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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Revisiting the foundations of dominant-strategy mechanisms, Yi-Chun CHEN and Jiangtao LI Journal Article

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Specification tests based on MCMC output, Yong LI, Jun YU, and Tao ZENG Journal Article

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Strategic sequential bidding for government land auction sales – Evidence from Singapore, Sumit AGARWAL, Jing LI, Ernie TEO, and Alan CHEONG Journal Article

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The grid bootstrap for continuous time models, Yiu Lim LUI, Weilin XIAO, and Jun YU Working Paper

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The impact of in-house unnatural death on property values: Evidence from Hong Kong, Zheng CHANG and Jing LI Journal Article

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Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion, Ping YU and Peter C. B. PHILLIPS Journal Article

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A frequentist approach to Bayesian asymptotics, Tingting CHENG, Jiti GAO, and Peter C. B. PHILLIPS Journal Article

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Did the Massachusetts healthcare reform make people happier?, Seonghoon KIM and Kanghyock KOH Working Paper

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Does health insurance make people happier? Evidence from Massachusetts’ healthcare reform, Seonghoon KIM and Kanghyock KOH Working Paper

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Identifying latent grouped patterns in panel data models with interactive fixed effects, Liangjun SU and Gaosheng JU Journal Article

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Volume, volatility, and public news announcements, Tim BOLLERSLEV, Jia LI, and Yuan XUE Journal Article

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Aging suppresses skin-derived circulating SDF1 to promote full-thickness tissue regeneration, Mailyn A. Nishiguchi, Casey A. Spencer, Denis H. Y. LEUNG, and Thomas H. Leung Journal Article

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Comment on: Limit of random measures associated with the increments of a Brownian Semimartingale, Jia LI and Dacheng XIU Journal Article

Determining the number of communities in degree-corrected stochastic block models, Shujie MA, Liangjun SU, and Yichong ZHANG Working Paper

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Does foreign direct investment lead to industrial agglomeration?, Wen-Tai HSU, Yi LU, Xuan LUO, and Lianming ZHU Working Paper

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Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter, Nicolas DEBARSY and Zhenlin YANG Journal Article

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

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Homogeneity pursuit in panel data models: Theory and application, Wuyi WANG, Peter C. B. PHILLIPS, and Liangjun SU Journal Article

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Innovation, firm size distribution, and gains from trade, Yi-Fan CHEN, Wen-Tai HSU, and Shin-Kun PENG Working Paper

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Random assignment of bundles, Shurojit CHATTERJI and Peng LIU Working Paper

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Sharing sequential values in a network, Ruben JUAREZ, Yu Ko CHIU, and Jingyi XUE Journal Article

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Bootstrap LM tests for higher-order spatial effects in spatial linear regression models, Zhenlin YANG Journal Article

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Financial bubble implosion and reverse regression, Peter C. B. PHILLIPS and Shu-Ping SHI Journal Article

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Has the development gap between the ethnic minority and majority groups narrowed in Vietnam?: Evidence from household surveys, Tomoki FUJII Journal Article

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

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The role of royalties in resource extraction contracts, Robert F. CONRAD, Robert Bryce HOOL, and Denis NEKIPELOV Journal Article

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Unified M-estimation of fixed-effects spatial dynamic models with short panels, Zhenlin YANG Journal Article

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Asymptotics and bootstrap for random-effects panel data transformation models, Liangjun SU and Zhenlin YANG Journal Article

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Boundary limit theory for functional local to unity regression, Anna BYKHOVSKAYA and Peter C. B. PHILLIPS Journal Article

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Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models, Badi H. BALTAGI, Alain PIROTTE, and Zhenlin YANG Working Paper

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Income inequality, productivity, and international trade, Wen-Tai HSU, Lin LU, and Pierre PICARD Working Paper

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New distribution theory for the estimation of structural break point in mean, Liang JIANG, Xiaohu WANG, and Jun YU Journal Article

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Regional prevalence of health worker absenteeism in Tanzania, Tomoki FUJII Working Paper

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Fair division with uncertain needs, Jingyi XUE Journal Article

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Occupational shortage and labor market adjustments: A theory of islands, Joanne TAN and Riccardo ZAGO Working Paper

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Policy innovations for affordable housing in Singapore: From colony to global city, Sock Yong PHANG Book

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The heterogeneous effects of the minimum wage on employment across states, Wuyi WANG, Peter C. B. PHILLIPS, and Liangjun SU Working Paper

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A Dynamic Network Perspective on the Latent Group Structure of Cryptocurrencies, Li GUO, Yubo TAO, and Wolfgang Karl HARDLE Working Paper

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Director tenure diversity and board monitoring effectiveness, Na LI and Aida Sijamic WAHID Magazine Article

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Income and subjective well-being: Evidence from Singapore's first national non-contributory pension, Yanying CHEN and Yi Jin TAN Working Paper

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

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

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

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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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Barriers to labor migration for the rural poor: Experimental evidence from a vocational training program in Bangladesh, Abu S. SHONCHOY, Tomoki FUJII, and Selim RAIHAN 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

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

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