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Kwok Ping Tsang

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Richard A. Ashley & Kwok Ping Tsang, 2014. "Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach," Econometrics, MDPI, vol. 2(1), pages 1-20, March.

    Mentioned in:

    1. April Reading List
      by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2014-04-01 20:43:00

Working papers

  1. Ng, Joe Cho Yiu & Chan, Chao Hung & Tsang, Byron Kwok Ping & Leung, Charles Ka Yui, 2022. "Greenfield Foreign Direct Investment: Social Learning drives Persistence," MPRA Paper 112448, University Library of Munich, Germany.

    Cited by:

    1. Shear, Falik & Ashraf, Badar Nadeem & Butt, Shazaib, 2023. "Sensing the heat: Climate change vulnerability and foreign direct investment inflows," Research in International Business and Finance, Elsevier, vol. 66(C).
    2. Tan, Man & Yang, Dengyu & Yang, Qijing, 2023. "Institutional quality, asset specificity, and foreign direct investment," Journal of International Money and Finance, Elsevier, vol. 134(C).

  2. Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2019. "A New Look at Historical Monetary Policy and the Great Inflation through the Lens of a Persistence-Dependent Policy Rule," Working Papers 18-14R, Federal Reserve Bank of Cleveland.

    Cited by:

    1. Jean-Bernard, Chatelain & Kirsten, Ralf, 2020. "How Macroeconomists Lost Control of Stabilization Policy: Towards Dark Ages," MPRA Paper 103244, University Library of Munich, Germany.
    2. Randal J. Verbrugge & Saeed Zaman, 2023. "The Hard Road to a Soft Landing: Evidence from a (Modestly) Nonlinear Structural Model," Working Papers 23-03, Federal Reserve Bank of Cleveland.
    3. Randal J. Verbrugge & Saeed Zaman, 2023. "Post-COVID Inflation Dynamics: Higher for Longer," Working Papers 23-06R, Federal Reserve Bank of Cleveland, revised 20 Jun 2023.
    4. Randal J. Verbrugge, 2021. "Is It Time to Reassess the Focal Role of Core PCE Inflation?," Working Papers 21-10, Federal Reserve Bank of Cleveland.

  3. Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2018. "All Fluctuations Are Not Created Equal: The Differential Roles of Transitory versus Persistent Changes in Driving Historical Monetary Policy," Working Papers (Old Series) 1814, Federal Reserve Bank of Cleveland.

    Cited by:

    1. Richard Ashley & Randal J. Verbrugge, 2019. "The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification," Working Papers 19-09R2, Federal Reserve Bank of Cleveland, revised 14 Feb 2023.

  4. Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2014. "Frequency Dependence in a Real-Time Monetary Policy Rule," Working Papers (Old Series) 1430, Federal Reserve Bank of Cleveland.

    Cited by:

    1. Ashley, Richard & Li, Guo, 2014. "Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter?," Journal of Housing Economics, Elsevier, vol. 26(C), pages 109-118.

  5. Leung, Charles Ka Yui & Leung, Tommy Tin Cheuk & Tsang, Byron Kwok Ping, 2014. "Tax-driven Bunching of Housing Market Transactions: The case of Hong Kong," MPRA Paper 53729, University Library of Munich, Germany.

    Cited by:

    1. Edward C. H. Tang, 2020. "Speculate a Lot," GRU Working Paper Series GRU_2020_020, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    2. Yanke Dai & Yangfei Xu, 2022. "Cheating under Regulation: Evidence from “Yin-and-Yang” Contracts on Beijing’s Housing Market," Sustainability, MDPI, vol. 14(20), pages 1-29, October.
    3. Haiwei Chen, 2017. "Real Estate Transfer Taxes and Housing Price Volatility in the United States," International Real Estate Review, Global Social Science Institute, vol. 20(2), pages 207-219.
    4. Daisy J. HUANG & Charles Ka Yui LEUNG & Chung-Yi TSE, 2017. "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," ISER Discussion Paper 0990, Institute of Social and Economic Research, Osaka University.
    5. Charles Ka Yui Leung & Joe Cho Yiu Ng & Edward Chi Ho Tang, 2020. "Why is the Hong Kong housing market unaffordable? Some stylized facts and estimations," ISER Discussion Paper 1081, Institute of Social and Economic Research, Osaka University.
    6. Wong, Siu Kei & Cheung, Ka Shing & Deng, Kuang Kuang & Chau, Kwong Wing, 2021. "Policy responses to an overheated housing market: Credit tightening versus transaction taxes," Journal of Asian Economics, Elsevier, vol. 75(C).
    7. Leung, Charles Ka Yui & Tang, Edward Chi Ho, 2014. "Availability, Affordability and Volatility: the case of Hong Kong Housing Market," MPRA Paper 58770, University Library of Munich, Germany.
    8. Lyu, Xueying, 2024. "Revisiting property tax capitalization," Regional Science and Urban Economics, Elsevier, vol. 108(C).
    9. Edward C. H. Tang, 2024. "Examining the Impacts of the Pandemic on the Housing Bubble in Hong Kong," Advances in Decision Sciences, Asia University, Taiwan, vol. 28(1), pages 27-46, March.

  6. Startz, Richard & Tsang, Kwok Ping, 2012. "Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle," University of California at Santa Barbara, Economics Working Paper Series qt8pw4h6vk, Department of Economics, UC Santa Barbara.

    Cited by:

    1. Johnson, Ayana Elizabeth & Saunders, Daniel Kaiser, 2014. "Time preferences and the management of coral reef fisheries," Ecological Economics, Elsevier, vol. 100(C), pages 130-139.

  7. Tin Cheuk Leung & Kwok Ping Tsang, 2011. "Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?," Working Papers 162011, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011. "In the Shadow of the United States: The International Transmission Effect of Asset Returns," MPRA Paper 32776, University Library of Munich, Germany.

  8. Yu-chin Chen & Kwok Ping Tsang, 2011. "A Macro-Finance Approach to Exchange Rate Determination," Working Papers 012011, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Yu-chin Chen & Kwok Ping Tsang & Wen Jen Tsay, 2010. "Home Bias in Currency Forecasts," Working Papers 272010, Hong Kong Institute for Monetary Research.
    2. Anella Munro, 2014. "Exchange rates, expected returns and risk: UIP unbound," CAMA Working Papers 2014-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. Virtue Ekhosuehi & Sunday Ogbonmwan, 2014. "Determination of the optimal exchange rate via control of the domestic interest rate in Nigeria," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 24(1), pages 23-36.

  9. Tin Cheuk Leung & Kwok Ping Tsang, 2011. "Anchoring and Loss Aversion in the Housing Market: Implications on Price Dynamics," Working Papers 282011, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Greenaway-McGrevy, Ryan & Sorensen, Kade, 2021. "A Time-Varying Hedonic Approach to quantifying the effects of loss aversion on house prices," Economic Modelling, Elsevier, vol. 99(C).
    2. Lamorgese, Andrea R. & Pellegrino, Dario, 2022. "Loss aversion in housing appraisal: Evidence from Italian homeowners," Journal of Housing Economics, Elsevier, vol. 56(C).
    3. Arslan, Yavuz & Akkoyun, H. Cagri & Kanik, Birol, 2011. "Housing prices and transaction volume," MPRA Paper 37343, University Library of Munich, Germany, revised 01 Mar 2012.
    4. Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011. "In the Shadow of the United States: The International Transmission Effect of Asset Returns," MPRA Paper 32776, University Library of Munich, Germany.
    5. Jing Wu & Yongheng Deng & Hongyu Liu, 2014. "House Price Index Construction in the Nascent Housing Market: The Case of China," The Journal of Real Estate Finance and Economics, Springer, vol. 48(3), pages 522-545, April.
    6. Bian, Timothy Yang & Huang, Jun & Zhe, Siqi & Zhang, Man, 2021. "Anchoring effects in the Chinese art market," Finance Research Letters, Elsevier, vol. 43(C).
    7. Robert Oxoby & William G. Morrison, "undated". "Asset Integration, Risk Taking and Loss Aversion in the Laboratory," Working Papers 2019-04, Department of Economics, University of Calgary, revised 30 Jan 2019.
    8. Peyman Khezr & Shabbir Ahmad, 2018. "Anchoring in the Housing Market: Evidence from Sydney," Discussion Papers Series 596, School of Economics, University of Queensland, Australia.
    9. Charles Ka Yui Leung & Tin Cheuk Leung & Kwok Ping Tsang, 2015. "Tax-driven Bunching of Housing Market Transactions: The Case of Hong Kong," International Real Estate Review, Global Social Science Institute, vol. 18(4), pages 473-501.
    10. Andrea Lamorgese & Dario Pellegrino, 2019. "Loss aversion in housing price appraisals among Italian homeowners," Temi di discussione (Economic working papers) 1248, Bank of Italy, Economic Research and International Relations Area.
    11. Ling Li & Wayne Xinwei Wan, 2024. "The Effect of Expected Losses on the Hong Kong Property Market," The Journal of Real Estate Finance and Economics, Springer, vol. 68(4), pages 654-683, May.
    12. Fan, Ying, 2022. "Demand shocks and price stickiness in housing market dynamics," Economic Modelling, Elsevier, vol. 110(C).
    13. Helen Bao & Chunming Meng, 2017. "Loss Aversion and Residential Property Development Decisions in China: A Semi-Parametric Estimation," ERES eres2017_156, European Real Estate Society (ERES).
    14. Liu, Hsing & Liao, Chi-Yo & Ko, Jing-Yuan & Lih, Jiann-Shing, 2017. "Anchoring effect on first passage process in Taiwan financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 477(C), pages 114-127.
    15. Bao, Helen X. H. & Meng, Charlotte Chunming, 2017. "Loss Aversion and Residential Property Development Decisions in the People’s Republic of China: A Semi-Parametric Estimation," ADBI Working Papers 640, Asian Development Bank Institute.
    16. Shi, Song & Yang, Zan & Tripe, David & Zhang, Huan, 2015. "Uncertainty and new apartment price setting: A real options approach," Pacific-Basin Finance Journal, Elsevier, vol. 35(PB), pages 574-591.
    17. Ying-Hui Chiang & Yuan Ku & Feng Liu & Chin-Oh Chang, 2019. "House Price Dispersion in Taipei Residential Communities," International Real Estate Review, Global Social Science Institute, vol. 22(1), pages 109-129.
    18. William Morrison, Robert Oxoby, 2016. "Risk Taking, Intertemporal Choice, and Loss Aversion," LCERPA Working Papers 0096, Laurier Centre for Economic Research and Policy Analysis, revised 01 Jul 2016.
    19. L. Li & Helen X. H. Bao & K. W. Chau, 2023. "On the Strategic Timing of Sales by Real Estate Developers: To Wait or To Presell?," The Journal of Real Estate Finance and Economics, Springer, vol. 66(1), pages 169-196, January.

  10. Tin Cheuk Leung & Kwok Ping Tsang, 2011. "Love Thy Neighbor: Income Distribution and Housing Preferences," Working Papers 372011, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Mateusz Tomal & Marco Helbich, 2023. "A spatial autoregressive geographically weighted quantile regression to explore housing rent determinants in Amsterdam and Warsaw," Environment and Planning B, , vol. 50(3), pages 579-599, March.
    2. Said Benjamin Bonakdar & Michael Roos, 2023. "Dissimilarity effects on house prices: what is the value of similar neighbours?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(1), pages 59-86, January.
    3. Felix Richter, 2014. "Winner Picking in Urban Revitalization Policies: Empirical Evidence from Berlin," ERSA conference papers ersa14p1424, European Regional Science Association.
    4. Bonakdar, Said Benjamin & Roos, Michael W. M., 2021. "Dissimilarity effects on house prices: What is the value of similar neighbours?," Ruhr Economic Papers 894, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.

  11. Yu-chin Chen & Kwok Ping Tsang, 2010. "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," Working Papers 292010, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168111, Verein für Socialpolitik / German Economic Association.
    2. Lloyd, Simon & Marin, Emile, 2020. "Exchange rate risk and business cycles," Bank of England working papers 872, Bank of England.
    3. Rossi, Barbara, 2013. "Exchange Rate Predictability," CEPR Discussion Papers 9575, C.E.P.R. Discussion Papers.
    4. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    5. Wellmann, Dennis & Trück, Stefan, 2018. "Factors of the term structure of sovereign yield spreads," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 56-75.
    6. Recchioni, Maria Cristina & Tedeschi, Gabriele, 2017. "From bond yield to macroeconomic instability: A parsimonious affine model," European Journal of Operational Research, Elsevier, vol. 262(3), pages 1116-1135.
    7. Yu-chin Chen & Kwok Ping Tsang & Wen Jen Tsay, 2010. "Home Bias in Currency Forecasts," Working Papers 272010, Hong Kong Institute for Monetary Research.
    8. Anella Munro, 2014. "Exchange rates, expected returns and risk: UIP unbound," CAMA Working Papers 2014-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    9. Giovanni Calice & Ming Zeng, 2021. "The term structure of sovereign credit default swap and the cross‐section of exchange rate predictability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 445-458, January.
    10. Aysun, Uluc & Lee, Sanglim, 2014. "Can time-varying risk premiums explain the excess returns in the interest rate parity condition?," Emerging Markets Review, Elsevier, vol. 18(C), pages 78-100.
    11. Ahmed, Jameel & Straetmans, Stefan, 2015. "Predicting exchange rate cycles utilizing risk factors," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 112-130.
    12. Laurini, Márcio P. & Caldeira, João F., 2016. "A macro-finance term structure model with multivariate stochastic volatility," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 68-90.
    13. Jacob Boudoukh & Ronen Israel & Matthew P. Richardson, 2020. "Biases in Long-Horizon Predictive Regressions," NBER Working Papers 27410, National Bureau of Economic Research, Inc.
    14. Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021. "Stock markets and exchange rate behavior of the BRICS," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1581-1595, December.
    15. Gong, Yuting & Ma, Chao & Chen, Qiang, 2022. "Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach," Journal of International Money and Finance, Elsevier, vol. 123(C).
    16. Yunjung Kim & Cheolbeom Park, 2020. "Are exchange rates disconnected from macroeconomic variables? Evidence from the factor approach," Empirical Economics, Springer, vol. 58(4), pages 1713-1747, April.
    17. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2024. "Out-of-sample predictability in predictive regressions with many predictor candidates," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1166-1178.
    18. Lelo de Larrea Alejandra, 2020. "Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model," Working Papers 2020-01, Banco de México.
    19. Elias, Nikolaos & Smyrnakis, Dimitris & Tzavalis, Elias, 2022. "Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 694-715.
    20. Travis Berge & Òscar Jordà & Alan M. Taylor, 2010. "Currency Carry Trades," NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 357-387, National Bureau of Economic Research, Inc.
    21. Ribeiro, Pinho J., 2017. "Selecting exchange rate fundamentals by bootstrap," International Journal of Forecasting, Elsevier, vol. 33(4), pages 894-914.
    22. Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2014. "Risk Assessment of the Brazilian FX Rate," Working Papers Series 344, Central Bank of Brazil, Research Department.
    23. Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
    24. Leo Krippner, 2012. "A theoretical foundation for the Nelson and Siegel class of yield curve models," CAMA Working Papers 2012-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    25. Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia Pascual & Yi Zhang, 2017. "Exchange Rate Prediction Redux: New Models, New Data, New Currencies," NBER Working Papers 23267, National Bureau of Economic Research, Inc.
    26. Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
    27. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2010. "Countercyclical Currency Risk Premia," NBER Working Papers 16427, National Bureau of Economic Research, Inc.
    28. Ladislav Kristoufek & Miloslav Vosvrda, 2015. "Gold, currencies and market efficiency," Papers 1510.08615, arXiv.org.
    29. Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2020. "International effects of a compression of euro area yield curves," Journal of Banking & Finance, Elsevier, vol. 113(C).
    30. Bruno Feunou & Jean-Sébastien Fontaine & Ingomar Krohn, 2022. "Real Exchange Rate Decompositions," Discussion Papers 2022-6, Bank of Canada.
    31. Yung, Julieta, 2021. "Can interest rate factors explain exchange rate fluctuations?," Journal of Empirical Finance, Elsevier, vol. 61(C), pages 34-56.
    32. Rui Hua & Wenzhe Hu & Xiuju Zhao, 2020. "Research on RMB exchange rate forecast based on the neural network model and the Nelson–Siegel model," Risk Management, Palgrave Macmillan, vol. 22(3), pages 219-237, September.
    33. Kim, Young Min & Lee, Seojin, 2020. "Exchange rate predictability: A variable selection perspective," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 117-134.
    34. Robert Brooks & Brandon N. Cline & Pavel Teterin & Yu You, 2022. "The information in global interest rate futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(6), pages 1135-1166, June.
    35. Boudoukh, Jacob & Israel, Ronen & Richardson, Matthew, 2022. "Biases in long-horizon predictive regressions," Journal of Financial Economics, Elsevier, vol. 145(3), pages 937-969.
    36. David Y. Aharon & Zaghum Umar & Xuan Vinh Vo, 2021. "Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-25, December.
    37. Holger Fink & Andreas Fuest & Henry Port, 2018. "The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates," Risks, MDPI, vol. 6(3), pages 1-19, August.
    38. Charles Engel & Steve Pak Yeung Wu, 2021. "Forecasting the U.S. Dollar in the 21st Century," NBER Working Papers 28447, National Bureau of Economic Research, Inc.
    39. Andersen, Torben G. & Todorov, Viktor & Ubukata, Masato, 2021. "Tail risk and return predictability for the Japanese equity market," Journal of Econometrics, Elsevier, vol. 222(1), pages 344-363.
    40. Darvas, Zsolt & Schepp, Zoltán, 2024. "Exchange rates and fundamentals: Forecasting with long maturity forward rates," Journal of International Money and Finance, Elsevier, vol. 143(C).
    41. Huseyin Ozturk, 2020. "The shape of sovereign yield curve in an emerging economy: Do macroeconomic or external factors matter?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(1), pages 83-112, February.
    42. Baghestani, Hamid & Toledo, Hugo, 2017. "Do analysts' forecasts of term spread differential help predict directional change in exchange rates?," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 62-69.
    43. Gülden Poyraz & Ahmet İncekara, 2021. "On Determinants of Exchange Market Pressure in Turkey: The Role of Model Uncertainty," Journal of Economy Culture and Society, Istanbul University, Faculty of Economics, vol. 63(63), pages 199-211, June.
    44. Levant, Jared & Ma, Jun, 2016. "Investigating United Kingdom's monetary policy with Macro-Factor Augmented Dynamic Nelson–Siegel models," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 117-127.
    45. Yu-chin Chen & Kwok Ping Tsang, 2009. "A Macro-Finance Approach to Exchange Rate Determination," Working Papers UWEC-2009-24-R, University of Washington, Department of Economics, revised May 2010.
    46. Ishii, Hokuto, 2020. "Arbitrage-free relative Nelson–Siegel model," Finance Research Letters, Elsevier, vol. 37(C).
    47. Feng, Wenjun & Zhang, Zhengjun, 2023. "Currency exchange rate predictability: The new power of Bitcoin prices," Journal of International Money and Finance, Elsevier, vol. 132(C).
    48. Vania Stavrakeva & Jenny Tang, 2015. "Exchange rates and monetary policy," Working Papers 15-16, Federal Reserve Bank of Boston.
    49. Gräb, Johannes & Kostka, Thomas, 2018. "Predicting risk premia in short-term interest rates and exchange rates," Working Paper Series 2131, European Central Bank.
    50. Christodoulakis, George, 2020. "Estimating the term structure of commodity market preferences," European Journal of Operational Research, Elsevier, vol. 282(3), pages 1146-1163.
    51. P. Manasse & G. Moramarco & G. Trigilia, 2020. "Exchange Rates and Political Uncertainty: The Brexit Case," Working Papers wp1141, Dipartimento Scienze Economiche, Universita' di Bologna.
    52. Lee, Seojin & Kim, Young Min, 2019. "Inflation expectation, monetary policy credibility, and exchange rates," Finance Research Letters, Elsevier, vol. 31(C).
    53. Ferdinand Dreher & Johannes Gräb & Thomas Kostka, 2020. "From carry trades to curvy trades," The World Economy, Wiley Blackwell, vol. 43(3), pages 758-780, March.
    54. Jian Wang & Jason J. Wu, 2012. "The Taylor Rule and Forecast Intervals for Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 103-144, February.
    55. Young Min Kim & Seojin Lee, 2017. "The Role of Unobservable Fundamentals in Korea Exchange Rate Fluctuations: Bayesian Approach," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 23(3), pages 1-22, September.
    56. Sowmya, Subramaniam & Prasanna, Krishna, 2018. "Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets," International Review of Economics & Finance, Elsevier, vol. 54(C), pages 178-192.
    57. Lara Joy Dixon & Hoje Jo, 2017. "Brexit¡¯s Protectionist Policy and Implications for the British Pound," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(4), pages 7-22, October.
    58. Hokuto Ishii, 2018. "Modeling and Predictability of Exchange Rate Changes by the Extended Relative Nelson–Siegel Class of Models," IJFS, MDPI, vol. 6(3), pages 1-15, August.
    59. Stona, Filipe & Caldeira, João F., 2019. "Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 76-89.
    60. Beckmann, Joscha, 2021. "Measurement and effects of euro/dollar exchange rate uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 773-790.
    61. Travis J. Berge, 2011. "Forecasting disconnected exchange rates," Research Working Paper RWP 11-12, Federal Reserve Bank of Kansas City.
    62. Maio, Paulo & Zeng, Ming, 2023. "On the driving forces of real exchange rates: Is the Japanese Yen different?," Journal of Empirical Finance, Elsevier, vol. 74(C).
    63. Gaglianone, Wagner Piazza & Marins, Jaqueline Terra Moura, 2017. "Evaluation of exchange rate point and density forecasts: An application to Brazil," International Journal of Forecasting, Elsevier, vol. 33(3), pages 707-728.
    64. Efthymios Argyropoulos & Nikolaos Elias & Dimitris Smyrnakis & Elias Tzavalis, 2021. "Can country-specific interest rate factors explain the forward premium anomaly?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 252-269, April.
    65. Liu, Li & Tan, Siming & Wang, Yudong, 2020. "Can commodity prices forecast exchange rates?," Energy Economics, Elsevier, vol. 87(C).
    66. Anella Munro, 2016. "Bond premia, monetary policy and exchange rate dynamics," Reserve Bank of New Zealand Discussion Paper Series DP2016/11, Reserve Bank of New Zealand.
    67. Seungho Baek & Jeong Wan Lee & Kyong Joo Oh & Myoungji Lee, 2020. "Yield curve risks in currency carry forwards," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(4), pages 651-670, April.
    68. Ismailov, Adilzhan & Rossi, Barbara, 2018. "Uncertainty and deviations from uncovered interest rate parity," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 242-259.
    69. Maria Cristina Recchioni & Gabriele Tedeschi, 2016. "From bond yield to macroeconomic instability: The effect of negative interest rates," Working Papers 2016/06, Economics Department, Universitat Jaume I, Castellón (Spain).

  12. Lundberg, Shelly & Romich, Jennifer & Tsang, Kwok P., 2007. "Decision-Making by Children," IZA Discussion Papers 2952, Institute of Labor Economics (IZA).

    Cited by:

    1. John de New & David Ribar & Christopher Ryan & Clement Wong, 2019. "Financial Outcomes in Adolescence and Early Adulthood in Australian Longitudinal Data," Melbourne Institute Working Paper Series wp2019n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    2. Ferdi Botha & Frikkie Booysen & Edwin Wouters, 2018. "Family Functioning and Socioeconomic Status in South African Families: A Test of the Social Causation Hypothesis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 137(2), pages 789-811, June.
    3. Donni, Olivier & Molina, José Alberto, 2018. "Household Collective Models: Three Decades of Theoretical Contributions and Empirical Evidence," IZA Discussion Papers 11915, Institute of Labor Economics (IZA).
    4. Sabrina Bruyneel & Laurens Cherchye & Sam Cosaert & Bram De Rock & Siegfried Dewitte, 2012. "Are the Smart Kids More Rational ?," Working Papers ECARES ECARES 2012-050, ULB -- Universite Libre de Bruxelles.
    5. Deborah Cobb-Clark & Tue Gørgens, 2014. "Parents’ economic support of young-adult children: do socioeconomic circumstances matter?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 27(2), pages 447-471, April.
    6. Lucie Schmidt, 2008. "Risk preferences and the timing of marriage and childbearing," Demography, Springer;Population Association of America (PAA), vol. 45(2), pages 439-460, May.
    7. Deborah A. Cobb-Clark & Nicolás Salamanca & Anna Zhu, 2019. "Parenting style as an investment in human development," Journal of Population Economics, Springer;European Society for Population Economics, vol. 32(4), pages 1315-1352, October.
    8. Coneus, Katja & Mühlenweg, Andrea M., 2011. "Orphans at risk in Sub-Saharan Africa: Evidence on educational and health outcomes," ZEW Discussion Papers 11-008, ZEW - Leibniz Centre for European Economic Research.
    9. Simon Chang & Deborah A. Cobb-Clark & Nicolás Salamanca, 2020. "Parents' Responses to Teacher Qualifications," Melbourne Institute Working Paper Series wp2020n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    10. Hans Gersbach & Hans Haller, 2012. "“Hard workers” and labor restrictions," Journal of Population Economics, Springer;European Society for Population Economics, vol. 25(2), pages 469-494, January.
    11. Nick Huntington‐Klein, 2018. "College Choice As A Collective Decision," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 1202-1219, April.
    12. Daniela Del Boca & Christopher Flinn & Ewout Verriest & Matthew Wiswall, 2018. "Actors in the Child Development Process," Carlo Alberto Notebooks 575, Collegio Carlo Alberto.
    13. Dauphin, Anyck & El Lahga, Abdel Rahmen & Fortin, Bernard & Lacroix, Guy, 2008. "Are Children Decision-Makers Within the Household?," IZA Discussion Papers 3728, Institute of Labor Economics (IZA).
    14. Haryani Haryani & Teguh Dartanto, 2017. "Let's Talk with Your Kids: Children's Involvement in Intra-household Decision-Making and Their Education Attainment - Evidence from Indonesia," Economics Bulletin, AccessEcon, vol. 37(3), pages 1474-1489.
    15. Rodrigo Ceni & Gonzalo Salas, 2021. "Transfer program enforcement and children’s time allocation," Review of Economics of the Household, Springer, vol. 19(4), pages 1099-1137, December.
    16. Alistair Munro, 2009. "Introduction to the Special Issue: Things We Do and Don’t Understand About the Household and the Environment," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 43(1), pages 1-10, May.
    17. Jos'e Alfonso Mu~noz-Alvarado, 2023. "Power to the teens? A model of parents' and teens' collective labor supply," Papers 2307.09634, arXiv.org.
    18. Deborah Cobb-Clark & David Ribar, 2012. "Financial stress, family relationships, and Australian youths’ transitions from home and school," Review of Economics of the Household, Springer, vol. 10(4), pages 469-490, December.
    19. D. Del Boca & C. Monfardini & C. Nicoletti, 2012. "Self investments of adolescents and their cognitive development," Working Papers wp848, Dipartimento Scienze Economiche, Universita' di Bologna.
    20. Begoña Álvarez & Daniel Miles-Touya, 2012. "Exploring the relationship between parents’ and children’s housework time in Spain," Review of Economics of the Household, Springer, vol. 10(2), pages 299-318, June.
    21. Cobb-Clark, Deborah A. & Ho, Tiffany & Salamanca, Nicolás, 2021. "Parental Responses to Children's Achievement Test Results," IZA Discussion Papers 14663, Institute of Labor Economics (IZA).
    22. Ana Cardoso & Elsa Fontainha & Chiara Monfardini, 2010. "Children’s and parents’ time use: empirical evidence on investment in human capital in France, Germany and Italy," Review of Economics of the Household, Springer, vol. 8(4), pages 479-504, December.
    23. Pamela Giustinelli, 2022. "Expectations in Education: Framework, Elicitation, and Evidence," Working Papers 2022-026, Human Capital and Economic Opportunity Working Group.
    24. Bobby W. Chung & Jian Zou, 2023. "Understanding spillover of peer parental education: Randomization evidence and mechanisms," Economic Inquiry, Western Economic Association International, vol. 61(3), pages 496-522, July.
    25. Pamela Giustinelli, 2016. "Group Decision Making With Uncertain Outcomes: Unpacking Child–Parent Choice Of The High School Track," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 573-602, May.
    26. Morey, Edward & Thiene, Mara, 2012. "A parsimonious, stacked latent-class methodology for predicting behavioral heterogeneity in terms of life-constraint heterogeneity," Ecological Economics, Elsevier, vol. 74(C), pages 130-144.
    27. Pamela Giustinelli & Charles F. Manski, 2018. "Survey Measures Of Family Decision Processes For Econometric Analysis Of Schooling Decisions," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 81-99, January.
    28. Kaletski, Elizabeth, 2016. "Work versus School? The Effect of Work on Educational Expenditures for Children in Mexico," IZA Discussion Papers 10054, Institute of Labor Economics (IZA).
    29. Kirchberger, Martina, 2020. "Intra-household allocation of time and money across siblings," Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 361-377.
    30. Bell, Clive & Gersbach, Hans & Schneider, Maik T., 2012. "Raising juveniles," Games and Economic Behavior, Elsevier, vol. 74(1), pages 32-51.
    31. Schaubert, Marianna, 2018. "Do Alimony Regulations Matter inside Marriage? Evidence from the 2008 Reform of the German Maintenance Law," EconStor Preprints 173193, ZBW - Leibniz Information Centre for Economics.
    32. Ferdi Botha & Edwin Wouters & Frikkie Booysen, 2018. "Happiness, Socioeconomic Status, and Family Functioning in South African Households: a Structural Equation Modelling Approach," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 13(4), pages 947-989, December.
    33. Martina Kirchberger, 2014. "Preferences over Leisure and Consumption of Siblings and Intra-Household Allocation," Economics Series Working Papers 713, University of Oxford, Department of Economics.
    34. Ferdi Botha & Barbara Broadway & John P. de New & Clement Wong, 2020. "Financial autonomy among emerging adults in Australia," Melbourne Institute Working Paper Series wp2020n30, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    35. Schaubert, Marianna, 2018. "Do Alimony Regulations Matter inside Marriage? Evidence from the 2008 Reform of the German Maintenance Law," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181508, Verein für Socialpolitik / German Economic Association.
    36. Holford, Angus J., 2016. "Do Parents Tax Their Children? Teenage Labour Supply and Financial Support," IZA Discussion Papers 10040, Institute of Labor Economics (IZA).
    37. Marlon R. Tracey & Chanita C. Holmes & Marvin G. Powell, 2024. "Parental limit-setting decisions and adolescent subject grades," Review of Economics of the Household, Springer, vol. 22(1), pages 143-171, March.
    38. Ferdi Botha & Frikkie Booysen & Edwin Wouters, 2018. "Satisfaction with Family Life in South Africa: The Role of Socioeconomic Status," Journal of Happiness Studies, Springer, vol. 19(8), pages 2339-2372, December.
    39. Ou Yang & Peter Sivey & Andrea M. de Silva & Anthony Scott, 2020. "Parents' Demand for Sugar Sweetened Beverages for Their Pre‐School Children: Evidence from a Stated‐Preference Experiment," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 480-504, March.
    40. Marianna Schaubert, 2023. "Do Alimony Regulations Matter Inside Marriage? Evidence from the 2008 Reform of the German Maintenance Law," Journal of Labor Research, Springer, vol. 44(1), pages 145-178, June.
    41. Daniela Del Boca & Chiara Monfardini & Cheti Nicoletti, 2012. "Children's and Parents' Time-Use Choices and Cognitive Development during Adolescence," Working Papers 2012-006, Human Capital and Economic Opportunity Working Group.

  13. Shelly Lundberg & Jennifer Romich & Kwok Ping Tsang, 2007. "Independence Giving or Autonomy Taking? Childhood Predictors of Decision-Making Patterns Between Young Adolescents and Parents," Working Papers UWEC-2007-23, University of Washington, Department of Economics.

    Cited by:

    1. Shelly Lundberg & Jennifer Romich & Kwok Ping Tsang, 2007. "Decision Making By Children," Working Papers UWEC-2007-24, University of Washington, Department of Economics.

Articles

  1. Charles Ka Yui Leung & Kwok Ping Tsang, 2023. "A special issue on housing affordability: An introduction," Contemporary Economic Policy, Western Economic Association International, vol. 41(1), pages 7-8, January.

    Cited by:

    1. Leung, Charles Ka Yui, 2022. "Housing and Macroeconomics," MPRA Paper 115500, University Library of Munich, Germany.

  2. Ng, Joe Cho Yiu & Chan, Tommy Chao Hung & Tsang, Kwok Ping & Leung, Charles Ka Yui, 2022. "Greenfield foreign direct investment: Social learning drives persistence," Journal of International Money and Finance, Elsevier, vol. 126(C).
    See citations under working paper version above.
  3. Tsang, Kwok Ping & Yang, Zichao, 2022. "Do connections pay off in the bitcoin market?," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 1-18.

    Cited by:

    1. Rudkin, Simon & Rudkin, Wanling & Dłotko, Paweł, 2023. "On the topology of cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 89(C).
    2. Maria Chiara Pocelli & Manuel L. Esquível & Nadezhda P. Krasii, 2023. "Spectral Analysis for Comparing Bitcoin to Currencies and Assets," Mathematics, MDPI, vol. 11(8), pages 1-21, April.

  4. Solat, Karo & Tsang, Kwok Ping, 2021. "Forecasting exchange rates with elliptically symmetric principal components," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1085-1091.

    Cited by:

    1. Haider A. Khan & Shahryar Ghorbani & Elham Shabani & Shahab S. Band, 2024. "Enhancement of Neural Networks Model’s Predictions of Currencies Exchange Rates by Phase Space Reconstruction and Harris Hawks’ Optimization," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 835-860, February.

  5. Tsang, Kwok Ping & Yang, Zichao, 2021. "The market for bitcoin transactions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).

    Cited by:

    1. Yulin Liu & Yuxuan Lu & Kartik Nayak & Fan Zhang & Luyao Zhang & Yinhong Zhao, 2022. "Empirical Analysis of EIP-1559: Transaction Fees, Waiting Time, and Consensus Security," Papers 2201.05574, arXiv.org, revised Apr 2023.
    2. Cole, Benjamin M. & Dyhrberg, Anne H. & Foley, Sean & Svec, Jiri, 2022. "Can Bitcoin be Trusted? Quantifying the economic value of blockchain transactions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    3. Rudkin, Simon & Rudkin, Wanling & Dłotko, Paweł, 2023. "On the topology of cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 89(C).
    4. Simona-Vasilica Oprea & Irina Alexandra Georgescu & Adela Bâra, 2024. "Is Bitcoin ready to be a widespread payment method? Using price volatility and setting strategies for merchants," Electronic Commerce Research, Springer, vol. 24(2), pages 1267-1305, June.
    5. Leonardo Ieracitano Vieira & Márcio Poletti Laurini, 2023. "Time-varying higher moments in Bitcoin," Digital Finance, Springer, vol. 5(2), pages 231-260, June.
    6. Urquhart, Andrew, 2022. "Under the hood of the Ethereum blockchain," Finance Research Letters, Elsevier, vol. 47(PA).
    7. Li, Zhicheng & Li, Jialong & Zhou, Ke, 2023. "Bitcoin transaction fees and the decentralization of Bitcoin mining pools," Finance Research Letters, Elsevier, vol. 58(PB).
    8. Phumudzo Lloyd Seabe & Claude Rodrigue Bambe Moutsinga & Edson Pindza, 2024. "Optimizing Cryptocurrency Returns: A Quantitative Study on Factor-Based Investing," Mathematics, MDPI, vol. 12(9), pages 1-28, April.
    9. Kim, Daehan & Ryu, Doojin & Webb, Robert I., 2023. "Determination of equilibrium transaction fees in the Bitcoin network: A rank-order contest," International Review of Financial Analysis, Elsevier, vol. 86(C).
    10. Yousaf, Imran & Goodell, John W., 2023. "Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks," Finance Research Letters, Elsevier, vol. 54(C).

  6. Luo, Shaowen & Tsang, Kwok Ping, 2020. "Elasticity of attention and optimal monetary policy," Economics Letters, Elsevier, vol. 194(C).

    Cited by:

    1. Shodipe Oladimeji T. & Shobande Olatunji Abdul, 2021. "Monetary Policy Dynamics in the United States," Open Economics, De Gruyter, vol. 4(1), pages 14-30, January.
    2. Avoyan, Ala & Romagnoli, Giorgia, 2023. "Paying for inattention," Economics Letters, Elsevier, vol. 226(C).

  7. Richard Ashley & Kwok Ping Tsang & Randal Verbrugge, 2020. "A new look at historical monetary policy (and the great inflation) through the lens of a persistence-dependent policy rule," Oxford Economic Papers, Oxford University Press, vol. 72(3), pages 672-691.
    See citations under working paper version above.
  8. Shaowen Luo & Kwok Ping Tsang, 2020. "China And World Output Impact Of The Hubei Lockdown During The Coronavirus Outbreak," Contemporary Economic Policy, Western Economic Association International, vol. 38(4), pages 583-592, October.

    Cited by:

    1. George, Ammu & Li, Changtai & Lim, Jing Zhi & Xie, Taojun, 2021. "From SARS to COVID-19: The evolving role of China-ASEAN production network," Economic Modelling, Elsevier, vol. 101(C).
    2. John Gibson & Xiaojin Sun, 2023. "A synthetic control analysis of U.S. state level COVID-19 stay-at-home orders on new jobless claims," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(1), pages 1-14, March.
    3. Margarida Rodrigues & Mário Franco & Nuno Sousa & Rui Silva, 2021. "Reviewing COVID-19 Literature on Business Management: What It Portends for Future Research?," Sustainability, MDPI, vol. 13(11), pages 1-21, May.
    4. Peter Eppinger & Gabriel J. Felbermayr & Oliver Krebs & Bohdan Kukharskyy, 2021. "Decoupling Global Value Chains," CESifo Working Paper Series 9079, CESifo.
    5. Rajeev K. Goel & James W. Saunoris & Srishti S. Goel, 2020. "Supply Chain Reliability and International Economic Growth: Impacts of Disruptions like Covid-19," CESifo Working Paper Series 8294, CESifo.
    6. Zhang, Qianxue, 2021. "Supply shocks in China hit the world economy via global supply chains," The Warwick Economics Research Paper Series (TWERPS) 1323, University of Warwick, Department of Economics.
    7. Bhushan Praveen Jangam & Hari Venkatesh & Aviral Kumar Tiwari, 2024. "Global value chains and economic growth: A study of resilience during the COVID‐19 pandemic," Journal of International Development, John Wiley & Sons, Ltd., vol. 36(4), pages 2096-2128, May.
    8. Qianxue Zhang, 2022. "The Hubei lockdown and its global impacts via supply chains," Review of International Economics, Wiley Blackwell, vol. 30(4), pages 1087-1109, September.
    9. Yasheng Chen & Mohammad Islam Biswas, 2021. "Turning Crisis into Opportunities: How a Firm Can Enrich Its Business Operations Using Artificial Intelligence and Big Data during COVID-19," Sustainability, MDPI, vol. 13(22), pages 1-17, November.
    10. Menna Bizuneh & Menelik Geremew, 2021. "Assessing the Impact of Covid-19 Pandemic on Emerging Market Economies’ (EMEs) Sovereign Bond Risk Premium and Fiscal Solvency," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 47(4), pages 519-545, October.
    11. Tibi Didier Zoungrana & Daouda Lawa tan Toé & Mamadou Toé, 2023. "Covid‐19 outbreak and stocks return on the West African Economic and Monetary Union's stock market: An empirical analysis of the relationship through the event study approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1404-1422, April.
    12. Jayles, Bertrand & Cheong, Siew Ann & Herrmann, Hans J., 2022. "Modeling the resilience of social networks to lockdowns regarding the dynamics of meetings," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 602(C).
    13. Zhilu Che & Mei Kong & Sen Wang & Jiakun Zhuang, 2023. "How Does the COVID-19 Pandemic Impact Internal Trade? Evidence from China’s Provincial-Level Data," Sustainability, MDPI, vol. 15(14), pages 1-24, July.

  9. Sun Xiaojin & Tsang Kwok Ping, 2019. "What cycles? Data detrending in DSGE models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(3), pages 1-23, June.

    Cited by:

    1. Dizioli, Allan & Wang, Hou, 2024. "How do adaptive learning expectations rationalize stronger monetary policy response in Brazil?," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(1).

  10. Sun, Xiaojin & Tsang, Kwok Ping, 2019. "Large price movements in housing markets," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 1-23.

    Cited by:

    1. Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2020. "House Price Synchronization across the US States: The Role of Structural Oil Shocks," Working Papers 202076, University of Pretoria, Department of Economics.
    2. Robert Forster & Xiaojin Sun, 2024. "Heterogeneous Effects of Mortgage Rates on Housing Returns: Evidence from an Interacted Panel VAR," The Journal of Real Estate Finance and Economics, Springer, vol. 69(3), pages 477-504, October.
    3. Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020. "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers 202077, University of Pretoria, Department of Economics.
    4. Badescu, Alexandru & Quaye, Enoch & Tunaru, Radu, 2022. "On non-negative equity guarantee calculations with macroeconomic variables related to house prices," Insurance: Mathematics and Economics, Elsevier, vol. 103(C), pages 119-138.

  11. Xiaojin Sun & Kwok Ping Tsang, 2018. "The impact of monetary policy on local housing markets: Do regulations matter?," Empirical Economics, Springer, vol. 54(3), pages 989-1015, May.

    Cited by:

    1. Izabela Racka, 2021. "Drivers of Subregional Housing Markets in Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 810-834.
    2. Yifan GONG & Charles Ka Yui LEUNG, 2023. "Does Space Matter? The Case of the Housing Expenditure Cap," ISER Discussion Paper 1214, Institute of Social and Economic Research, Osaka University.
    3. Shikong (Scott) Luo & Jun Ma, 2024. "International Housing Markets and the U.S. Subprime Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(2-3), pages 647-669, March.

  12. Kin Ming Wong & Kwok Ping Tsang, 2017. "Does The Right To Choose Matter For Defined Contribution Plans?," Contemporary Economic Policy, Western Economic Association International, vol. 35(2), pages 278-291, April.

    Cited by:

    1. Maureen A. Pirog, 2018. "The Economics And Policy Ramifications Of An Aging Population," Contemporary Economic Policy, Western Economic Association International, vol. 36(3), pages 431-434, July.

  13. Xiaojin Sun & Kwok Ping Tsang, 2017. "What Drives the Owner‐Occupied and Rental Housing Markets? Evidence from an Estimated DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 443-468, March.

    Cited by:

    1. Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," Globalization Institute Working Papers 340, Federal Reserve Bank of Dallas.
    2. Muñoz, Manuel A., 2020. "Macroprudential policy and the role of institutional investors in housing markets," Working Paper Series 2454, European Central Bank.
    3. Hirsch, Patrick, 2019. "Heterogeneous rental markets in a DSGE model of the euro area," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203633, Verein für Socialpolitik / German Economic Association.
    4. Mustafa Ozan Yıldırım & Mehmet İvrendi, 2021. "Turkish Housing Market Dynamics: An Estimated DSGE Model," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(2), pages 238-267, May.
    5. Alam I. Asadov & Mansor H. Ibrahim, 2018. "Theoretical Impact Of Enhanced Musharakah Mutanaqisah Home Financing On Real Estate Prices," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 4(1), pages 133-160, August.
    6. Sun, Xiaojin & Tsang, Kwok Ping, 2023. "Yield curve and the macroeconomy: Evidence from a DSGE model with housing," Journal of Macroeconomics, Elsevier, vol. 75(C).
    7. Forster, Robert & Sun, Xiaojin, 2022. "Taming the housing crisis: An LTV macroprudential policy," Economic Modelling, Elsevier, vol. 108(C).
    8. Shin, Wonmun, 2022. "A New angle on excess consumption volatility in emerging countries: Does house price matter?," Journal of International Money and Finance, Elsevier, vol. 124(C).
    9. Li, Yaoyao & Qi, Yuan & Liu, Licheng & Hou, Yuchen & Fu, Shuya & Yao, Jingtao & Zhu, Daolin, 2022. "Effect of increasing the rental housing supply on house prices: Evidence from China’s large and medium-sized cities," Land Use Policy, Elsevier, vol. 123(C).

  14. Charles Ka Yui Leung & Tin Cheuk Leung & Kwok Ping Tsang, 2015. "Tax-driven Bunching of Housing Market Transactions: The Case of Hong Kong," International Real Estate Review, Global Social Science Institute, vol. 18(4), pages 473-501.
    See citations under working paper version above.
  15. Sun, Xiaojin & Tsang, Kwok Ping, 2014. "Optimal interest rate rule in a DSGE model with housing market spillovers," Economics Letters, Elsevier, vol. 125(1), pages 47-51.

    Cited by:

    1. Insoo Baek & Sanghyo Lee & Joosung Lee & Jaejun Kim, 2021. "Analysis of Housing Market Dynamics Considering the Structural Characteristics of Mortgage Interest," Sustainability, MDPI, vol. 13(19), pages 1-15, September.
    2. Robert Forster & Xiaojin Sun, 2024. "Heterogeneous Effects of Mortgage Rates on Housing Returns: Evidence from an Interacted Panel VAR," The Journal of Real Estate Finance and Economics, Springer, vol. 69(3), pages 477-504, October.
    3. Vinicius Phillipe de Albuquerquemello & Cássio Besarria, 2020. "Rental market and macroeconomics: evidence for the US," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(3), pages 587-603, August.
    4. Mustafa Ozan Yıldırım & Mehmet İvrendi, 2021. "Turkish Housing Market Dynamics: An Estimated DSGE Model," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(2), pages 238-267, May.
    5. Balcilar, Mehmet & Gupta, Rangan & van Eyden, Reneé & Thompson, Kirsten & Majumdar, Anandamayee, 2018. "Comparing the forecasting ability of financial conditions indices: The case of South Africa," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 245-259.
    6. Rangan Gupta & Xiaojin Sun, 2020. "Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model," Empirical Economics, Springer, vol. 58(5), pages 2309-2332, May.
    7. Fang‐Shuo Chang & Shiu‐Sheng Chen & Po‐Yuan Wang, 2020. "Politics and the UK's monetary policy," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(5), pages 486-522, November.
    8. Forster, Robert & Sun, Xiaojin, 2022. "Taming the housing crisis: An LTV macroprudential policy," Economic Modelling, Elsevier, vol. 108(C).
    9. Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2016. "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach," Working Papers 201639, University of Pretoria, Department of Economics.

  16. Richard A. Ashley & Kwok Ping Tsang, 2014. "Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach," Econometrics, MDPI, vol. 2(1), pages 1-20, March.

    Cited by:

    1. Xiaojie Xu, 2017. "The rolling causal structure between the Chinese stock index and futures," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(4), pages 491-509, November.
    2. Yi Ren & Yuan Tian & Chengqiu Zhang, 2022. "Investigating the mechanisms among industrial agglomeration, environmental pollution and sustainable industrial efficiency: a case study in China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(11), pages 12467-12493, November.
    3. Xiaojie Xu, 2019. "Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(2), pages 155-181, June.
    4. Kyriazakou, Eleni & Panagiotidis, Theodore, 2017. "Causality analysis of the Canadian city house price indices: A cross-sample validation approach," The Journal of Economic Asymmetries, Elsevier, vol. 16(C), pages 42-52.
    5. Gary J. Cornwall & Jeffrey A. Mills & Beau A. Sauley & Huibin Weng, 2019. "Predictive Testing for Granger Causality via Posterior Simulation and Cross-validation," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A, volume 40, pages 275-292, Emerald Group Publishing Limited.
    6. Jindamas Sutthichaimethee & Kuskana Kubaha, 2018. "The Relationship of Causal Factors Affecting the Future Equilibrium Change of Total Final Energy Consumption in Thailand’s Construction Sector under a Sustainable Development Goal: Enriching the SE-VA," Resources, MDPI, vol. 8(1), pages 1-18, December.
    7. David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017. "Forecast evaluation tests and negative long-run variance estimates in small samples," Discussion Papers 17/03, University of Nottingham, Granger Centre for Time Series Econometrics.
    8. Ye, Haichun & Ashley, Richard & Guerard, John, 2015. "Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis," International Journal of Forecasting, Elsevier, vol. 31(2), pages 488-500.
    9. Xiaojie Xu, 2018. "Cointegration and price discovery in US corn cash and futures markets," Empirical Economics, Springer, vol. 55(4), pages 1889-1923, December.

  17. Dave, Chetan & Tsang, Kwok Ping, 2014. "Recursive preferences, learning and large deviations," Economics Letters, Elsevier, vol. 124(3), pages 329-334.

    Cited by:

    1. Dave, Chetan & Dressler, Scott & Malik, Samreen, 2022. "A Cautionary Tale of Fat Tails," Working Papers 2022-1, University of Alberta, Department of Economics.
    2. Dave, Chetan & Sorge, Marco M., 2020. "Sunspot-driven fat tails: A note," Economics Letters, Elsevier, vol. 193(C).
    3. Dave, Chetan & Sorge, Marco, 2020. "Equilibrium Indeterminacy and Extreme Outcomes: A Fat Sunspot Ta(i)l(e)," Working Papers 2020-12, University of Alberta, Department of Economics.
    4. Dave, Chetan & Sorge, Marco M., 2021. "Equilibrium indeterminacy and sunspot tales," European Economic Review, Elsevier, vol. 140(C).
    5. Michele Berardi, 2020. "A probabilistic interpretation of the constant gain learning algorithm," Bulletin of Economic Research, Wiley Blackwell, vol. 72(4), pages 393-403, October.
    6. Dave, Chetan & Sorge, Marco, 2023. "Fat Tailed DSGE Models: A Survey and New Results," Working Papers 2023-3, University of Alberta, Department of Economics.

  18. Tin Cheuk Leung & Kwok Ping Tsang, 2013. "Can Anchoring and Loss Aversion Explain the Predictability of Housing Prices?," Pacific Economic Review, Wiley Blackwell, vol. 18(1), pages 41-59, February.

    Cited by:

    1. Lamorgese, Andrea R. & Pellegrino, Dario, 2022. "Loss aversion in housing appraisal: Evidence from Italian homeowners," Journal of Housing Economics, Elsevier, vol. 56(C).
    2. Doszyń Mariusz & Kokot Sebastian, 2024. "Econometric Modelling of Average Housing Prices in Local Markets and the Price Anchoring Effect," Real Estate Management and Valuation, Sciendo, vol. 32(3), pages 116-126.
    3. Charles Ka Yui Leung & Tin Cheuk Leung & Kwok Ping Tsang, 2015. "Tax-driven Bunching of Housing Market Transactions: The Case of Hong Kong," International Real Estate Review, Global Social Science Institute, vol. 18(4), pages 473-501.
    4. Andrea Lamorgese & Dario Pellegrino, 2019. "Loss aversion in housing price appraisals among Italian homeowners," Temi di discussione (Economic working papers) 1248, Bank of Italy, Economic Research and International Relations Area.
    5. Fan, Ying, 2022. "Demand shocks and price stickiness in housing market dynamics," Economic Modelling, Elsevier, vol. 110(C).
    6. Ying-Hui Chiang & Yuan Ku & Feng Liu & Chin-Oh Chang, 2019. "House Price Dispersion in Taipei Residential Communities," International Real Estate Review, Global Social Science Institute, vol. 22(1), pages 109-129.

  19. Leung, Tin Cheuk & Tsang, Kwok Ping, 2013. "Anchoring and loss aversion in the housing market: Implications on price dynamics," China Economic Review, Elsevier, vol. 24(C), pages 42-54.
    See citations under working paper version above.
  20. Yu-chin Chen & Kwok Ping Tsang, 2013. "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 185-205, March.
    See citations under working paper version above.
  21. Leung, Tin Cheuk & Tsang, Kwok Ping, 2012. "Love thy neighbor: Income distribution and housing preferences," Journal of Housing Economics, Elsevier, vol. 21(4), pages 322-335.
    See citations under working paper version above.
  22. Startz Richard & Tsang Kwok Ping, 2012. "Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-35, November.
    See citations under working paper version above.
  23. Richard Startz & Kwok Ping Tsang, 2010. "An Unobserved Components Model of the Yield Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1613-1640, December.

    Cited by:

    1. Trenkler, Carsten & Weber, Enzo, 2015. "On the identification of multivariate correlated unobserved components models," Working Papers 15-12, University of Mannheim, Department of Economics.
    2. Soloschenko, Max & Weber, Enzo, 2014. "Capturing the Interaction of Trend, Cycle, Expectations and Risk Premia in the US Term Structure," University of Regensburg Working Papers in Business, Economics and Management Information Systems 475, University of Regensburg, Department of Economics.
    3. Massimo Guidolin & Manuela Pedio, 2019. "Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models," Working Papers 639, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    4. Massimo Guidolin & Manuela Pedio, 2019. "Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models," BAFFI CAREFIN Working Papers 19106, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    5. Levant, Jared & Ma, Jun, 2017. "A dynamic Nelson-Siegel yield curve model with Markov switching," Economic Modelling, Elsevier, vol. 67(C), pages 73-87.
    6. Levant, Jared & Ma, Jun, 2016. "Investigating United Kingdom's monetary policy with Macro-Factor Augmented Dynamic Nelson–Siegel models," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 117-127.
    7. Xiaojing Xi & Rogemar Mamon, 2014. "Capturing the Regime-Switching and Memory Properties of Interest Rates," Computational Economics, Springer;Society for Computational Economics, vol. 44(3), pages 307-337, October.

  24. Shelly Lundberg & Jennifer Romich & Kwok Tsang, 2009. "Decision-making by children," Review of Economics of the Household, Springer, vol. 7(1), pages 1-30, March.
    See citations under working paper version above.
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