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 2018

PDF

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

PDF

The effect of non-contributory pensions on labour supply and private income transfers: Evidence from Singapore, Yanying CHEN and Yi Jin TAN Journal Article

PDF

When does limited commitment matter in a production economy?, Kyoung Jin CHOI and Jungho LEE Working Paper

PDF

Asymptotic inference about predictive accuracy using high frequency data, Jia LI and Andrew J. PATTON Journal Article

PDF

Determination of different types of fixed effects in three-dimensional panels, Xun LU, Ke MIAO, and Liangjun SU Working Paper

PDF

Investment and the long swings of unemployment, Hian Teck HOON, Katsimi MARGARITA, and Gylfi ZOEGA Working Paper

PDF

Deadlier road Accidents? Traffic safety regulations and heterogeneous motorists’ behavior, Christine HO and Madhav S. ANEY Working Paper

PDF

Extremal quantile regressions for selection models and the black-white wage gap, Xavier D'HAULTFOEUILLE, Arnaud MAUREL, and Yichong ZHANG Journal Article

Singapore’s economic development: Pro- or anti-Washington consensus, Nathan PENG and Sock Yong PHANG Journal Article

PDF

A large class of strategy-proof exchange rules with single-peaked preferences, Peng LIU Working Paper

PDF

Impact of electrification on children's nutritional status in rural Bangladesh, Tomoki FUJII, Abu S. SHONCHOY, and Sijia XU Journal Article

PDF

Industrial output fluctuations in developing countries: General equilibrium consequences of agricultural productivity shocks, Iona Hyojung LEE Journal Article

PDF

Integrated deviance information criterion for latent variable models, Yong LI, Jun YU, and Tao ZENG Working Paper

PDF

Limit theory for mildly integrated process with intercept, Yijie FEI Journal Article

PDF

On random social choice functions with the tops-only property, Shurojit CHATTERJI and Huaxia ZENG Journal Article

PDF

On random social choice functions with the tops-only property, Shurojit CHATTERJI and Huaxia ZENG Journal Article

PDF

Return and volatility spillovers between the Renminbi and Asian Currencies, Hwee Kwan CHOW-TAN Journal Article

Link

Alleviating urban traffic congestion in smart cities, Sock Yong PHANG Book Chapter

PDF

Contributors of Singaporean youths' wellbeing: Life goals, family-community-nation capitals, opportunity and social mobility, Kong Weng HO Book Chapter

PDF

Evidence of racial and geographic disparities in the use of medicare observation stays and subsequent patient outcomes relative to short-stay hospitalizations, Brad WRIGHT, Xuan ZHANG, Momotazur RAHMAN, Mahshid ABIR, Padmaja AYYAGARI, and Keith E. KOCHER Journal Article

PDF

Extremal quantile treatment effects, Yichong ZHANG Journal Article

PDF

Informing medicare's Two-Midnight Rule policy with an analysis of hospital-based long observation stays, Brad WRIGHT, Xuan ZHANG, Momotazur RAHMAN, and Keith KOCHER Journal Article

PDF

Pythagorean generalization of testing the equality of two symmetric positive definite matrices, Jin Seo CHO and Peter C. B. PHILLIPS Journal Article

PDF

Sequential auctions with decreasing reserve prices., Massimiliano LANDI and Domenico MENICUCCI Journal Article

PDF

Sequentially testing polynomial model hypotheses using power transforms of regressors, Jin Seo CHO and Peter C. B. PHILLIPS Journal Article

PDF

The impact of the cost of car ownership on house price gradient in Singapore, Naqun HUANG, Jing LI, and Amanda ROSS Journal Article

PDF

Universalism and the Value of Political Power, Yumi KOH Journal Article

Submissions from 2017

PDF

Bayesian analysis of bubbles in asset prices, Andras FULOP and Jun YU Journal Article

PDF

Business time sampling scheme with applications to testing semi-martingale hypothesis and estimating integrated volatility, Yingjie DONG and Yiu Kuen TSE Journal Article

PDF

Cultural preferences in international trade: Evidence from the globalization of Korean pop culture, Pao-Li CHANG and Iona Hyojung LEE Working Paper

PDF

Dynamic poverty decomposition analysis: An application to the Philippines, Tomoki FUJII Journal Article

PDF

Identifying latent group structures in nonlinear panels, Wuyi WANG and Liangjun SU Working Paper

PDF

Inference in continuous systems with mildly explosive regressors, Ye CHEN, Peter C. B. PHILLIPS, and Jun YU Journal Article

PDF

Inference in continuous systems with mildly explosive regressors, Ye CHEN, Peter C. B. PHILLIPS, and Jun YU Journal Article

PDF

Volatility spillovers and linkages in Asian stock markets, Hwee Kwan CHOW Journal Article

PDF

Determining the number of groups in latent panel structures with an application to income and democracy, Xun LU and Liangjun SU Journal Article

PDF

Does "America First" help America? The impact of country image on exports and welfare, Pao-li CHANG, Tomoki FUJII, and Wei JIN Working Paper

PDF

Estimating finite-horizon life-cycle models: A quasi-Bayesian approach, Xiaobin LIU Working Paper

PDF

Random coefficient continuous systems: Testing for extreme sample path behaviour, Yubo TAO, Peter C. B. PHILLIPS, and Jun YU Working Paper

PDF

The role of macroeconomic, policy, and forecaster uncertainty in forecast dispersion, You LI and Anthony S. TAY Working Paper

PDF

The weekend effect in television viewership and prime-time scheduling, Jung Won YEO Journal Article

PDF

Urban rail transit PPPs: Lessons from East Asian cities, Zheng CHANG and Sock Yong PHANG Journal Article

PDF

Volatility spillovers and linkages in Asian stock markets, Hwee Kwan CHOW-TAN Journal Article

PDF

Random mechanism design on multidimensional domains, Shurojit CHATTERJI and Huaxia ZENG Working Paper

PDF

Specification test for spatial autoregressive models, Liangjun SU and Xi QU Journal Article

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

PDF

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

PDF

The long-term health effects of fetal malnutrition: Evidence from the 1959-1961 China Great Leap Forward Famine, Seonghoon KIM, Belton FLEISHER, and Jessica Ya SUN Journal Article

PDF

Adaptive estimation of continuous-time regression models using high-frequency data, Jia LI, Viktor TODOROV, and George TAUCHEN Journal Article

PDF

Bubble testing under deterministic trends, Xiaohu WANG and Jun YU Working Paper

PDF

Domestic liquidity conditions and monetary policy in Singapore, Hwee Kwan CHOW-TAN Book Chapter

PDF

Fair Division with Uncertain Needs, Jingyi XUE Working Paper

PDF

Non-separable models with high-dimensional data, Liangjun SU, Takuya URA, and Yichong ZHANG Working Paper

PDF

Preferences with changing ambiguity aversion, Jingyi XUE Working Paper

PDF

Sources of health financing and health outcomes: A panel data analysis, Tomoki FUJII Working Paper

PDF

Favorite-longshot bias in pari-mutuel betting: An evolutionary explanation, Atsushi KAJII and Takahiro WATANABE Journal Article

PDF

On the relationship between household wealth and entrepreneurship, Jungho LEE Working Paper

PDF

Structural inference from reduced forms with many instruments, Peter C. B. PHILLIPS and Wayne Yuan GAO Journal Article

PDF

Analysis of spatial data with a nested correlation structure: An estimating equations approach., Oyelola A. ADEGBOYE, Denis H. Y. Leung, and You-Gan Wang Journal Article

PDF

Every random choice rule is backwards-induction rationalizable, Jiangtao LI and Rui TANG Journal Article

PDF

Fertility and rural electrification in Bangladesh, Tomoki FUJII and Abu S. SHONCHOY Working Paper

Financial mathematics for actuaries, Wai-Sum CHAN and Yiu Kuen TSE Book

PDF

Growing through the merger and acquisition, Jianhuan XU Journal Article

PDF

Growing through the merger and acquisition, Jianhuan XU Journal Article

PDF

Critical evaluation of action 14 recommendations and the suggested way forward for Singapore, Luis CORONADO and Jerome VAN STADEN Working Paper

PDF

Impact of OECD beps action 7 proposals on modification of articles 5(4), 5(5) and 5(6) of OECD model convention - an evaluation of action 7 on the future of intra-group transactions and business models of MNEs in their cross-border investments, Ching Khee TAN and Henry SYRETT Working Paper

PDF

Indirect inference in spatial autoregression, Maria KYRIACOU, Peter C. B. PHILLIPS, and Francesca ROSSI Journal Article

PDF

Indirect inference in spatial autoregression, Maria KYRIACOU, Peter C. B. PHILLIPS, and Francesca ROSSI Conference Proceeding Article

Link

Multiple-solution problems in a statistics classroom: An example, Chi Wing CHU, Kevin L.T. CHAN, Wai-Sum CHAN, and Koon Shing KWONG Journal Article

Non-inferiority studies with multiple reference treatments, Li-Ching HUANG, Miin-Jye WEN, Siu Hung CHEUNG, and Koon Shing KWONG Journal Article

PDF

A Martingale Difference-Divergence-based test for specification, Liangjun SU and Xin ZHENG Journal Article

PDF

A specification test based on the MCMC output, Yong LI, Jun YU, and Tao ZENG Working Paper

PDF

Improved likelihood inferences for Weibull regression model, Yan SHEN and Zhenlin YANG Journal Article

PDF

In-fill asymptotic theory for structural break point in autoregression: A unified theory, Liang JIANG, Xiaohu WANG, and Jun YU Working Paper

PDF

Love, money, and parental goods: Does parental matchmaking matter?, Fali HUANG, Ginger Zhe XU, and Lixin Colin XU Journal Article

PDF

Monetary policy and energy price shocks, Bao Tan HUYNH Journal Article

PDF

On Time-Varying Factor Models: Estimation and Testing, Liangjun SU and Xia WANG Journal Article

PDF

Robust jump regressions, Jia LI, Viktor TODOROV, and George TAUCHEN Journal Article

PDF

Singapore’s LIFE program: Actuarial framework, longevity risk and impact of annuity fund return, Koon Shing KWONG, Yiu Kuen TSE, and Wai-Sum CHAN Journal Article

Link

Tracing the history of the anti-death penalty movements in Singapore, Priscilla CHIA, Rachel ZENG, Audrey TAY, and Shi Min KOH Book Chapter

PDF

Asymptotic theory for estimating drift parameters in the fractional Vasicek model, Weilin XIAO and Jun YU Working Paper

PDF

Firm boundaries and financing with opportunistic stakeholder behaviour, Madhav S. ANEY, Elie APPELBAUM, and Sanjay BANERJI Working Paper

PDF

Granger causality and structural causality in cross-section and panel data, Xun LU, Liangjun SU, and Halbert WHITE Journal Article

Wealth inequality and financial development: Revisiting the symmetry breaking mechanism, Haiping ZHANG Journal Article

PDF

Child's gender, parental monetary investments and care of elderly parents in China, Christine HO Journal Article

PDF

Determinants of urban land supply in China: How do political factors matter?, Wen-Tai HSU, Xiaolu LI, Yang TANG, and Jing WU Working Paper

PDF

Econometric Reviews honors Esfandiar Maasoumi, Peter C. B. PHILLIPS and Aman ULLAH Journal Article

PDF

How to describe objects?, LIU PENG Working Paper

PDF

Joint spatial time series epidemiological analysis of malaria and cutaneous leishmaniasis infection, O. A. ADEGBOYE, M. AL-SAGHIR, and Denis H. Y. LEUNG Journal Article

PDF

Lag length selection in panel autoregression, Chirok HAN, Peter C. B. PHILLIPS, and Donggyu SUL Journal Article

PDF

Local and global SD-strategy-proofness of ordinal mechanisms on block-connected domains, Peng LIU Working Paper

PDF

Reduced forms and weak instrumentation, Peter C. B. PHILLIPS Journal Article

PDF

The selection and causal effects of work incentives on labor productivity: Evidence from a two stage randomized controlled trial in Malawi, Hyuncheol Bryant KIM, Seonghoon KIM, and Thomas T. KIM Working Paper

PDF

Deviance information criterion for Bayesian model selection: Justification and variation, Yong LI, Jun YU, and Tao ZENG Working Paper

PDF

Jobs for justice(s): Corruption in the Supreme Court of India, Madhav S. ANEY, Shubhankar DAM, and Giovanni KO Working Paper

PDF

Random assignments on preference domains with a tier structure, Peng LIU and Huaxia ZENG Working Paper

PDF

VAT Treatment of Financial Institutions, Ismail BAYDUR and Fatih YILMAZ Working Paper

PDF

Determinants of urban land supply in People's Republic of China: How do political factors matter?, Wen-Tai HSU, Xiaolu LI, Yang TANG, and Jing WU Journal Article

PDF

A multivariate stochastic unit root model with an application to derivative pricing, Offer LIEBERMAN and Peter C. B. PHILLIPS Journal Article

PDF

Changes in depressive symptoms among older adults with multiple chronic conditions: Role of positive and negative social supports, Sangnam AHN, Seonghoon KIM, and Hongmei ZHANG Journal Article