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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
Dec 2015, Journal of Banking & Finance, 61(S2):S121-S131
Keywords: Cooling measures; Explosive behavior; Hedonic models; Prediction; Real estate price index; Repeat sales | View Link
 
Singapore's Housing Policies: Responding to the Challenges of Economic Transitions
Phang Sock Yong
Aug 2015, Singapore Economics Review, 60(3):1-25
Keywords: Singapore, housing policies, housing finance | View Link
 
Housing Policies in Singapore
Phang Sock Yong, Matthias Helble
Jan 2016, The Housing Challenge in Emerging Asia​, Chapter 5:174-209
Keywords: housing, HDB, CPF, Singapore, housing policies, lease buyback scheme | View Link
 
Inference in Continuous Systems with Mildly Explosive Regressors
Jun Yu, Ye Chen, Peter C. B. Phillips
Dec 2017, Journal of Econometrics, 201(2):400-416
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
13 Apr 2017, Risks, 5(2)​:1-17
Keywords: inflation risk; investment returns; life annuity; longevity risk; post-retirement benefits | View Link
 
Singapore's LIFE program:  Actuarial Framework, Longevity Risk and Impact of Annuity Fund Return
Tse Yiu-Kuen, Koon-Shing Kwong, Wai-Sum Chan
Nov 2017, Singapore Economic Review , 63(1):1-17
Keywords: Life annuity, inflation risk, investment returns, longevity risk | View Link
 
Retirement Adequacy of Mature Workers in Singapore
Rhema Vaithianathan, Stephen Hoskins
2018, Ong Teng Cheong Labour Leadership Institute
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
Apr 2018, Policy Innovations for Affordable Housing in Singapore: From Colony to Global City , Chapter 8:149-185| View Link
 
Semiparametric Maximum Likelihood Inference for Nonignorable Nonresponse with Callbacks
Zhong Guan, Denis H.Y.Leung, Jing Qin
27 Apr 2018, Scandinavian Journal of Statistics, 45(4)
Keywords: Auxiliary information, calibration estimation, followup, logistic regression, nonignorable nonresponse, paradata | View Link
 
The Effect of Non-Contributory Pensions on Labour Supply and Private Income Transfers: Evidence from Singapore
Chen Yanying, Yi Jin Tan 
May 2018, IZA Journal of Labor Policy, 7(6):1-54
Keywords: Non-contributory pensions, labour supply, private income transfers, crowding out | View Link
 
High-Frequency Internet Survey of a Probability Sample of Older Singaporeans: The Singapore Life Panel
Rhema Vaithianathan, Bryce Hool, Michael Hurd, Susann Rohwedder
10 Jul 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 | View Link
 
Monthly Spending Dynamics of the Elderly Following a Health Shock: Evidence from Singapore
Rhema Vaithianathan, Terence C. Cheng, Jing Li
10 Sep 2018, Health Economics, 28(1):23-43
Keywords: health, health shocks, spending dynamics| View Link
 
Specification Tests Based on MCMC Output
Jun Yu,Yong Li, Tao Zeng
Nov 2018, Journal of Econometrics, 207(1):237-260
Keywords: EM algorithm, Specification test, Latent variable models, Markov chain, Monte Carlo, Dynamic factor, DSGE, Stochastic volatility | View Link
 
The Aging of a Young Nation: Population Aging in Singapore
Rahul Malhotra, Mary Ann C Bautista, Yin-Leng Theng, Stephen James Hoskins, Chek Hooi Wong, ChunYan Miao, Wee-Shiong Lim, Chetna Malhotra, Angelique Chan, Su Aw, Andre Matthias Muller, Gerald Choon Huat Koh 
4 Dec 2018, The Gerontologist, gny 160
Keywords: Successful aging, public policy, health care policy, international spotlight, Asian and Pacific Rim older adults| View Link
 

Working Paper (Accepted)

Financial Knowledge and Portfolio Complexity in Singapore
Benedict Koh, Olivia S. Mitchell, Susann Rohwedder
Available online on 24 Nov 2018, The Journal of the Economics of Ageing (JEoA)
Keywords: Financial literacy, investment, household portfolios, pension, Singapore Central Provident Fund, retirement | View Link

 

Working Paper (Submitted)

Deviance Information Criterion for Bayesian Model Selection: Justification and Variation
Jun Yu, Yong Li, Tao Zeng
Keywords: AIC, DIC, Bayesian Predictive Distribution, Plug-in Predictive Distribution, Loss Function, Bayesian Model Comparison, Frequentist Risk | Download PDF
 
Income and Subjective Well-Being: Evidence from Singapore's First National Non-Contributory Pension
Chen Yanying, Yi Jin Tan 
Keywords: subjective well-being, life satisfaction, health, income, non-contributory pension | View Link
 
Can Health Insurance Speed Up Hedonic Adaptation to Major Health Shocks? Evidence from a Monthly Panel of Elderly Singaporeans
Rhema Vaithianathan, Terence C. Cheng, Nattavudh Powdthavee
 
Retirement Preparedness and Financial Literacy in Singapore: How do the self-employed compare?​
Olivia S. Mitchell, Benedict Koh

 

Work in Progress 

Trends in Labour Force Participation & Retirement Expectations
Michael Hurd, Susann Rohwedder, Stephen Hoskins
 
Do Elderly Parent's Intended Bequest Share Vary with a Child's Living Proximity and Material Support? Evidence from the Singapore Life Panel
Christine Ho
 
Financial Knowledge and Financial Mistakes
Benedict Koh, Olivia Mitchell, Susann Rohwedder, Joelle Fong
 
Role of Trust in Financial Decision-Making
Olivia S. Mitchell, Benedict Koh
 
Trust and Retirement Preparedness: Evidence from Singapore
Benedict Koh, Olivia Mitchell, Joelle Fong
 
The Effect of Cash Transfer to Medical Savings Account on Healthcare Utilization and Health: Evidence from a Natural Experiment in Singapore
Jessica Ya Sun
 
Does A Wage Supplement Program Work? Evidence from Elderly Employees in Singapore
Chay Junxing
 
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
 
Health Affairs: Description of Singapore Health System
Rhema Vaithianathan, Terence C. Cheng
 
A Hybrid Equity Release Plan for Retirement Financing 
Tse Yiu-Kuen, Koon-Shing Kwong, Chay Junxing