Social and Behavioral Sciences Commons^™

Dissecting A Giant: The Commodification Of Rural China, Singapore Management University

Research@SMU: Connecting the Dots

Rapid growth is causing unprecedented transformations in the social fabric and market structure of rural China, Professors Forrest Zhang and John Donaldson, researchers at SMU investigate.

See the papers:

• Class differentiation in rural China: Dynamics of accumulation, commodification and state intervention;
• Political dynamics in land commodification: Commodifying rural land development rights in Chengdu, China
• The rise of agrarian capitalism with Chinese characteristics: Agricultural modernization, agribusiness and collective land rights
• China's agrarian reform and the privatization of land: A contrarian view

Letting Cities Develop Naturally, Singapore Management University

Research@SMU: Connecting the Dots

Professor Hsu Wen-Tai uses mathematical models to study urban landscapes and what makes big and small cities different.

See the paper: Optimal city hierarchy: A dynamic programming approach to Central Place Theory

The Yuan Goes Global, Singapore Management University

Research@SMU: Connecting the Dots

Professor Chow Hwee Kwan studies how Asian countries manage their currencies, and the impact of these policies on their economies.

See the paper: Is the Renminbi East Asia’s dominant reference currency? A reconsideration

Giving Economic Data A Voice, Singapore Management University

Research@SMU: Connecting the Dots

Professor Su Liangjun is developing new techniques in econometrics to provide a more realistic understanding of the economy.

See the papers:

• Testing homogeneity in panel data models with interactive fixed effects
• Identifying latent structures in panel data
• Shrinkage estimation of dynamic panel data models with interactive fixed effects

The Race Against Time, Singapore Management University

Research@SMU: Connecting the Dots

Professor Tse Yiu Kuen is developing econometric models that can provide us with a clearer picture of global markets.

See the papers:

• Estimation of high-frequency volatility: An autoregressive conditional duration approach
• Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation;
• Intraday value-at-risk: An asymmetric autoregressive conditional duration approach