAN Working Paper

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Potential for Floating Offshore Wind Energy in Japanese Waters, A. R. Henderson, R. Leutz, and Tomoki FUJII Conference Proceeding Article

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A class of nonlinear stochastic volatility models, Jun YU and Zhenlin YANG Working Paper

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A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series, Roberto S. Mariano and Yasutomo Murasawa Working Paper

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Endogenous Growth and the Manufacturing Revolution, Hing-Man LEUNG Working Paper

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Less Developed Country Business Cycles, Hing-Man LEUNG Working Paper

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Networked Growth, Hing-Man LEUNG Working Paper

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Endogenous Growth and Equilibrium Unemployment in a North-South Model of the World Economy, Hian Teck HOON Journal Article

Green Revolutions and Miracle Economies: A Solution to Young's Puzzle?, Brishti GUHA Conference Paper

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Isotonic designs for phase I trials, Denis H. Y. LEUNG and You-Gan WANG Journal Article

Test for Finite Variance Stock Return Distributions, Jun YU Conference Paper

Adjuvant Brachytherapy for Primary High-Grade Soft Tissue Sarcoma of the Extremity, K. M. Alektiar, Denis H. Y. Leung, M. J. Zelefsky, J. Healey, and M. F. Brennan Journal Article

A Formal Test of Density Forecast Evaluation, Aurobindo GHOSH Conference Paper

A Formal Test of Density Forecast Evaluation, Aurobindo GHOSH Conference Paper

A Gaussian Approach for Continuous Time Models of Short Term Interest Rates, Jun Yu Conference Paper

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A Gaussian Approach for Continuous Time Models of Short Term Interest Rates, Jun YU and Peter C. B. Phillips Journal Article

A Method for Evaluating the Behavior of Power Indices in Weighted Plurality Games, Vincent Chua, C. H. Ueng, and H. C. Huang Journal Article

A Modified Benjamini–Hochberg Multiple Comparisons Procedure for Controlling the False Discovery Rate, Koon Shing KWONG, Burt HOLLAND, and Siu Hung Cheung Journal Article

A More Powerful Step-up Procedure for Controlling the False Discovery Rate under Independence, Koon Shing KWONG and Ee Hwee Wong Journal Article

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A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations, Yiu Kuen TSE and Albert K.C. TSUI Journal Article

An Explicit Variance Formula for the Box-Cox Functional Form Estimator, Zhenlin YANG and T Abeysinghe Journal Article

An Extension of the Continual Reassessment Method Using Decision Theory, Denis H. Y. Leung and Y. G. Wang Journal Article

An Investigation of Transformation-Based Prediction Interval for the Weibull Median Life, Zhenlin YANG, S. P. See, and M. Xie Journal Article

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

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Asset Prices, the Real Exchange Rate, and Unemployment in a Small Open Economy: A Medium-Run Structuralist Perspective, Hian Teck HOON and Edmund S. Phelps Book Chapter

Charitable Giving by Individuals: An Empirical Perspective, Vincent Chua and C. M. Wong Book Chapter

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Clinical Significance of Molecular Expression Profiles of Hürthle Cell Tumors of the Thyroid Gland Analyzed Via Tissue Microarrays, A. Hoos, A. Stojadinovic, B. Singh, M. Dudas, Denis H. Y. Leung, and A. Shaha Journal Article

Comments on Exchange Rate Arrangements in East Asia: Lessons from the 1997-98 Currency Crisis, Hwee Kwan Chow Journal Article

Conditional Probability of Significance for Early Stopping in Favor of H0, Y. G. Wang and Denis H. Y. Leung Journal Article

Conventional Hemangiopericytoma: Modern Analysis of Outcome, N. J. Espat, J. J. Lewis, Denis H. Y. Leung, J. M. Woodruff, C. Antonescu, and J. Shia Journal Article

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Empirical Characteristic Function in Time Series Estimation, J. Knight and Jun YU Journal Article

Enhancing Technopreneurship: Issues and Challenges, Kong Weng HO, Ai Tee Koh, and Shandre Thangavelu Book Chapter

Essays on International Trade and Econometrics, Pao-Li Chang PhD Dissertation

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Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method, J. Knight, S. Satchell, and Jun YU Journal Article

Estimation with Survey Data under Nonignorable Non-Response or Informative Sampling, Denis H. Y. Leung, Jing Qin, and J. Shao Journal Article

Evaluating the Hedging Performance of the Constant-Correlation GARCH Model, Yiu Kuen TSE, Donald Lien, and Albert K. C. Tsui Journal Article

Exchange Rate Policy in Singapore: Current Issues and Empirical Evidence, Hwee Kwan Chow and Yoonbai Kim Book Chapter

Forecasting Volatility: Evidence from the German Stock Market, H. Bluhm and Jun YU Presentation

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Forecasting Volatility in the New Zealand Stock Market, Jun YU Journal Article

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How Does Spousal Education Matter? Some Evidence from Cambodia, Tomoki FUJII and Sophal EAR Journal Article

Hurthle Cell Carcinoma: A 60 Year Experience, A. Stojadinovic, A. Hoos, R. A. Ghossein, M. J. Urist, Denis H. Y. Leung, and R.H. Spiro Journal Article

Impact of SYT-SSX Fusion Type on the Clinical Behavior of Synovial Sarcoma: A Multi-Institutional Retrospective Study of 243 Patients, M. Ladanyi, C. Antonescu, Denis H. Y. Leung, J. M. Woodruff, A. Kawai, and J. Healey Journal Article

Maximum Likelihood Estimation of the Fractional Differencing Parameter in an Arfima Model Using Wavelets, Yiu Kuen TSE, V. V. Anh, and Q. M. Tieng Journal Article

Median Estimation through a Regression Transformation, Zhenlin YANG Journal Article

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Monitoring process variability with symmetric control limits, Zhenlin YANG Working Paper

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Neyman's Smooth Test and its applications in econometrics, Anil K. BERA and Aurobindo GHOSH Book Chapter

Older Age Is the Strongest Predictor of Postoperative Atrial Fibrillation, D. Amar, H. Zhang, Denis H. Y. Leung, N. Roistacher, and A Kadish Journal Article

On the Two Dimensional Controlled Selection Problem, H. C. Huang and Ting Kwong LIN Book Chapter

Physical Delivery Versus Cash Settlement: An Empirical Study on the Feeder Cattle Contract, Yiu Kuen TSE and Donald Lien Journal Article

Population, Education, Wage Gap and Growth, Kong Weng HO, Haoming Liu, and Jinli Zeng Book Chapter

Postoperative Nomogram for 12-Year Sarcoma-Specific Death, M. Kattan, Denis H. Y. Leung, and M. F. Brennan Journal Article

Primary Adult Soft Tissue Sarcoma: Time-Dependent Influence of Prognostic Variables, A. Stojadinovic, Denis H. Y. Leung, P. Allen, J. J. Lewis, D. P. Jaques, and M. F. Brennan Journal Article

Process and Impact of Structural Changes on Singapore Economy, Kong Weng HO Book Chapter

Regional Policy Options: An Agenda for Action-Comment, Augustine H. H. TAN Book Chapter

Residual-Based Diagnostics for Conditional Heteroscedasticity Models, Yiu Kuen TSE Journal Article

Soft Tissue Sarcoma Brain Metastases: Prevalence in a Cohort of 3829 Patients, N. J. Espat, M. H. Bilsky, J. J. Lewis, Denis H. Y. Leung, and M. F. Brennan Journal Article

Solution to Dalal and Mallows Conjecture on Monotone Property of the Joint Distribution of Order Statistics, Zhidong Bai and Koon Shing KWONG Journal Article

Some Improvements on an Algorithm for Controlled Selection, Ting Kwong LIN Book Chapter

Some Recent Developments in Futures Hedging, Yiu Kuen TSE and Donald Lien Journal Article