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 3 64 3 6 20 114
Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications 0 1 3 32 3 6 15 93
An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China 0 0 0 36 1 1 9 51
An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility 0 0 1 14 4 4 7 41
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 59 1 2 9 68
An arbitrage-free yield net model with application to the euro debt crisis 0 0 0 26 3 4 8 41
Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model 0 0 1 19 5 9 21 74
Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions 0 0 0 4 0 1 7 43
Co-movements of Shanghai and New York Stock prices by time-varying regressions 0 0 0 51 0 0 2 95
De Facto Currency Baskets of China and East Asian Economies: The Rising Weights 0 0 0 17 2 3 10 71
De facto currency baskets of China and East Asian economies: The rising weights 0 0 0 39 3 3 12 161
Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve 0 0 3 22 4 7 20 38
Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia 0 1 2 52 2 6 19 153
Housing Price in Urban China as Determined by Demand and Supply 1 2 8 98 7 22 60 263
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 160 0 1 7 435
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 0 15 0 1 7 67
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 274 0 1 5 717
The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models 0 1 2 14 1 7 17 73
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 0 5 2 8 24 166
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 16 9 24 58 580
Total Working Papers 2 6 24 1,017 50 116 337 3,344


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 5 33 0 2 13 119
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 1 8 0 0 6 37
Co-movements of Shanghai and New York stock prices by time-varying regressions 0 0 0 12 0 0 2 57
Forecasting the term structure of option implied volatility: The power of an adaptive method 0 1 6 11 2 8 33 63
Housing Prices in Urban China as Determined by Demand and Supply 0 1 2 18 0 3 11 72
Sparse-Group Independent Component Analysis with application to yield curves prediction 0 0 0 3 0 0 2 17
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 0 0 7 97
Total Journal Articles 0 2 14 85 2 13 74 462


Statistics updated 2021-01-03