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 0 1 68 0 0 6 155
A Semiparametric Model for Bond Pricing with Life Cycle Fundamental 0 0 0 10 1 1 5 69
Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications 0 0 0 35 0 1 4 117
Affine arbitrage-free yield net models with application to the euro debt crisis 0 0 1 36 0 4 10 94
An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility 0 0 1 16 0 0 3 63
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 59 1 1 4 83
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 36 0 0 0 56
Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model 0 1 1 22 0 1 3 100
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 1 13 0 1 9 32
Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions 0 0 0 8 0 0 1 62
Co-movements of Shanghai and New York Stock prices by time-varying regressions 0 0 0 51 1 1 1 103
De Facto Currency Baskets of China and East Asian Economies: The Rising Weights 0 0 0 17 0 2 4 99
De facto currency baskets of China and East Asian economies: The rising weights 0 0 0 39 1 1 1 170
Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve 1 1 1 25 1 1 6 81
Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia 0 0 0 56 0 0 5 184
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 1 36 0 1 8 40
Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure 0 0 2 22 0 0 6 29
Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method 0 0 0 5 1 1 2 20
Housing Price in Urban China as Determined by Demand and Supply 0 0 1 110 0 0 7 359
Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations 0 0 1 7 0 1 4 65
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 0 0 1 452
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 1 2 2 19 1 2 6 92
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 1 277 0 0 3 738
The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models 0 0 2 24 0 1 7 118
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 3 10 0 2 9 216
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 1 1 2 35 2 4 17 875
Total Working Papers 3 6 21 1,198 9 26 132 4,472

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 1 40 0 0 2 149
Affine arbitrage-free yield net models with application to the euro debt crisis 0 1 3 4 0 3 6 15
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 8 1 1 1 46
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 3 4 0 0 7 14
Co-movements of Shanghai and New York stock prices by time-varying regressions 0 0 0 12 0 0 0 65
Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve 1 1 2 8 1 3 6 44
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 2 8 0 0 6 23
Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution 0 0 0 0 0 2 2 2
Forecasting the term structure of option implied volatility: The power of an adaptive method 2 2 2 18 2 2 6 95
Housing Prices in Urban China as Determined by Demand and Supply 0 0 1 21 0 0 2 110
How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends 1 2 4 5 2 3 7 10
Sparse-Group Independent Component Analysis with application to yield curves prediction 0 0 1 7 0 0 2 32
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 0 0 4 108
US and Chinese yield curve responses to RMB exchange rate policy shocks 1 1 2 22 3 4 5 52
Total Journal Articles 5 7 21 157 9 18 56 765

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Statistics updated 2025-03-03