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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

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
 
Health Risk Perception Among the Older Singaporean
Yuanyuan Deng, Hugo Benitez-Silva (2017)
 
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
 
Puzzles in the Uptake of Home Equity-Release Schemes
Phang Sock Yong | Download PDF
 
The Effect of Non-Contributory Pensions on Labour Supply and Private Income Transfers: Evidence from Singapore
Chen Yanying, Yi Jin Tan (2017)
Keywords: Non-contributory pensions, labour supply, private income transfers, crowding out | Download PDF
 
Income and Subjective Well-Being: Evidence from Singapore's First National Non-Contributory Pension
Chen Yanying, Yi Jin Tan (2017)
Keywords: subjective well-being, life satisfaction, health, income, non-contributory pension | 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) Singapore Economics 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
 
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
 
Monthly Spending Dynamics of the Elderly Following a Health Shock: Insights from the Singapore Life Panel
Rhema Vaithianathan, Terence C. Cheng, Jing Li (2016)
Keywords: health, health shocks, spending dynamics
 
Singapore’s LIFE program:  Actuarial Framework, Longevity Risk and Impact of Annuity Fund Return
Tse Yiu-Kuen, Koon-Shing Kwong, Wai-Sum Chan (2015) Singapore Economic Review | Download PDF 
 
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
 

Work in Progress

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, Wealth, and Portfolio Complexity in Singapore
Olivia S. Mitchell, Benedict Koh, Susann Rohwedder
 
Financial Knowledge and Financial Mistakes
Benedict Koh, Olivia Mitchell, Susann Rohwedder, Joel 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
 
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
 
Gig Economy
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
 
Impacts of Pioneer Generation Package and Silver Support Scheme
Rhema Vaithianathan, Jessica Ya Sun
 
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