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 1 1 22 93
Affine arbitrage-free yield net models with application to the euro debt crisis 0 0 1 37 1 2 11 105
An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility 0 0 0 16 1 1 8 72
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 36 1 3 17 74
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 59 1 1 11 95
Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model 0 0 1 24 0 0 24 125
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 1 14 0 2 22 54
Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions 0 0 0 8 0 0 35 97
Co-movements of Shanghai and New York Stock prices by time-varying regressions 0 0 0 51 1 1 13 117
De Facto Currency Baskets of China and East Asian Economies: The Rising Weights 0 0 0 17 0 1 13 113
De facto currency baskets of China and East Asian economies: The rising weights 0 0 0 39 0 2 94 264
Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve 0 0 1 26 0 1 13 95
Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia 0 0 0 57 0 0 22 207
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 0 36 0 0 49 89
Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure 0 0 0 22 0 0 12 42
Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method 0 0 0 5 1 2 16 39
Geopolitical Risks, Inflation Pressure, and the U.S. Treasury Yield Curve 0 3 10 10 3 11 33 33
Housing Price in Urban China as Determined by Demand and Supply 0 0 0 110 1 2 23 386
Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations 0 0 0 7 0 0 10 77
Silent News in China's Monetary Policy Announcements: Dual-Shock Identification with Ordered Heteroskedasticity 0 1 22 22 2 4 13 13
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 0 1 12 466
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 0 19 1 1 19 111
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 277 1 2 13 751
The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models 0 0 2 26 0 2 15 136
The Russia-Ukraine Conflict and Eurozone Sovereign Risk: A Yield Net Analysis 0 1 10 10 1 4 12 12
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 12 0 1 11 228
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 3 40 0 0 18 899
Total Working Papers 0 5 52 1,152 16 45 561 4,793
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 1 41 0 0 13 167
Affine arbitrage-free yield net models with application to the euro debt crisis 0 0 4 8 0 0 11 27
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 8 0 0 11 63
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 0 4 1 2 16 32
Co-movements of Shanghai and New York stock prices by time-varying regressions 0 0 0 12 0 0 20 86
Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve 0 0 0 8 1 2 21 66
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 1 9 0 1 24 49
Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution 0 0 1 1 1 2 21 25
Forecasting the term structure of option implied volatility: The power of an adaptive method 0 0 3 22 0 4 24 123
Geopolitical risk and Taiwan’s government bond yields: Evidence from Nancy Pelosi’s visit 0 1 8 8 8 29 95 96
Housing Prices in Urban China as Determined by Demand and Supply 0 0 0 21 1 4 21 132
How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends 0 0 0 5 0 0 16 26
Sparse-Group Independent Component Analysis with application to yield curves prediction 0 0 0 7 0 0 7 40
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 0 1 22 130
US and Chinese yield curve responses to RMB exchange rate policy shocks 0 1 4 26 0 3 10 65
Total Journal Articles 0 2 22 180 12 48 332 1,127


Statistics updated 2026-09-10