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 Semiparametric Model for Bond Pricing with Life Cycle Fundamental 0 0 0 10 3 6 22 92
Affine arbitrage-free yield net models with application to the euro debt crisis 1 1 1 37 2 5 9 103
An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility 0 0 0 16 2 2 7 70
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 59 1 2 10 93
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 36 0 4 15 71
Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model 0 0 2 24 3 12 24 124
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 1 1 14 2 9 20 52
Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions 0 0 0 8 2 7 34 96
Co-movements of Shanghai and New York Stock prices by time-varying regressions 0 0 0 51 5 6 13 116
De Facto Currency Baskets of China and East Asian Economies: The Rising Weights 0 0 0 17 1 4 12 111
De facto currency baskets of China and East Asian economies: The rising weights 0 0 0 39 2 4 91 261
Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve 0 0 1 26 2 4 13 94
Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia 0 0 0 57 6 9 19 204
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 0 36 6 12 45 85
Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure 0 0 0 22 3 5 11 41
Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method 0 0 0 5 4 8 15 36
Geopolitical Risks, Inflation Pressure, and the U.S. Treasury Yield Curve 0 6 6 6 0 18 18 18
Housing Price in Urban China as Determined by Demand and Supply 0 0 0 110 5 8 21 381
Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations 0 0 0 7 2 3 9 75
Silent News in China's Monetary Policy Announcements: Dual-Shock Identification with Ordered Heteroskedasticity 1 21 21 21 5 8 8 8
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 1 1 11 463
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 0 19 3 9 18 110
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 277 3 5 10 748
The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models 0 0 2 26 1 1 14 133
The Russia-Ukraine Conflict and Eurozone Sovereign Risk: A Yield Net Analysis 0 8 8 8 2 5 5 5
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 1 12 4 7 9 226
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 5 40 3 3 21 897
Total Working Papers 2 38 48 1,145 73 167 504 4,713
2 registered items for which data could not be found


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 1 1 41 1 3 14 166
Affine arbitrage-free yield net models with application to the euro debt crisis 1 2 4 8 2 5 11 26
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 8 0 3 16 63
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 0 4 2 4 16 30
Co-movements of Shanghai and New York stock prices by time-varying regressions 0 0 0 12 4 5 20 86
Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve 0 0 0 8 10 10 19 64
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 0 8 4 9 23 46
Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution 0 0 0 0 6 9 17 19
Forecasting the term structure of option implied volatility: The power of an adaptive method 1 1 3 22 4 10 22 118
Geopolitical risk and Taiwan’s government bond yields: Evidence from Nancy Pelosi’s visit 1 2 6 6 10 27 62 62
Housing Prices in Urban China as Determined by Demand and Supply 0 0 0 21 4 10 17 127
How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends 0 0 0 5 3 3 12 22
Sparse-Group Independent Component Analysis with application to yield curves prediction 0 0 0 7 2 3 8 40
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 2 7 19 127
US and Chinese yield curve responses to RMB exchange rate policy shocks 0 0 2 24 1 1 9 61
Total Journal Articles 3 6 16 174 55 109 285 1,057


Statistics updated 2026-05-06