Working Papers

From Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
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2022-10-26: Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability: Wenfeng He, Xiaoling Mei, Wei Zhong and Huanjun Zhu
2022-08-24: Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition: Chen Zhang, Ying Fang and Linlin Niu
2022-06-25: Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure: Jiazi Chen, Zhiwu Hong and Linlin Niu
2022-06-10: A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors: Mohammad Pesaran and Yimeng Xie
2021-11-06: Generalized Spectral Tests for High Dimensional Multivariate Martingale Difference Hypotheses: Xuexin Wang
2021-11-06: Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption: Xuexin Wang
2021-10-19: Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR: Mingyang Li and Linlin Niu
2021-09-18: The Social Value of Public Information When Not Everyone is Privately Informed: Stephanie L. Chan
2021-06-21: Do Banks Buffer Financial Markets Shocks? Fire-sales Around the World and Corporate Financing: Massimo Massa, Chuyi Yang and Lei Zhang
2021-06-21: Do Law Firms Matter for Securities Class Action Lawsuit Outcomes?: Barry Oliver, Chuyi Yang and Lei Zhang
2021-06-21: Lottery Jackpots, Limited Attention, and the Monday Effect: Chuan Yang Hwang and Chuyi Yang
2021-06-21: The Real Effect of Foreign Exchange Hedging on Corporate Innovation: Chongwu Xia, Chuyi Yang and Lei Zhang
2021-06-21: Foreign Interest Rate Shocks and Exchange Rate Regimes of Small Open Economies: Experience from Hong Kong and Singapore: Chuyi Yang
2021-01-06: A Semiparametric Model for Bond Pricing with Life Cycle Fundamental: Zongwu Cai, Jiazi Chen and Linlin Niu
2020-12-30: Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations: Mingyang Li, Linlin Niu and Andrew Pua
2020-11-12: 中国地方债务的省级风险度量和网络外溢风险: 牛霖琳, 夏红玉 and 许秀
2020-09-28: 中国通货膨胀预期及其影响因素分析——基于混频无套利Nelson-Siegel利率期限结构扩展模型: 洪智武 and 牛霖琳
2020-06-29: Investigating Temporal Dependence in Financial Data via Mixture Copulas: Guannan Liu and Shuang Yao
2020-06-29: Program Evaluation with Panel Data: A Model Averaging Approach: Guannan Liu and Wei Long
2019-10-20: Do Firm-Level Shocks Generate Aggregate Fluctuations?: A Cross-Country Analysis: Shuheng Lin and Francisca Perez
2019-10-10: Evaluating the Performance of Factor Pricing Models for Different Stock Market Trends: Evidence from China: Yu Wang and Haicheng Shu
2019-09-19: 评估房产税的经济影响——基于模型校准的政策实验方法: 廖谋华 and 韩颖杰
2019-07-16: Effects of Trust on Tax Compliance: An Experimental Investigation: Zhi Li, Shiqian Deng and Zeyu Wang
2019-07-16: Coalition Formation in Water Allocation: A Multilateral Bargaining Experiment with Veto Power and Decision Costs: Zhi Li and Wenchao Xu
2019-07-16: Alternative Cost Sharing Mechanisms for The Provision of Non-Excludable Threshold Public Goods: An Experimental Investigation: Zhi Li, Christopher Anderson and Stephen Swallow
2019-07-16: The Assurance Payment Mechanism for Threshold Public Goods Provision: An Experimental Investigation: Zhi Li and Pengfei Liu
2019-07-16: Assurance Contracts in Threshold Public Goods Provision with Incomplete Information: Yonghong An, Zhi Li and Pengfei Liu
2019-07-16: Supporting Private Provision of Ecosystem Services through Contracts in Environmental Markets: Evidence from Lab and Pilot Field Experiments: Zhi Li, Pengfei Liu and Stephen Swallow
2019-07-16: Refundable Pledges and Alternative Cost-sharing Rules in Promoting Cooperation in Global Public Goods Provision: An Evolutionary Approach: Jianxun Lyu and Zhi Li
2019-07-16: Alternative Assurance Mechanisms in Threshold Public Goods Provision: An Experimental Investigation: Rongrong Fu and Zhi Li
2019-07-16: Variable Forest Rotation Times with Leaves Swept and Carbon Credits: Gardner Brown, Gunnar Köhlin and Zhi Li
2019-07-15: Bootstrapped Multivariate Portmanteau Tests on Weak Vector Autoregressive Models: Muyi Li
2019-07-15: Global temperatures and greenhouse gases - a common features approach: Li Chen, Jiti Gao and Farshid Vahid
2019-07-15: Model checking on ARFIMA models with general dependent errors: Muyi Li
2019-07-15: Random weighting on spectral tests for adequacy checking in VAR models: Muyi Li
2019-07-13: Rebate Rules in Large Group Threshold Public Goods Experiments: The Role of Uncertainty and Beliefs: Zhi Li and Yun Wang
2019-07-13: Comparing Public-Good Provision Mechanisms in Large Groups: Theory and Experiment: Zhi Li and Yun Wang
2019-07-12: Marriage Market Versus Job Colocation: Location Choices of Singles and Couples with Ph.D.s: Xirui Zhang
2019-07-12: Is Lowering High PTI a Viable Strategy to Reduce Mortgage Default Costs: John P. Harding, Jing Li, Stuart Rosenthal and Xirui Zhang
2019-07-12: Marriage Versus Employment: The Impact of Dual-Thin Markets on Employment Outcomes for Single Ph.D. Workers: Xirui Zhang
2019-07-11: Do On-lookers See Most of the Game? Evaluating Job-seekers' Competitiveness of Oneself versus of Others in a Labor Market Experiment: Hu Sun and Yun Wang
2019-07-11: Housing Boom and Crowding Out Effect on Labor: Evidence from China: Lina Meng and Yinggang Zhou
2019-07-11: 技术并购与企业创新: 黄娟娟 and 陈林地
2019-07-11: Valuation of Wind Power Facilities with a Hedonic Price Model: Yingdan Mei, Lina Meng and Lu Lin
2019-07-11: Are CEO Paid Too Much? An Natural Experiment in China: Juanjuan Huang and Yinggang Zhou
2019-07-11: 行政层级，优惠政策与经济增长：来自省级开发区升级的证据: 蒙莉娜 and 肖金
2019-07-11: The Market Allocation of Property Rights and the Destruction of Trust: Jason Shachat, J. Todd Swarthout and Yun Wang
2019-07-11: Higher Education Expansion and Education Choices of High- and Low-Skilled Workers: Theory and Experiment: Zedong Hao and Yun Wang
2019-07-11: Housing boom and baby bust: Evidence from a quasi-natural experiment in China: Lina Meng, Lu Peng and Yinggang Zhou
2019-07-10: Study of a Peer Effect with Random Group Effects: Ingmar Prucha, Guido Kuersteiner and Ying Zeng
2019-07-10: Estimating Endogenous Treatment Effect Using High-Dimensional Instruments with an Application to the Olympic Effect: Wei Zhong, Wei Zhou, Qingliang Fan and Yang Gao
2019-07-10: Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients: Wenwen Guo, Wei Zhong, Sunpeng Duan and Hengjian Cui
2019-07-10: Feature Screening for Interval-Valued Response With Application to Text Mining in Online Job Markets: Wei Zhong, Chen Qian, Runze Li and Liping Zhu

Working Papers

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