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 2017

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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

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Efficient augmented inverse probability weighted estimation in missing data problems, Jing QIN, Biao ZHANG, and Denis H. Y. Leung Journal Article

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Estimating smooth structural change in cointegration models, Peter C. B. PHILLIPS, Degui LI, and Jiti GAO Journal Article

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Jump regressions, Jia LI, Viktor TODOROV, and George TAUCHEN Journal Article

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Mixed-scale jump regressions with bootstrap inference, Jia LI, Viktor TODOROV, and George TAUCHEN Journal Article

Monetary policy framework for the Royal Government of Bhutan, Hwee Kwan CHOW-TAN Book Chapter

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On estimating market microstructure noise variance, Yingjie DONG and Yiu Kuen TSE Journal Article

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Reducing extreme poverty through skill training for industry job placement, Abu S. SHONCHOY, Selim RAIHAN, and Tomoki FUJII Report

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Retirement adequacy of mature workers in Singapore, Rhema VAITHIANATHAN and Stephen HOSKINS Report

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Strategy-proofness of the probabilistic serial rule on sequentially dichotomous domains, Peng LIU Working Paper

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Worker selection, hiring, and vacancies, Ismail BAYDUR Journal Article

Submissions from 2016

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Endogenous quality choice, signaling, and welfare, Gea M. LEE and Seung Han YOO Working Paper

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Panel data models with interactive fixed effects and multiple structural breaks, Degui LI, Junhui QIAN, and Liangjun SU Journal Article

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Sharing Sequential Values in a Network, Ruben JUAREZ, Chiu Yu KO, and Jingyi XUE Working Paper

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Shrinkage estimation of regression models with multiple structural changes, Junhai QIAN and Liangjun SU Journal Article

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Weak convergence to stochastic integrals for econometric applications, Hanying LIANG, Peter C. B. PHILLIPS, Hanchao WANG, and Qiying WANG Journal Article

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Asymptotically refined score and GOF tests for inverse Gaussian models, Anthony F. DESMOND and Zhenlin YANG Journal Article

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Bias correction and refined inferences for fixed effects spatial panel data models, Zhenlin YANG, Jihai YU, and Shew Fan LIU Journal Article

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Homogeneity pursuit in panel data models: Theory and applications, Wuyi WANG, Peter C. B. PHILLIPS, and Liangjun SU Working Paper

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Identifying latent structures in panel data, Liangjun SU, Zhentao SHI, and Peter C. B. PHILLIPS Journal Article

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Invitation strategy for cutting edge industries through MNCs and global talents: The case of Singapore, Kim Song TAN Book Chapter

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Semiparametric single index panel data models with interactive fixed effects: Theory and practice, Guohua FENG, Bin PENG, Liangjun SU, and Thomas Tao YANG Working Paper

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Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data, Cheng LIU, Ningning XIA, and Jun YU Working Paper

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A practical test for strict exogeneity in linear panel data models with fixed effects, Liangjun SU, Yonghui ZHANG, and Jie WEI Journal Article

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Catalyst of business cycle synchronization in East Asia, Hui-Ying. SNG, Liyu DOU, and Pradumna Bickram. RANA Journal Article

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Estimating the volatility occupation time via regularized Laplace inversion, Jia LI, Viktor TODOROV, and TAUCHEN (George) Journal Article

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Mismatches in tax outcomes in the light of BEPS actions 2 and 5, Lukas MECHTLER and Cindy Siu Ching WONG Working Paper

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Need based aid from selective universities and the achievement gap between rich and poor, Sunha MYONG Working Paper

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New skills at work: Managing skills challenges in ASEAN-5, Kim Song TAN and James T. H. TANG Book

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Robust forecast comparison, Sainan JIN, Valentina Corradi, and Norman R. Swanson Journal Article

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Tackling technology disruption in the financial sector: Are the current Singapore government incentives and labour force preparations adequate?, Swee Liang TAN Presentation

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Territorial tax system reform and the financial behavior of multinational firms, Jing XING, Stephen BOND, and Giorgia MAFFINI Working Paper

Testing of non-inferiority and superiority for three-arm clinincal studies with multiple experimental treatments, JunJiang ZHONG, Koon Shing KWONG, and Siu Hung CHEUNG Journal Article

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Asset pricing with financial bubble risk, Ji Hyung LEE and Peter C. B. PHILLIPS Journal Article

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Asset pricing with financial bubble risk, Ji Hyung LEE and Peter C. B. PHILLIPS Conference Proceeding Article

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Associationistic luce rule, Jiangtao LI and Rui TANG Working Paper

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Asymptotic Theory for Estimating the Persistent Parameter in the Fractional Vasicek Model, Weilin XIAO and Jun YU Working Paper

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Climate change and vulnerability to poverty: An empirical investigation in rural Indonesia, Tomoki FUJII Book Chapter

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Concepts and measurement of vulnerability to poverty and other issues: A review of literature, Tomoki FUJII Book Chapter

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Incense burning during pregnancy and birth weight and head circumference among term births: The Taiwan birth cohort study, Le-Yu CHEN and Christine HO Journal Article

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

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Is Predicted Data a Viable Alternative to Real Data?, Tomoki FUJII and Roy VAN DER WEIDE Working Paper

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Modeling speculative bubbles with diverse investor expectations, Peter C. B. PHILLIPS Journal Article

Quasi-hidden Markov model and its applications in change-point problems, WU Zhengxiao Journal Article

Contract Enforceability and the (In)efficiency of Worker Turnover, Nicolas Laurent JACQUET Working Paper

Credit market frictions and political failure, Madhav S. ANEY, Maitreesh GHATAK, and Massimo MORELLI Journal Article

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Free entry and social inefficiency in vertical relationships: The case of the Japanese MRI industry, Ken ONISHI, Naoki WAKAMORI, Chiyo HASHIMOTO, and Shun-ichiro BESSHO Working Paper

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Lumpy investment, lumpy inventories, Ruediger BACHMANN and Lin MA Journal Article

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Sequential auctions with descending reserve prices, Massimiliano LANDI Conference Proceeding Article

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Step-up procedures for non-inferiority tests with multiple experimental treatments, Koon Shing KWONG, Siu Hung CHEUNG, and Anthony J. HAYTER Journal Article

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Double asymptotics for explosive continuous time models, Xiaohu WANG and Jun YU Journal Article

Double asymptotics for explosive continuous time models, Xiaohu WANG and Jun YU Journal Article

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Generalized method of integrated moments for high-frequency data, Jia LI and Dacheng XIU Journal Article

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Gray's anatomy: Understanding uncertainty, Juliana Yu SUN and Roberto M. SAMANIEGO Working Paper

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Inference theory on volatility functional dependencies, Jia LI, Viktor TODOROV, and George. TAUCHEN Journal Article

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Productivity Growth and Structural Transformation, Roberto SAMANIEGO and Juliana Y. SUN Journal Article

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Singapore: Real state control, Sock Yong PHANG Blog Post

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Testing for monotonicity in unobservables under unconfoundedness, Stefan HODERLEIN, Liangjun SU, Halbert WHITE, and Thomas Tao YANG Journal Article

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On the role of information in educational choice (Doctoral dissertation), Luca FACCHINELLO Book

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Precautionary Saving with Changing Income Ambiguity, Atsushi KAJII and Jingyi XUE Working Paper

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Robust econometric inference with mixed integrated and mildly explosive regressors, Peter C. B. PHILLIPS and Ji Hyung LEE Journal Article

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Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression, Degui LI, Peter C. B. PHILLIPS, and Jiti GAO Journal Article

Domestic liquidity conditions and monetary policy in Singapore, Hwee Kwan CHOW-TAN Conference Proceeding Article

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Hospital-skilled nursing facility referral linkage reduces readmission rates among Medicare patients receiving major surgery, Andrew J. SCHOENFELD, Xuan ZHANG, David C. GRABOWSKI, Vincent MOR, Joel S. WEISSMAN, and Momotazur RAHMAN Journal Article

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A characterization of single‐peaked preferences via random social choice functions, Shurojit CHATTERJI, Arunava SEN, and Huaxia ZENG Journal Article

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

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Efficient dynamic mechanisms with interdependent valuations, Wei HE and Jiangtao LI Journal Article

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Energy Price Shocks and External Balances, Bao Tan HUYNH Journal Article

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Harmful transparency in teams, Parimal BAG and Nona PEPITO Journal Article

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Disentangling greenhouse warming and aerosol cooling to reveal Earth's climate sensitivity, T. Storelvmo, T. Leirvik, U. Lohmann, Peter C. B. PHILLIPS, and M. Wild Journal Article

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Entrepreneurship, College and Credit: The Golden Triangle, Roberto M Samaniego and Juliana Yu SUN Working Paper

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Entrepreneurship, Education and Credit: The Golden Triangle, Roberto M. SAMANIEGO and Juliana Yu SUN Working Paper

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Investment-Specific Technical Change and Growth around the World, Roberto M. SAMANIEGO and Juliana Yu SUN Working Paper

Investment-specific technical change as a factor of economic growth, Roberto M. SAMANIEGO and Juliana Yu SUN Working Paper

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Macroeconomic effects of energy price shocks on the business cycle, Bao Tan HUYNH Journal Article

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Nonparametric Cointegrating Regression with Endogeneity and Long Memory, Qiying WANG and Peter C. B. PHILLIPS Journal Article

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Returns to education for women, assortative marriage matching, and home production, Sunha MYONG Working Paper

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A general framework for price regulation of airports, Sock Yong PHANG Journal Article

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Contributions to the Committee on the Future Economy, Singapore Management University Report

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Estimation of Large Dimensional Factor Models with an Unknown Number of Breaks, Shujie MA and Liangjun SU Working Paper

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Housing Policies in Singapore, Sock Yong PHANG and Matthias HELBLE Working Paper

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Implementation with transfers, Yi-Chun CHEN, Takashi KUNIMOTO, and Yifei SUN Working Paper

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Model selection for explosive models, Yubo TAO and Jun YU Working Paper

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Optimal International Agreement and Restriction on Domestic Efficiency, Gea M. LEE Journal Article

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Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso, Junhui QIAN and Liangjun SU Journal Article

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Sieve instrumental variable quantile regression estimation of functional coefficient models, Liangjun SU and Tadao HOSHINO Journal Article

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Subsidies and countervailing duties, Gea M. LEE Book Chapter

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Are House Prices Driven by Capital Flows? Evidence from Singapore, Hwee Kwan CHOW and Taojun XIE Journal Article

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Common Threshold in Quantile Regressions with an Application to Pricing for Reputation, Liangjun SU, Pai XU, and Heng JU Working Paper

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Constrained Inefficiency and Optimal Taxation with Uninsurable Risks, Piero GOTTARDI, Atsushi KAJII, and Tomoyuki NAKAJIMA Journal Article

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Granger Causality and Structural Causality in Cross-Section and Panel Data, Xun LU, Liangjun SU, and Halbert WHITE Working Paper

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Is urban food demand in the Philippines different from China?, Tomoki FUJII Book Chapter

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Quantity Discounts and Capital Misallocation in Vertical Relationships, Ken ONISHI Working Paper

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Testing for Monotonicity in Unobservables under Unconfoundedness, Stefan HODERLEIN, Liangjun SU, Halbert WHITE, and Thomas Tao YANG Working Paper

A selective review of Aman Ullah’s contributions to econometrics, Yong BAO, Yanqin FAN, Liangjun SU, and Victoria ZINDE-WALSH Book Chapter

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Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres, Ryan GREENAWAY-MCGREVY and Peter C. B. PHILLIPS Journal Article

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Inference in near-singular regression, Peter C. B. PHILLIPS Journal Article

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Meritocracy Voting: Measuring the Unmeasurable, Peter C. B. PHILLIPS Journal Article