Working Papers

from Singapore Management University, School of Economics
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02-2013: Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes

Yong Bao, Aman Ullah, Yun Wang and Jun Yu

01-2013: Micro-finance Competition: Motivated Micro-lenders, Double-dipping and Default

Brishti Guha and Prabal Roy Chowdhury

37-2012: Grandparents as Guards: A Game Theoretic Analysis of Inheritance and Post Marital Residence in a World of Uncertain Paternity

Brishti Guha

36-2012: Contracting over Prices

Shurojit Chatterji and Sayantan Ghosal

35-2012: Minimum Wage in a Deflationary Economy: The Japanese Experience, 1994–2003

Ryo Kambayashi, Daiji Kawaguchi and Ken Yamada

34-2012: Dynamic Poverty Decomposition Analysis: An Application to the Philippines

Tomoki Fujii

33-2012: Gambling on Genes: Ambiguity Aversion Explains Investment in Sisters’ Children

Brishti Guha

32-2012: Trade and Divergence in Education Systems

Pao-Li Chang and Fali Huang

31-2012: Detecting Bubbles in Hong Kong Residential Property Market

Matthew S. Yiu, Jun Yu and Lu Jin

30-2012: Robust Deviance Information Criterion for Latent Variable Models

Yong Li, Tao Zeng and Jun Yu

29-2012: Country Image and International Trade

Pao-li Chang and Tomoki Fujii

28-2012: Inefficiency in the Shadow of Unobservable Outside Options

Madhav Aney

27-2012: Random Dictatorship Domains

Shurojit Chatterji, Arunava Sen and Huaxia Zeng

26-2012: Optimal International Agreement and Treatment of Domestic Subsidy

Gea M. Lee

25-2012: Organizing the Global Value Chain

Pol Antras and Davin Chor

24-2012: Intertemporal Substitution in the Time Allocation of Married Women

Ken Yamada

23-2012: Family Background and Economic Outcomes in Japan

Ken Yamada

22-2012: Out of Sight, Out of Mind: The Value of Political Connections in Social Networks

Quoc-Anh Do, Yen-Teik Lee, Bang Dang Nguyen and Kieu-Trang Nguyen

21-2012: Isolated Capital Cities, Accountability and Corruption: Evidence from US States

Filipe Campante and Quoc-Anh Do

20-2012: An Economic Analysis of Optimum Population Size Achieved Through Boosting Total Fertility and Net Immigration

Hian Teck Hoon

19-2012: Divorce Laws, Sex Ratios and the Marriage Market

Brishti Guha

18-2012: Conflict with Quitting Rights: A Mechanism Design Approach

Madhav S. Aney

17-2012: Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior

Peter C. B. Phillips, Shu-Ping Shi and Jun Yu

16-2012: Double Asymptotics for Explosive Continuous Time Models

Xiaohu Wang and Jun Yu

15-2012: Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models

Ye Chen and Jun Yu

14-2012: A New Bayesian Unit Root Test in Stochastic Volatility Models

Yong Li and Jun Yu

13-2012: Testing for Multiple Bubbles

Peter C. B. Phillips, Shu-Ping Shi and Jun Yu

12-2012: Simulated Maximum Likelihood Estimation for Latent Diffusion Models

Tore Selland Kleppe, Jun Yu and Hans J. Skaug

11-2012: Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes

Qiankun Zhou and Jun Yu

10-2012: International Capital Flows with Limited Commitment and Incomplete Markets

Juergen von Hagen and Haiping Zhang

08-2012: The People Want the Fall of the Regime": Schooling, Political Protest, and the Economy

Filipe Campante and Davin Chor

07-2012: One Mandarin Benefits the Whole Clan: Hometown Infrastructure and Nepotism in an Autocracy

Kieu-Trang Nguyen, Quoc-Anh Do and Anh Tran

06-2012: A note on separability and intra-household resource allocation in a collective household model

Tomoki Fujii and Ryuichiro Ishikawa

05-2012: Borrower Targeting under Micro-finance Competition with Motivated MFIs

Brishti Guha and Prabal Roy Chowdhury

04-2012: Micro-finance Competition: Motivated Micro-lenders, Double-dipping and Default

Brishti Guha and Prabal Roy Chowdhury

03-2012: Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility

Andras Fulop, Junye Li and Jun Yu

02-2012: Single Peakedness and Giffen Demand

Massimiliano Landi

01-2012: A spatial analysis of the Italian Second Republic, Second Version

Massimiliano Landi and Riccardo Pelizzo

21-2011: Financial Development and the Patterns of International Capital Flows

Juergen von Hagen and Haiping Zhang

20-2011: International Capital Flows and Aggregate Output

Juergen von Hagen and Haiping Zhang

19-2011: Out of Sight, Out of Mind:The Value of Political Connections in Social Networks

Quoc-Anh Do, Bang Dang Nguyen, Yen-Teik Lee and Kieu-Trang Nguyen

18-2011: One Mandarin Benefits the Whole Clan: Hometown Infrastructure and Nepotism in an Autocracy

Kieu-Trang Nguyen, Quoc-Anh Do and Anh Tran

17-2011: International Capital Flows with Limited Commitment and Incomplete Markets

Jurgen von Hagen and Haiping Zhang

16-2011: Double Asymptotics for an Explosive Continuous Time Model

Xiaohu Wang and Jun Yu

15-2011: Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior

Peter C. B. Phillips, Shu-Ping Shi and Jun Yu

14-2011: Impact of food inflation on poverty in the Philippines

Tomoki Fujii

13-2011: Arrow-Fisher-Hanemann-Henry and Dixit-Pindyck option values under strategic interactions

Tomoki Fujii and Ryuichiro Ishikawa

12-2011: Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models

Chen Ye and Jun Yu

11-2011: Bayesian Hypothesis Testing in Latent Variable Models

Yong Li and Jun Yu

10-2011: Simulated Maximum Likelihood Estimation for Latent Diffusion Models

Tore Selland Kleppe, Jun Yu and Hans J. Skaug