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 0 6 9 77
Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications 0 0 0 35 2 2 5 121
Affine arbitrage-free yield net models with application to the euro debt crisis 0 0 0 36 0 0 1 95
An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility 0 0 0 16 0 1 2 65
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 36 1 3 5 61
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 59 1 3 5 87
Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model 0 0 2 24 1 4 6 106
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 0 13 3 4 5 36
Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions 0 0 0 8 6 17 20 82
Co-movements of Shanghai and New York Stock prices by time-varying regressions 0 0 0 51 3 4 6 108
De Facto Currency Baskets of China and East Asian Economies: The Rising Weights 0 0 0 17 1 3 4 103
De facto currency baskets of China and East Asian economies: The rising weights 0 0 0 39 65 67 68 237
Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve 0 1 2 26 2 6 9 89
Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia 0 0 1 57 2 3 4 188
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 0 36 18 21 22 61
Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure 0 0 0 22 2 4 5 34
Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method 0 0 0 5 3 5 9 28
Housing Price in Urban China as Determined by Demand and Supply 0 0 0 110 0 5 10 369
Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations 0 0 0 7 1 2 4 69
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 1 3 6 458
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 1 19 3 5 6 97
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 277 3 3 3 741
The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models 0 2 2 26 3 6 9 127
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 1 11 1 1 2 218
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 2 6 40 4 8 18 891
Total Working Papers 0 6 18 1,213 126 187 248 4,708

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 0 3 10 159
Affine arbitrage-free yield net models with application to the euro debt crisis 1 2 3 6 2 3 7 20
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 8 2 5 13 58
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 0 4 0 3 6 20
Co-movements of Shanghai and New York stock prices by time-varying regressions 0 0 0 12 3 13 14 79
Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve 0 0 1 8 0 3 6 49
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 0 8 1 2 4 27
Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution 0 0 0 0 1 4 6 8
Forecasting the term structure of option implied volatility: The power of an adaptive method 1 1 4 20 4 6 12 105
Geopolitical risk and Taiwan’s government bond yields: Evidence from Nancy Pelosi’s visit 1 3 4 4 11 20 23 23
Housing Prices in Urban China as Determined by Demand and Supply 0 0 0 21 1 1 2 112
How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends 0 0 1 5 3 5 7 15
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 0 1 1 109
US and Chinese yield curve responses to RMB exchange rate policy shocks 0 2 3 24 2 5 11 60
Total Journal Articles 3 8 16 167 30 75 124 878

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Statistics updated 2026-01-09