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Zaichao Du

Personal Details

First Name:Zaichao
Middle Name:
Last Name:Du
Suffix:
RePEc Short-ID:pdu319
[This author has chosen not to make the email address public]
http://zcdu.yolasite.com/

Affiliation

Research Institute of Economics and Management
Southwestern University of Finance and Economics (SWUFE)

Chengdu, China
http://riem.swufe.edu.cn/
RePEc:edi:riswucn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Zaichao Du & Juan Carlos Escanciano & Guangwei Zhu, 2017. "Automatic Portmanteau Tests with Applications to Market Risk Management," CAEPR Working Papers 2017-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  2. Juan Carlos Escanciano & Zaichao Du, 2015. "Backtesting Expected Shortfall: Accounting for Tail Risk," CAEPR Working Papers 2015-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  3. Zaichao Du, 2009. "Nonparametric Bootstrap Tests for Independence of Generalized Errors," CAEPR Working Papers 2009-023, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.

Articles

  1. Zaichao Du & Han Li & Feng Wei & Lan Zhang, 2024. "Competition and price dispersion: evidence from airline and high-speed rail competition in China," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 33(3), pages 670-693.
  2. Zaichao Du & Pei Pei & Xuhui Wang & Tao Yang, 2024. "Powerful Backtests for Historical Simulation Expected Shortfall Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 864-874, July.
  3. Du, Zaichao & Escanciano, Juan Carlos & Zhu, Guangwei, 2023. "The case for CASE: Estimating heterogeneous systemic effects," Journal of Banking & Finance, Elsevier, vol. 157(C).
  4. Du, Zaichao & Yin, Hua & Zhang, Lin, 2022. "Foreign buyer taxes and house prices in Canada: A tale of two cities," Journal of Housing Economics, Elsevier, vol. 55(C).
  5. Zaichao Du & Jie Li & Pei Pei, 2021. "The impacts of China’s exchange rate regime reform in 2005: A counterfactual analysis," Review of Development Economics, Wiley Blackwell, vol. 25(1), pages 430-448, February.
  6. Du, Zaichao & Pei, Pei, 2021. "A simple and robust counterfactual impact evaluation," Economics Letters, Elsevier, vol. 207(C).
  7. Zaichao Du & Pei Pei, 2020. "Backtesting portfolio value‐at‐risk with estimated portfolio weights," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(5), pages 605-619, September.
  8. Yin, Hua & Du, Zaichao & Zhang, Lin, 2018. "Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau," Economic Modelling, Elsevier, vol. 70(C), pages 147-158.
  9. Guangwei Zhu & Zaichao Du & Juan Carlos Escanciano, 2017. "Automatic portmanteau tests with applications to market risk management," Stata Journal, StataCorp LP, vol. 17(4), pages 901-915, December.
  10. Zaichao Du, 2016. "Nonparametric bootstrap tests for independence of generalized errors," Econometrics Journal, Royal Economic Society, vol. 19(1), pages 55-83, February.
  11. Du, Zaichao & Zhang, Lin, 2015. "Home-purchase restriction, property tax and housing price in China: A counterfactual analysis," Journal of Econometrics, Elsevier, vol. 188(2), pages 558-568.
  12. Lin Zhang & Zaichao Du & Cheng Hsiao & Hua Yin, 2015. "The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis," The World Economy, Wiley Blackwell, vol. 38(5), pages 878-892, May.
  13. Zaichao Du & Juan Carlos Escanciano, 2015. "A Nonparametric Distribution-Free Test for Serial Independence of Errors," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1011-1034, December.
  14. Du, Zaichao & LI, Renyu & He, Qinying & ZHANG, Lin, 2014. "Decomposing the rich dad effect on income inequality using instrumental variable quantile regression," China Economic Review, Elsevier, vol. 31(C), pages 379-391.
  15. Du, Zaichao, 2014. "Testing for serial independence of panel errors," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 248-261.
  16. Du Zaichao & Yin Hua & Zhang Lin, 2013. "The macroeconomic effects of the 35-h workweek regulation in France," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 881-901, June.
  17. Meiling Ying & Zaichao Du, 2012. "The effects of medical insurance on durables consumption in rural China," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 4(2), pages 176-187, May.
  18. Zaichao Du, 2011. "Intraday probability of informed trading," Economics Bulletin, AccessEcon, vol. 31(4), pages 3103-3112.
    RePEc:inm:ormnsc:v:63:y:2017:i:4:p:940-958 is not listed on IDEAS

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.

Working papers

  1. Zaichao Du & Juan Carlos Escanciano & Guangwei Zhu, 2017. "Automatic Portmanteau Tests with Applications to Market Risk Management," CAEPR Working Papers 2017-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.

    Cited by:

    1. Carlotta Penone & Elisa Giampietri & Samuele Trestini, 2022. "Futures–spot price transmission in EU corn markets," Agribusiness, John Wiley & Sons, Ltd., vol. 38(3), pages 679-709, July.

  2. Juan Carlos Escanciano & Zaichao Du, 2015. "Backtesting Expected Shortfall: Accounting for Tail Risk," CAEPR Working Papers 2015-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.

    Cited by:

    1. Fortin, Alain-Philippe & Simonato, Jean-Guy & Dionne, Georges, 2018. "Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?," Working Papers 18-4, HEC Montreal, Canada Research Chair in Risk Management, revised 25 Jun 2021.
    2. An Chen & Mitja Stadje & Fangyuan Zhang, 2020. "On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization," Papers 2002.02229, arXiv.org, revised Jun 2022.
    3. Andrew J. Patton & Johanna F. Ziegel & Rui Chen, 2017. "Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk)," Papers 1707.05108, arXiv.org.
    4. Marie Kratz & Yen H. Lok & Alexander J McNeil, 2016. "Multinomial VaR Backtests: A simple implicit approach to backtesting expected shortfall," Papers 1611.04851, arXiv.org.
    5. Michael B. Gordy & Alexander J. McNeil, 2018. "Spectral Backtests of Forecast Distributions with Application to Risk Management," Finance and Economics Discussion Series 2018-021, Board of Governors of the Federal Reserve System (U.S.).
    6. Aleš Kresta & Tomáš Tichý & Mehdi Toloo, 2017. "Posouzení modelů odhadu tržního rizika s využitím DEA přístupu [Examination of Market Risk Estimation Models via DEA Approach Modelling]," Politická ekonomie, Prague University of Economics and Business, vol. 2017(2), pages 161-178.
    7. Fontanari, Andrea & Cirillo, Pasquale & Oosterlee, Cornelis W., 2018. "From Concentration Profiles to Concentration Maps. New tools for the study of loss distributions," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 13-29.
    8. Hamed Tabasi & Vahidreza Yousefi & Jolanta Tamošaitienė & Foroogh Ghasemi, 2019. "Estimating Conditional Value at Risk in the Tehran Stock Exchange Based on the Extreme Value Theory Using GARCH Models," Administrative Sciences, MDPI, vol. 9(2), pages 1-17, May.
    9. Ophélie Couperier & Jérémy Leymarie, 2020. "Backtesting Expected Shortfall via Multi-Quantile Regression," Working Papers halshs-01909375, HAL.
    10. Richard Gerlach & Declan Walpole & Chao Wang, 2017. "Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility," Quantitative Finance, Taylor & Francis Journals, vol. 17(2), pages 199-215, February.
    11. James Ming Chen, 2018. "On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles," Risks, MDPI, vol. 6(2), pages 1-28, June.
    12. Nick Costanzino & Michael Curran, 2018. "A Simple Traffic Light Approach to Backtesting Expected Shortfall," Risks, MDPI, vol. 6(1), pages 1-7, January.

  3. Zaichao Du, 2009. "Nonparametric Bootstrap Tests for Independence of Generalized Errors," CAEPR Working Papers 2009-023, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.

    Cited by:

    1. Nasri, Bouchra R., 2022. "Tests of serial dependence for multivariate time series with arbitrary distributions," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
    2. Nasri, Bouchra R. & Rémillard, Bruno N. & Bahraoui, Tarik, 2022. "Change-point problems for multivariate time series using pseudo-observations," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
    3. Kilani Ghoudi & Bruno Rémillard, 2018. "Serial independence tests for innovations of conditional mean and variance models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 3-26, March.

Articles

  1. Zaichao Du & Pei Pei, 2020. "Backtesting portfolio value‐at‐risk with estimated portfolio weights," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(5), pages 605-619, September.

    Cited by:

    1. Lyu, Yongjian & Qin, Fanshu & Ke, Rui & Wei, Yu & Kong, Mengzhen, 2024. "Does mixed frequency variables help to forecast value at risk in the crude oil market?," Resources Policy, Elsevier, vol. 88(C).

  2. Yin, Hua & Du, Zaichao & Zhang, Lin, 2018. "Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau," Economic Modelling, Elsevier, vol. 70(C), pages 147-158.

    Cited by:

    1. Echevarría, Cruz A. & Hasancebi, Serhat & García-Enríquez, Javier, 2022. "Economic Effects of Macao’s Integration with Mainland China: A Causal Inference Study," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 37(2), pages 179-215.
    2. Nenci, Silvia & Vurchio, Davide, 2023. "Modeling country-sectoral spillovers in generalized propensity score matching: An empirical test on trade data," Economic Modelling, Elsevier, vol. 124(C).
    3. Peng Su & Xiaochun Jiang & Chengbo Yang & Ting Wang & Xing Feng, 2019. "Insufficient Consumption Demand of Chinese Urban Residents: An Explanation of the Consumption Structure Effect from Income Distribution Change," Sustainability, MDPI, vol. 11(4), pages 1-22, February.
    4. Chaoqun Chen & Yonghong Zhou, 2021. "Institutional endowment, curse, and the impact of external political shock: The case of Macao," Review of Development Economics, Wiley Blackwell, vol. 25(4), pages 2433-2453, November.

  3. Guangwei Zhu & Zaichao Du & Juan Carlos Escanciano, 2017. "Automatic portmanteau tests with applications to market risk management," Stata Journal, StataCorp LP, vol. 17(4), pages 901-915, December.
    See citations under working paper version above.
  4. Zaichao Du, 2016. "Nonparametric bootstrap tests for independence of generalized errors," Econometrics Journal, Royal Economic Society, vol. 19(1), pages 55-83, February.
    See citations under working paper version above.
  5. Du, Zaichao & Zhang, Lin, 2015. "Home-purchase restriction, property tax and housing price in China: A counterfactual analysis," Journal of Econometrics, Elsevier, vol. 188(2), pages 558-568.

    Cited by:

    1. Xiaomeng Lu & Jiaojiao Guo & Hailing Zhou, 2021. "Digital financial inclusion development, investment diversification, and household extreme portfolio risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(5), pages 6225-6261, December.
    2. James Alm & Weizheng Lai & Xun Li, 2022. "Housing market regulations and strategic divorce propensity in China," Journal of Population Economics, Springer;European Society for Population Economics, vol. 35(3), pages 1103-1131, July.
    3. Shih-Chih Chen & Jianing Hou & De Xiao, 2018. "“One Belt, One Road” Initiative to Stimulate Trade in China: A Counter-Factual Analysis," Sustainability, MDPI, vol. 10(9), pages 1-13, September.
    4. Wang, Haining & Cheng, Zhiming & Smyth, Russell & Sun, Gong & Li, Jie & Wang, Wangshuai, 2022. "University education, homeownership and housing wealth," China Economic Review, Elsevier, vol. 71(C).
    5. Xiaomeng Lu & Jingna Xiao & Yu Wu, 2021. "Financial literacy and household asset allocation: Evidence from micro‐data in China," Journal of Consumer Affairs, Wiley Blackwell, vol. 55(4), pages 1464-1488, December.
    6. Jie Chen & Yu Chen & Robert J. Hill & Pei Hu, 2020. "The User Cost of Housing and the Price-Rent Ratio in Shanghai," Graz Economics Papers 2020-19, University of Graz, Department of Economics.
    7. Sayoni Roychowdhury & Indrila Ganguly & Abhik Ghosh, 2021. "Robust Estimation of Average Treatment Effects from Panel Data," Papers 2112.13228, arXiv.org, revised Dec 2022.
    8. Ya Gao & Xiuting Li & Jichang Dong, 2019. "Does Housing Policy Sustainability Matter? Evidence from China," Sustainability, MDPI, vol. 11(17), pages 1-17, August.
    9. Jing Wu & Joseph Gyourko & Yongheng Deng, 2015. "Evaluating the Risk of Chinese Housing Markets: What We Know and What We Need to Know," NBER Working Papers 21346, National Bureau of Economic Research, Inc.
    10. Shi, Song & Zhang, Hong & Zhang, Jun, 2022. "The impact of a home purchase restrictions (HPR) policy on the distressed property market in Beijing," Journal of Housing Economics, Elsevier, vol. 58(PB).
    11. Zhang, Linling & Long, Ruyin & Chen, Hong, 2019. "Do car restriction policies effectively promote the development of public transport?," World Development, Elsevier, vol. 119(C), pages 100-110.
    12. Yu, Shoujin & Zhang, Ling & Zeng, Yanni & Zhang, Hao, 2017. "Dual influences of regulatory polices on real estate enterprises’ investment —based on the perspective of supply-side reform in China," Finance Research Letters, Elsevier, vol. 23(C), pages 50-57.
    13. Deng, Qiu Shi & Alvarado, Rafael & Cheng, Fang Nan & Cuesta, Lizeth & Wang, Chun Bao & Pinzón, Stefania, 2023. "Long-run mechanism for house price regulation in China: Real estate tax, monetary policy or macro-prudential policy?," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 174-186.
    14. 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.
    15. Du, Zaichao & Yin, Hua & Zhang, Lin, 2022. "Foreign buyer taxes and house prices in Canada: A tale of two cities," Journal of Housing Economics, Elsevier, vol. 55(C).
    16. Funke, Michael & Tsang, Andrew & Zhu, Linxu, 2018. "Not all cities are alike: House price heterogeneity and the design of macro-prudential policies in China," BOFIT Discussion Papers 18/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
    17. Zhentong Lu & Sisi Zhang & Jian Hong, 2021. "Examining the Impact of Home Purchase Restrictions on China’s Housing Market," Staff Working Papers 21-18, Bank of Canada.
    18. Carvalho, Carlos & Masini, Ricardo & Medeiros, Marcelo C., 2018. "ArCo: An artificial counterfactual approach for high-dimensional panel time-series data," Journal of Econometrics, Elsevier, vol. 207(2), pages 352-380.
    19. Sakuragawa, Masaya & Tobe, Satoshi & Zhou, Mengyuan, 2021. "Chinese housing market and bank credit," Journal of Asian Economics, Elsevier, vol. 76(C).
    20. Yiyan Huang & Cheuk Hang Leung & Xing Yan & Qi Wu & Nanbo Peng & Dongdong Wang & Zhixiang Huang, 2020. "The Causal Learning of Retail Delinquency," Papers 2012.09448, arXiv.org.
    21. Zeqin Liu & Zongwu Cai & Ying Fang & Ming Lin, 2019. "Statistical Analysis and Evaluation of Macroeconomic Policies: A Selective Review," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201904, University of Kansas, Department of Economics, revised Mar 2019.
    22. Huang, Naqun & Yang, Zhenlin, 2021. "Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices," Economic Modelling, Elsevier, vol. 103(C).
    23. Wang, Huiqiang, 2016. "Estimating the health impacts of food safety interventions: Optimal counterfactual selections via information criteria in small samples," Food Policy, Elsevier, vol. 63(C), pages 44-52.
    24. Heiko Kirchhain & Jan Mutl & Joachim Zietz, 2020. "The Impact of Exogenous Shocks on House Prices: the Case of the Volkswagen Emissions Scandal," The Journal of Real Estate Finance and Economics, Springer, vol. 60(4), pages 587-610, May.
    25. Wei Shi & Lung-fei Lee, 2018. "The effects of gun control on crimes: a spatial interactive fixed effects approach," Empirical Economics, Springer, vol. 55(1), pages 233-263, August.
    26. Lan, Hao & Moreira, Fernando & Zhao, Sheng, 2023. "Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 841-859.
    27. Yang, Zhenbing & Chen, Zhuo & Shao, Shuai & Yang, Lili, 2022. "Can housing price regulation improve R&D performance in universities? Evidence from China," Socio-Economic Planning Sciences, Elsevier, vol. 82(PA).
    28. Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew, 2017. "Mapping China's time-varying house price landscape," BOFIT Discussion Papers 21/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
    29. Li, Kathleen T. & Bell, David R., 2017. "Estimation of average treatment effects with panel data: Asymptotic theory and implementation," Journal of Econometrics, Elsevier, vol. 197(1), pages 65-75.
    30. Shao, Xiaokuai & White, Alexander, 2021. "Outsiders, insiders and interventions in the housing market," Journal of Comparative Economics, Elsevier, vol. 49(1), pages 110-134.
    31. Antinyan, Armenak & Asatryan, Zareh & Dai, Zhixin & Wang, Kezhi, 2021. "Does the frequency of reminders matter for their effectiveness? A randomized controlled trial," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 752-764.
    32. Carvalho, Carlos Viana de & Masini, Ricardo Pereira & Medeiros, Marcelo C., 2017. "The perils of counterfactual analysis with integrated processes," Textos para discussão 455, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    33. Shijun Jia & Yourong Wang & Gang-Zhi Fan, 2018. "Home-Purchase Limits and Housing Prices: Evidence from China," The Journal of Real Estate Finance and Economics, Springer, vol. 56(3), pages 386-409, April.
    34. Gao, Yichen & Li, Hongjun & Li, Qi, 2022. "The misalignments in Chinese real effective exchange rate from 1994 to 2020: A counterfactual analysis," China Economic Review, Elsevier, vol. 75(C).
    35. Jia Pengfei & Lim King Yoong, 2021. "Tax Policy and Toxic Housing Bubbles in China," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(1), pages 151-183, January.
    36. Somerville, Tsur & Wang, Long & Yang, Yang, 2020. "Using purchase restrictions to cool housing markets: A within-market analysis," Journal of Urban Economics, Elsevier, vol. 115(C).
    37. Luya Wang & Zheng Li & Qi Li, 2023. "A Tale of Two Policies: Examining Treatment Effects on Housing Prices in Shenzhen, China," Annals of Economics and Finance, Society for AEF, vol. 24(2), pages 277-288, November.
    38. Kai Wu & Yi Liu & Weiyang Feng, 2022. "The Effect of Index Option Trading on Stock Market Volatility in China: An Empirical Investigation," JRFM, MDPI, vol. 15(4), pages 1-19, March.
    39. Zhou, Qian & Shao, Qinglong & Zhang, Xiaoling & Chen, Jie, 2020. "Do housing prices promote total factor productivity? Evidence from spatial panel data models in explaining the mediating role of population density," Land Use Policy, Elsevier, vol. 91(C).
    40. Hu, Lirong & He, Shenjing & Han, Zixuan & Xiao, He & Su, Shiliang & Weng, Min & Cai, Zhongliang, 2019. "Monitoring housing rental prices based on social media:An integrated approach of machine-learning algorithms and hedonic modeling to inform equitable housing policies," Land Use Policy, Elsevier, vol. 82(C), pages 657-673.
    41. Zhu, Guozhong & Dale-Johnson, David, 2020. "Transition to the property tax in China: A dynamic general equilibrium analysis," Journal of Urban Economics, Elsevier, vol. 115(C).
    42. Liberati, Danilo & Loberto, Michele, 2019. "Taxation and housing markets with search frictions," Journal of Housing Economics, Elsevier, vol. 46(C).
    43. Hongjun Li & Zheng Li & Cheng Hsiao, 2023. "Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices," Empirical Economics, Springer, vol. 64(6), pages 2661-2682, June.
    44. Yin, Hua & Du, Zaichao & Zhang, Lin, 2018. "Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau," Economic Modelling, Elsevier, vol. 70(C), pages 147-158.
    45. Sheng-Hau Lin & Jia-Hsun Li & Jing-Chzi Hsieh & Xianjin Huang & Jia-Tsong Chen, 2018. "Impact of Property Tax on Housing-Market Disequilibrium in Different Regions: Evidence from Taiwan for the period 1982–2016," Sustainability, MDPI, vol. 10(11), pages 1-18, November.
    46. Li, Xiao & Qiao, Yuanbo & Shi, Lei, 2019. "Has China's war on pollution slowed the growth of its manufacturing and by how much? Evidence from the Clean Air Action," China Economic Review, Elsevier, vol. 53(C), pages 271-289.
    47. Kai Zhang & Yan Chen & Lifeng Wu, 2019. "Grey Spectrum Analysis of Air Quality Index and Housing Price in Handan," Complexity, Hindawi, vol. 2019, pages 1-6, November.
    48. Zaichao Du & Jie Li & Pei Pei, 2021. "The impacts of China’s exchange rate regime reform in 2005: A counterfactual analysis," Review of Development Economics, Wiley Blackwell, vol. 25(1), pages 430-448, February.
    49. Zhang, Muyang & Chen, Jie, 2018. "Unequal school enrollment rights, rent yields gap, and increased inequality: The case of Shanghai," China Economic Review, Elsevier, vol. 49(C), pages 229-240.
    50. Chengrui Xiao & Bo Zhou, 2023. "Property taxes and rental housing: Evidence from China," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(4), pages 931-958, July.
    51. Andrii Melnychuk, 2024. "Synthetic Controls with spillover effects: A comparative study," Papers 2405.01645, arXiv.org.
    52. Zhentao Shi & Jingyi Huang, 2019. "Forward-Selected Panel Data Approach for Program Evaluation," Papers 1908.05894, arXiv.org, revised Apr 2021.
    53. Bing Lu & Xiaofen Tan & Jinhui Zhang, 2019. "The crowding out effect of booming real estate markets on corporate TFP: evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(5), pages 1319-1345, March.
    54. Valentina Zozulya & Olga Romanchenko & Andrey Zuykov & Inga Zozulya, 2017. "The Features of Management of Innovation Risks at Pre-investment Stage of the Project in Modern Economic Realities," International Review of Management and Marketing, Econjournals, vol. 7(2), pages 43-48.
    55. Sun, Weizeng & Zhang, Sisi & Lin, Chengtao & Zheng, Siqi, 2021. "How do home purchase restrictions affect elite Chinese graduate students’ job search behavior?," Regional Science and Urban Economics, Elsevier, vol. 87(C).
    56. Wanying Lu & Jianfu Shen, 2022. "Urban Leverage and Housing Price in China," JRFM, MDPI, vol. 15(2), pages 1-12, February.
    57. Ke, Xiao & Chen, Haiqiang & Hong, Yongmiao & Hsiao, Cheng, 2017. "Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach," China Economic Review, Elsevier, vol. 44(C), pages 203-226.
    58. Jacoby, Gady & Liao, Chi & Lu, Xiaomeng & Wan, Fang, 2023. "The effect of fraud experience on investment behavior," Emerging Markets Review, Elsevier, vol. 55(C).
    59. Chen, Xin & Qin, Yaohua & Xiao, He & Zhang, Yifei, 2019. "Microfinancing and Home-purchase Restrictions: Evidence from the Online “Peer-to-Peer” Lending in China," MPRA Paper 95375, University Library of Munich, Germany.
    60. Weida Kuang & Changyu Chen & Qilin Wang, 2020. "Home purchase restriction, real estate investment, and corporate innovation," Frontiers of Business Research in China, Springer, vol. 14(1), pages 1-21, December.
    61. Guo, Shen & Jiang, Zheng, 2021. "The welfare implications of housing-related tax policies in China," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 135-153.
    62. Shi, Zhentao & Huang, Jingyi, 2023. "Forward-selected panel data approach for program evaluation," Journal of Econometrics, Elsevier, vol. 234(2), pages 512-535.
    63. Wei Han & Ping Wang & Hongjie Dong, 2020. "Influence of Egoistic and Altruistic Bequest Motives on the Willingness to Participate in Reverse Mortgages in China," Asian Economic Journal, East Asian Economic Association, vol. 34(4), pages 430-463, December.
    64. Zhou, Zhengyi, 2018. "Housing market sentiment and intervention effectiveness: Evidence from China," Emerging Markets Review, Elsevier, vol. 35(C), pages 91-110.
    65. Hui An & Qianmiao Zou & Ying Zhang & Rakesh Gupta, 2019. "Property Prices: How Effective is a Property-Purchasing Limitation Policy for Managing Affordability?," International Real Estate Review, Global Social Science Institute, vol. 22(2), pages 197-229.
    66. Jian Yang & Meng Tong & Ziliang Yu, 2023. "Can volume be more informative than prices? Evidence from Chinese housing markets," Review of Quantitative Finance and Accounting, Springer, vol. 61(2), pages 633-672, August.
    67. Huifu Nong, 2024. "Integration and risk transmission across supply, demand, and prices in China’s housing market," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-28, June.
    68. Yongqiang Chu & Weida Kuang & Daxuan Zhao & Xiaoxia Zhou, 2024. "Inside job: Evidence from the Chinese housing market," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 43(1), pages 214-233, January.
    69. Chang, Yuk Ying & Anderson, Hamish & Shi, Song, 2018. "China and international housing price growth," China Economic Review, Elsevier, vol. 50(C), pages 294-312.
    70. Li, Keyang & Qin, Yu & Wu, Jing, 2020. "Recent housing affordability in urban China: A comprehensive overview," China Economic Review, Elsevier, vol. 59(C).
    71. Cao, Xiaping & Huang, Bihong & Lai, Rose Neng, 2018. "The Impact of Exogenous Demand Shock on the Housing Market: Evidence from the Home Purchase Restriction Policy in the People’s Republic of China," ADBI Working Papers 824, Asian Development Bank Institute.
    72. Fan, Gang-Zhi & Li, Han & Li, Jiangyi & Zhang, Jian, 2022. "Housing property rights, collateral, and entrepreneurship: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 143(C).
    73. Taiyi Zang & Hongmei Gu, 2023. "State-Space Modeling of Housing Sentiment for Regressing Changes of Real Estate Prices Following Short-Term Control Policy in China," Sustainability, MDPI, vol. 15(16), pages 1-19, August.
    74. Chen, Yunping & Chen, Huanhuan & Li, Guorong & Jiao, Dongdan & Xu, Xiangyun, 2021. "Time-varying effect of macro-prudential policies on household credit growth: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 241-254.
    75. Li, Victor Jing & Cheng, Andy Wui Wing & Cheong, Tsun Se, 2017. "Home purchase restriction and housing price: A distribution dynamics analysis," Regional Science and Urban Economics, Elsevier, vol. 67(C), pages 1-10.
    76. Du, Zaichao & Pei, Pei, 2021. "A simple and robust counterfactual impact evaluation," Economics Letters, Elsevier, vol. 207(C).

  6. Lin Zhang & Zaichao Du & Cheng Hsiao & Hua Yin, 2015. "The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis," The World Economy, Wiley Blackwell, vol. 38(5), pages 878-892, May.

    Cited by:

    1. Du, Zaichao & Yin, Hua & Zhang, Lin, 2022. "Foreign buyer taxes and house prices in Canada: A tale of two cities," Journal of Housing Economics, Elsevier, vol. 55(C).
    2. Yin, Hua & Du, Zaichao & Zhang, Lin, 2018. "Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau," Economic Modelling, Elsevier, vol. 70(C), pages 147-158.
    3. Li, Xiao & Qiao, Yuanbo & Shi, Lei, 2019. "Has China's war on pollution slowed the growth of its manufacturing and by how much? Evidence from the Clean Air Action," China Economic Review, Elsevier, vol. 53(C), pages 271-289.
    4. Fengyu Cheng & Jianping Liao & Kenichiro Soyano & Feiling Lu, 2023. "The Impact of Automobile Purchase Restriction on Urban Air Quality: Experimental Evidence from Beijing, China," Journal of Economic Statistics, Anser Press, vol. 1(1), pages 109-124, February.

  7. Zaichao Du & Juan Carlos Escanciano, 2015. "A Nonparametric Distribution-Free Test for Serial Independence of Errors," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1011-1034, December.

    Cited by:

    1. Kilani Ghoudi & Bruno Rémillard, 2018. "Serial independence tests for innovations of conditional mean and variance models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 3-26, March.

  8. Du, Zaichao & LI, Renyu & He, Qinying & ZHANG, Lin, 2014. "Decomposing the rich dad effect on income inequality using instrumental variable quantile regression," China Economic Review, Elsevier, vol. 31(C), pages 379-391.

    Cited by:

    1. Feng, Qundi & He, Qinying, 2022. "Does parental migration increase upward intergenerational mobility? Evidence from rural China," Economic Modelling, Elsevier, vol. 115(C).
    2. Richey, Jeremiah & Rosburg, Alicia, 2016. "Understanding intergenerational economic mobility by decomposing joint distributions," MPRA Paper 72665, University Library of Munich, Germany.
    3. Yongbo Ge & Xiaoran Kong & Geilegeilao Dadilabang & Kung‐Cheng Ho, 2023. "The effect of Confucian culture on household risky asset holdings: Using categorical principal component analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 839-857, January.
    4. FAN, Yi, 2016. "Intergenerational income persistence and transmission mechanism: Evidence from urban China," China Economic Review, Elsevier, vol. 41(C), pages 299-314.
    5. Lu, Xiaomeng & Zhang, Yong & Zhang, Yixing & Wang, Lin, 2020. "Can investment advisors promote rational investment? Evidence from micro-data in China," Economic Modelling, Elsevier, vol. 86(C), pages 251-263.

  9. Du, Zaichao, 2014. "Testing for serial independence of panel errors," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 248-261.

    Cited by:

    1. Jiang, Qing & Hušková, Marie & Meintanis, Simos G. & Zhu, Lixing, 2019. "Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data," Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 202-220.
    2. Chen, Feifei & Meintanis, Simos G. & Zhu, Lixing, 2019. "On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 125-144.

  10. Du Zaichao & Yin Hua & Zhang Lin, 2013. "The macroeconomic effects of the 35-h workweek regulation in France," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 881-901, June.

    Cited by:

    1. Strunz, Sebastian & Schindler, Harry, 2018. "Identifying Barriers Toward a Post-growth Economy – A Political Economy View," Ecological Economics, Elsevier, vol. 153(C), pages 68-77.
    2. John Komlos, 2016. "Unemployment in a Just Economy," CESifo Working Paper Series 5974, CESifo.
    3. Du, Zaichao & Yin, Hua & Zhang, Lin, 2022. "Foreign buyer taxes and house prices in Canada: A tale of two cities," Journal of Housing Economics, Elsevier, vol. 55(C).
    4. Carvalho, Carlos & Masini, Ricardo & Medeiros, Marcelo C., 2018. "ArCo: An artificial counterfactual approach for high-dimensional panel time-series data," Journal of Econometrics, Elsevier, vol. 207(2), pages 352-380.
    5. John Komlos, 2014. "How Natural is the Natural Rate of Unemployment?," CESifo Working Paper Series 5004, CESifo.
    6. Strunz, Sebastian & Schindler, Harry, 2017. "Identifying barriers towards a post-growth economy: A political economy view," UFZ Discussion Papers 6/2017, Helmholtz Centre for Environmental Research (UFZ), Division of Social Sciences (ÖKUS).
    7. Simone d’alessandro & Tiziano Distefano & Guilherme Spinato Morlin & Davide Villani, 2023. "Policy Responses to Labour-Saving Technologies: Basic Income, Job Guarantee, and Working Time Reduction," JRC Working Papers on Social Classes in the Digital Age 2023-09, Joint Research Centre.

  11. Meiling Ying & Zaichao Du, 2012. "The effects of medical insurance on durables consumption in rural China," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 4(2), pages 176-187, May.

    Cited by:

    1. Baozhong Su & Gatwaza Hategekimana Thierry & Qihui Chen & Qiran Zhao, 2017. "The New Cooperative Medical Scheme and Self-Employment in Rural China," Sustainability, MDPI, vol. 9(2), pages 1-10, February.
    2. Si Shi & Yawen Jiang, 2022. "Does supplemental private health insurance incentivize household risky financial asset investment? Evidence from the China Household Financial Survey," International Journal of Health Economics and Management, Springer, vol. 22(4), pages 369-421, December.
    3. Fang, Xiangming & Jing, Ruiwei & Zeng, Guang & Linnan, Huan Wan & Zhu, Xu & Linnan, Michael, 2014. "Socioeconomic status and the incidence of child injuries in China," Social Science & Medicine, Elsevier, vol. 102(C), pages 33-40.
    4. Zhao Rong & Lan Wu, 2020. "Withholding Consumption: A Free Riding Perspective on the Diffusion of Color Television in Rural China," Journal of Consumer Affairs, Wiley Blackwell, vol. 54(2), pages 489-516, June.

  12. Zaichao Du, 2011. "Intraday probability of informed trading," Economics Bulletin, AccessEcon, vol. 31(4), pages 3103-3112.

    Cited by:

    1. Michael D. Bauer & Glenn D. Rudebusch, 2015. "Resolving the spanning puzzle in macro-finance term structure models," Working Paper Series 2015-1, Federal Reserve Bank of San Francisco.
    2. Malinova, Katya & Park, Andreas, 2014. "The impact of competition and information on intraday trading," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 55-71.

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  1. NEP-RMG: Risk Management (1) 2017-03-26

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