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.
中文期刊文章:
李宏飞,牛霖琳,《中国房地产市场超长期贴现率与递减社会贴现率——基于北京市二手房交易大数据的分析》,《应用经济学评论(季刊)》,2023年,第3卷第4期,116-144。
李欣珏,夏红玉,牛霖琳,《中国城投债风险溢价的及时性度量与预测——基于适应性网络自回归算法的分析》,《计量经济学报》,2023年,第3卷第1期,259-285。Doi: 10.12012/CJoE2022-0001
牛霖琳,夏红玉,许秀,《中国地方债务的省级风险度量和网络外溢风险》,《经济学(季刊)》,2021年,第21卷第3期,863-888。(本文的介绍性文章《地方债务风险何在?——区域性与系统性双重视角下的风险度量》于2021年8月23日发表于澎湃新闻客户端,网页链接:http://m.thepaper.cn/rss_newsDetail_14131815)
洪智武,牛霖琳,《中国通货膨胀预期及其影响因素分析-——基于混频无套利Nelson-Siegel利率期限结构扩展模型》,《金融研究》,2020年,第12期,95-113。
林木材,牛霖琳,《基于高频收益率曲线的中国货币政策传导分析》,《经济研究》,2020年,第2期,101-116。
李欣珏,牛霖琳,《汇率预测及其经济基本面:基于多元自适应可变窗算法的构建》,《统计研究》,2019年9月,第36卷第9期,28-41。
Oldrich A. Vasicek,牛霖琳,《利率期限结构模型》,《经济资料译丛》,2018年,第4期,87-98。
牛霖琳,林木材,《中国超长期国债的相对流动性溢价与收益率曲线的结构性建模》,《金融研究》,2017年,第4期,17-31。
牛霖琳,洪智武,陈国进,《地方政府债务隐忧及其风险传导——基于国债收益率与城投债利差的分析》,《经济研究》,2016年,第11期,83-95。
岳超云,牛霖琳,《中国货币政策规则的估计与比较——基于DSGE模型的分析》,《数量经济技术经济研究》,2014年,第3期,119-133。
陈伟,牛霖琳,《基于贝叶斯模型平均(BMA)方法的中国通货膨胀的建模及预测》,《金融研究》,2013年,第11期,15-27。
曾耿明,牛霖琳,《中国实际利率与通胀预期的期限结构: 基于无套利宏观金融模型的研究》,《金融研究》,2013,第1期, 24-37, 获2013年度《金融研究》优秀论文奖。
方颖、梁芳、牛霖琳,《人民币汇率一篮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》,《世界经济文汇》,2012,第3期,1-13。
邹至庄, 牛霖琳, 《中国城镇居民住房的需求与供给》, 《金融研究》, 2010, 第1期, 1-12。