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Details about Linlin Niu

E-mail:
Homepage:http://linlinniu.weebly.com/index.html
Workplace:Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, (more information at EDIRC)

Access statistics for papers by Linlin Niu.

Last updated 2019-07-19. Update your information in the RePEc Author Service.

Short-id: pni306


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Working Papers

2019

  1. An arbitrage-free yield net model with application to the euro debt crisis
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
  2. Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads

2015

  1. An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2015) Downloads

    See also Journal Article in Economic Modelling (2017)
  2. Housing Price in Urban China as Determined by Demand and Supply
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads View citations (7)
    See also Journal Article in Pacific Economic Review (2015)

2013

  1. A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
  2. Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2014)
  3. An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
  4. Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
  5. Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2011) Downloads View citations (11)

    See also Journal Article in Journal of Comparative Economics (2011)
  6. De Facto Currency Baskets of China and East Asian Economies: The Rising Weights
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads View citations (10)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2012) Downloads View citations (3)
  7. Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
  8. Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
    See also Journal Article in Journal of Forecasting (2012)
  9. The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
  10. 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
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads
  11. 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
    Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University Downloads

2007

  1. Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2007) Downloads View citations (11)

Journal Articles

2019

  1. Sparse-Group Independent Component Analysis with application to yield curves prediction
    Computational Statistics & Data Analysis, 2019, 133, (C), 76-89 Downloads

2018

  1. Forecasting the term structure of option implied volatility: The power of an adaptive method
    Journal of Empirical Finance, 2018, 49, (C), 157-177 Downloads

2017

  1. An adaptive approach to forecasting three key macroeconomic variables for transitional China
    Economic Modelling, 2017, 66, (C), 201-213 Downloads View citations (1)
    See also Working Paper (2015)

2015

  1. Housing Prices in Urban China as Determined by Demand and Supply
    Pacific Economic Review, 2015, 20, (1), 1-16 Downloads View citations (12)
    See also Working Paper (2015)

2014

  1. Adaptive dynamic Nelson–Siegel term structure model with applications
    Journal of Econometrics, 2014, 180, (1), 98-115 Downloads View citations (15)
    See also Working Paper (2013)

2012

  1. Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set
    Journal of Forecasting, 2012, 31, (2), 124-156 View citations (19)
    See also Working Paper (2013)

2011

  1. Co-movements of Shanghai and New York stock prices by time-varying regressions
    Journal of Comparative Economics, 2011, 39, (4), 577-583 Downloads View citations (11)
    See also Working Paper (2013)
 
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