Refereed Journal Publications ​          The earlier draft of this paper is entitled "Real and Nominal Business Cycles: New Evidence from a Generalized Unobserved           Components Model."
  • The Characteristics of 'Club Convergence' of China's Economic Growth and Its Causes, with Kunrong Shen, Economic Research Journal (经济研究), No.1, January, 2002.


Edited Book
Refereed Book Chapters
  • The Market and Individual Pricing Kernels Under No Arbitrage Asset Pricing Models, with Thomas Cosimano, in M. Mili et al (eds.), New Methods in Fixed Income Modeling, Contributions to Management Science, Springer, 2018, forthcoming.
            Working Paper Version
  • The Superiority of the LM Test in a Class of Econometrics Models Where Standard Wald Test Performs Poorly, with Charles R. Nelson. in Siem Jan Koopman and Neil Shephard (Eds.) Unobserved Components and Time Series Econometrics, Oxford University Press, 2016.
  • The Stock Return Predictability and Stock Price Decomposition in the Chinese Equity Market, with Zhenhua Su and Mark E. Wohar, in Douglas Cumming, Alessandra Guariglia, Wenxuan Hou, and Edward Lee (Ed.) Experiences and Challenges in the Development of the Chinese Capital Market, Palgrave, 2016.
  • A Statistical Investigation of Stock Return Decomposition Based on the State Space Framework, with Mark E. Wohar, in Shu Wu and Yong Zeng (Ed.) State-Space Models and Applications in Economics and Finance, Springer, 2013.
  • Stock Returns and Inflation: An Analysis Based on the State-Space Framework, with Jared Levant and Mark E. Wohar, in Jun Ma and Mark E. Wohar (Eds.) Recent Advances in Estimating Nonlinear Models with Applications in Economics and Finance, Springer, 2013.

Miscellaneous

Selected Working Papers
Inactive Working Papers