The Rise of Econometrics
(2013)
Book
Qin, D. (Ed.). (2013). The Rise of Econometrics. Routledge
All Outputs (60)
A History of Polyvalent Structural Parameters: the Case of Instrument Variable Estimators (2013)
Preprint / Working Paper
Qin, D., & Zhang, Y. A History of Polyvalent Structural Parameters: the Case of Instrument Variable Estimators
Exchange rate misalignments: a comparison of China today against recent historical experiences of Japan, Germany, Singapore and Taiwan (2012)
Journal Article
He, X., Qin, D., & Liu, Y. (2012). Exchange rate misalignments: a comparison of China today against recent historical experiences of Japan, Germany, Singapore and Taiwan. Journal of Chinese Economic and Business Studies, 10(3), 247-266. https://doi.org/10.1080/14765284.2012.699703The familiar claim of Chinese currency manipulation is generally asserted without reference to empirical evidence. To investigate the legitimacy of the claim, we ask if the undervalued misalignment found in the real effective exchange rate (REER) of... Read More about Exchange rate misalignments: a comparison of China today against recent historical experiences of Japan, Germany, Singapore and Taiwan.
Modelling the impact of aggregate financial shocks external to the Chinese economy (2012)
Preprint / Working Paper
Qin, D., & He, X. Modelling the impact of aggregate financial shocks external to the Chinese economy. HelsinkiWays of extracting financial condition indices (FCI) are explored and alternative FCIs external to the Chinese economy are constructed to model their predictive content. The exploration aims at highlighting the rich and varied dynamic features of fin... Read More about Modelling the impact of aggregate financial shocks external to the Chinese economy.
Is the Chinese Currency Substantially Misaligned to Warrant Further Appreciation? (2011)
Journal Article
Qin, D., & He, X. (2011). Is the Chinese Currency Substantially Misaligned to Warrant Further Appreciation?. World Economy, 34(8), 1288-1307. https://doi.org/10.1111/j.1467-9701.2011.01376.xThis study provides quarterly estimates of the misalignment in the real effective exchange rate (REER) of Renminbi (RMB) for the period 1999–2008. Starting from a commonly used economic approach, the estimates are obtained from an extensive applicati... Read More about Is the Chinese Currency Substantially Misaligned to Warrant Further Appreciation?.
Rise of VAR Modelling Approach (2011)
Journal Article
Qin, D. (2011). Rise of VAR Modelling Approach. Journal of Economic Surveys, 25(1), 156-174. https://doi.org/10.1111/j.1467-6419.2010.00637.x
Exchange rate misalignments: A comparison of China today against recent historical experiences of Japan, Germany, Singapore and Taiwan (2011)
Preprint / Working Paper
He, X., Qin, D., & Liu, Y. Exchange rate misalignments: A comparison of China today against recent historical experiences of Japan, Germany, Singapore and Taiwan. HelsinkiThe familiar claim of Chinese currency manipulation is generally asserted without reference to empirical evidence. To investigate the legitimacy of the claim, we ask if the undervalued misalignment found in the real effective exchange rate (REER) of... Read More about Exchange rate misalignments: A comparison of China today against recent historical experiences of Japan, Germany, Singapore and Taiwan.
The Phillips Curve from the Perspective of the History of Econometrics (2011)
Journal Article
Qin, D. (2011). The Phillips Curve from the Perspective of the History of Econometrics. History of Political Economy, 43(Suppl 1), 283-308. https://doi.org/10.1215/00182702-1158763This essay examines the history of econometrics through a case study of the Phillips curve, that is, econometric modeling of the trade-off between inflation and unemployment. It focuses on a number of questions: What econometric tools did modelers ch... Read More about The Phillips Curve from the Perspective of the History of Econometrics.
Is China’s currency substantially undervalued? (2010)
Preprint / Working Paper
Qin, D. Is China’s currency substantially undervalued?
Econometric Studies of Business Cycles in the History of Econometrics (2010)
Preprint / Working Paper
Qin, D. Econometric Studies of Business Cycles in the History of EconometricsThis study examines the evolution of econometric research in business cycle analysis during the 1960-90 period. It shows how the research was dominated by an assimilation of the tradition of NBER business cycle analysis by the Haavelmo-Cowles Commiss... Read More about Econometric Studies of Business Cycles in the History of Econometrics.
A Dynamic Approach to Economic Theory: The Yale Lectures of Ragnar Frisch (2010)
Book
Bjerkholt, O., & Qin, D. (Eds.). (2010). A Dynamic Approach to Economic Theory: The Yale Lectures of Ragnar Frisch. Routledge. https://doi.org/10.4324/9780203845523This book contains a set of notes prepared by Ragnar Frisch for a lecture series that he delivered at Yale University in 1930. The lecture notes provide not only a valuable source document for the history of econometrics, but also a more systematic i... Read More about A Dynamic Approach to Economic Theory: The Yale Lectures of Ragnar Frisch.
Long-term Nexus of Industrial Pollution and Income in China (2010)
Preprint / Working Paper
Qin, D. Long-term Nexus of Industrial Pollution and Income in ChinaThis study examines the long-run relationship between industrial pollution and income in China using provincial panel data. Four types of pollutants are modelled: waste water, solid wastes, soot and SO2 emission. Two types of income effects are consi... Read More about Long-term Nexus of Industrial Pollution and Income in China.
How Much Intraregional Exchange Rate Variability Could a Currency Union Remove? The Case of ASEAN+3 (2009)
Journal Article
Qin, D., & Tan, T. (2009). How Much Intraregional Exchange Rate Variability Could a Currency Union Remove? The Case of ASEAN+3. Journal of Banking and Finance, 33(10), 1793-1803. https://doi.org/10.1016/j.jbankfin.2009.05.011
Sources of investment inefficiency: The case of fixed-asset investment in China (2009)
Journal Article
Qin, D., & Song, H. (2009). Sources of investment inefficiency: The case of fixed-asset investment in China. Journal of Development Economics, 90(1), 94-105. https://doi.org/10.1016/j.jdeveco.2008.06.001
Effects of income inequality on China’s economic growth (2009)
Journal Article
Qin, D., Cagas, M., He, X., Ducanes, G., Liu, R., & Liu, S. (2009). Effects of income inequality on China’s economic growth. Journal of Policy Modeling: A Social Science Forum of World Issues, 31(1), 69-86. https://doi.org/10.1016/j.jpolmod.2008.08.003
Automatic leading indicators (ALIs) versus macro econometric structural models (MESMs): Comparison of inflation and GDP growth forecasting (2008)
Journal Article
Qin, D., Cagas, M., Ducanes, G., Magtibay-Ramos, N., & Quising, P. (2008). Automatic leading indicators (ALIs) versus macro econometric structural models (MESMs): Comparison of inflation and GDP growth forecasting. International Journal of Forecasting, 24(3), 399-413. https://doi.org/10.1016/j.ijforecast.2008.04.002
Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from five OECD countries (2008)
Journal Article
Qin, D. (2008). Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from five OECD countries. Economics. Journal articles, https://doi.org/10.5018/economics-ejournal.ja.2008-7
A Macroeconometric Model of the Chinese Economy (2007)
Journal Article
Qin, D., He, X., Liu, R., Liu, S., Magtibay-Ramos, N., & Quising, P. (2007). A Macroeconometric Model of the Chinese Economy. Economic Modelling, 24(5), 814-822. https://doi.org/10.1016/j.econmod.2007.02.005
Measurement in Econometrics: A Historical Perspective (2007)
Book Chapter
Gilbert, C., & Qin, D. (2007). Measurement in Econometrics: A Historical Perspective. In M. Boumans (Ed.), Measurement in Economics: A Handbook. Elsevier
An econometric model of the Philippines economy (2006)
Journal Article
Qin, D., Cagas, M., Ducanes, G., Magtibay-Ramos, N., & Quising, P. (2006). An econometric model of the Philippines economy. Economic Modelling, 23(1), 45-55. https://doi.org/10.1016/j.econmod.2005.08.001