| 中国地方政府性债务风险与国债定价--基于城投债利差与国债收益率的分析 |
地方债务风险 城投债利差 国债收益率 无套利Nelson-Siegel扩展模型 |
牛霖琳, 洪智武, 陈国进 |
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| Measuring the Stringency of Land Use Regulation: The Case of China's Building Height Limits |
floor-area ratio, density restriction, urban development |
Shihe Fu |
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| A Robust Equilibrium Relationship between Market Prices of Risks and Risk Aversion in Dynamically Complete Stochastic |
General equilibrium, market price of risk, market risk aversion, market pricing kernel, habit formation, stochastic volatility model |
Qian Han, Calum G. Turvey |
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| A New Test for Superior Predictive Ability |
Covariance matrix estimation; Data snooping; Generalized likelihood Ratio test; Reality check; SPA test; Technical trading rules. |
Zongwu Cai, Jiancheng Jiang , Jingshuang Zhang |
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| A New Forecasting Model for USD/CNY Exchange Rate |
Nonlinearity; Functional-coefficient regression model; GARCH model; Index model; Quantile regression. |
Zongwu Cai, Linna Chen, Ying Fang |
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| A Linear Relationship between Market Prices of Risks and Risk Aversion in Complete Stochastic Volatility Models |
Economy |
Qian Han |
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| A hidden Markov model for the detection of pure and mixed strategy play in games |
Mixed Strategy; Nash Equilibrium; Experiment; Hidden Markov Model |
Jason Shachat, J. Todd Swarthout, Lijia Wei |
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| 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 |
贝叶斯模型平均；通货膨胀；蒙特卡洛模拟；MC^3 |
CHEN Wei, NIU Linlin |
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| 中国货币政策规则的估计与比较 ——基于DSGE模型的分析 |
货币政策规则 DSGE 贝叶斯方法 |
岳超云, 牛霖琳 |
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| A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting |
Adaptive estimation; Multivariate time series; Non-stationarity; Yield curve |
Ying Chen, Bo Li, Linlin Niu |
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| The Nelson-Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components |
term structure of option prices; market efficiency |
Qian Han, Bin Zhao |
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| Housing Price in Urban China as Determined by Demand and Supply |
housing demand, housing supply, urban housing price, China |
Gregory Chow, Linlin Niu |
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