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 2020

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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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Uniform nonparametric inference for time series using Stata, Jia LI, Zhipeng LIAO, and Mengsi GAO Journal Article

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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

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Rationalizable Incentives: Interim Implementation of Sets in Rationalizable Strategies, Takashi KUNIMOTO and Roberto SERRANO Working Paper

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Singapore in the global value chains, Pao-Li CHANG and Tran Bao Phuong NGUYEN Working Paper

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Strong consistency of spectral clustering for stochastic block models, Liangjun SU, Wuyi WANG, and Yichong ZHANG Journal Article

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Testing alphas in conditional time-varying factor models with high dimensional assets, Shujie MA, Wei LAN, Liangjun SU, and Chih-Ling TSAI Journal Article

Submissions from 2019

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Detecting financial collapse and ballooning sovereign risk, Peter C. B. PHILLIPS and SP SHI Journal Article

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Growth Effects of Additive and Multiplicative Robots Alongside Conventional Machines, Hian Teck HOON Working Paper

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HAR testing for spurious regression in trend, Peter C. B. PHILLIPS, Xiaohu WANG, and Yonghui ZHANG Journal Article

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Sieve estimation of time-varying panel data models with latent structures, Liangjun SU, Xia WANG, and Sainan JIN Journal Article

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The role of career and wage incentives in labor productivity: Evidence from a two-stage field experiment in Malawi, Hyuncheol KIM, Seonghoon KIM, and Thomas KIM Journal Article

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Uniform inference in panel autoregression, John C. CHAO and Peter C. B. PHILLIPS Journal Article

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A demand and supply game exploring global supply chains, Bei HONG Journal Article

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Innovation, growth, and dynamic gains from trade, Wen-Tai HSU, Raymond G. RIEZMAN, and Ping WANG Working Paper

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Quantifying quality specialization across space: Skills, sorting, and agglomeration, Pao-Li CHANG, Angdi LU, and Xin YI Working Paper

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Rationalizable implementation of correspondences, Takashi KUNIMOTO and Roberto SERRANO Journal Article

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Strategically simple mechanisms, Tilman BÖRGERS and Jiangtao LI Journal Article

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Uncertainty, depreciation and industry growth, Roberto SAMAIEGO and Juliana Yu SUN Journal Article

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Parametric rationing with uncertain needs, Yan LONG and Jingyi XUE Working Paper

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Continuous implementation with small transfers, Yi-Chun CHEN, Takashi KUNIMOTO, and Yifei SUN Working Paper

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Financing Singapore’s SMEs and the crowdfunding industry in Singapore, Swee Liang TAN, Yoke Wang TOK, and Thitipat CHANSRINIYOM Conference Paper

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Non-separable models with high-dimensional data, Liangjun SU, T URA, and YC ZHANG Journal Article

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An interview question that brought about some thoughts, Zhengxiao WU News Article

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Estimation and Inference of fractional continuous-time model with discrete-sampled data, Xiaohu WANG, Weilin XIAO, and Jun YU Working Paper

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Forecasting realized volatility using a nonnegative semiparametric model, Anders ERIKSSON, Daniel P. A. PREVE, and Jun YU Journal Article

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Singapore as a sustainable city: Past, present and the future, Tomoki FUJII and Rohan RAY Working Paper

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Strong consistency of spectral clustering for stochastic block models, Liangjun SU, Wuyi WANG, and Yichong ZHANG Working Paper

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Hypothesis testing, specification testing and model selection based on the MCMC output using R, Yong LI, Jun YU, and Tao ZENG Book Chapter

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A quantile-based asset pricing model, Tomohiro ANDO, Jushan BAI, Mitohide NISHIMURA, and Jun YU Working Paper

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Equivalence of stochastic and deterministic mechanisms, Yi-Chun CHEN, Jiangtao LI, Jiangtao LI, and Yeneng SUN Journal Article

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

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Limit theory for moderate deviation from Integrated GARCH processes, Yubo TAO Journal Article

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Panel threshold regressions with latent group structures, Ke MIAO, Liangjun SU, and Wendun WANG Working Paper

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Random mechanism design on multidimensional domains, Shurojit CHATTERJI and Huaxia ZENG Journal Article

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Are e-learning tools actually useful? Assessing the effect of online learning resources on student outcomes, Hisham PATEL and Swee Liang TAN Conference Paper

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A smoothed Q-learning algorithm for estimating optimal dynamic treatment regime, Yanqin FAN, Ming HE, Liangjun SU, and Xiao-Hua ZHOU Journal Article

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Global value chains and the CPTPP, Pao-Li CHANG and Tran Bao Phuong NGUYEN Working Paper

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Marginal cost of risk-based capital and risk-taking, Tao CHEN, Jing Rong GOH, Shinichi KAMIYA, and Pingyi LOU Journal Article

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Tax uncertainty and business activity, Jungho LEE and Jianhuan XU Journal Article

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The aging of a young nation: Population aging in Singapore, Rahul MALHOTRA, Andre M. MULLER, Su AW, Gerald Choon Huat KOH, Yin-Leng THENG, Stephen James HOSKINS, Chek Hooi WONG, Chunyan MIAO, Wee-Shiong LIM, Chetna MALHOTRA, and Angelique CHAN Journal Article