top of page

Research Papers

Publications

19. Temporary Prosperity or Sustainable Development: The Long-Run Impact of Developing Pollution Intensive Industries (with Hongyu Nian, Haitao Yin), 2023, Macroeconomic Dynamics, [paper].

18. Market Uncertainty and International Trade (with Haichao Fan and Guangyu Nie), 2023,  Review of Economic Dynamics[paper].

17. Understanding Local Government Debt in China: a Regional Competition Perspective (with Xi Qu, Jinxiang Yu, and Jun Zhu), 2023, Regional Science and Urban Economics, final version: [paper]

16. Bubbly Bailout (with Feng Dong), 2022, Journal of Economic Theory, [paper]

15. Sentiments and Real Business Cycles (with Fei Zhou and Jing Zhou), 2022,  Journal of Economic Dynamics and Control[paper].

14. Flight to Housing in China (with Feng Dong, Jianfeng Liu, and Bo Zhao), 2021, Journal of Economic Dynamics and Control, [paper].

13. Greening through Finance? (with Haichao Fan, Yuchao Peng, and Huanhuan Wang), 2021, Journal of Development Economics, [paper].

12. Bubbly Bitcoin (with Feng Dong and Yu Zhang), 2021,  Economic Theory, [paper].

11. Economic Slowdown and Housing Dynamics in China: A Tale of Two Investments by Firms (with Feng Dong, Yumei Guo, and Yuchao Peng), 2021,  Journal of Money, Credit and Banking, [paper].

10. Interest Rate Liberalization and Capital Allocation (with Zheng Liu and Pengfei Wang), 2021, American Economic Journal: Macroeconomics, [paper].

9. Trump's Effect on the Chinese Stock Market (with Shijun Guo and Yang Jiao), 2021, Journal of Asian Economics, [paper].

8. Cycles of Credit Expansion and Misallocation: The Good, The Bad, and The Ugly (with Feng Dong), 2020, Journal of Economic Theory, [paper].

7. Financial Development and Long-Run Volatility Trends (with Yi Wen and Pengfei Wang), 2018, Review of Economic Dynamics, [paper] [appendix

 

6. Two-Way Capital Flows and Global Imbalances (with Pengfei Wang and Yi Wen), 2017, Economic Journal. [paper]. 

5. News Shock, Firm Dynamics, and Business Cycles: Evidence and Theory (with Haichao Fan, Xiang Gao, and Jenny Xu), 2016, Journal of Economic Dynamics and Control, [paper]

4. A Bayesian DSGE Model of Stock Market Bubbles and Business Cycles (with Jianjun Miao and Pengfei Wang),  2015, Quantitative Economics, [paper], [appendix], [codes].

3. What Inventories Tell Us about Aggregate Fluctuations -- A Tractable Approach to (S,s) Policies (with Pengfei Wang and Yi Wen), 2014, Journal of Economic Dynamics and Control, [paper]

2.  Firm Dynamics in News-Driven Business Cycles: The Role of Endogenous Survival Rate (with Haichao Fan), 2014, Applied Economics, [paper]

1. Univariate Unobserved-Component Model with a Non-Random Walk Permanent Component, 2013, Applied Economics, [paper]

Working Papers

 

1. Bank Risk-Taking and Monetary Policy Transmission: Evidence from China (with Xiaoming Li, Zheng Liu, and Yuchao Peng), 2020, [paper], a brief summary: [voxchina], Revise & Resubmit at American Economic Journal: Macroeconomics.

2. A Theory of Credit Cycles in Pandemic. (with Feng Dong and Pengfei Wang), 2020, [paper].

3. International Credit Cycles (with Feng Dong and Jinxiang Yu), 2022, [paper], Reject and Resubmit at Journal of International Economics.

4. Local Government Debt and Bank Credit Allocation: Evidence from China (with Xiaoming Li, Zheng Liu, and Yuchao Peng), 2022, [paper].

5. The Pricing of Local Government Bonds in China: a Bank-government Relationship Perspective (with Xi Qu and Jinxiang Yu), 2023, [paper].

6. Debt Management and Strategic Interactions in Top-down Bureaucracy: Evidence from China (with Xi Qu and Jinxiang Yu), 2023, [paper].

7. Bank Capital Regulation and Credit Allocation along Supply Chains (with ​Shu Lin, Yuchao Peng, and Fangxing Zhou), 2023.

8. Banking Innovations in China: Evidence and Welfare Implications (with Yicheng Wang and Weimin Zhou), 2023.​

9. Bubbly Cycles of Global Imbalances (with Feng Dong, Siqing Wang, and Zhenyang Xu), 2023.

10.  Financing R&D (with Chang Liu, Yuchao Peng, and Jinxiang Yu), 2024.

11. Dilemmas in Integrating Environment into R&D Policy (with Hongyu Nian, Huanhuan Wang, and Jinxiang Yu), 2024.

12. Financial Liberalization and Capital Allocation in China (with Zhewei Zhang and Fangxing Zhou), 2024, [paper]

Policy Review:

1. Saving China from the coronavirus and economic meltdown: Experiences and lessons (with Yi Huang, Chen Lin, Pengfei Wang), 2020, in VOX e-book Mitigating the COVID Economic Crisis: Act Fact and Do Whatever It Takes. [pdf], link at Voxeu.

2. Pandemic and Panic: Government as the Supplier of Last Resort (with Yi Huang, Chen Lin, Pengfei Wang), 2020, ABFER working paper [pdf] in book: Impact of COVID-19 on Asian Economies and Policy Responses.

 

bottom of page