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 2018

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

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

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

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

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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

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

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

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

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

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

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

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

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

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

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

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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

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Extremal quantile treatment effects, Yichong ZHANG Journal Article

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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

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

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

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

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

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

Submissions from 2017

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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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

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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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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

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

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

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

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Fair Division with Uncertain Needs, Jingyi XUE Working Paper

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

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Preferences with changing ambiguity aversion, Jingyi XUE Working Paper

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

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

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

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

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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

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

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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

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Growing through the merger and acquisition, Jianhuan XU Journal Article

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Growing through the merger and acquisition, Jianhuan XU Journal Article

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

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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

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

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

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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

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

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

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

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

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

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

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

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

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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

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

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

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

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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

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

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

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

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How to describe objects?, LIU PENG Working Paper

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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

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

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

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

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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

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

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

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

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

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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

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

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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

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Comments on “Rich debt, poor debt: assessing household indebtedness and debt repayment capacity”, Sock Yong PHANG Edited Conference Proceeding

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Comments on “Rich debt, poor debt: assessing household indebtedness and debt repayment capacity”, Sock Yong PHANG Edited Conference Proceeding

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Determining individual or time effects in panel data models, Xun LU and Liangjun SU Working Paper