Jiazi Chen, Zhiwu Hong, Linlin Niu, "Forecasting Interest Rates with Shifting Endpoints: The Role of the Functional Demographic Age Distribution", International Journal of Forecasting, January–March 2025, 41(1): 153-174. https://doi.org/10.1016/j.ijforecast.2024.04.006
Jiazi Chen, Linlin Niu, "How do Baby Boomers Affect Interest Rates? A Functional Analysis of the Impact of Age Distribution on Macroeconomic Trends", Finance Research Letters, Volume 53, May 2023, 103666. Doi.: https://doi.org/10.1016/j.frl.2023.103666
Chen Zhang, Ying Fang, Linlin Niu, "Changing Anchor of the Renminbi: A Bayesian Learning Approach to the Decade-long Transition",Economic Modelling, Volume 116, November 2022, 106032. Doi.: https://doi.org/10.1016/j.econmod.2022.106032
Zhiwu Hong, Linlin Niu, Chen Zhang, "Affine Arbitrage-free Yield Net Models with Application to the Euro Debt Crisis", Journal of Econometrics, September 2022, 230(1): 201-220. Doi.:https://doi.org/10.1016/j.jeconom.2021.11.002
Mingyang Li, Linlin Niu, "Faster Fiscal Stimulus and a Higher Government Spending Multiplier in China: Mixed-frequency Identification with SVAR", Economics Letters, December 2021, 209, 110135. Doi.: https://doi.org/10.1016/j.econlet.2021.110135
Mucai Lin, Linlin Niu, "Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve", Journal of International Money and Finance, March 2021, 111, 102294 (lead article). Doi.: https://doi.org/10.1016/j.jimonfin.2020.102294
Zhiwu Hong, Linlin Niu, Gengming Zeng, "U.S. and Chinese Yield Curve Responses to RMB Exchange Rate Policy Shocks: An Analysis with the Arbitrage-Free Nelson-Siegel Term Structure model",China Finance Review International, 9(3): 360-385, 2019.
Ying Chen, Linlin Niu, Ray-Bing Chen, Qiang He, "Sparse-Group Independent Component Analysis with Application to Yield Curve Prediction",Computational Statistics and Data Analysis.133, pp.76-89, 2019.
Ying Chen, Qian Han, Linlin Niu, "Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method", Journal of Empirical Finance, 49, pp.157-177, December 2018.
Linlin Niu, Xiu Xu, Ying Chen, "An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China", Economic Modelling, 66, pp. 201-213, November 2017.
Gregory Chow, Linlin Niu, "Housing Prices in Urban China as Determined by Demand and Supply", Pacific Economic Review, 20(1), pp. 1-16, 2015.
Ying Chen, Linlin Niu, "Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications", Journal of Econometrics, 180 (1), pp. 98-115, 2014.
Ying Chen, Bo Li, Linlin Niu, "A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting", Statistics and Its Interface, 6(4), pp. 499-509, 2013.
Carlo Favero, Linlin Niu, Luca Sala, "Term Structure Forecasting: No-arbitrage Restrictions versus Large Information set", Journal of Forecasting, 31(2), pp. 124-156, March 2012.
Gregory Chow, Changjiang Liu, Linlin Niu, "Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions", Journal of Comparative Economics, 39(4), pp. 577-583, December 2011.