Access Statistics for Linlin Niu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting 0 0 1 68 0 0 4 155
A Semiparametric Model for Bond Pricing with Life Cycle Fundamental 0 0 0 10 0 2 4 70
Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications 0 0 0 35 1 2 5 119
Affine arbitrage-free yield net models with application to the euro debt crisis 0 0 1 36 0 0 10 94
An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility 0 0 1 16 0 0 2 63
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 36 0 0 0 56
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 59 0 1 3 83
Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model 0 0 1 22 0 0 3 100
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 1 13 0 0 7 32
Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions 0 0 0 8 0 0 1 62
Co-movements of Shanghai and New York Stock prices by time-varying regressions 0 0 0 51 0 1 1 103
De Facto Currency Baskets of China and East Asian Economies: The Rising Weights 0 0 0 17 0 0 3 99
De facto currency baskets of China and East Asian economies: The rising weights 0 0 0 39 0 1 1 170
Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve 0 1 1 25 0 1 5 81
Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia 0 1 1 57 0 1 4 185
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 1 36 0 0 6 40
Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure 0 0 1 22 0 1 4 30
Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method 0 0 0 5 0 2 3 21
Housing Price in Urban China as Determined by Demand and Supply 0 0 0 110 0 1 6 360
Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations 0 0 1 7 0 1 4 66
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 0 0 1 452
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 1 2 19 0 1 4 92
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 1 277 0 0 3 738
The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models 0 0 2 24 1 1 8 119
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 0 1 3 11 0 1 8 217
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 0 1 2 35 1 3 15 876
Total Working Papers 0 5 20 1,200 3 20 115 4,483

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive dynamic Nelson–Siegel term structure model with applications 0 0 0 40 2 3 4 152
Affine arbitrage-free yield net models with application to the euro debt crisis 0 0 3 4 0 0 6 15
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 8 1 2 2 47
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 2 4 0 0 4 14
Co-movements of Shanghai and New York stock prices by time-varying regressions 0 0 0 12 1 1 1 66
Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve 0 1 2 8 0 2 6 45
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 2 8 0 0 4 23
Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution 0 0 0 0 0 0 2 2
Forecasting the term structure of option implied volatility: The power of an adaptive method 1 3 3 19 1 3 5 96
Housing Prices in Urban China as Determined by Demand and Supply 0 0 1 21 0 0 2 110
How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends 0 1 3 5 0 2 6 10
Sparse-Group Independent Component Analysis with application to yield curves prediction 0 0 1 7 0 0 2 32
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 0 0 4 108
US and Chinese yield curve responses to RMB exchange rate policy shocks 0 1 2 22 0 3 5 52
Total Journal Articles 1 6 19 158 5 16 53 772

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Statistics updated 2025-05-12