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 2021

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Spatial dynamic panel data models with correlated random effects, Liyao LI and Zhenlin YANG 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 Working Paper

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The evolution of income risk and consumption insurance in South Korea over the last two decades, Taehyun AHN, Chung Gu CHEE, and Seonghoon KIM Journal Article

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Change in outbreak epicentre and its impact on the importation risks of COVID-19 progression: A modelling study, Oyelola A. Adegboye, Adeshina I. Adekunle, Anton Pak, Ezra Gayawan, Denis H. Y. LEUNG, Diana P. Rojas, Emma S. McBryde, and Damon P. Eisen Journal Article

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On incentive compatible, individually rational public good provision mechanisms, Takashi KUNIMOTO and Cuiling ZHANG Journal Article

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The effects of income on health: Evidence from lottery wins in Singapore, Seonghoon KIM and Kanghyock KOH Journal Article

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The role of macroeconomic and policy uncertainty in density forecast dispersion, You LI and Anthony S. TAY Journal Article

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Identifying latent group structures in nonlinear panels, Wuyi WANG and Liangjun SU Journal Article

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Pregnancy persistently reduces alcohol purchases: Causal evidence from scanner data, Aljoscha JANSSEN and Elle PARSLOW Journal Article

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A theory of revealed indirect preference, Gaoji HU, Jiangtao LI, John K.-H. QUAH, and Rui TANG Working Paper

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Generalized jump regressions for local moments, Tim BOLLERSLEV, Jia LI, and Leonardo Salim Saker CHAVES Journal Article

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House prices and affordability, R. Greenaway-McGrevy and Peter C. B. PHILLIPS Journal Article

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Informal institutions and comparative advantage of South-based MNEs: Theory and evidence, Pao-Li CHANG and Yuting CHEN Journal Article

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Joint tests for dynamic and spatial effects in short dynamic panel data models with fixed effects and heteroskedasticity, Zhenlin YANG Journal Article

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Public health insurance and pharmaceutical innovation: Evidence from China, Xuan ZHANG and Huihua NIE Journal Article

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Retirement preparedness in Singapore, Junxing CHAY and Seonghoon KIM Book Chapter

Submissions from 2020

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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 Working Paper

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Causal change detection in possibly integrated systems: Revisiting the money-income relationship, Shuping SHI, Stan HURN, and Peter C. B. PHILLIPS Journal Article

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Decomposing duration dependence: Skill depreciation vs. statistical discrimination, Ismail BAYDUR and Jianhuan XU Working Paper

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Density of demand and the consumer benefit from Uber, Matthew H. SHAPIRO Working Paper

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Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models, Badi K. BALTAGI, Alain PIROTTE, and Zhenlin Yang Journal Article

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Firm productivity and the variety of inputs and outputs: Evidence from Chinese trade data, Ken ONISHI, Jianhuan XU, and Guang YANG Working Paper

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On strategy-proofness and the salience of single-peakedness in a private goods economy, Shurojit CHATTERJI, MASSO Jordi, and SERIZAWA Shigehiro Working Paper

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Point optimal testing with roots that are functionally local to unity, Anna BYKHOVSKAYA and Peter C. B. PHILLIPS Journal Article

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Quasi-Bayesian inference for production frontiers, Xiaobin LIU, Thomas Tao YANG, and Yichong ZHANG Working Paper

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Testing for structural changes in factor models via a nonparametric regression, Liangjun SU and Xia WANG Journal Article

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The convergence of water, electricity and gas industries: Implications for PPP design and regulation, Sock Yong PHANG Journal Article

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Urbanization policy and economic development: A quantitative analysis of China's differential Hukou reforms, Wen-Tai HSU and Lin MA Working Paper

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A Ricardian rationale for the WTO rules on R&D subsidies, Yumi KOH and Gea M. LEE Journal Article

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Housing equity and household consumption in retirement: Evidence from the Singapore Life Panel©, Lipeng CHEN, Liang JIANG, Sock Yong PHANG, and Jun YU Journal Article

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Mandarins make markets: Leadership rotations and inter-provincial trade in China, Junyan JIANG and Yuan MEI Journal Article

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Persistent and rough volatility, Xiaobin LIU, Shuping SHI, and Jun YU Working Paper

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Robust virtual implementation with almost complete information, Takashi KUNIMOTO Journal Article

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The potential impacts of COVID-19 on the global value chains: GVC positioning and linkages, Gerald FOONG and Pao-Li CHANG Working Paper

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The revealed preference theory of stable matchings with one-sided preferences, Gaoji HU, Jiangtao LI, and Rui TANG Journal Article

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Uniform nonparametric inference for time series, Jia LI and Zhipeng LIAO Journal Article

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A taxonomy of non-dictatorial domains, Shurojit CHATTERJI and Huaxia ZENG Working Paper

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Between lives and economy: Optimal COVID-19 containment policy in open economies, Wen-Tai HSU, Hsuan-Chih Luke LIN, and YANG Han Working Paper

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Does early access to pension wealth improve health?, Seonghoon KIM and Kanghyock KOH Journal Article

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Forecasting large covariance matrix with high-frequency data: A factor approach for the correlation matrix, Yingjie DONG and Yiu Kuen TSE Journal Article

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Interim rationalizable implementation of functions, Takashi KUNIMOTO, Rene SARAN, and Roberto SERRANO Working Paper

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Unconditional quantile regression with high-dimensional data, Yuya SASAKI, Takuya URA, and Yichong ZHANG Working Paper

Monetary policy implementation in Singapore, Hwee Kwan CHOW-TAN and Fot Chyi WONG Book Chapter

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Capital controls and macro-prudential housing policies in small open economies, Taojun XIE, Guay C. LIM, and Hwee Kwan CHOW Working Paper

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COVID-19, lockdown, and the dynamics of subjective well-being, Terence C. CHENG, KIM, and Kanghyock KOH Working Paper

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Estimation of conditional average treatment effects with high-dimensional data, Qingliang FAN, Yu-Chin HSU, Robert P. LIELI, and Yichong ZHANG Journal Article

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Maximum likelihood estimation for the fractional Vasicek model, Katsuto TANAKA, Weilin XIAO, and Jun YU Journal Article

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Order on types based on monotone comparative statics, Takashi KUNIMOTO and Takuro YAMASHITA Journal Article

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Providing child care, Christine HO and Sunha MYONG Working Paper

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Spending impact of COVID-19 stimulus payments: Evidence from card transaction data in South Korea, KIM, Kanghyock KOH, and Wonjun LYOU Working Paper

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The optimal degree of reciprocity in tariff reduction, Pao-Li CHANG Journal Article

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The optimal degree of reciprocity in tariff reduction, Pao-li Chang Working Paper

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Universal minimum wage is not suitable for Singapore, Zhengxiao WU News Article

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Activation of TRPA1 nociceptor promotes systemic adult mammalian skin regeneration, Jenny J. WEI, Hali S. KIM, Casey A. SPENCER, Donna BRENNAN-CRISPI, Ying ZHENG, Nicolette M. JOHNSON, Misha ROSENBACH, Christopher MILLER, Denis H. Y. LEUNG, George COTSARELIS, and Thomas H. LEUNG Journal Article

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Evaluating human versus machine learning performance in classifying research abstracts, Yeow Chong GOH, Xin Qing CAI, Walter THESEIRA, Giovanni KO, and Khiam Aik KHOR Journal Article

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Forecasting Singapore GDP using the SPF data, Tian XIE and Jun Yu Working Paper

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Globalization and top income shares, Lin MA and Dimitrije RUZIC Journal Article

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In-fill asymptotic theory for structural break point in autoregressions, Liang JIANG, Xiaohu WANG, and Jun YU Journal Article

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Job duration and match characteristics over the business cycle, Ismail BAYDUR and Toshihiko MUKOYAMA Journal Article

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Quantile treatment effects and bootstrap inference under covariate-adaptive randomization, Yichong ZHANG and Xin ZHENG Journal Article

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Realized semicovariances, Tim Bollerslev, Jia LI, Andrew J. Patton, and Rogier Quaedvlieg Journal Article

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Redundancy insurance is not unemployment insurance, Zhengxiao WU News Article

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Two suggestions to WP MP Jamus Lim, Zhengxiao WU News Article

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Cross-border technology investments in recessions, Juliana Yu SUN and Huanhuan ZHENG Working Paper

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Deviance information criterion for latent variable models and misspecified models, Yong LI, Jun YU, and Tao ZENG Journal Article

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Efficiency, quality of forecasts and Radner equilibria, Shurojit CHATTERJI and Atsushi KAJII Working Paper

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Estimating selection models without instrument with Stata, Xavier D’Haultfœuille, Arnaud MAUREL, Xiaoyun QIU, and Yichong ZHANG Journal Article

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Estimating the benefits and costs of forming business partnerships, Jungho LEE Journal Article

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Identifying latent grouped patterns in cointegrated panels, Wenxin HUANG, Sainan JIN, and Liangjun SU Journal Article

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Identifying latent grouped patterns in conintegrated panels, Wenxin HUANG, Sainan JIN, and Liangjun SU Journal Article

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Is predicted data a viable alternative to real data?, Tomoki FUJII and Roy VAN DER WEIDE Journal Article

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Asymptotic theory for near integrated processes driven by tempered linear processes, Farzad SABZIKAR, Qiying WANG, and Peter C. B. PHILLIPS Journal Article

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Detecting latent communities in network formation models, Shujie MA, Liangjun SU, and Yichong ZHANG Working Paper

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Econometric methods and data Science techniques: A review of two strands of literature and an introduction to hybrid methods, Tian XIE, Jun YU, and Tao ZENG Working Paper

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Forecast combinations in machine learning, Yue QIU, Tian XIE, and Jun YU Working Paper

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Foreign direct investment and industrial agglomeration: Evidence from China, Wen-Tai HSU, Yi LU, Xuan LUO, and Lianming ZHU Working Paper

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Kernel-based Inference in time-varying coefficient cointegrating regression, Degui LI, Peter C. B. PHILLIPS, and Jiti GAO Journal Article

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Robust estimation and inference of spatial panel data models with fixed effects, Shew Fan LIU and Zhenlin YANG Journal Article

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Common power laws for cities and spatial fractal structures, Tomoya MORI, Tony E. SMITH, and Wen-Tai HSU Journal Article

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Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity, Liyao LI and Zhenlin YANG Journal Article

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Fertility and rural electrification in Bangladesh, Tomoki FUJII and Abu S. SHONCHOY Journal Article

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Hybrid stochastic local unit roots, Offer LIEBERMAN and Peter C. B. PHILLIPS Journal Article

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Random assignment of bundles, Shurojit CHATTERJI and Peng LIU Journal Article

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Random assignments of bundles, Shurojit CHATTERJI and Liu PENG Journal Article

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Refusal bias in HIV data from the Demographic and Health Surveys: Evaluation, critique and recommendations, Oyelola A. ADEGBOYE, Tomoki FUJII, and Denis H. Y. LEUNG Journal Article

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Specification tests for temporal heterogeneity in spatial panel data models with fixed effects, Yuhong XU and Zhenlin YANG Journal Article

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Sustainable cooperation in international trade: A quantitative analysis, Yuan MEI Journal Article

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Welfare consequences of access to health insurance for rural households: Evidence from the New Cooperative Medical Scheme in China, Jessica Ya SUN Journal Article

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Why do businesses grow faster in urban areas than in rural areas?, LEE, Jungho and Jianhuan XU Journal Article

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Corrigendum to "On time-varying factor models: Estimation and testing" [J. Econometrics 198 (2017) 84-101], Liangjun SU and Xia WANG Working Paper

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Infrastructure investment and travel time, Yumi KOH and Gea M. LEE Journal Article

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Local powers of least-squares-based test for panel fractional Ornstein-Uhlenbeck process, Katsuto TANAKA, Weilin XIAO, and Jun YU Working Paper

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Preferences with changing ambiguity aversion, Jingyi XUE Journal Article

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The relative price of capital and economic structure, Roberto SAMANIEGO and Juliana Yu SUN Journal Article

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Restricted probabilistic fixed ballot rules and hybrid domains, Shurojit CHATTERJI, Souvik ROY, Soumyarup SADHUKHAN, Arunava SEN, and Huaxia ZENG Working Paper

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Competition, markups, and gains from trade: A quantitative analysis of China between 1995 and 2004, Wen-Tai HSU, Yi LU, and Guiying Laura WU Journal Article

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Efficient child care subsidies, Christine HO and Nicola PAVONI Journal Article

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Geography, trade, and internal migration in China, Lin MA and Yang TANG Journal Article

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Geography, trade and power-law phenomena, Pao-Li CHANG and Wen-Tai HSU Encyclopaedia

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Model selection for explosive models, Yubo TAO and Jun YU Book Chapter