Details about Pu Chen

Access statistics for papers by Pu Chen.

Last updated 2024-05-07. Update your information in the RePEc Author Service.

Short-id: pch320

Working Papers

2017

1. Financial Stress, Regime Switching and Spillover Effects: Evidence from a Multi-Regime Global VAR Model
   Working Papers, New School for Social Research, Department of Economics
   See also Journal Article Financial stress, regime switching and spillover effects: Evidence from a multi-regime global VAR model, Journal of Economic Dynamics and Control, Elsevier (2018) View citations (9) (2018)

2013

2. Financial stress, regime switching and macrodynamics: Theory and empirics for the US, EU and non-EU countries
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
   See also Journal Article Financial stress, regime switching and macrodynamics: Theory and empirics for the US, the EU and non-EU countries, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2014) View citations (12) (2014)

2011

3. A Grouped Factor Model
   MPRA Paper, University Library of Munich, Germany View citations (2)

2010

4. A time series causal model
   MPRA Paper, University Library of Munich, Germany View citations (2)
5. Looking behind Granger causality
   MPRA Paper, University Library of Munich, Germany View citations (2)

2009

6. A Note on Updating Forecasts When New Information Arrives between Two Periods
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)

2007

7. A Long Run Structural Macroeconometric Model for Germany
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
8. Learning Causal Relations in Multivariate Time Series Data
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (10)
   See also Journal Article Learning Causal Relations in Multivariate Time Series Data, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (10) (2007)

2006

9. Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations
   Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (7)
10. Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (25)

2005

11. Keynesian Dynamics and the Wage-Price Spiral:Estimating and Analyzing a Baseline Disequilibrium Approach
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (4)
12. Subsampling Cointegration Ranks in Large Systems
    Econometrics, University Library of Munich, Germany
13. Testing Cointegration Rank in Large Systems
    Econometrics, University Library of Munich, Germany
14. The Transition Process in China: a Theoretical and Empirical Study
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)
    Also in Development and Comp Systems, University Library of Munich, Germany (2005)
15. What Happens to Japan if China Catches Cold? - A causal analysis of the Chinese growth and the Japanese growth
    Econometrics, University Library of Munich, Germany
    See also Journal Article What happens to Japan if China catches a cold?: A causal analysis of Chinese growth and Japanese growth, Japan and the World Economy, Elsevier (2008) View citations (4) (2008)

2004

16. Keynesian Dynamics and the Wage Price Spiral. A Baseline Disequilibrium Approach
    Macroeconomics, University Library of Munich, Germany View citations (8)
    Also in Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney (2004) View citations (11)
    Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (7)
17. Keynesian Dynamics and the Wage-Price Spiral:Estimating a Baseline Disequilibrium Approach
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (7)
18. Testing Weak Exogeneity in Cointegrated System
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (2)

Journal Articles

2018

1. Financial stress, regime switching and spillover effects: Evidence from a multi-regime global VAR model
   Journal of Economic Dynamics and Control, 2018, 91, (C), 318-348 View citations (9)
   See also Working Paper Financial Stress, Regime Switching and Spillover Effects: Evidence from a Multi-Regime Global VAR Model, Working Papers (2017) (2017)
2. Short and Long Effects of Productivity on Unemployment
   Open Economies Review, 2018, 29, (4), 853-878 View citations (6)

2014

3. Financial stress, regime switching and macrodynamics: Theory and empirics for the US, the EU and non-EU countries
   Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2014, 8, 1-42 View citations (12)
   See also Working Paper Financial stress, regime switching and macrodynamics: Theory and empirics for the US, EU and non-EU countries, Economics Discussion Papers (2013) View citations (1) (2013)

2010

4. Causal Inference for Structural Equations: With an Application to Wage-Price Spiral
   Computational Economics, 2010, 36, (1), 17-36 View citations (1)

2008

5. A Long-Run Structural Macroeconometric Model for Germany: An Empirical Note
   Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2008, 2, 1-12 View citations (1)
6. What happens to Japan if China catches a cold?: A causal analysis of Chinese growth and Japanese growth
   Japan and the World Economy, 2008, 20, (4), 622-638 View citations (4)
   See also Working Paper What Happens to Japan if China Catches Cold? - A causal analysis of the Chinese growth and the Japanese growth, Econometrics (2005) (2005)

2007

7. Learning Causal Relations in Multivariate Time Series Data
   Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2007, 1, 1-43 View citations (10)
   See also Working Paper Learning Causal Relations in Multivariate Time Series Data, Economics Discussion Papers (2007) View citations (10) (2007)
8. THE TRANSITION PROCESS IN CHINA: AN ECONOMIC DEVELOPMENT PERSPECTIVE
   Journal of Economic Development, 2007, 32, (2), 113-134

2006

9. Keynesian dynamics and the wage-price spiral: A baseline disequilibrium model
   Journal of Macroeconomics, 2006, 28, (1), 90-130 View citations (44)
10. Measuring the Interaction of Wage and Price Phillips Curves for the U.S. Economy
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (4), 35 View citations (15)
11. On the specification and estimation of large scale simultaneous structural macroeconometric models
    AStA Advances in Statistical Analysis, 2006, 90, (1), 9-25 View citations (3)
12. The feedback channels in macroeconomics: analytical foundations for structural econometric model building
    Central European Journal of Operations Research, 2006, 14, (3), 261-288

2005

13. Keynesian Dynamics and the Wage-Price Spiral: Analyzing and Estimating a Baseline Disequilibrium Model
    The IUP Journal of Monetary Economics, 2005, III, (3), 6 - 49 View citations (2)
14. Keynesian Dynamics and the Wage–Price Spiral: Identifying Downward Rigidities
    Computational Economics, 2005, 25, (1), 115-142 View citations (9)

Chapters

2021

1. Financial Stress, Regime Switching and Macrodynamics
   Springer

2006

2. On the Specification and Estimation of Large Scale Simultaneous Structural Models
   Springer View citations (2)