Working Papers

From Singapore Management University, School of Economics
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17-2012: Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior

Peter Phillips, Shuping 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 Phillips, Shuping Shi and Jun Yu

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

Tore 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 Phillips, Shuping 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 Kleppe, Jun Yu and Hans J. Skaug

09-2011: Testing for Multiple Bubbles

Peter Phillips, Shuping Shi and Jun Yu

08-2011: Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles

Shuping Shi, Peter Phillips and Jun Yu

07-2011: Risk and the Technology Content of FDI:A Dynamic Model

Pao-Li Chang and Chia-Hui Lu

06-2011: Decomposing the Changes of the Divisia Price Index: Application to Inflation in the Philippines

Tomoki Fujii

05-2011: Impact of remittances on schooling in the Philippines:Does the relationship to the household head matter?

Tomoki Fujii

04-2011: Quasi-option Value under Strategic Interactions

Tomoki Fujii and Ryuichiro Ishikawa

03-2011: “The People Want the Fall of the Regime”:Schooling, Political Protest, and the Economy

Filipe Campante and Davin Chor

02-2011: Wage Subsidies in a Program for Economic Inclusion and Growth

Hian Hoon

01-2011: Optimal International Agreement and Treatment of Domestic Subsidy

Gea M. Lee

33-2010: Trade and Divergence in Education Systems

Pao-Li Chang and Fali Huang

32-2010: The Optimal Degree of Reciprocity in Tariff Reduction

Pao-Li Chang

31-2010: The WTO Trade Effect

Pao-Li Chang and Myoung-jae Lee

30-2010: Risk, Learning, and the Technology Content of FDI: A Dynamic Model

Pao-Li Chang and Chia-Hui Lu

29-2010: Need Singapore Fear Floating? A DSGE-VAR Approach

Hwee Kwan Chow and Paul McNelis

28-2010: Sex Ratios, Divorce Laws and the Marriage Market

Brishti Guha

27-2010: Intertemporal Substitution in the Time Allocation of Married Women

Ken Yamada

26-2010: Family Background and Economic Outcomes in Japan

Ken Yamada

25-2010: An Evolutionary Analysis of Turnout With Conformist Citizens

Massimiliano Landi and Mauro Sodini

24-2010: Conformism and Turnout

Massimiliano Landi and Mauro Sodini

23-2010: An Asian Response to International Financial Reforms

Hoe Ee Khor and Kim Song Tan

22-2010: Macroeconomic Effects of Over-investment in Housing in an Aggregative Model of Economic Activity

Hian Hoon

21-2010: A New Bayesian Unit Root Test in Stochastic Volatility Models

Yong Li and Jun Yu