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 1 2 66 1 2 6 145
A Semiparametric Model for Bond Pricing with Life Cycle Fundamental 0 0 0 10 0 1 3 64
Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications 0 0 0 35 1 2 2 113
Affine arbitrage-free yield net models with application to the euro debt crisis 1 1 4 35 1 1 7 83
An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China 0 0 0 36 0 0 0 54
An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility 1 1 1 15 1 2 3 59
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 59 0 0 1 79
Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model 0 0 0 21 1 1 1 97
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 0 12 0 0 7 21
Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions 1 1 1 8 1 1 1 60
Co-movements of Shanghai and New York Stock prices by time-varying regressions 0 0 0 51 0 2 2 102
De Facto Currency Baskets of China and East Asian Economies: The Rising Weights 0 0 0 17 0 0 0 94
De facto currency baskets of China and East Asian economies: The rising weights 0 0 0 39 0 0 1 169
Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve 0 0 0 24 0 0 1 71
Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia 0 1 1 55 0 1 3 177
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 1 2 35 0 1 5 30
Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure 0 0 4 20 1 2 9 22
Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method 0 1 3 5 0 2 5 18
Housing Price in Urban China as Determined by Demand and Supply 0 0 2 107 1 1 12 346
Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations 0 0 0 6 0 0 2 57
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 1 162 0 0 4 450
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 1 17 0 1 4 86
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 276 0 0 2 733
The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models 0 0 1 22 0 2 5 107
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 0 0 7 0 0 2 204
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 0 6 33 2 10 36 853
Total Working Papers 3 7 29 1,173 10 32 124 4,294

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 1 37 0 2 8 145
Affine arbitrage-free yield net models with application to the euro debt crisis 0 0 0 1 0 0 1 7
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 8 0 0 0 45
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 0 0 1 1 4 4
Co-movements of Shanghai and New York stock prices by time-varying regressions 0 0 0 12 0 0 0 64
Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve 0 0 0 6 0 1 4 37
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 1 2 6 2 4 7 16
Forecasting the term structure of option implied volatility: The power of an adaptive method 0 0 0 16 0 0 0 88
Housing Prices in Urban China as Determined by Demand and Supply 0 0 0 20 0 0 4 105
Sparse-Group Independent Component Analysis with application to yield curves prediction 0 0 0 6 0 0 1 30
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 0 1 1 104
US and Chinese yield curve responses to RMB exchange rate policy shocks 0 0 5 18 0 0 5 43
Total Journal Articles 0 1 8 130 3 9 35 688

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Statistics updated 2023-11-05