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Research Grant Projects

Research Projects Funded by External Sources

 
2014

Economic Security and the Ageing Demographic - Centre for Research on the Economics of Ageing
SMU Faculty: Jun Yu
Funded by MOE Academic Research Fund (AcRF) Tier 3

2013

 
Automated Inference in Large Dimensional Panel Data Models via Shrinkage
SMU Faculty: Su Liangjun and Jin Sainan
Funded by Ministry of Education Tier 2 Grants (AcRF) Tier 2
 
2012
 
Econometric Analysis of Nonstationary Explosive Processes: Theory & Applications
SMU Faculty: Jun Yu 
Funded by Ministry of Education Tier 2 Grants (AcRF Tier 2)
 
2010
 
The Singapore Annuity Pension System: A Good Deal?
SMU Faculty: Tse Yiu Kuen
Wharton Faculty: Jean Lemaire, Harry J. Loman Prodessor of Insurance and Risk Management; Professor of Insurance and Actuarial Science, The Wharton School
 
2007
 
The Impact of Real Estate Securitization in Asia
SMU Faculty: Roberto S. Mariano, Augustine Tan, Phang Sock Yong and Winston Koh
Wharton Faculty: Susan Wachter, Professor of Real Estate, Finance and City and Regional Planning, The Wharton School; and Andrey Pavlov, Visitng Associate Professor of Real Estate, The Wharton School
Funded by Wharton-SMU Research Centre

Econometric Analysis of Ultra-high Frequency Data
SMU Faculty: Tse Yiu Kuen and Jun Yu 
Funded by Ministry of Education Tier 2 Grants (AcRF Tier 2)

 
2005
 
Forecasting and Estimation for Call Center and Internet Traffic Volumes
SMU Faculty: Roberto S. Mariano
Wharton Faculty: Lawrence D. Brown, Miers Busch, W1885, Professor and Professor of Statistics, The Wharton School; Linda H. Zhao, Associate Professor of Statistics, The Wharton School
 
2004
 
Global Volatility Dynamics, Financial Asset Return Predictability, and Market Timing: The U.S., Europe and Asia
SMU Faculty: Tay Swee Ann Anthony, Roberto S. Mariano and Tse Yiu Kuen
Wharton Faculty: Francis X. Diebold, W.P. Carey Professor of Economics. Finance, and Statistics, The Wharton School
 
Analysis of Price, Price Dispersion and Market Dynamics in Online Markets Using Panel Data
SMU Faculty: Yang Zhenlin
Wharton Faculty: Jianhua Huang, Assistant Professor of Statistics, The Wharton School
 
Real Estate Indexes and Financial Instability Indicators: A Study of Early Warning Indicators of Speculation and Financial Crises in Emerging Economics 
SMU Faculty: Roberto S. Mariano, Augustine Tan, Phang Sock Yong and Winston Koh
Wharton Faculty: Susan Wachter, Professor of Real Estate, Finance and City and Regional Planning, The Wharton School
 
2003
 
Real Estate Bubbles and Financial Markets: A Study of the Linkage between Real Estate Speculation and Financial Crises in Emerging Economies
SMU Faculty: Roberto S. Mariano, Augustine Tan, Phang Sock Yong, Winston Koh
Wharton Faculty: Susan M. Wachter, Professor of Real Estate, Finance and City and Regional Planning
 
2002 
 
A Predictive Model of Currency Crises in Southeast Asia: A Markov Chain Approach
SMU Faculty: Augustine H H Tan
Wharton Faculty: Bulent N. Gultekin, Associate Professor of Finance; & Roberto S. Mariano, Professor of Economics and Statistics
 
2001
 
An Experimental Investigation of Several E-Market Institutions
SMU Faculty: Phang Sock Yong
Wharton Faculty: Stephen J Hoch, John J. Pomerantz Professor of Marketing & Chairperson, Marketing Development; &Teck-Hua Ho, Associate Professor of Marketing

Last updated on 12 May 2016 .