Working Papers

From Singapore Management University, School of Economics
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01-2006: Measuring Global Poverty Right - Mission Impossible?

M.G. Quibria

23-2005: China’s Changing Economic Structures and Its Implications for Regional Patterns of Trade Production and Integration

Kim Song Tan and Hoe Ee Khor

22-2005: A spatial analysis of the XIII Italian Legislature

Massimiliano Landi and Riccardo Pelizzo

21-2005: Future Targets and Multiple Equilibria

Ashok S Guha and Brishti Guha

20-2005: Green Revolutions and Miracle Economies: Agricultural Innovation, Trade and Growth

Brishti Guha

19-2005: Trade, Growth and Increasing Returns to Infrastructure: The Role of the Sophisticated Monopolist

Ashok S Guha and Brishti Guha

18-2005: Honesty and Intermediation: Corporate Cheating, Auditor Involvement and the Implications for Development

Brishti Guha

17-2005: Games Suppliers and Producers Play: Upstream and Downstream Moral Hazard with Unverifiable Input Quality

Brishti Guha

16-2005: The Case of the Errant Executive: Management, Control and Firm Size in Corporate Cheating

Brishti Guha

15-2005: The Auditor and the Firm: A Simple Model of Corporate Cheating and Intermediation

Brishti Guha

14-2005: Analysis and Insights from a Dynamical Model of Nuclear Plant Safety Risk

Stephen M. Hess, Alfonso M. Albano and John P. Gaertner

13-2005: Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde

Peter Phillips and Jun Yu

12-2005: Non-market Leadership Experience and Labor Market Success: Evidence From Military Rank

Myoung-jae Lee and Chun Seng Yip

11-2005: Some Patterns of Market Shares of Brands Within and Across Product Categories

Rajeev Kohli and Raaj Sah

10-2005: Corruption Across Countries and Regions: Some Consequences of Local Osmosis

Raaj Sah

09-2005: A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run

Hian Hoon and Edmund Phelps

08-2005: Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan

Peter Phillips and Jun Yu

07-2005: Sustainable External Debt Levels: Estimates for Selected Asian Countries

Roberto Mariano and Delano Villanueva

05-2005: Household Demand, Network Externality Effects and Intertemporal Price Discrimination

Winston Koh

04-2005: The Micro-foundations of Intertemporal Price Discrimination

Winston Koh

03-2005: Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period

Winston Koh and Edward H.K. Ng

02-2005: Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore

Peter Christoffersen, Francis Diebold, Roberto Mariano, Anthony S Tay and Y. K. Tse

01-2005: Future Job Prospects in Singapore

Hian Hoon

26-2004: LS Penrose’s limit theorem: Tests by simulation

Pao-Li Chang, Vincent CH Chua and Moshé Machover

25-2004: On Measuring Influence in Non-Binary Voting Games

Vincent C H Chua and C H Ueng

24-2004: Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility

Jun Yu

23-2004: Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison

Jun Yu and Renate Meyer

22-2004: Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model

Roberto Mariano and Yasutomo Murasawa

21-2004: Modular Production Networks in Electronics: the Nexus between Management and Economics Research

Byron Gangnes and Ari Van Assche

20-2004: Future Fiscal and Budgetary Shocks

Hian Hoon and Edmund Phelps

19-2004: A VAR Analysis of Singapore’s Monetary Transmission Mechanism

Hwee Kwan Chow

18-2004: The Optimal Design of Fallible Organizations: Invariance of Optimal Decision Criterion and Uniqueness of Hierarchy and Polyarchy Structures

Winston Koh

17-2004: A Semi-parametric Two-component “Compound” Mixture Model and Its Application to Estimating Malaria Attributable Fractions

Jing Qin and Denis H. Y. Leung

16-2004: Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach

Hwee Kwan Chow and Keen Meng Choy

15-2004: From Efficiency-driven to Innovation-driven Economic Growth: Perspectives from Singapore

Kim-Song Tan and Sock-Yong Phang

14-2004: Social Trust and Economic Governance

Fali Huang

13-2004: On Leverage in a Stochastic Volatility Model

Jun Yu

12-2004: Robust Tests of Market Efficiency using Statistical Arbitrage

Melvyn Teo, Y. K. Tse and Mitch Warachka

11-2004: The Empirical Relationship Between Exchange Rates and Interest Rates in Post-Crisis Asia

Hwee Kwan Chow and Yoonbai Kim

10-2004: Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression

Zhenlin Yang and Y. K. Tse

09-2004: Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure

Anthony S Tay, Christopher Ting, Y. K. Tse and Mitch Warachka

08-2004: Have U.S.-Japan Trade Agreements Made a Difference?

Byron Gangnes and Craig Parsons

07-2004: Why Is China So Competitive? Measuring and Explaining China’s Competitiveness

F. Gerard Adams, Byron Gangnes and Yochanan Shachmurove

06-2004: Trade, Capital Accumulation and Structural Unemployment: An Empirical Study of the Singapore Economy

Hiau Looi Kee and Hian Hoon

05-2004: The Structuralist Perspective on Real Exchange Rate, Share Price Level and Employment Path: What Room is Left for Money?

Edmund Phelps, Hian Hoon and Gylfi Zoega

04-2004: The Politics of WTO Enforcement Mechanism

Pao-Li Chang

03-2004: Congestion Control and Vehicle Ownership Restriction: The Choice of an Optimal Quota Policy

Winston Koh

02-2004: Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore

Sing-Fat Chu, Winston Koh and Y. K. Tse

01-2004: Social Trust, Cooperation, and Human Capital

Fali Huang