8
H index
8
i10 index
158
Citations
Linlin Niu : Citation Profile
Xiamen University | RESEARCH PRODUCTION: 15 Articles 28 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
18 years (2007 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Linlin Niu. | Is cited by:
| Cites to:
|
Main data
Where Linlin Niu has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Modelling | 2 |
| Finance Research Letters | 2 |
| Journal of Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University | 17 |
| BOFIT Discussion Papers / Bank of Finland Institute for Emerging Economies (BOFIT) | 3 |
Recent works citing Linlin Niu (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis. (2024). Yao, Wenying ; Poon, Aubrey ; Cross, Jamie ; Zhu, Dan. In: Working Papers. RePEc:bny:wpaper:0133. Full description at Econpapers || Download paper |
| 2024 | The housing price index and the number of housing units: a surprising co-movement in France. (2024). Blanchard, Herve ; Anne, Bator. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00194. Full description at Econpapers || Download paper |
| 2025 | Adaptive local VAR for dynamic economic policy uncertainty spillover. (2025). Gillmann, Niels ; Okhrin, Ostap. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000744. Full description at Econpapers || Download paper |
| 2024 | Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Zhuang, Yangyang ; Tang, Pan ; Peng, Hongjuan ; Zhang, Ditian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870. Full description at Econpapers || Download paper |
| 2024 | The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245. Full description at Econpapers || Download paper |
| 2024 | Age structure of the population and household consumption expenditure on tourism. (2024). Mao, Shuai ; Huang, Rong ; Chen, Fangming. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012680. Full description at Econpapers || Download paper |
| 2025 | Information Dissemination and the Monetary Policy Uncertainty Premium: Evidence from China. (2025). Fan, Jiacheng ; Lin, Jianhao ; Zhang, Yifan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002851. Full description at Econpapers || Download paper |
| 2025 | The intersection of security attributes of national debt and socially responsible investment objectives. (2025). Liu, Yang ; Tan, Rong ; Wang, Aihua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560624002523. Full description at Econpapers || Download paper |
| 2024 | Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves. (2024). Hong, Zhiwu ; Lin, Mucai ; Su, GE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:597-615. Full description at Econpapers || Download paper |
| 2024 | Spillover effects of multidimensional information in Fed statements on Chinas bond market. (2024). Chen, Xiaoli ; Liu, Chunzi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:712-741. Full description at Econpapers || Download paper |
| 2025 | Forecasting Asset Returns Using Nelson–Siegel Factors Estimated from the US Yield Curve. (2025). Guidolin, Massimo ; Ionta, Serena. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:17-:d:1632780. Full description at Econpapers || Download paper |
| 2024 | Integration and risk transmission across supply, demand, and prices in China’s housing market. (2024). Nong, Huifu. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09713-x. Full description at Econpapers || Download paper |
| 2024 | Local Housing Market Sentiments and Returns: Evidence from China. (2024). Pang, Jindong ; Zhao, Yiyi ; Shen, Shulin. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:68:y:2024:i:3:d:10.1007_s11146-022-09933-w. Full description at Econpapers || Download paper |
| 2024 | Breaks in term structures: Evidence from the oil futures markets. (2024). Horvath, Lajos ; Liu, Zhenya ; Tang, Weiqing ; Miller, Curtis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2317-2341. Full description at Econpapers || Download paper |
Works by Linlin Niu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Housing Prices in Urban China as Determined by Demand and Supply In: Pacific Economic Review. [Full Text][Citation analysis] | article | 20 |
| 2015 | Housing Price in Urban China as Determined by Demand and Supply.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2011 | Co-movements of Shanghai and New York Stock prices by time-varying regressions In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 2012 | De facto currency baskets of China and East Asian economies : The rising weights In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 2015 | An adaptive approach to forecasting three key macroeconomic variables for transitional China In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 2007 | Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2019 | Sparse-Group Independent Component Analysis with application to yield curves prediction In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2022 | Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2022 | Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | An adaptive approach to forecasting three key macroeconomic variables for transitional China In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 2015 | An adaptive approach to forecasting three key macroeconomic variables for transitional China.(2015) In: BOFIT Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2015 | An adaptive approach to forecasting three key macroeconomic variables for transitional China.(2015) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2021 | Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2021 | Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Adaptive dynamic Nelson–Siegel term structure model with applications In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
| 2013 | Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2022 | Affine arbitrage-free yield net models with application to the euro debt crisis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2021 | Affine arbitrage-free yield net models with application to the euro debt crisis.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | Forecasting the term structure of option implied volatility: The power of an adaptive method In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 5 |
| 2018 | Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method.(2018) In: IRTG 1792 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2023 | How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2025 | Geopolitical risk and Taiwan’s government bond yields: Evidence from Nancy Pelosi’s visit In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2025 | Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2011 | Co-movements of Shanghai and New York stock prices by time-varying regressions In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 14 |
| 2013 | Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2011 | Co-movements of Shanghai and New York Stock prices by time-varying regressions.(2011) In: BOFIT Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
| 2020 | Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | US and Chinese yield curve responses to RMB exchange rate policy shocks In: China Finance Review International. [Full Text][Citation analysis] | article | 1 |
| 2015 | An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set In: Journal of Forecasting. [Citation analysis] | article | 21 |
| 2013 | Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2013 | An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | De Facto Currency Baskets of China and East Asian Economies: The Rising Weights In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2012 | De facto currency baskets of China and East Asian economies: The rising weights.(2012) In: BOFIT Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2013 | The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | A Semiparametric Model for Bond Pricing with Life Cycle Fundamental In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team