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Publications

Published

New Methodology for Constructing Real Estate Price Indices Applied to the Singapore Residential Market
Jun Yu, Liang Jiang, Peter C.B. Phillips (2015) Journal of Banking & Finance
Keywords: Cooling measures; Explosive behavior; Hedonic models; Prediction; Real estate price index; Repeat sales | Download PDF
 
Singapore’s Housing Policies: Responding to the Challenges of Economic Transitions
Phang Sock Yong (2015) Singapore Economics Review
Keywords: Singapore, housing policies, housing finance | Download PDF
 
Housing Policies in Singapore
Phang Sock Yong, Matthias Helble (2016) The Housing Challenge in Emerging Asia​
Keywords: housing, HDB, CPF, Singapore, housing policies, lease buyback scheme | Download PDF
 
Inference in Continuous Systems with Mildly Explosive Regressors
Jun Yu, Ye Chen, Peter C. B. Phillips (2017) Journal of Econometrics
Keywords: Cointegrated System; Explosive Process; Moderate Deviations from Unity; Double Asymptotics; Real Estate Market. | Download PDF
 
Enhancing Singapore’s Pension Scheme: A Blueprint for Further Flexibility
Tse Yiu-Kuen, Koon-Shing Kwong, Wai-Sum Chan (2017) Risks (Special issue: Designing Post-Retirement Benefits in a Demanding Scenario)​
Keywords: inflation risk; investment returns; life annuity; longevity risk; post-retirement benefits | Download PDF
 
Singapore's LIFE program:  Actuarial Framework, Longevity Risk and Impact of Annuity Fund Return
Tse Yiu-Kuen, Koon-Shing Kwong, Wai-Sum Chan (2017) Singapore Economic Review | Download PDF 
Keywords: Life annuity, inflation risk, investment returns, longevity risk
 
Retirement Adequacy of Mature Workers in Singapore
Rhema Vaithianathan, Stephen Hoskins (2018) 
Partnership of research between Ong Teng Cheong Labour Leadership Institute and the Centre for Research on the Economics of Ageing (CREA) at Singapore Management University (SMU) | Download PDF
 
Home Equity Extraction for Retirement Financing
Phang Sock Yong (2018) Policy Innovations for Affordable Housing in Singapore: From Colony to Global City | Download PDF
 

Working Paper (Accepted)

High-Frequency Internet Survey of a Probability Sample of Older Singaporeans: The Singapore Life Panel
Rhema Vaithianathan, Bryce Hool, Michael Hurd, Susann Rohwedder (2018) Singapore Economic Review, Special Edition on Economic Issues of Population Aging in Asia
Keywords: internet survey; probability-based internet panel; survey methodology; sampling techniques, population-representative samples; ageing | Download PDF
 
Semiparametric Maximum Likelihood Inference for Nonignorable Nonresponse with Callbacks
Zhong Guan, Denis H.Y.Leung, Jing Qin (2018) Scandinavian Journal of Statistics
Keywords: Auxiliary information, calibration estimation, followup, logistic regression, nonignorable nonresponse, paradata | Download PDF
 
The Effect of Non-Contributory Pensions on Labour Supply and Private Income Transfers: Evidence from Singapore
Chen Yanying, Yi Jin Tan (2018) IZA Journal of Labor Policy
Keywords: Non-contributory pensions, labour supply, private income transfers, crowding out | Download PDF
 

Working Paper (Submitted)

A Bayesian Specification Test
Jun Yu,Yong Li, Tao Zeng (2015) Research Collection School Of Economics
Keywords: EM algorithm, Specification test, Latent variable models, Markov chain, Monte Carlo, Dynamic factor, DSGE, Stochastic volatility | Download PDF
 
Financial Knowledge and Portfolio Complexity in Singapore
Benedict Koh, Olivia S. Mitchell, and Susann Rohwedder (2017) The Journal of the Economics of Ageing (JEoA)
Keywords: Financial literacy, investment, household portfolios, pension, Singapore Central Provident Fund, retirement | Download PDF
 
Monthly Spending Dynamics of the Elderly Following a Health Shock: Evidence from Singapore
Rhema Vaithianathan, Terence C. Cheng, Jing Li (2017) Health Economics | Download PDF
Keywords: health, health shocks, spending dynamics
 
Does Winning the Lottery Make People Happier?
Seonghoon Kim, Andrew Oswald (2017) 
Keywords: life satisfaction, windfall gains, happiness, income
 
Deviance Information Criterion for Bayesian Model Selection: Justification and Variation
Jun Yu, Yong Li, Tao Zeng (2017) Research Collection School Of Economics
Keywords: AIC, DIC, Bayesian Predictive Distribution, Plug-in Predictive Distribution, Loss Function, Bayesian Model Comparison, Frequentist Risk | View Link
 
Income and Subjective Well-Being: Evidence from Singapore's First National Non-Contributory Pension
Chen Yanying, Yi Jin Tan (2018)
Keywords: subjective well-being, life satisfaction, health, income, non-contributory pension | Download PDF
 
Consumption Responses to Income Shocks through Lottery Winning
Seonghoon Kim, Kanghyock Koh (2018) 
 
The Aging of a Young Nation: Population Aging in Singapore
Theng Yin Leng, Stephen Hoskins, Wong Chek Hooi, Miao Chun Yan, Wee Shiong Lim, Chetna Malhotra, Chan Wei-Ming, Angelique, Aw Su, Andre Matthias Muller, Koh Choon Huat Gerald (2018) The Gerontologist
 

Work in Progress

Retirement Preparedness and Financial Literacy in Singapore: How do the self-employed compare?​
Olivia S. Mitchell, Benedict Koh 
 
Welfare Consequences of Health Insurance Expansion on the Elderly: Evidence from Five-year Medisave Top-up Plan
Ya Sun 
 
Retirement-consumption Puzzle: A Theory and Evidence from Leisure Spending
Kyoung Jin Choi, Jungho Lee, Sunha Myong
 
An Endogenous Grid Method for Stochastic Control Problems
Jun Yu, Xiaobin Liu
 
Changes in Spending at Retirement
Michael Hurd, Susann Rohwedder
 
Effect of the Silver Support Scheme on Consumption, Saving, Intra-Family Transfers, and Labour Supply of Low-Income Elderly
Yi Jin Tan, Chen Yanying, Jing Li
 
Impact of Health Shocks on Subjective Well-Being: Evidence from a Monthly Panel of Elderly Singaporeans
Deng Yuanyuan, Rhema Vaithianathan, Terence C. Cheng
 
Effects of Health Shocks on Material and Subjective Well-Being
Michael Hurd, Susann Rohwedder
 
Effect of Health Risk on Portfolio Choice
Huang Naqun, Jing Li
 
Impact of Pioneer Generation Package on Economic Decisions
Yi Jin Tan, Chen Yanying, Jing Li
 
Financial Knowledge and Financial Mistakes
Benedict Koh, Olivia Mitchell, Susann Rohwedder, Joelle Fung
 
Hilbert Regression Analysis of SLP Income and Consumption Data
Peter C.B. Phillips, Jiang Liang
 
Housing Equity and Household Consumption in Retirement: Evidence from the Singapore Life Panel
Phang Sock Yong, Jun Yu, Jiang Liang
 
Partial Identification Methods for Inference from Data Sets with Observations Missing due to Non-Response
Denis Leung
 
Effects of Unemployment on Material and Subjective Well-Being
Michael Hurd, Susann Rohwedder
 
The Measurement of Probability Numeracy in Singapore
Michael Hurd, Susann Rohwedder, Peter Hudomiet
 
Economic Preparation for Retirement Adequacy
Michael Hurd, Susann Rohwedder
 
Trends in Labour Force Participation & Retirement Expectations
Michael Hurd, Susann Rohwedder
 
Spending and Spending Dynamics
Michael Hurd, Susann Rohwedder
 
Wealth and Wealth Dynamics
Michael Hurd, Susann Rohwedder
 
Differences in Mortality Expectations
Michael Hurd, Susann Rohwedder
 
Role of Trust in Financial Decision-Making
Olivia S. Mitchell, Benedict Koh
 
Demographic Trends in Fast-Food Consumption
Rhema Vaithianathan, Stephen Hoskins
 
Health Affairs: Description of Singapore Health System
Rhema Vaithianathan, Terence C. Cheng
 
Composition of Housing Equity & Impact on Spending During Health Shocks
Jing Li
 
Modelling Equity-Release Schemes in the Singapore Context
Tse Yiu-Kuen, Koon-Shing Kwong
 
CPF Withdrawal at Age 55
 
The Role of the Retirement and Reemployment Act in the Singapore Labour Market