Details about Baoline Chen

Access statistics for papers by Baoline Chen.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pch533

Working Papers

2021

1. Assessing Residual Seasonality in the U.S. National Income and Product Account Aggregates
   BEA Working Papers, Bureau of Economic Analysis
   See also Journal Article Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates, Journal of Official Statistics, Sciendo (2022) (2022)

2019

2. WEIGHTED-COVARIANCE FACTOR DECOMPOSITION OF VARMA MODELS APPLIED TO FORECASTING QUARTERLY U.S. REAL GDP AT MONTHLY INTERVALS
   Economic Working Papers, Bureau of Labor Statistics
   See also Journal Article Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals, Journal of Time Series Analysis, Wiley Blackwell (2019) View citations (1) (2019)

2014

3. The Statistical Reconciliation of Time Series of Accounts after a Benchmark Revision
   BEA Working Papers, Bureau of Economic Analysis View citations (2)

2007

4. An Empirical Comparison of Methods for Temporal Distribution and Interpolation at the National Accounts
   BEA Papers, Bureau of Economic Analysis View citations (24)

2006

5. A Balanced System of Industry Accounts for the U.S. and Structural Distribution of Statistical Discrepancy
   BEA Papers, Bureau of Economic Analysis View citations (3)
6. Estimation of Industry Distribution of Statistical Discrepancy in National Accounts
   Computing in Economics and Finance 2006, Society for Computational Economics
7. Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models
   Computing in Economics and Finance 2006, Society for Computational Economics
   Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005)

2005

8. Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model
   CESifo Working Paper Series, CESifo View citations (3)
9. Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions
   Computing in Economics and Finance 2005, Society for Computational Economics

2004

10. PERTURBED POLYNOMIAL PATH METHOD FOR ACCURATELY COMPUTING AND EMPIRICALLY EVALUATING TOTAL FACTOR PRODUCTIVITY
    Computing in Economics and Finance 2004, Society for Computational Economics

2003

11. Extended Yule-Walker Estimation and Principal Components Variance Decomposition of a Many-Variable VAR Model to a Few-Factor VARMA Model: Applied to U.S. Macro Data
    Computing in Economics and Finance 2003, Society for Computational Economics

2002

12. A Principal-Components Variance Decomposition of Monthly and quarterly Vector Autoregressive Models of the U.S. Economy
    Computing in Economics and Finance 2002, Society for Computational Economics
13. Real-Time Quarterly Signal-Plus-Noise Model for Estimating True GDP
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (1)

2001

14. An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games
    Computing in Economics and Finance 2001, Society for Computational Economics
    See also Journal Article An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game, Journal of Economic Dynamics and Control, Elsevier (2002) View citations (3) (2002)
15. Estimation of Poorly-Measured Service-Industry Output
    Computing in Economics and Finance 2001, Society for Computational Economics

2000

16. COMPUTING HIGHER MOMENTS IN THE LINEAR-QUADRATIC-EXPONENTIAL-GAUSSIAN OPTIMAL CONTROL PROBLEM
    Computing in Economics and Finance 2000, Society for Computational Economics
17. ESTIMATED U.S. MANUFACTURING CAPITAL AND PRODUCTIVITY BASED ON AN ESTIMATED DYNAMIC ECONOMIC MODEL
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (1)

1999

18. Implicit Programming and the Stable Manifold for Optimal Growth Problems
    Computing in Economics and Finance 1999, Society for Computational Economics
19. Perturbation Solution of Nonlinear Rational Expectations Models
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (2)

Undated

20. Numerical Solution of an Endogenous Growth Model with Threshold Learning
    Computing in Economics and Finance 1997, Society for Computational Economics View citations (4)
    See also Journal Article Numerical Solution of an Endogenous Growth Model with Threshold Learning, Computational Economics, Springer (1999) View citations (4) (1999)

Journal Articles

2025

1. Nowcasting of advance estimates of personal consumption of Services in the U.S. National Economic Accounts: Individual vs forecasting combination approach
   Review of Income and Wealth, 2025, 71, (1)

2022

2. Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates
   Journal of Official Statistics, 2022, 38, (2), 399-428
   See also Working Paper Assessing Residual Seasonality in the U.S. National Income and Product Account Aggregates, BEA Working Papers (2021) (2021)

2019

3. Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals
   Journal of Time Series Analysis, 2019, 40, (6), 968-986 View citations (1)
   See also Working Paper WEIGHTED-COVARIANCE FACTOR DECOMPOSITION OF VARMA MODELS APPLIED TO FORECASTING QUARTERLY U.S. REAL GDP AT MONTHLY INTERVALS, Economic Working Papers (2019) (2019)

2018

4. Benchmarking, Temporal Disaggregation, and Reconciliation of Systems of Time Series
   Statistica Neerlandica, 2018, 72, (4), 402-405
5. The statistical reconciliation of time series of accounts between two benchmark revisions
   Statistica Neerlandica, 2018, 72, (4), 533-552 View citations (1)

2013

6. Further model-based estimates of US total manufacturing production capital and technology, 1949–2005
   Journal of Productivity Analysis, 2013, 39, (1), 61-73 View citations (1)

2012

7. A Balanced System of U.S. Industry Accounts and Distribution of the Aggregate Statistical Discrepancy by Industry
   Journal of Business & Economic Statistics, 2012, 30, (2), 202-211 View citations (6)

2009

8. Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model
   Journal of Economic Dynamics and Control, 2009, 33, (7), 1398-1418
9. Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity
   Computational Statistics & Data Analysis, 2009, 53, (6), 2061-2074 View citations (4)

2003

10. Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem
    Computational Economics, 2003, 21, (1_2), 45-64 View citations (6)
    Also in Computational Economics, 2003, 21, (1), 45-64 (2003) View citations (6)

2002

11. An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game
    Journal of Economic Dynamics and Control, 2002, 26, (9-10), 1397-1416 View citations (3)
    See also Working Paper An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games, Computing in Economics and Finance 2001 (2001) (2001)

2001

12. Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1
    Journal of Economic Dynamics and Control, 2001, 25, (12), 1867-1879 View citations (5)

1999

13. Numerical Solution of an Endogenous Growth Model with Threshold Learning
    Computational Economics, 1999, 13, (3), 227-47 View citations (4)
    See also Working Paper Numerical Solution of an Endogenous Growth Model with Threshold Learning, Computing in Economics and Finance 1997 View citations (4)

Chapters

1999

1. AN EXTENDED YULE-WALKER METHOD FOR ESTIMATING A VECTOR AUTOREGRESSIVE MODEL WITH MIXED-FREQUENCEY DATA
   A chapter in Messy Data, 1999, pp 47-73