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 5 6 25 98
Affine arbitrage-free yield net models with application to the euro debt crisis 0 0 1 37 5 6 15 110
An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility 1 1 1 17 2 4 11 75
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 59 1 2 11 96
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 36 1 2 16 75
Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model 0 0 0 24 0 0 22 125
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 1 14 3 3 25 57
Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions 0 0 0 8 2 2 33 99
Co-movements of Shanghai and New York Stock prices by time-varying regressions 0 0 0 51 2 3 15 119
De Facto Currency Baskets of China and East Asian Economies: The Rising Weights 0 0 0 17 2 2 15 115
De facto currency baskets of China and East Asian economies: The rising weights 0 0 0 39 4 4 97 268
Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve 0 0 1 26 2 2 14 97
Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia 0 0 0 57 2 2 24 209
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 0 36 2 2 51 91
Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure 0 0 0 22 1 2 14 44
Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method 0 0 0 5 1 3 16 41
Geopolitical Risks, Inflation Pressure, and the U.S. Treasury Yield Curve 1 5 15 15 7 18 48 48
Housing Price in Urban China as Determined by Demand and Supply 0 0 0 110 1 3 24 388
Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations 0 0 0 7 1 2 11 79
Silent News in China's Monetary Policy Announcements: Dual-Shock Identification with Ordered Heteroskedasticity 7 7 29 29 11 14 25 25
Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set 0 0 0 162 3 3 14 469
Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set 0 0 0 19 1 2 20 112
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set 0 0 0 277 1 2 14 752
The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models 0 0 2 26 2 2 17 138
The Russia-Ukraine Conflict and Eurozone Sovereign Risk: A Yield Net Analysis 0 0 10 10 4 8 19 19
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 2 2 13 230
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 0 40 1 2 15 901
Total Working Papers 9 13 61 1,165 69 103 624 4,880
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 1 2 42 1 2 12 169
Affine arbitrage-free yield net models with application to the euro debt crisis 1 1 5 9 2 2 12 29
An adaptive approach to forecasting three key macroeconomic variables for transitional China 0 0 0 8 2 4 12 67
Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition 0 0 0 4 4 5 17 36
Co-movements of Shanghai and New York stock prices by time-varying regressions 0 0 0 12 1 1 18 87
Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve 0 0 0 8 2 3 22 68
Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR 0 0 1 9 1 1 24 50
Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution 0 0 1 1 3 5 24 29
Forecasting the term structure of option implied volatility: The power of an adaptive method 1 1 4 23 2 5 28 128
Geopolitical risk and Taiwan’s government bond yields: Evidence from Nancy Pelosi’s visit 1 2 8 10 6 16 98 104
Housing Prices in Urban China as Determined by Demand and Supply 0 0 0 21 2 4 24 135
How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends 0 1 1 6 4 9 24 35
Sparse-Group Independent Component Analysis with application to yield curves prediction 0 0 0 7 7 7 13 47
Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 0 0 0 0 1 1 23 131
US and Chinese yield curve responses to RMB exchange rate policy shocks 0 0 3 26 2 2 11 67
Total Journal Articles 3 6 25 186 40 67 362 1,182


Statistics updated 2026-11-12