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Publications

Published

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 (2016) Risks
Keywords: inflation risk; investment returns; life annuity; longevity risk; post-retirement benefits | Download PDF
 
Housing Policies in Singapore
Phang Sock Yong, Matthias Helble (2016) Research Collection School Of Economics
Keywords: housing, HDB, CPF, Singapore, housing policies, lease buyback scheme | Download PDF
 
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. 60(3)
Keywords: Singapore, housing policies, housing finance | Download PDF

Working Paper

Income and Subjective Well-Being: Evidence from Singapore's First National Non-Contributory Pension
Yanying Chen, Yi Jin Tan (2017)
Keywords: subjective well-being, life satisfaction, health, income, non-contributory pension | Download PDF
 
Monthly Spending Dynamics of the Elderly Following a Health Shock: Insights from the Singapore Life Panel®
Rhema Vaithianathan, Terence C. Cheng, Jing Li (2017)
Keywords: health shocks; health expenditure; consumption; insurance; panel data; spending dynamics | Download PDF
 
Does Winning the Lottery Make People Happier?
Seonghoon Kim, Andrew Oswald (2017)
Keywords: life satisfaction, windfall gains, happiness, income 
 
High-Frequency Internet Survey of a Probability Sample of Older Singaporeans: The Singapore Life Panel®
Rhema Vaithianathan, Bryce Hool, Michael Hurd, Susann Rohwedder (2017)
Keywords: internet survey; probability-based internet panel; survey methodology; sampling techniques; population-represenatative samples; ageing | Download PDF
 
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, Plug-in Predictive Distribution, Loss Function, Bayesian Model Comparison, Frequentist Risk | Download PDF
 
Home Equity and the Timing of Claiming Social Security Retirement Income
Jing Li, Naqun Huang, Amanda Ross (2016)
Keywords: Social Security Retirement Income (SSRI); housing wealth shock; land supply elasticity | Download PDF
 
An actuarial framework of Singapore's pension program: The CPF LIFE Scheme
Tse Yiu-Kuen, Koon-Shing Kwong, Wai-Sum Chan (2015) | View Link
 
A Bayesian Specification Test
Jun Yu,Yong Li, Tao Zeng (2015) Research Collection School Of Economics
Keywords: Specification test, Latent variable models, Markov chain, Monte Carlo, Dynamic factor, DSGE, Stochastic volatility | Download PDF

Work in Progress

An Endogenous Grid Method for Stochastic Control Problems
Jun Yu, Xiaobin Liu
 
Behavioural Risk Factors and the Health and Financial Position of Older Singaporeans
Rhema Vaithianathan, Eric Finklestein
 
Changes in Spending at Retirement
Michael Hurd, Susann Rohwedder
 
CPF Withdrawal at Age 55
Seonghoon Kim, Michael Hurd, Susann Rohwedder
 
Dynamic Relations between Subjective Well-Being and Health Shocks: Evidence from Monthly Singapore data
Deng Yuanyuan, Rhema Vaithianathan, Terence C. Cheng
 
Dynamics of Subjective Probabilities
Michael Hurd, Susann Rohwedder
 
Economic Preparation for Retirement
Michael Hurd, Susann Rohwedder
 
Effect of Health Risk on Portfolio Choice
Huang Naqun, Jing Li
 
Effect of the Silver Support Scheme on Consumption, Saving, Intra-Family Transfers, Health, Labour Supply and Life Satisfaction of Low-Income Elderly
Yi Jin Tan, Chen Yanying, Jing Li
 
Financial Knowledge, Wealth, and Portfolio Complexity in Singapore
Olivia S. Mitchell, Benedict Koh, Susann Rohwedder
 
Financial Knowledge and Financial Mistakes
Benedict Koh, Olivia S. Mitchell, Susann Rohwedder

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
 
Impact of Pioneer Generation Package on Economic Decisions
Yi Jin Tan, Chen Yanying, Jing Li
 
Partial Identification Methods for Inference from Data Sets with Observations Missing due to Non-Response
Denis Leung
 
Response of Spending and Subjective Well-Being to Unemployment Shocks
Michael Hurd, Susann Rohwedder
 
Spending and Spending Dynamics
Michael Hurd, Susann Rohwedder
 
The Measurement of Probability Numeracy in SG
Michael Hurd, Susann Rohwedder, Peter Hudomiet
 
The Role of Retirement and Reemployment Act in Singapore Labour Market
Seonghoon Kim, Michael Hurd, Susann Rohwedder
 
The Role of Strategic Sophistication in Economic Outcomes
Seonghoon Kim, Wooyoung Lim, Syngjoo Choi
 
Wealth and Income of Older Singaporeans; Labour Force Participation and Labour Market Transitions; Determinants of Retirement and Work Expectations
Michael Hurd, Susann Rohwedder, Seonghoon Kim
 
Wealth and Wealth Dynamics
Michael Hurd, Susann Rohwedder