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 2 67 1 4 9 151
A Semiparametric Model for Bond Pricing with Life Cycle Fundamental 0 0 0 10 2 2 3 66
Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications 0 0 0 35 0 1 3 114
Affine arbitrage-free yield net models with application to the euro debt crisis 0 0 3 35 0 0 5 84
An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China 0 0 0 36 0 0 2 56
An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility 0 0 1 15 0 1 4 61
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 59 0 1 1 80
Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model 0 0 0 21 0 0 1 97
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 0 12 2 2 5 25
Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions 0 0 1 8 0 0 2 61
Co-movements of Shanghai and New York Stock prices by time-varying regressions 0 0 0 51 0 0 2 102
De Facto Currency Baskets of China and East Asian Economies: The Rising Weights 0 0 0 17 1 1 2 96
De facto currency baskets of China and East Asian economies: The rising weights 0 0 0 39 0 0 0 169
Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve 0 0 0 24 0 1 5 76
Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia 0 1 2 56 1 3 6 181
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 1 35 1 2 7 34
Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure 1 1 2 21 1 3 8 26
Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method 0 0 1 5 0 0 2 18
Housing Price in Urban China as Determined by Demand and Supply 0 2 4 110 1 3 15 354
Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations 0 0 0 6 0 3 6 62
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 0 0 2 451
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 1 17 0 2 5 88
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 276 0 0 2 735
The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models 0 0 0 22 0 0 6 111
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 1 1 1 8 1 2 6 209
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 1 33 1 4 21 861
Total Working Papers 2 6 20 1,180 12 35 130 4,368


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 4 40 1 1 8 148
Affine arbitrage-free yield net models with application to the euro debt crisis 0 0 0 1 0 1 2 9
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 8 0 0 0 45
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 1 1 2 2 3 3 7 10
Co-movements of Shanghai and New York stock prices by time-varying regressions 0 0 0 12 0 0 1 65
Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve 0 0 0 6 0 1 3 39
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 1 6 2 2 8 19
Forecasting the term structure of option implied volatility: The power of an adaptive method 0 0 0 16 1 2 3 91
Housing Prices in Urban China as Determined by Demand and Supply 0 0 0 20 0 2 4 108
How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends 1 1 2 2 1 1 4 4
Sparse-Group Independent Component Analysis with application to yield curves prediction 0 0 0 6 0 0 1 30
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 0 0 1 104
US and Chinese yield curve responses to RMB exchange rate policy shocks 0 0 2 20 0 0 4 47
Total Journal Articles 3 3 11 139 8 13 46 719


Statistics updated 2024-05-04