The collection has the Economics and Statistics Working Paper Series published by Singapore Management University School of Economics.

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Submissions from 2007

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Direction-of-change forecasts for Asian equity markets based on conditional variance, skewness and Kurtosis dynamics: International evidence, Peter F. Christoffersen, Francis X. Diebold, Robert S. Mariano, Anthony S. Tay, and Yiu Kuen Tse Working Paper

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Financial variables as predictors of real output growth, Anthony S. Tay Working Paper

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The Evolution and Utilization of the GATT/WTO Dispute Settlement Mechanism, Pao-Li CHANG Working Paper

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A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run, Hian Teck HOON and Edmund S. PHELPS Working Paper

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A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run, Hian Teck HOON and Edmund S. PHELPS Working Paper

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Financial Liberalization and Monetary Policy Cooperation in East Asia, Hwee Kwan CHOW, Peter N. KRIZ, Roberto S. MARIANO, and Augustine H. H. TAN Working Paper

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Asian Currency Baskets: A Useful Surveillance Tool?, Charles ADAMS and Hwee Kwan CHOW Working Paper

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Modeling transaction data of trade direction and estimation of probability of informed trading, Anthony S. TAY, Christopher TING, Yiu Kuen TSE, and Mitch WARACHKA Working Paper

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Temporal Aggregation and Risk-Return Relation, Jin XING, Leping Wang, and Jun YU Working Paper

Submissions from 2006

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A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete Data, Peter C. B. PHILLIPS and Jun YU Working Paper

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Campaign Tactics and Citizens' Electoral Decisions, Massimiliano LANDI and Chun Seng YIP Working Paper

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Environmental and Resource Management under Myopia, Tomoki FUJII Working Paper

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Indirect Inference for Dynamic Panel Models, Christian GOURIEROUX, Peter C. B. PHILLIPS, and Jun YU Working Paper

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Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance, Peter C. B. PHILLIPS and Jun YU Working Paper

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Mixing Frequencies: Stock Returns as a Predictor of Real Output Growth, Anthony S. TAY Working Paper

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Multivariate stochastic volatility, Manabu ASAI, Michael McAleer, and Jun YU Working Paper

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Simulation-Based Estimation of Contingent-Claims Prices, Peter C. B. PHILLIPS and Jun YU Working Paper

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On Joint Modelling and Testing for Local and Global Spatial Externalities, Zhenlin YANG Working Paper

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What Matter for Child Development?, Fali HUANG Working Paper

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Higher Order Bias Correcting Moment Equation for M-Estimation and Its Higher Order Efficiency, Kyoo-il KIM Working Paper

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On the Magnet Effect of Foreign Direct Investment, Pao Li Chang and Chia-Hui LU Working Paper

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Semiparametric Estimation of Signaling Games, Kyoo-il KIM Working Paper

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Set Inference for Semiparametric Discrete Games, Kyoo-il KIM Working Paper

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Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities, Kyoo-il KIM Working Paper

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Protection for Sale under Monopolistic Competition: An Empirical Investigation, Pao Li CHANG and Myoung-Jae LEE Working Paper

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The Coevolution of Economic and Political Development, Fali HUANG Working Paper

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A Spatial Analysis of the XIII Italian Legislature, Massimiliano LANDI and Riccardo PELIZZO Working Paper

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Growth Accounting for a Follower-Economy in a World of Ideas: The Example of Singapore, Kong Weng HO and Hian Teck HOON Working Paper

Integration versus Domestic Outsourcing, Kong Weng HO and Randy Tan Working Paper

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The Transition from Relational to Legal Contract Enforcement, Fali HUANG Working Paper

Top-Tier versus Bottom-Tier Outsourcing, Kong Weng HO and Eng Siong Ang Working Paper

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External Debt, Adjustment, and Growth, Roberto S. MARIANO and Delano VILLANUEVA Working Paper

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Employee Screening: Theory and Evidence, Fali HUANG and Peter CAPPELLI Working Paper

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Expectations, Animal Spirits, and Evolutionary Dynamics, Angelo ANTOCI, Massimiliano LANDI, and Pier Luigi SACCO Working Paper

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Underpriced Default Spread Exacerbates Market Crashes, Winston T. H. KOH, Roberto S. S. MARIANO, Andrey PAVLOV, Sock Yong PHANG, Augustine H. H. TAN, and Susan M. WACHTER Working Paper

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Central Asia: Mapping Future Prospects, Malcolm DOWLING and Ganeshan Wignaraja Working Paper

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Central Asia's Transition after Fifteen Years: Growth and Policy Choices, Malcolm DOWLING and Ganeshan Vignaraja Working Paper

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Competition Policy in Indonesia, Malcolm DOWLING Working Paper

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Effects of technological improvement in the ICT producing sector on business activity, Hian Teck HOON and Edmund S. PHELPS Working Paper

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Homeostasis and Well Being, Malcolm DOWLING and Chin Fang YAP Working Paper

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How Well Can We Target Resources with Quick-and-Dirty Data?: Empirical Results from Cambodia, Tomoki FUJII Working Paper

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Strategy Meets Evolution: Games Suppliers and Producers Play, Brishti GUHA Working Paper

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Does Governance Matter? Yes, No or Maybe Some Evidence from Developing Asia, M. G. Quibria Working Paper

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Measuring Global Poverty Right: Mission Impossible?, M. G. Quibria Working Paper

Submissions from 2005

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China's Changing Economic Structures and its Implications for Regional Patterns of Trade Production and Integration, Kim Song TAN and Hoe Ee KHOR Working Paper

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Determinants of job turnover intentions: Evidence from Singapore, Xiaolin XING and Zhenlin YANG Working Paper

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Future Targets and Multiple Equilibria, Ashok S. GUHA and Brishti GUHA Working Paper

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Comment on "Realized Variance and Market Microstructure Noise" by Peter R. Hansen and Asger Lunde, Peter C. B. PHILLIPS and Jun YU Working Paper

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Games Suppliers and Producers Play: Upstream and Downstream Moral Hazard with Unverifiable Input Quality, Brishti GUHA Working Paper

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Green Revolutions and Miracle Economies: Agricultural Innovation, Trade and Growth, Brishti GUHA Working Paper

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Honesty and Intermediation: Corporate Cheating, Auditor Involvement and the Implications for Development, Brishti GUHA Working Paper

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The Auditor and the Firm: A Simple Model of Corporate Cheating and Intermediation, Brishti GUHA Working Paper

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The Case of the Errant Executive: Management, Control and Firm Size in Corporate Cheating, Brishti GUHA Working Paper

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Trade, Growth and Increasing Returns to Infrastructure: The Role of the Sophisticated Monopolist, Ashok S. GUHA and Brishti GUHA Working Paper

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The 2004 Global Labour Survey: Working Institution and Practices around the World, Davin CHOR and Richard B. FREEMAN Working Paper

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Micro-Level Estimation of Child Malnutrition Indicators and Its Application in Cambodia, Tomoki FUJII Working Paper

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A two-stage realized volatility approach to the estimation for diffusion processes from discrete observations, Peter C. B. PHILLIPS and Jun YU Working Paper

Effects of Family and A-Level Grades on College Major Choice and Academic Performance, Kong Weng HO and Haoming Liu Working Paper

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Non-Market Leadership Experience and Labor Market Success: Evidence from Military Rank, Myoung-Jae LEE and Chun Seng YIP Working Paper

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Corruption across Countries and Regions: Some Consequences of Local Osmosis, Raaj SAH Working Paper

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Household Demand, Network Externality Effects and Intertemporal Price Discrimination, Winston T. H. KOH Working Paper

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Some Patterns of Market Shares of Brands within and across Product Categories, Rajeev KOHLI and Raaj SAH Working Paper

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Sustainable External Debt Levels: Estimates for Selected Asian Countries, Roberto S. Mariano and Delano Villanueva Working Paper

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Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period, Winston T. H. KOH and Edward H. K. NG Working Paper

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Future Job Prospects in Singapore, Hian Teck HOON Working Paper

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The Micro-Foundations of Intertemporal Price Discrimination, Winston T. H. KOH Working Paper

Submissions from 2004

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L S Penrose's Limit Theorem: Tests by Simulation, Pao-Li CHANG, Vincent CHUA, and Moshe MACHOVER Working Paper

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On Measuring Influence in Non-Binary Voting Games, Vincent CHUA and C. H. Ueng Working Paper

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Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility, Jun YU Working Paper

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Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison, Jun YU and Renate MEYER Working Paper

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Constructing a Coincident Index of Business Cycles without Assuming a One-Factor Model, Roberto S. MARIANO and Yasutomo MURASAWA Working Paper

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Trans-Normal distribution: A flexible model for duration and event-time data, Zhenlin YANG Working Paper

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A VAR analysis of Singapore's monetary transmission mechanism, Hwee Kwan CHOW Working Paper

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Future Fiscal and Budgetary Shocks, Hian Teck HOON and Edmund S. PHELPS Working Paper

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Modular Production Networks in Electronics: The Nexus between Management and Economics Research, Byron Gangnes and Ari Van Assche Working Paper

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The Optimal Design of Fallible Organizations: Invariance of Optimal Decision Criterion and Uniqueness of Hierarchy and Polyarchy Structures, Winston T. H. KOH Working Paper

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Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore, Sing-Fat CHU, Winston T. H. KOH, and Yiu Kuen TSE Working Paper

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From Efficiency-Driven to Innovation-Driven Economic Growth: Perspectives from Singapore, Kim Song TAN and Sock-Yong PHANG Working Paper

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On Leverage in a Stochastic Volatility Model, Jun YU Working Paper

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Social Trust and Economic Governance, Fali HUANG Working Paper

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Have U.S. - Japan Trade Agreements Made a Difference?, Byron Gangnes and Craig Parsons Working Paper

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Modeling the Firm-Size Distribution Using Box-Cox Heteroscedastic Regression, Zhenlin YANG and Yiu Kuen TSE Working Paper

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The Empirical Relationship between Exchange Rates and Interest Rates in Post-Crisis Asia, Hwee Kwan Chow and Yoonbai KIM Working Paper

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Trade, Capital Accumulation and Structural Unemployment: An Empirical Study of the Singapore Economy, Hiau Looi KEE and Hian Teck HOON Working Paper

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Why Is China So Competitive? Measuring and Explaining China's Competitiveness, F. Gerard ADAMS, Byron Gangnes, and Yochanan Shachmurove Working Paper

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Congestion Control and Vehicle Ownership Restriction: The Choice of an Optimal Quota Policy, Winston T. H. KOH Working Paper

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Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach, Hwee Kwan Chow and Keen Meng Choy Working Paper

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Social Trust, Cooperation, and Human Capital, Fali HUANG Working Paper

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The Politics of WTO Enforcement Mechanism, Pao-Li CHANG Working Paper

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The Structuralist Perspective on Real Exchange Rate, Share Price Level and Employment Path: What Room Is Left for Money?, Edmund S. Phelps, Hian Teck HOON, and Gylfi ZOEGA Working Paper

Submissions from 2003

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Fiducial predictive densities and econometric duration analysis, Zhenlin YANG Working Paper

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A Survey on Physical Delivery Versus Cash Settlement in Futures Contracts, Donald LIEN and Yiu Kuen TSE Working Paper

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Tests of Functional Form and Heteroscedasticity, Zhenlin YANG and Yiu Kuen TSE Working Paper

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A Formal Test of Density Forecast Evaluation, Anil K. BERA and Aurobindo GHOSH Working Paper

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An Empirical Examination of IPO Underpricing in the Chinese A-Share Market, Ting YU and Yiu Kuen TSE Working Paper

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Open Versus Sealed-Bid Auctions: Testing for Revenue Equivalence under Singapore's Vehicle Quota System, Winston T. H. KOH, Roberto S. MARIANO, and Yiu Kuen TSE Working Paper

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What has luck got to do with economic development? An interpretation of resurgent Asia's growth experience, Hing-Man LEUNG, Swee Liang TAN, and Zhenlin YANG Working Paper

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On the Asymptotic Effect of Substituting Estimators for Nuisance Parameters in Inferential Statistics, Zhenlin YANG, Yiu Kuen TSE, and Zhidong BAI Working Paper

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Catch-up Growth Based on International Talent Mobility in an Idea-Based World, Yu QUAN and Hian Teck HOON Working Paper

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Determinants of Voluntary Job-to-Job Mobility, Xiaolin XING and Zhenlin YANG Working Paper