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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
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

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
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
Monthly Spending Dynamics of the Elderly Following a Health Shock: Evidence from Singapore
Rhema Vaithianathan, Terence C. Cheng, Jing Li (2018) Health Economics | Download PDF
Keywords: health, health shocks, spending dynamics

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
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
Does Early Access to Pension Wealth Improve Health?
Seonghoon Kim, Kanghyock Koh (2018) Journal of Health Economics
Keywords: health, public pension, liquidity constraints, life satisfaction

Work in Progress 

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
Effects of Health Shocks on Material and Subjective Well-Being
Michael Hurd, Susann Rohwedder
Trends in Labour Force Participation & Retirement Expectations
Michael Hurd, Susann Rohwedder, Stephen Hoskins
Wealth and Wealth Dynamics
Michael Hurd, Susann Rohwedder, Jessica Ya Sun
Retirement Preparedness and Financial Literacy in Singapore: How do the self-employed compare?​
Olivia S. Mitchell, Benedict Koh
Financial Knowledge and Financial Mistakes
Benedict Koh, Olivia Mitchell, Susann Rohwedder, Joelle Fung
Role of Trust in Financial Decision-Making
Olivia S. Mitchell, Benedict Koh
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
CPF Withdrawal at Age 55
Michael Hurd, Susann Rohwedder, Seonghoon Kim 
Changes in Spending at Retirement
Michael Hurd, Susann Rohwedder
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
Spending and Spending Dynamics
Michael Hurd, Susann Rohwedder
Differences in Mortality Expectations
Michael Hurd, Susann Rohwedder
An Endogenous Grid Method for Stochastic Control Problems
Jun Yu, Xiaobin Liu