Submissions from 2007
Temporal Aggregation and Risk-Return Relation, Jin XING, Leping Wang, and Jun YU Working Paper
Submissions from 2006
A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete Data, Peter C. B. PHILLIPS and Jun YU Working Paper
Campaign Tactics and Citizens' Electoral Decisions, Massimiliano LANDI and Chun Seng YIP Working Paper
Environmental and Resource Management under Myopia, Tomoki FUJII Working Paper
Indirect Inference for Dynamic Panel Models, Christian GOURIEROUX, Peter C. B. PHILLIPS, and Jun YU Working Paper
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance, Peter C. B. PHILLIPS and Jun YU Working Paper
Mixing Frequencies: Stock Returns as a Predictor of Real Output Growth, Anthony S. TAY Working Paper
Multivariate stochastic volatility, Manabu ASAI, Michael McAleer, and Jun YU Working Paper
Simulation-Based Estimation of Contingent-Claims Prices, Peter C. B. PHILLIPS and Jun YU Working Paper
On Joint Modelling and Testing for Local and Global Spatial Externalities, Zhenlin YANG Working Paper
What Matter for Child Development?, Fali HUANG Working Paper
Higher Order Bias Correcting Moment Equation for M-Estimation and Its Higher Order Efficiency, Kyoo-il KIM Working Paper
On the Magnet Effect of Foreign Direct Investment, Pao Li Chang and Chia-Hui LU Working Paper
Semiparametric Estimation of Signaling Games, Kyoo-il KIM Working Paper
Set Inference for Semiparametric Discrete Games, Kyoo-il KIM Working Paper
Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities, Kyoo-il KIM Working Paper
Protection for Sale under Monopolistic Competition: An Empirical Investigation, Pao Li CHANG and Myoung-Jae LEE Working Paper
The Coevolution of Economic and Political Development, Fali HUANG Working Paper
A Spatial Analysis of the XIII Italian Legislature, Massimiliano LANDI and Riccardo PELIZZO Working Paper
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
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
External Debt, Adjustment, and Growth, Roberto S. MARIANO and Delano VILLANUEVA Working Paper
Employee Screening: Theory and Evidence, Fali HUANG and Peter CAPPELLI Working Paper
Expectations, Animal Spirits, and Evolutionary Dynamics, Angelo ANTOCI, Massimiliano LANDI, and Pier Luigi SACCO Working Paper
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
Central Asia: Mapping Future Prospects, Malcolm DOWLING and Ganeshan Wignaraja Working Paper
Central Asia's Transition after Fifteen Years: Growth and Policy Choices, Malcolm DOWLING and Ganeshan Vignaraja Working Paper
Competition Policy in Indonesia, Malcolm DOWLING Working Paper
Effects of technological improvement in the ICT producing sector on business activity, Hian Teck HOON and Edmund S. PHELPS Working Paper
Homeostasis and Well Being, Malcolm DOWLING and Chin Fang YAP Working Paper
How Well Can We Target Resources with Quick-and-Dirty Data?: Empirical Results from Cambodia, Tomoki FUJII Working Paper
Strategy Meets Evolution: Games Suppliers and Producers Play, Brishti GUHA Working Paper
Does Governance Matter? Yes, No or Maybe Some Evidence from Developing Asia, M. G. Quibria Working Paper
Measuring Global Poverty Right: Mission Impossible?, M. G. Quibria Working Paper
Submissions from 2005
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
Determinants of job turnover intentions: Evidence from Singapore, Xiaolin XING and Zhenlin YANG Working Paper
Future Targets and Multiple Equilibria, Ashok S. GUHA and Brishti GUHA Working Paper
Comment on "Realized Variance and Market Microstructure Noise" by Peter R. Hansen and Asger Lunde, Peter C. B. PHILLIPS and Jun YU Working Paper
Games Suppliers and Producers Play: Upstream and Downstream Moral Hazard with Unverifiable Input Quality, Brishti GUHA Working Paper
Green Revolutions and Miracle Economies: Agricultural Innovation, Trade and Growth, Brishti GUHA Working Paper
Honesty and Intermediation: Corporate Cheating, Auditor Involvement and the Implications for Development, Brishti GUHA Working Paper
The Auditor and the Firm: A Simple Model of Corporate Cheating and Intermediation, Brishti GUHA Working Paper
The Case of the Errant Executive: Management, Control and Firm Size in Corporate Cheating, Brishti GUHA Working Paper
Trade, Growth and Increasing Returns to Infrastructure: The Role of the Sophisticated Monopolist, Ashok S. GUHA and Brishti GUHA Working Paper
The 2004 Global Labour Survey: Working Institution and Practices around the World, Davin CHOR and Richard B. FREEMAN Working Paper
Micro-Level Estimation of Child Malnutrition Indicators and Its Application in Cambodia, Tomoki FUJII Working Paper
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
Non-Market Leadership Experience and Labor Market Success: Evidence from Military Rank, Myoung-Jae LEE and Chun Seng YIP Working Paper
Corruption across Countries and Regions: Some Consequences of Local Osmosis, Raaj SAH Working Paper
Household Demand, Network Externality Effects and Intertemporal Price Discrimination, Winston T. H. KOH Working Paper
Some Patterns of Market Shares of Brands within and across Product Categories, Rajeev KOHLI and Raaj SAH Working Paper
Sustainable External Debt Levels: Estimates for Selected Asian Countries, Roberto S. Mariano and Delano Villanueva Working Paper
Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period, Winston T. H. KOH and Edward H. K. NG Working Paper
Future Job Prospects in Singapore, Hian Teck HOON Working Paper
The Micro-Foundations of Intertemporal Price Discrimination, Winston T. H. KOH Working Paper
Submissions from 2004
L S Penrose's Limit Theorem: Tests by Simulation, Pao-Li CHANG, Vincent CHUA, and Moshe MACHOVER Working Paper
On Measuring Influence in Non-Binary Voting Games, Vincent CHUA and C. H. Ueng Working Paper
Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility, Jun YU Working Paper
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison, Jun YU and Renate MEYER Working Paper
Constructing a Coincident Index of Business Cycles without Assuming a One-Factor Model, Roberto S. MARIANO and Yasutomo MURASAWA Working Paper
Trans-Normal distribution: A flexible model for duration and event-time data, Zhenlin YANG Working Paper
A VAR analysis of Singapore's monetary transmission mechanism, Hwee Kwan CHOW Working Paper
Future Fiscal and Budgetary Shocks, Hian Teck HOON and Edmund S. PHELPS Working Paper
Modular Production Networks in Electronics: The Nexus between Management and Economics Research, Byron Gangnes and Ari Van Assche Working Paper
The Optimal Design of Fallible Organizations: Invariance of Optimal Decision Criterion and Uniqueness of Hierarchy and Polyarchy Structures, Winston T. H. KOH Working Paper
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
From Efficiency-Driven to Innovation-Driven Economic Growth: Perspectives from Singapore, Kim Song TAN and Sock-Yong PHANG Working Paper
On Leverage in a Stochastic Volatility Model, Jun YU Working Paper
Social Trust and Economic Governance, Fali HUANG Working Paper
Have U.S. - Japan Trade Agreements Made a Difference?, Byron Gangnes and Craig Parsons Working Paper
Modeling the Firm-Size Distribution Using Box-Cox Heteroscedastic Regression, Zhenlin YANG and Yiu Kuen TSE Working Paper
The Empirical Relationship between Exchange Rates and Interest Rates in Post-Crisis Asia, Hwee Kwan Chow and Yoonbai KIM Working Paper
Trade, Capital Accumulation and Structural Unemployment: An Empirical Study of the Singapore Economy, Hiau Looi KEE and Hian Teck HOON Working Paper
Why Is China So Competitive? Measuring and Explaining China's Competitiveness, F. Gerard ADAMS, Byron Gangnes, and Yochanan Shachmurove Working Paper
Congestion Control and Vehicle Ownership Restriction: The Choice of an Optimal Quota Policy, Winston T. H. KOH Working Paper
Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach, Hwee Kwan Chow and Keen Meng Choy Working Paper
Social Trust, Cooperation, and Human Capital, Fali HUANG Working Paper
The Politics of WTO Enforcement Mechanism, Pao-Li CHANG Working Paper
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
Fiducial predictive densities and econometric duration analysis, Zhenlin YANG Working Paper
A Survey on Physical Delivery Versus Cash Settlement in Futures Contracts, Donald LIEN and Yiu Kuen TSE Working Paper
Tests of Functional Form and Heteroscedasticity, Zhenlin YANG and Yiu Kuen TSE Working Paper
A Formal Test of Density Forecast Evaluation, Anil K. BERA and Aurobindo GHOSH Working Paper
An Empirical Examination of IPO Underpricing in the Chinese A-Share Market, Ting YU and Yiu Kuen TSE Working Paper
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
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
On the Asymptotic Effect of Substituting Estimators for Nuisance Parameters in Inferential Statistics, Zhenlin YANG, Yiu Kuen TSE, and Zhidong BAI Working Paper
Catch-up Growth Based on International Talent Mobility in an Idea-Based World, Yu QUAN and Hian Teck HOON Working Paper
Determinants of Voluntary Job-to-Job Mobility, Xiaolin XING and Zhenlin YANG Working Paper
Market Structure and Performance: An Anti-Trust Story of Endogenous Growth, Hing-Man LEUNG Working Paper
Markov Switching GARCH Models of Currency Crises in Southeast Asia, Celso BRUNETTI, Roberto S. MARIANO, Chiara SCOTTI, and Augustine H. H. TAN Working Paper
Optimal Sequential Decision Architectures and the Robustness of Hierarchies and Polyarchies, Winston T. H. KOH Working Paper
Service Links and Wage Inequality, Kong Weng HO and Hian Teck HOON Working Paper
Competitiveness and Price Convergence on the Internet: Evidence from the Online DVD Market, Xiaolin XING, Fang Fang TANG, and Zhenlin YANG Working Paper
Education, Technological Progress and Economic Growth, Winston T. H. KOH and Hing-Man LEUNG Working Paper
Effects of Electronic Trading on the Hang Seng Index Futures Market, Joseph FUNG, Donald LIEN, Yiuman TSE, and Yiu Kuen TSE Working Paper
Incentive compatibility in multi-unit auctions, Sushil BIKHCHANDANI, Shurojit CHATTERJI, and Arunava SEN Working Paper