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 2 11 19 88
Affine arbitrage-free yield net models with application to the euro debt crisis 0 0 0 36 2 5 6 100
An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility 0 0 0 16 0 3 5 68
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 36 2 9 13 69
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 59 1 6 9 92
Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model 0 0 2 24 9 16 21 121
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 1 1 1 14 7 17 18 50
Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions 0 0 0 8 4 17 31 93
Co-movements of Shanghai and New York Stock prices by time-varying regressions 0 0 0 51 0 5 7 110
De Facto Currency Baskets of China and East Asian Economies: The Rising Weights 0 0 0 17 2 7 10 109
De facto currency baskets of China and East Asian economies: The rising weights 0 0 0 39 1 86 88 258
Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve 0 0 1 26 2 5 11 92
Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia 0 0 1 57 2 11 13 197
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 0 36 5 35 38 78
Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure 0 0 0 22 1 5 8 37
Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method 0 0 0 5 3 6 11 31
Housing Price in Urban China as Determined by Demand and Supply 0 0 0 110 1 5 15 374
Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations 0 0 0 7 1 5 8 73
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 0 5 10 462
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 0 19 3 10 12 104
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 277 0 5 5 743
The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models 0 0 2 26 0 8 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 3 4 220
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 0 7 19 894
Total Working Papers 1 1 13 1,108 49 292 395 4,595
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 1 1 1 41 2 6 16 165
Affine arbitrage-free yield net models with application to the euro debt crisis 1 2 3 7 2 5 8 23
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 8 2 6 16 62
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 0 4 2 8 14 28
Co-movements of Shanghai and New York stock prices by time-varying regressions 0 0 0 12 0 5 16 81
Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve 0 0 0 8 0 5 10 54
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 0 8 2 13 16 39
Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution 0 0 0 0 1 4 9 11
Forecasting the term structure of option implied volatility: The power of an adaptive method 0 2 3 21 2 9 15 110
Geopolitical risk and Taiwan’s government bond yields: Evidence from Nancy Pelosi’s visit 1 2 5 5 6 29 41 41
Housing Prices in Urban China as Determined by Demand and Supply 0 0 0 21 3 9 10 120
How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends 0 0 0 5 0 7 9 19
Sparse-Group Independent Component Analysis with application to yield curves prediction 0 0 0 7 1 4 6 38
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 5 16 17 125
US and Chinese yield curve responses to RMB exchange rate policy shocks 0 0 2 24 0 2 8 60
Total Journal Articles 3 7 14 171 28 128 211 976


Statistics updated 2026-03-04