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 3 71 0 1 5 160
A Semiparametric Model for Bond Pricing with Life Cycle Fundamental 0 0 0 10 4 6 9 77
Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications 0 0 0 35 0 0 3 119
Affine arbitrage-free yield net models with application to the euro debt crisis 0 0 0 36 0 1 5 95
An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility 0 0 0 16 1 1 2 65
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 59 1 2 4 86
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 36 1 3 4 60
Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model 0 1 3 24 2 4 6 105
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 0 13 1 1 2 33
Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions 0 0 0 8 10 14 14 76
Co-movements of Shanghai and New York Stock prices by time-varying regressions 0 0 0 51 1 1 3 105
De Facto Currency Baskets of China and East Asian Economies: The Rising Weights 0 0 0 17 2 2 5 102
De facto currency baskets of China and East Asian economies: The rising weights 0 0 0 39 1 2 3 172
Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve 1 1 2 26 4 5 7 87
Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia 0 0 1 57 1 1 2 186
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 0 36 3 3 4 43
Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure 0 0 0 22 2 2 3 32
Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method 0 0 0 5 0 2 6 25
Housing Price in Urban China as Determined by Demand and Supply 0 0 0 110 5 6 10 369
Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations 0 0 0 7 0 1 4 68
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 2 3 5 457
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 2 19 2 2 4 94
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 277 0 0 0 738
The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models 2 2 2 26 3 3 7 124
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 2 11 0 0 3 217
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 3 6 40 1 6 16 887
Total Working Papers 3 8 21 1,213 47 72 136 4,582

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 5 10 159
Affine arbitrage-free yield net models with application to the euro debt crisis 1 1 2 5 1 2 6 18
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 8 1 4 11 56
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 0 4 1 4 6 20
Co-movements of Shanghai and New York stock prices by time-varying regressions 0 0 0 12 7 10 11 76
Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve 0 0 1 8 3 4 8 49
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 0 8 0 1 3 26
Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution 0 0 0 0 2 3 7 7
Forecasting the term structure of option implied volatility: The power of an adaptive method 0 0 3 19 1 2 8 101
Geopolitical risk and Taiwan’s government bond yields: Evidence from Nancy Pelosi’s visit 1 3 3 3 6 11 12 12
Housing Prices in Urban China as Determined by Demand and Supply 0 0 0 21 0 0 1 111
How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends 0 0 2 5 1 2 5 12
Sparse-Group Independent Component Analysis with application to yield curves prediction 0 0 0 7 0 1 2 34
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 1 1 1 109
US and Chinese yield curve responses to RMB exchange rate policy shocks 1 2 3 24 2 3 10 58
Total Journal Articles 3 6 14 164 28 53 101 848

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Statistics updated 2025-12-06