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 1 1 2 69 1 1 4 156
A Semiparametric Model for Bond Pricing with Life Cycle Fundamental 0 0 0 10 1 1 4 71
Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications 0 0 0 35 0 1 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 1 1 3 64
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 59 0 0 2 83
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 36 0 1 1 57
Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model 0 1 2 23 0 1 4 101
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 1 13 0 0 5 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 1 1 2 104
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 0 1 170
Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve 0 0 1 25 1 1 5 82
Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia 0 0 1 57 0 0 3 185
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 0 22 0 0 3 30
Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method 0 0 0 5 0 2 4 23
Housing Price in Urban China as Determined by Demand and Supply 0 0 0 110 0 1 6 361
Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations 0 0 1 7 0 0 4 66
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 2 2 3 454
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 2 19 0 0 3 92
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 277 0 0 1 738
The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models 0 0 1 24 0 2 7 120
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 7 217
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 1 2 4 37 2 4 17 879
Total Working Papers 2 4 20 1,204 9 19 114 4,499

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 2 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 3 4 49
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 1 4 0 0 1 14
Co-movements of Shanghai and New York stock prices by time-varying regressions 0 0 0 12 0 1 1 66
Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve 0 0 2 8 0 0 6 45
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 2 8 1 1 4 24
Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution 0 0 0 0 2 2 4 4
Forecasting the term structure of option implied volatility: The power of an adaptive method 0 1 3 19 1 2 6 97
Housing Prices in Urban China as Determined by Demand and Supply 0 0 1 21 0 0 1 110
How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends 0 0 2 5 0 0 4 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 3 108
US and Chinese yield curve responses to RMB exchange rate policy shocks 0 0 2 22 0 0 5 52
Total Journal Articles 0 1 17 158 5 11 51 778

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Statistics updated 2025-07-04