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编号论文标题期刊作者SSCISCIEI
1Business Cycle Asymmetry in China: Evidence from Friedman’s Plucking ModelChina & World EconomyTingguo Zheng, Yujuan Teng, Tao Song2010SSCI

2Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models Via Nonparametric RegressionEconometric TheoryBin Chen, Yongmiao Hong2010SSCISCI
3Exploring The Relationship Between Vehicle Safety and Fuel Efficiency in Automotive DesignTransportation Research part DChialin Chen, Yu Ren2010SSCISCI
4
Oxford Handbook On Statistics and Functional Data Analysis
2010


5Global Economic Activity and Crude Oil Prices: A Cointegration AnalysisEnergy EconomicsYanan He, Shouyang Wang, Kin Keung Lai2010SSCI

6Modeling The Dynamics of Chinese Spot Interest RatesJournal of Banking & FinanceYongmiao Hong, Hai Lin, Shouyang Wang2010SSCI

7The Relationship Between Oil Price Shocks and China's Macro-Economy: An Empirical AnalysisEnergy PolicyLimin Du, Yanan He, Chu Wei2010SSCISCI
8A Financial Engineering Approach to Identity Stock Market BubbleSystems Enigeering ProcediaGuojin Chen, Cheng Yan2011


9A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with An Application to The Estimation of Hedonic Housing Prices in ParisAdvances in Statistical AnalysisGeorges Bresson, Cheng Hsiao2011
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10Co-Movements of Shanghai and New York Stock Prices by Time-Varying RegressionsJournal of Comparative EconomicsGregory C. Chow, Changjiang Liu, Linlin Niu2011SSCI

11Comparison of Forecasting Methods with An Application to Predicting Excess Equity PremiumMathematics and Computers in SimulationCheng Hsiao, Shui Ki Wan2011
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12Detecting Misspecifications in Autoregressive Conditional Duration Models and Non-Negative Time-Series ProcessesJournal of Time Series AnalysisYongmiao Hong, Yoon-Jin Lee2011
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13Financial Volatility Forecasting with Range-Based Autoregressive Volatility ModelFinance Research LettersHongquan Li, Yongmiao Hong2011SSCI

14GDP数据修正对经济周期测定的影响统计研究郑挺国, 郭辉铭2011


15Generalized Spectral Testing for Multivariate Continuous-Time ModelsJournal of EconometricsBin Chen, Yongmiao Hong2011SSCISCI
16Method of Moments Estimation and Identifiability of Semiparametric Nonlinear Errors-In-Variables ModelsJournal of EconometricsLiqun Wang, Cheng Hsiao2011SSCISCI
17Nonparametric Estimation and Testing of Stochastic Discount FactorFinance Research LettersYing Fang, Yu Ren, Yufei Yuan2011SSCI

18Tax Benefits of Debts in China2nd International Conference On Engineering and Business ManagementDengta Chen, Yiming Wang, Lin, Chunhua Lin2011


19Testing The Structure of Conditional Correlations in Multivariate GARCH Models: A Generalized Cross-Spectrum ApproachInternational Economic ReviewNadine McCloud, Yongmiao Hong2011SSCI

20A New Forecasting Model for USD/CNY Exchange RateStudies In Nonlinear Dynamics and EconometricsLinna Chen, Ying Fang2012SSCI

21A Panel Data Approach for Program Evaluation — Measuring The Benefits of Political and Economic Integration of Hong Kong with Mainland ChinaJournal of Applied EconometricsCheng Hsiao, H. Steve Ching, Shui Ki Wan2012SSCI

22An EM Algorithm for Switching Regression with Three RegimesSystems and Informatics (ICSAI), 2012 International Conference, 2221 - 2223 (DOI: 10.1109/ICSAI.2012.6223493,Dengta Chen, Du Yajun2012


23Are Corporate Bond Market Returns Predictable?Journal of Banking & FinanceYongmiao Hong, Hai Lin, Chunchi Wu2012SSCI

24Do Imports Crowd Out Domestic Consumption? A Comparative Study of China,Japan and KoreaChina Economic ReviewChuanglian Chen, Guojin Chen, Shujie Yao2012SSCI

25Does Index Futures Trading Reduce Volatility in The Chinese Stock Market? A Panel Data Evaluation ApproachJournal of Futures MarketsHaiqiang Chen, Qian Han, Yingxing Li, Kai Wu2012SSCI

26Does Information Vault Niagara Falls? Cross-Listed Trading in New York and TorontoJournal of Empirical FinanceHaiqiang Chen, M.S. Choi2012SSCI

27Estimating Forward-Looking Rules for China's Monetary Policy: A Regime-Switching PerspectiveChina Economic ReviewTingguo Zheng, Xia Wang, Huiming Guo2012SSCI

28House Price Bubbles in ChinaChina Economic ReviewYu Ren, Cong Xiong, Yufei Yuan2012SSCI

29Impact of CEPA on The Labor Market of Hong KongChina Economic ReviewSteve Ching, Cheng Hsiao , Shui Ki Wan2012SSCI

30Reducing Asymptotic Bias of Weak InstrumentalStatistics & Probability LettersYing Fang and Jia Su2012
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31Resource Abundance and Economic Growth in ChinaChina Economic ReviewRui Fan, Ying Fang, Sung Y. Park2012SSCI

32Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying CoefficientsJournal of EconometricsZhijie Xiao2012SSCISCI
33Term Structure Forecasting: No-Arbitrage Restrictions Versus Large Information SetJournal of ForecastingCarlo A. Favero, Linlin Niu and Luca Sala2012SSCI

34Testing for Smooth Structural Changes in Time Series Models Via Nonparametric RegressionEconometricaBin Chen and Yongmiao Hong2012SSCISCI
35Testing for The Markov Property in Time SeriesEconometric TheoryBin Chen, Yongmiao Hong2012SSCISCI
36The Validity of Instruments RevisitedJournal of EconometricsDaniel Berkowitz, Mehmet Caner, Ying Fang2012SSCISCI
37Theory and Applications of TAR Model with Two Threshold VariablesEconometric ReviewsHaiqiang Chen, Terence Tai-Leung Chong, Jushan Bai2012SSCISCI
38Weak Instrumental Variables Models for Longitudinal DataEconometric ReviewsYing Fang and Henong Li2012SSCISCI
39A Local Vector Autoregressive Framework and Its Applications to Multivariate Time Series Monitoring and ForecastingStatistics and Its InterfaceYing Chen, Bo Li, Linlin Niu2013
SCI
40A Loss Function Approach to Model Specification Testing and Its Relative EfficiencyAnnals of StatisticsYoonjin Lee and Yongmiao Hong2013
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41A Tale of Two Index Futures: The Intraday Price Discovery and Volatility Transmission Processes Between The China Financial Futures Exchange and The Singapore ExchangeEmerging Markets Finance and TradeBiao Guo, Qian Han, Maonan Liu and Doojin Ryu2013SSCI

42Estimating A Small Open Economy DSGE Model with Indeterminacy: Evidence from ChinaEconomic ModellingZheng Tingguo, Guo Huiming2013SSCI

43Forecasting A Long Memory Process Subject to Structural BreaksJournal of EconometricsCindy Shin-Huei Wang, Luc Bauwens, Cheng Hsiao2013SSCISCI
44How Smooth Is Price Discovery? Evidence from Cross-Listed Stock TradingJournal of International Money and FinanceHaiqiang Chen, Paul Moon Sub Choi, Yongmiao Hong2013SSCI

45Improvement in Finite-Sample Properties of GMM-Based Wald TestsComputational StatisticsQihui Chen, Yu Ren2013
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46Is The KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of The Martingale RestrictionJournal of Futures MarketsBiao Guo, Qian Han, Doojin Ryu2013SSCI

47Productivity Spillovers Among Linked SectorsChina Economic ReviewLing Peng, Yongmiao Hong2013SSCI

48Real-Time Monitoring Test for Realized VolatilityJournal of Time Series EconometricsCindy Shin-Huei Wang, Cheng Hsiao2013


49Reexaming The Time-Varying Volatility Spillover Effects: A Markov Switching Causality ApproachNorth American Journal of Economics & FinanceZheng Tingguo, Zuo Haomiao2013SSCI

50Specification Tests of Habit FormationApplied Economics LettersPeng Liu, Yu Ren2013SSCI

51The Effects of Electricity Reforms on Productivity and Efficiency of China's Fossil-Fired Power Plants: An Empirical AnalysisEnergy EconomicsLimin Du, Yanan He, Jianye Yan2013SSCI

52A Principal Component Approach to Measuring Investor Sentiment in ChinaQuantitative FinanceHaiqiang Chen, Terence Tai Leung Chong, Yingni She2014SSCISCI
53A Realized Stochastic Volatility Model with Box-Cox TransformationJournal of Business & Economic StatisticsZheng Tingguo, Song Tao2014SSCISCI
54A Simple Spatial Dependence Test Robust To Local and Distributional MisspecificationsEconomics LettersYing Fang, Sung Y. Park, Jinfeng Zhang2014SSCI

55A Unified Approach to Validating Univariate and Multivariate Conditional Distribution Models in Time SeriesJournal of EconometricsBin Chen, Yongmiao Hong2014SSCISCI
56Adaptive Dynamic Nelson-Siegel Term Structure Model with ApplicationsJournal of EconometricsYing Chen, Linlin Niu2014SSCISCI
57An Extensive Study on Markov Switching Models with Endogenous RegressorsStudies in Nonlinear Dynamics & EconometricsXia Wang, Yuhuang Shang, Tingguo Zheng2014SSCI

58Human Capital, Household Capital and Asset ReturnsJournal of Banking & FinanceYu Ren, Yufei Yuan, Yang Zhang2014SSCI

59Is There An Optimal Forecast Combination?Journal of EconometricsCheng Hsiao, Shui Ki Wan2014SSCISCI
60Money-output Granger causal dynamics in ChinaEconomic ModellingWang, Xia, Zheng, Tingguo, Zhu, Yanli2014SSCI

61Panel Macroeconometric ModelingAdvances in EconometricsCheng Hsiao2014


62Predictive Regressions for Macroeconomic DataAnnals of Applied StatisticsFukang Zhu, Liang Peng2014
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63Recent Macroeconomic Stability in ChinaChina Economic ReviewQing He, Haiqiang Chen2014SSCI

64Robust Estimation and Inference for Threshold Models with Integrated RegressorsEconometric TheoryHaiqiang Chen2014SSCISCI
65Selection of Mixed Copula Model via Penalized LikelihoodJournal of the American Statistical AssociationXian Wang2014
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66Synchronous Price Discovery of Cross-listingsManagement Science and Financial EngineeringHaiqiang Chen, Moon Sub Choi2014


67Testing Predictive Regression Models with Nonstationary RegressorsJournal of EconometricsYunfei Wang2014SSCISCI
68The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility ComponentsJournal of Futures MarketsBiao Guo, Qian Han, Bin Zhao2014SSCI

69Why The Housing Sector Leads The Whole Economy: the Importance of Collateral Constraints and News ShocksJournal of Real Estate Finance and EconomicsYu Ren, Yufei Yuan2014SSCI

70A Joint Portmanteau Test for Conditional Mean and Variance Time-Series ModelsJournal of Time Series AnalysisCarlos Velasco, Xuexin Wang2015
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71A Markov Chain Model for ContagionRiskAngelos Dassios, Hongbiao Zhao2015


72A New Semiparametric Test for Superior Predictive AbilityEmpirical EconomicsJiancheng Jiang, Jingshuang Zhang, Xibin Zhang2015SSCI

73A New Test on the Conditional Capital Asset Pricing ModelAppl. Math. J. Chinese UnivZ. Cai, X. Li, Yu Ren2015
SCI
74Adolescents, Cognitive Ability, and Minimax PlayEconomics LettersSen Geng, Yujia Peng, Jason Shachat, Huizhen Zhong2015SSCI

75Cash-Flow Sensitivities and the Allocation of Internal Cash FlowReview of Financial StudiesXin Chang, Sudipto Dasgupta, George Wong, Jiaquan Yao2015SSCI

76Disentangling The Effects of Multiple Treatments—Measuring The Net Economic Impact of The 1995 Great Hanshin-Awaji EarthquakeJournal of EconometricsHiroshi Fujiki, Cheng Hsiao2015SSCISCI
77Forecasting major Asian exchange rates using a new semiparametric STAR modelEmpirical EconomicsNan Cai, Ying Fang, Qiuhua Xu2015SSCI

78Housing Prices in Urban China as Determined by Demand and SupplyPacific Economic ReviewGregory Chow, Linlin Niu2015SSCI

79Hybrid Generalized Empirical Likelihood Estimators: Instrument Selection with Adaptive LassoJournal of EconometricsMehmet Caner, Qingliang Fan2015SSCISCI
80Semiparametric Estimation of Varying-coefficient Dynamic Panel Data ModelsEconometric ReviewsLinna Chen, Ying Fang2015SSCISCI
81Smooth Tests of Copula SpecificationsJournal of Business & Economic StatisticsJuan Lin, Ximing Wu2015SSCISCI
82Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated ProcessEconometric ReviewsYiguo Sun, Cheng Hsiao, Qi Li2015SSCISCI
83A Data-driven Smooth Test of SymmetryJournal of EconometricsYing Fang, Qi Li, Ximing Wu, Daiqiang ZhangForthcomingSSCISCI
84A General Approach to Conditional Moment Specification Testing with ProjectionsEconometric ReviewsXuexin WangForthcomingSSCISCI
85A Semiparametric Conditional Capital Asset Pricing ModelJournal of Banking and FinanceZ. Cai, Yu Ren, B. YangForthcomingSSCI

86An empirical study on the threshold cointegration of Chinese A and H cross-listed sharesJournal of Applied StatisticsHaiqiang Chen, Yanli ZhuForthcoming
SCI
87Decision time, consideration time, and status quo biasEconomic InquirySen GengForthcomingSSCI

88Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized SplinesEconometric TheoryHaiqiang Chen, Ying Fang, Yingxing LiForthcomingSSCISCI
89Evaluating the Effectiveness of China's Financial Reform-The Efficiency of China's Domestic BanksChina Economic ReviewCheng Hsiao, Yan Shen, Wenlong BianForthcomingSSCI

90Generalized ARMA Models with Martingale Difference ErrorsJournal of EconometricsZheng Tingguo, Xiao Han, Chen RongForthcomingSSCISCI
91How important is a non-default factor for CDS valuationJournal of Futures MarketsGuo, B., Han,Q., Lee, J., & Ryu, DForthcomingSSCI

92Local Linear Estimation of a Nonparametric Cointegration ModelEconometric ReviewsLiang, Zhongwen; Lin, Zhongjian; Hsiao, ChengForthcomingSSCISCI
93Pricing Kernel Estimation: A Local Estimating Equation ApproachEconometric TheoryZ. Cai, Yu Ren, L. SuForthcomingSSCISCI
94Statistical Inference for Panel Dynamic Simultaneous Equations ModelsJournal of EconometricsCheng Hsiao, Qiankun ZhouForthcomingSSCISCI
95机构、个人投资者羊群行为差异研究山西财经大学学报陈国进, 陶可2010


96机构投资者是股市暴涨暴跌的助推器吗? -来自上海A股市场的经验证据金融研究陈国进, 张贻军, 刘淳2010


97金融危机传染的网络理论研究述评经济学动态陈国进, 马长峰2010


98区制转移形式的泰勒规则及其在中国货币政策的应用经济研究郑挺国, 刘金全2010


99人民币升值背景下国内消费和国外消费关系研究世界经济陈国进, 陈创练2010


100我国个人住房贷款违约风险因素分析投资研究陈国进2010


101我国股票市场连续性波动与跳跃性波动实证研究系统工程理论与实践陈国进, 王占海2010

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102中国产出缺口的实时估计及其可靠性研究经济研究郑挺国, 王霞2010


103中国城镇居民住房的需求与供给金融研究邹至庄, 牛霖琳2010


104中国真实利率的平稳性和区制性:基于马尔科夫区制转换模当代财经陈国进, 颜诚2010


105汇率调整之谜:基于产业内贸易的新解释厦门大学学报陈国进, 陈创练, 陈娟2011


106机构持股对股价宏观波动的非对称性金融理论与实践陈国进, 陶可2011


107机构投资者的拥挤效应和蓝筹股泡沫系统工程陈国进, 陶可2011


108考虑投机活动和库存信息冲击的国际原油期货价格短期波动系统工程理论与实践部慧, 何亚男2011

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109空间误差模型的稳健检验数量经济技术经济研究张进峰, 方颖2011


110世界经济与国际原油价格:基于Kilian经济指数的协整分析系统工程理论与实践何亚男, 汪寿阳2011

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111泰勒规则的实时分析及我国货币政策的适用性金融研究郑挺国, 王霞2011


112我国A股市场与美股、港股的互动关系研究:基于信息溢出视角经济研究李红权, 洪永淼, 汪寿阳2011


113我国外汇市场压力研究-基于马尔科夫区制转换方法国际金融研究陈娟, 陈国进等2011


114寻找制度的工具变量:估计产权保护对中国经济增长的贡献经济研究方 颖, 赵 扬2011


115异质信念、通胀幻觉和我国房地产价格泡沫经济管理陈国进, 刘金娥2011


116中国短期利率的随机波动与区制转移性管理科学学报郑挺国, 宋涛2011


117中国是否存在“资源诅咒”世界经济方颖, 纪衎, 赵扬2011


118货币政策规则非对称性及其在我国的检验南方经济郑挺国, 郭辉铭,2012


119货币政策规则中的非对称性及其在我国的检验南方经济郑挺国, 郭辉铭2012


120金融支持科技进步的作用机制研究福建江夏学院学报陈国进, 可钦锋,2012


121空间滞后模型的稳健检验系统工程理论与实践张进峰, 方颖2012

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122人民币汇率的半参数预测模型系统工程理论与实践陈琳娜, 方颖2012

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123人民币汇率一篮子货币权重的内在形成机制——基于非参数时变系数的估计方法世界经济文汇方颖, 梁芳, 牛霖琳,2012


124人民币实际汇率决定的动态一般均衡分析当代经济研究孙宁华, 洪永淼,2012


125时变信息溢出检验及其在金融市场中的应用管理科学学报陆凤彬, 洪永淼,2012


126随机波动和跳跃下的短期利率动态系统工程理论与实践郑挺国, 刘金全2012

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127套利者的一致售卖与股市崩溃广东金融学院学报陶可, 陈国进,2012


128通货膨胀实时预测及菲利普斯曲线的适用性经济研究郑挺国, 王霞, 苏娜,2012


129投资者面临泡沫的理性行为:抛售、旁观还是骑乘?上海经济研究陈国进, 马柯,2012


130我国股票市场是否存在资产被迫拍卖——基于开放式股票型基金的研究证券市场导报陈国进, 胥爱欢,2012


131现金流波动、盈利稳定性与公司价值:基于沪深上市公司的实证研究金融研究陈海强, 韩乾, 吴锴2012


132信息市场、宏观经济预期与股票收益山西财经大学学报胥爱欢, 陈国进,2012


133信息市场、预期消费与资产收益变动-基于投资者信息选择行为的研究系统工程理论与实践陈国进, 胥爱欢2012

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134信息市场、预期消费与资产收益——基于投资者的信息选择行为系统工程理论与实践陈国进, 胥爱欢, 赵向琴2012

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135资产价格泡沫研究述评:实验金融学视角经济评论陈国进, 颜诚,2012


136倡议在两岸股权交易中心增加以人民币计价的台湾期货、期权与公司债券海峡财经洪永淼, 谢沛霖, 赵宏飙2013


137基于贝叶斯模型平均(BMA)方法的中国通货膨胀的建模及预测金融研究陈伟, 牛霖琳2013


138基于极差的区制转移随机波动率模型及其应用管理科学学报郑挺国, 左浩苗2013


139基于金融指标对中国GDP的混频预测分析金融研究郑挺国, 尚玉皇2013


140人口结构与房价关系研究经济学家陈国进, 李威, 周洁2013


141中国股市泡沫的三区制特征识别系统工程理论与实践陈国进, 颜诚2013

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142中国经济周期的混频数据测度及实时分析经济研究郑挺国, 王霞2013


143中国实际利率与通胀预期的期限结构——基于无套利宏观金融模型的研究金融研究曾耿明, 牛霖琳2013


144半参数STAR模型的估计和应用系统工程理论与实践蔡楠, 方颖2014

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145国际股票市场价值溢价——基于世界长期风险模型的解释当代财经陈国进, 黄伟斌2014


146国家产业政策,资产价格与投资者行为经济研究韩乾, 洪永淼2014


147罕见灾难风险和中国宏观经济波动经济研究陈国进, 晁江锋, 武晓利, 赵向琴2014


148基于宏观基本面的股市波动度量与预测世界经济郑挺国, 尚玉皇2014


149科研人才招聘需要“查三代”吗?——基于16所经济学院教师教育背景和科研绩效的实证研究世界经济文汇王军辉, 傅十和, 洪永淼2014


150区域经济周期及其与国家周期的关系研究财贸经济宋涛, 郑挺国2014


151稳健性偏好下的资源配置策略和消费行为研究――基于模型误设的情形世界经济李少育, 郑挺国2014


152现代经济学的十个理解误区经济资料译丛洪永淼2014


153修正的KSS检验及其对中国通货膨胀率的应用系统工程理论与实践蔡必卿, 洪永淼2014

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