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2010年WISE发表论文和科研立项清单


一、 英文已发表论文
1.  Zongwu Cai (2010), “Functional Coefficient Models for Economic and Financial Data”, forthcoming in Oxford Handbook on Statistics and Functional Data Analysis (Ed: F. Ferraty, Y. Romain), Oxford University Press, Oxford, UK, 166-186.
2.  Bin Chen and Yongmiao Hong (2010), “Characteristic Function-based Testing for Multifactor Continuous-time Markov Models via Nonparametric Regression”, Econometric Theory, 26, 1115-1179.
3.  Chialin Chen and Yu Ren (2010), “Exploring the Relationship between Vehicle Safety and Fuel Efficiency in Automotive Design”, Transportation Research Part D 15, 112-116.
4.  Limin Du, Yanan He and Chu Wei (2010), “The Relationship between Oil Price Shocks and China's Macro-economy: An Empirical Analysis”. Energy Policy, 38, 4142-4151.
5.  Yanan He, Shouyang Wang and Kin Keung Lai (2010), “Global Economic Activity and Crude Oil Prices: A cointegration analysis”, Energy Economics, 32, 868-876.
6.  Yongmiao Hong, Hai Lin and Shouyang Wang (2010), “Modeling the Dynamics of Chinese Spot Interest Rates”, Journal of Banking and Finance, 34, 1047-1061.
7.  Ming Lin, Rong Chen and Per Mykland (2010), “On Generating Monte Carlo Samples of Continuous Diffusion Bridges”, Journal of American Statistical Association, 105, 820-838.
8.  Sung Yong Park and Sang Young Jei (2010), “Estimation and Hedging Effectiveness of Time-Varying Hedge Ratio: Flexible Bivariate GARCH Approaches”, Journal of Futures Markets, 30, 71-99.
9.  Sung Yong Park and Sang Young Jei (2010),   “The Determinant of Volatility on International Tourism Demand: An Empirical Note”, Applied Economics Letters, 17, 217-223.
10. Sung Yong Park and Guochang Zhao (2010), “An Estimation of U.S. Gasoline Demand: A Smooth Time-varying Cointegration Approach”, Energy Economics, 32, 110-120.
11. Jason Schachat and J. Todd Swarthout (2010), “Procurement Auctions for Differentiated Goods”, Decision Analysis, 7, 6-22.
12.  Joo Hwan Seo, Sung Yong Park and Soyoung Boo (2010), “Interrelationships among Korean outbound tourism demand: Granger Causality Analysis”, Tourism Economics, 16, 597-610.
13.  Kent Wang (2010), “Forecasting Volatilities in Equity, Bond and Money Markets: A Market-based Approach”, Australian Journal of Management, 35, 165-180.
14.  Tingguo Zheng, Yujuan Teng and Tao Song (2010), “Business Cycle Asymmetry in China: Evidence from Friedman’s Plucking Model”, China & World Economy, 18, 103-120.

二、英文已接受论文
1.  Zongwu Cai and Zhijie Xiao, “Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coeffcients”, forthcoming in Journal of Econometrics.
2.  Zongwu Cai, Ying Fang and Henong Li, “Weak Instrumental Variables Models for Longitudinal Data”, forthcoming in Econometric Reviews.
3.  Bin Chen and Yongmiao Hong,   “Testing for the Markov Property in Time Series”, forthcoming in Econometric Theory.
4.  Guojin Chen and Zhanhai Wang, “VAR Estimation with SV and GARCH models”, forthcoming in International Review of Applied Financial Issues and Economics.
5.  Rong Chen, Re-Jin Guo and Ming Lin, “Self-Selectivity in Firm’s Decision to Withdraw IPO: “Bayesian Inference for Hazard Models of Bankruptcy with Feedback”, forthcoming in Journal of American Statistical Association.
6.  Carlo A. Favero, Linlin Niu and Luca Sala, “Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set”, forthcoming in Journal of Forecasting.
7.  Yongmiao Hong and Yoon-Jin Lee, “Detecting Misspecifications in Autoregressive Conditional Duration Models and Non-negative Time-series Processes”, forthcoming in Journal of Time Series Analysis.
8.  Cheng Hsiao, H. Steve Ching and Shui Ki Wan, “A Panel Data Approach for Program Evaluation — Measuring the Benefits of Political and Economic Integration of Hong Kong with Mainland China”, forthcoming in Journal of Applied Econometrics.
9.  Haiqi Li, Sung Yong Park and Joo Hwan Seo, “Quantile Elasticity of  International Tourism Demand for South Korea using Quantile Autoregressive Distributed Lag Model”, forthcoming in Tourism Economics.
10. Ming Lin, Jian Zhang, Hsiao-Mei Lu, Rong Chen and Jie Liang, “Constrained Proper Sampling of Conformations of Transition State Ensemble During Protein Folding”, fothcoming in Journal of Chemical Physics.
11. Nadine McCloud and Yongmiao Hong, “Testing the Structure of Conditional Correlations in Multivariate GARCH Models: A Generalized Cross-Spectrum Approach”, forthcoming inInternational Economic Review.

三、  中文已发表论文
1.    陈国进，陈创练，《人民币升值背景下国内消费和国外消费关系研究》，《世界经济》，2010年7期，25-43页。
2.    陈国进，刘学，《我国个人住房贷款违约风险因素分析》，《投资研究》2010年第6期。
3.    陈国进，马长峰，《金融危机传染的网络理论》，《经济学动态》，2010年2期。
4.    陈国进，陶可，《机构、个人投资者羊群行为差异研究》，《山西财经大学学报》, 2010年 10期，57-64页。
5.    陈国进，王占海，《我国股票市场连续性波动与跳跃性波动实证研究》，《系统工程理论与实践》2010年第9期，1554-1562页。
6.    陈国进，颜诚，《中国真实利率的平稳性和区制性:基于马尔科夫区制转换模型》，《当代财经》，2010年第10期，41-50页。
7.    邹至庄，牛霖琳，《中国城镇居民住房的需求与供给》，《金融研究》2010年第1期，1-12页。
8.   马宇超，陈敏，蔡宗武，张敏，《中国股市权证定价的带均值回归跳跃扩散模型》，《系统工程理论与实践》2010年第1期，14-21页。
9.    游家兴，陈珍珍，郑挺国，《经济一体化与证券市场联动性——基于相关经验数据的分析》，《厦门大学学报(哲学社会科学版)》2010年第2期，21-28页。
10.  赵向琴，陈国进，《搜寻摩擦，货币和资产定价研究前沿》，《经济学动态》，2010年第12期。
11.   郑鸣，张翼，我国商业银行稳定性的实证研究——基于市场信息的视角, 《经济学家》，2010年第1期，67-75页。
12.  郑挺国，刘金全，《区制转移形式的泰勒规则及其在中国货币政策的应用》，《经济研究》2010年第3期，40-52页。
13.  郑挺国，王霞，《中国产出缺口的实时估计及其可靠性研究》，《经济研究》2010年第10期，129-142页。