Zaichao Du : Citation Profile


Are you Zaichao Du?

Southwestern University of Finance and Economics (SWUFE)

3

H index

2

i10 index

67

Citations

RESEARCH PRODUCTION:

11

Articles

3

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 7
   Journals where Zaichao Du has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 1 (1.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu319
   Updated: 2020-07-04    RAS profile: 2019-03-21    
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Relations with other researchers


Works with:

Zhang, Lin (5)

Escanciano, Juan Carlos (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Zaichao Du.

Is cited by:

Carvalho, Carlos (6)

Medeiros, Marcelo (4)

Lim, King Yoong (2)

Funke, Michael (2)

Bauer, Michael (2)

Gyourko, Joseph (2)

Tsang, Andrew (2)

Deng, Yongheng (2)

Komlos, John (2)

Rudebusch, Glenn (2)

Loberto, Michele (1)

Cites to:

Escanciano, Juan Carlos (11)

Lochner, Lance (7)

Heckman, James (5)

Hong, Yongmiao (5)

Todd, Petra (5)

Bai, Jushan (4)

hsiao, cheng (4)

Loayza, Norman (3)

Ng, Serena (3)

Melitz, Marc (3)

Olmo, Jose (3)

Main data


Where Zaichao Du has published?


Working Papers Series with more than one paper published# docs
CAEPR Working Papers / Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington3

Recent works citing Zaichao Du (2018 and 2017)


YearTitle of citing document
2017Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk). (2017). Chen, Rui ; Ziegel, Johanna F ; Patton, Andrew J. In: Papers. RePEc:arx:papers:1707.05108.

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2019Forward-Selected Panel Data Approach for Program Evaluation. (2019). Huang, Jingyi ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1908.05894.

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2017Mapping China’s time-varying house price landscape. (2017). Tsang, Andrew ; Leiva-Leon, Danilo ; Funke, Michael. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_021.

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2018Not all cities are alike : House price heterogeneity and the design of macro-prudential policies in China. (2018). Tsang, Andrew ; Funke, Michael ; Zhu, Linxu. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_018.

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2017The Features of Management of Innovation Risks at Pre-investment Stage of the Project in Modern Economic Realities. (2017). Zozulya, Valentina ; Zuykov, Andrey ; Romanchenko, Olga . In: International Review of Management and Marketing. RePEc:eco:journ3:2017-02-07.

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2017Do Chinas high-speed-rail projects promote local economy?—New evidence from a panel data approach. (2017). hsiao, cheng ; Hong, Yongmiao ; Chen, Haiqiang ; Ke, Xiao . In: China Economic Review. RePEc:eee:chieco:v:44:y:2017:i:c:p:203-226.

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2018Unequal school enrollment rights, rent yields gap, and increased inequality: The case of Shanghai. (2018). Zhang, Muyang ; Chen, Jie. In: China Economic Review. RePEc:eee:chieco:v:49:y:2018:i:c:p:229-240.

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2018China and international housing price growth. (2018). Chang, Yuk Ying ; Shi, Song ; Anderson, Hamish. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:294-312.

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2019Has Chinas war on pollution slowed the growth of its manufacturing and by how much? Evidence from the Clean Air Action. (2019). Shi, Lei ; Qiao, Yuanbo ; Li, Xiao. In: China Economic Review. RePEc:eee:chieco:v:53:y:2019:i:c:p:271-289.

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2020Recent housing affordability in urban China: A comprehensive overview. (2020). Qin, Yu ; Wu, Jing ; Li, Keyang. In: China Economic Review. RePEc:eee:chieco:v:59:y:2020:i:c:s1043951x19301233.

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2020Can investment advisors promote rational investment? Evidence from micro-data in China. (2020). Wang, Lin ; Zhang, Yixing ; Lu, Xiaomeng. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:251-263.

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2018Identifying Barriers Toward a Post-growth Economy – A Political Economy View. (2018). Strunz, Sebastian ; Schindler, Harry. In: Ecological Economics. RePEc:eee:ecolec:v:153:y:2018:i:c:p:68-77.

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2017Estimation of average treatment effects with panel data: Asymptotic theory and implementation. (2017). Bell, David R ; Li, Kathleen T. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:65-75.

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2018ArCo: An artificial counterfactual approach for high-dimensional panel time-series data. (2018). Carvalho, Carlos ; Medeiros, Marcelo C ; Masini, Ricardo . In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:352-380.

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2018Housing market sentiment and intervention effectiveness: Evidence from China. (2018). Zhou, Zhengyi. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:91-110.

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2017Dual influences of regulatory polices on real estate enterprises’ investment —based on the perspective of supply-side reform in China. (2017). Zeng, Yanni ; Yu, Shoujin ; Zhang, Hao. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:50-57.

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2018From Concentration Profiles to Concentration Maps. New tools for the study of loss distributions. (2018). Fontanari, Andrea ; Oosterlee, Cornelis W ; Cirillo, Pasquale. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:13-29.

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2018Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall. (2018). Lok, Yen ; McNeil, Alexander J ; Kratz, Marie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:393-407.

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2019Taxation and housing markets with search frictions. (2019). Loberto, Michele ; Liberati, Danilo. In: Journal of Housing Economics. RePEc:eee:jhouse:v:46:y:2019:i:c:s1051137718300330.

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2019Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data. (2019). Zhu, Lixing ; Meintanis, Simos G ; Hukova, Marie ; Jiang, Qing . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:202-220.

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2019On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence. (2019). ZHU, LI XING ; Meintanis, Simos G ; Chen, Feifei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:125-144.

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2020Using purchase restrictions to cool housing markets: A within-market analysis. (2020). Yang, Yang ; Wang, Long ; Somerville, Tsur . In: Journal of Urban Economics. RePEc:eee:juecon:v:115:y:2020:i:c:s009411901930066x.

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2020Transition to the property tax in China: A dynamic general equilibrium analysis. (2020). Zhu, Guozhong ; Dale-Johnson, David . In: Journal of Urban Economics. RePEc:eee:juecon:v:115:y:2020:i:c:s0094119019300919.

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2017Home purchase restriction and housing price: A distribution dynamics analysis. (2017). Li, Victor Jing ; Se, Tsun ; Wing, Andy Wui. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:67:y:2017:i:c:p:1-10.

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2019Do car restriction policies effectively promote the development of public transport?. (2019). Chen, Hong ; Long, Ruyin ; Zhang, Linling. In: World Development. RePEc:eee:wdevel:v:119:y:2019:i:c:p:100-110.

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2017The perils of counterfactual analysis with integrated processes. (2017). Medeiros, Marcelo ; Carvalho, Carlos ; Masini, Ricardo Pereira ; de Carvalho, Carlos Viana. In: Textos para discussão. RePEc:fgv:eesptd:455.

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2018Spectral Backtests of Forecast Distributions with Application to Risk Management. (2018). Gordy, Michael ; McNeil, Alexander J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-21.

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2019Estimating Conditional Value at Risk in the Tehran Stock Exchange Based on the Extreme Value Theory Using GARCH Models. (2019). Ghasemi, Foroogh ; Tamoaitien, Jolanta ; Yousefi, Vahidreza ; Tabasi, Hamed. In: Administrative Sciences. RePEc:gam:jadmsc:v:9:y:2019:i:2:p:40-:d:234128.

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2018A Simple Traffic Light Approach to Backtesting Expected Shortfall. (2018). Costanzino, Nick ; Curran, Michael. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:2-:d:126009.

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2018On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249.

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2018Impact of Property Tax on Housing-Market Disequilibrium in Different Regions: Evidence from Taiwan for the period 1982–2016. (2018). Lin, Sheng-Hau ; Chen, Jia-Tsong ; Huang, Xianjin ; Hsieh, Jing-Chzi. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4318-:d:184391.

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2018“One Belt, One Road” Initiative to Stimulate Trade in China: A Counter-Factual Analysis. (2018). Chen, Shih-Chih ; Xiao, DE ; Hou, Jianing. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3242-:d:169071.

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2020Backtesting Expected Shortfall via Multi-Quantile Regression. (2019). Leymarie, Jérémy ; Couperier, Ophelie. In: Working Papers. RePEc:hal:wpaper:halshs-01909375.

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2019Grey Spectrum Analysis of Air Quality Index and Housing Price in Handan. (2019). Wu, Lifeng ; Chen, Yan ; Zhang, Kai. In: Complexity. RePEc:hin:complx:8710138.

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2019Property Prices: How Effective is a Property-Purchasing Limitation Policy for Managing Affordability?. (2019). Gupta, Rakesh ; Zhang, Ying ; Zou, Qianmiao. In: International Real Estate Review. RePEc:ire:issued:v:22:n:02:2019:p:197-229.

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2019Statistical Analysis and Evaluation of Macroeconomic Policies: A Selective Review. (2019). Lin, Ming ; Fang, Ying ; Cai, Zongwu ; Liu, Zeqin. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201904.

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2018Home-Purchase Limits and Housing Prices: Evidence from China. (2018). Jia, Shijun ; Fan, Gang-Zhi ; Wang, Yourong. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:3:d:10.1007_s11146-017-9615-2.

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2020The Impact of Exogenous Shocks on House Prices: the Case of the Volkswagen Emissions Scandal. (2020). Zietz, Joachim ; Mutl, Jan ; Kirchhain, Heiko. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:60:y:2020:i:4:d:10.1007_s11146-019-09700-4.

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2018Tax Policy and Toxic Housing Bubbles in China.. (2018). Lim, King Yoong ; Jia, Pengfei. In: Working Papers. RePEc:nbs:wpaper:2018/03.

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2018Tax Policy and Toxic Housing Bubbles in China. (2018). Lim, King Yoong ; Jia, Pengfei. In: MPRA Paper. RePEc:pra:mprapa:86576.

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2019Microfinancing and Home-purchase Restrictions: Evidence from the Online “Peer-to-Peer” Lending in China. (2019). Zhang, Yifei ; Xiao, He ; Qin, Yaohua ; Chen, Xin. In: MPRA Paper. RePEc:pra:mprapa:95375.

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2017Posouzení modelů odhadu tržního rizika s využitím DEA přístupu. (2017). Kresta, Ale ; Toloo, Mehdi ; Tich, Toma. In: Politická ekonomie. RePEc:prg:jnlpol:v:2017:y:2017:i:2:id:1134:p:161-178.

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2018The Impact of Exogenous Demand Shock on the Housing Market: Evidence from the Home Purchase Restriction Policy in the People’s Republic of China. (2018). Lai, Rose Neng ; Huang, Bihong ; Cao, Xiaping. In: ADBI Working Papers. RePEc:ris:adbiwp:0824.

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2019Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?. (2018). Dionne, Georges ; Simonato, Jean-Guy ; Fortin, Alain-Philippe. In: Working Papers. RePEc:ris:crcrmw:2018_004.

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2018The effects of gun control on crimes: a spatial interactive fixed effects approach. (2018). Lee, Lung-Fei ; Shi, Wei. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-017-1415-2.

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2018Serial independence tests for innovations of conditional mean and variance models. (2018). Ghoudi, Kilani ; Remillard, Bruno. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:1:d:10.1007_s11749-016-0521-3.

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2017Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility. (2017). Gerlach, Richard ; Wang, Chao ; Walpole, Declan. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:2:p:199-215.

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2017Identifying barriers towards a post-growth economy: A political economy view. (2017). Schindler, Harry ; Strunz, Sebastian. In: UFZ Discussion Papers. RePEc:zbw:ufzdps:62017.

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Works by Zaichao Du:


YearTitleTypeCited
2015The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis In: The World Economy.
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article1
2013The macroeconomic effects of the 35-h workweek regulation in France In: The B.E. Journal of Macroeconomics.
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article6
2011Intraday probability of informed trading In: Economics Bulletin.
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article3
2014Decomposing the rich dad effect on income inequality using instrumental variable quantile regression In: China Economic Review.
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article3
2014Testing for serial independence of panel errors In: Computational Statistics & Data Analysis.
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article2
2018Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau In: Economic Modelling.
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article1
2015Home-purchase restriction, property tax and housing price in China: A counterfactual analysis In: Journal of Econometrics.
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article37
2012The effects of medical insurance on durables consumption in rural China In: China Agricultural Economic Review.
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article1
2009Nonparametric Bootstrap Tests for Independence of Generalized Errors In: CAEPR Working Papers.
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paper1
2016Nonparametric bootstrap tests for independence of generalized errors.(2016) In: Econometrics Journal.
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This paper has another version. Agregated cites: 1
article
2015Backtesting Expected Shortfall: Accounting for Tail Risk In: CAEPR Working Papers.
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paper11
2017Automatic Portmanteau Tests with Applications to Market Risk Management In: CAEPR Working Papers.
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paper0
2017Automatic portmanteau tests with applications to market risk management.(2017) In: Stata Journal.
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This paper has another version. Agregated cites: 0
article
2015A Nonparametric Distribution-Free Test for Serial Independence of Errors In: Econometric Reviews.
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article1

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