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 9 13 18 86
Affine arbitrage-free yield net models with application to the euro debt crisis 0 0 0 36 3 3 4 98
An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility 0 0 0 16 3 4 5 68
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 36 6 8 11 67
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 59 4 6 9 91
Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model 0 0 2 24 6 9 12 112
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 0 13 7 11 11 43
Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions 0 0 0 8 7 23 27 89
Co-movements of Shanghai and New York Stock prices by time-varying regressions 0 0 0 51 2 6 8 110
De Facto Currency Baskets of China and East Asian Economies: The Rising Weights 0 0 0 17 4 7 8 107
De facto currency baskets of China and East Asian economies: The rising weights 0 0 0 39 20 86 88 257
Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve 0 1 2 26 1 7 10 90
Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia 0 0 1 57 7 10 11 195
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 0 36 12 33 33 73
Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure 0 0 0 22 2 6 7 36
Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method 0 0 0 5 0 3 9 28
Housing Price in Urban China as Determined by Demand and Supply 0 0 0 110 4 9 14 373
Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations 0 0 0 7 3 4 7 72
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 4 7 10 462
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 1 19 4 9 10 101
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 277 2 5 5 743
The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models 0 2 2 26 5 11 14 132
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 2 3 219
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 40 3 8 21 894
Total Working Papers 0 3 15 1,107 119 290 355 4,546
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 0 0 40 4 6 14 163
Affine arbitrage-free yield net models with application to the euro debt crisis 0 2 2 6 1 4 6 21
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 8 2 5 15 60
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 0 4 6 7 12 26
Co-movements of Shanghai and New York stock prices by time-varying regressions 0 0 0 12 2 12 16 81
Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve 0 0 1 8 5 8 11 54
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 0 8 10 11 14 37
Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution 0 0 0 0 2 5 8 10
Forecasting the term structure of option implied volatility: The power of an adaptive method 1 2 5 21 3 8 15 108
Geopolitical risk and Taiwan’s government bond yields: Evidence from Nancy Pelosi’s visit 0 2 4 4 12 29 35 35
Housing Prices in Urban China as Determined by Demand and Supply 0 0 0 21 5 6 7 117
How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends 0 0 1 5 4 8 11 19
Sparse-Group Independent Component Analysis with application to yield curves prediction 0 0 0 7 3 3 5 37
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 11 12 12 120
US and Chinese yield curve responses to RMB exchange rate policy shocks 0 1 3 24 0 4 11 60
Total Journal Articles 1 7 16 168 70 128 192 948


Statistics updated 2026-02-12