厦门大学平台管理系统 Fang, Ying--Home--Research Papers

Fang, Ying

Professional Title: Professor

Administrative Position: 副校长

Alma Mater: Ph.D. in Economics, University of Pittsburg

Contact Information: 0592-2181763

E-Mail:

Business Address: A411

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External Homepage：

Research Papers

International Publications:

20. “Statistical Analysis and Evaluation of Macroeconomic Policies: A Selective Review”. (with Zeqin Liu, Zongwu Cai and Ming Lin), Applied Mathematics: A Journal of Chinese Universities, 2020, 35(1), 57-83.

19. “Econometric Modeling of Risk Measure: A Selective Review of the Recent Literature”. (with Dingshi Tian and Zongwu Cai), Applied Mathematics: A Journal of Chinese Universities, 2019, 34(2), 205-228.

18. "Inferences for a Partially Varying Coefficient Model with Endogenous Regressors", (with Zongwu Cai, Ming Lin and Jia Su), Journal of Business & Economic Statistics, 2019, 37(1), 158-170.

17. "Assessing Tail Risk Using Expectile Regressions with Partially Varying Coefficients", (with Zongwu Cai and Dingshi Tian), Journal of Management Science and Engineering, 2018, 3(4), 183-213.

16. "A Semiparametric Quantile Panel Data Model with An Application to Estimating the Growth Effect of FDI", (with Zongwu Cai and Linna Chen), Journal of Econometrics, 2018, 206, 531-553.
15. “Panel Data Models with Cross-sectional Dependence: A Selective Review”. (with Qiuhua Xu and Zongwu Cai), Applied Mathematics: A Journal of Chinese Universities, 2016, 31(2), 127-147.
14. “A Data-driven Smooth Test of Symmetry”, (with Qi Li, Ximing Wu and Daiqiang Zhang), Journal of Econometrics, 2015, 188, 490-501.
13. “Estimation and Inference for Varying-coefficient Cointegration Using Penalized Splines”, (with Haiqiang Chen and Yingxing Li), Econometric Theory, 2015, 31,753-777.
12. “Forecasting Major Asian Exchange Rates Using A New Semiparametric STAR Model”, (with Nan Cai, Zongwu Cai and Qiuhua Xu), Empirical Economics, 2015, 48(1), 407-426.
11. “Semiparametric Estimation of Varying-coefficient Dynamic Panel Data Models”, (with Zongwu Cai and Linna Chen), Econometric Reviews, 2015, 34(6-10), 694-718.
10. “A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications”, (with Sungyong Park and Jinfeng Zhang), Economics Letters, 2014, 124, 203-206.
9. “China’s Internal Borders: Evidences from Business Cycle Correlations across Chinese Cities”, (with Li Qi and Zhongjian Lin), The Chinese Economy, 2013, vol. 46, no. 3, 41-60. (DOI: 10.2753/CES1097-1475460303)
8. “A New Nonparametric Stability Test with an Application to Major Chinese Macroeconomic Time Series”, (with Nan Cai and Zhongwu Cai), Applied Mathematics: A Journal of Chinese Universities, Series B, 2013, 28, 1-16.
7. “Resource Abundance and Economic Growth in China”, (with Rui Fan and Sungyong Park), China Economic Review, 2012, 23, 704-719.
6. “A New Forecasting Model for USD/CNY Exchange Rate”, (with Zongwu Cai and Linna Chen), Studies in Nonlinear Dynamics & Econometrics, 2012, Volume 16, Article 3.
5. “The Validity of Instruments Revisited”, (with Daniel Berkowitz and Mehmet Caner), Journal of Econometrics, 2012, 166, 255-266.
4. “Reducing Asymptotic Bias of Weak Instrumental Estimation Using Independently Repeated Cross-sectional Information”, (with Zongwu Cai and Jia Su), Statistics & Probability Letters, 2012, 82, 180-185.
3. “Weak Instrumental Variables Models for Longitudinal Data”, (with Zongwu Cai and Henong Li), Econometric Reviews, 2012, 31(4), 361-389.
2. “Nonparametric Estimation and Testing of Stochastic Discount Factor”, (with Yu Ren and Yufei Yuan), Finance Research Letters, 2011, 8, 196-205.
1. “Are ‘Nearly Exogenous’ Instruments Reliable?”, (with Daniel Berkowitz and Mehmet Caner), Economics Letters, 2008, 101, 20-23.

Chinese Publications (Since 2006)

14. 《性别比失衡下的婚姻匹配与劳动力市场表现--基于独生子女政策准自然实验的实证分析》，（与蓝嘉俊、魏下海），《世界经济文汇》，第4期，67-84，2019。

13. 《融资融券制度对尾部系统风险的非对称影响--基于A股市场极值相关性的研究》，（与陈海强、王方舟），《管理科学学报》，第22卷，第5期，99-109。

12.《就业结构、刘易斯转折点与劳动收入份额：理论与经验研究》，（与蓝嘉俊、马天平），《世界经济》，第42卷，第6期，94-118，2019。

11. 《排污费征收标准改革是否促进了工业二氧化硫减排》，（与郭俊杰、杨阳），《世界经济》，第42卷，第1期，121-144，2019。

10. 《中国环境信息披露政策是否有效：基于资本市场反应的研究》，（与郭俊杰），《经济研究》，第10期，第158-174, 2018。

9. 《劳动合同期限变化对工人的影响研究--基于CHIP2007-2008独特面板数据的实证》，（与蓝嘉俊），《深圳大学学报（人文社会科学版）》，第34卷，第6期，第104-112，2017。
8. 《半参数STAR模型的估计及应用》，（与蔡楠），《系统工程理论与实践》，第34卷，第2期，第273-281，2014。
7. 《人民币汇率一揽子货币权重的内在形成机制：基于非参数时变系数的估计方法》，（与梁芳、牛霖琳），《世界经济文汇》，第3期, 第1-13页, 2012。
6. 《人民币汇率的半参数预测模型研究》，（与蔡宗武、陈琳娜），《系统工程理论与实践》，第32卷，第4期，第685－692页，2012。
5. 《空间滞后模型的稳健检验》，（与张进峰），《系统工程理论与实践》，第32卷，第1期，第76－82页，2012。
4. 《寻找制度的工具变量》，（与赵扬），《经济研究》，第5期，第138-148页，2011。
3. 《中国是否存在“资源诅咒”》，（与纪衎、赵扬），《世界经济》，第4期，第144-160页，2011.
2. 《空间误差模型的稳健检验》，（与张进峰），《数量经济技术经济研究》，第28卷，第1期，第152-160页，2011。
1. 《中国主要宏观变量的稳定性检验: 基于非参数估计与Bootstrapping的一个方法》，（与郭萌萌），《世界经济文汇》，第1期, 第94-102页，2009。