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Submissions from 2016

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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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Housing policies in Singapore, PHANG Sock Yong and Matthias HELBLE Book Chapter

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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

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

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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

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New Distribution Theory for the Estimation of Structural Break Point in Mean, Liang JIANG, Xiaohu WANG, and Jun YU Working Paper

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Robust Information Cascade with Endogenous Ordering, Yi ZHANG Working Paper

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Semiparametric estimation of partially linear dynamic panel data models with fixed effects, Liangjun SU and Yonghui ZHANG Book Chapter

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Shrinkage estimation of dynamic panel data models with interactive fixed effects, Xun LU and Liangjun SU Journal Article

Singapore’s housing policies: Responding to the challenges of economic transitions, Sock Yong PHANG Book Chapter

Which class and what squeezes? Relationships with wellbeing, national pride, and inequality, Kong Weng HO Book Chapter

Submissions from 2015

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Adaptive nonparametric regression with conditional heteroskedasticity, Sainan JIN, Liangjun SU, and Zhijie XIAO 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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CSI Agent on a Mission Game App, Ju Mae Rosie CHING Conference Paper

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Institutional complementarity across countries in bilateral FDI flows: Theory and evidence, Pao-Li CHANG Working Paper

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Intraday Value-at-Risk: An asymmetric autoregressive conditional duration approach, Shouwei LIU and Yiu Kuen TSE Journal Article

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Linear programming-based estimators in nonnegative autoregression, Daniel P. A. PREVE Journal Article

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New methodology for constructing real estate price indices applied to the Singapore residential market, Liang JIANG, Peter C. B. PHILLIPS, and Jun YU Journal Article

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The Impact of Agglomeration Economies on Hospital Input Prices, Andrew FRIEDSON and Jing LI Journal Article

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Trade Integration, Income Divergence, and Global Imbalances, Haiping ZHANG Working Paper

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

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A Bayesian Chi-squared test for hypothesis testing, Yong LI, Xiaobin LIU, and Jun YU Journal Article

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Cointegration of matched home purchases and rental price indexes: Evidence from Singapore, Badi H. BALTAGI and JING LI Journal Article

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Improved Inferences for Spatial Regression Models, Shew Fan LIU and Zhenlin YANG Journal Article

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Optimal Taxation and Debt with Uninsurable Risks to Human Capital Accumulation, Piero GOTTARDI, Atsushi KAJII, and Tomoyuki NAKAJIMA Journal Article

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Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks, Degui LI, Junhui QIAN, and Liangjun SU Working Paper

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Remittances without borders, TAN Swee Liang, S. N. Venkataramanan, and Anil KISHORA Magazine Article

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Supplement to two papers on multiple bubbles [Online supplementary materials], Peter C. B. PHILLIPS, Shuping SHI, and Jun YU Journal Article

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Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500, Peter C. B. PHILLIPS, Shuping SHI, and Jun YU Journal Article

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Testing for multiple bubbles: Limit theory of real-time detectors, Peter C. B. PHILLIPS, Shuping SHI, and Jun YU Journal Article