发表论文
1. Yu, D., Chen, L., and Li, L. (2023), Nonparametric Modeling for the Time-Varying Persistence of Inflation, Economics Letters, 225, 111040.
2. Yu, D., Chen, L., and Li, L. (2023), Time-Varying Predictability of the Long Horizon Equity Premium based on Semiparametric Regressions, Economics Letters, 224, 111033.
3. Yu, D., Huang, D., Chen, L., and Li, L. (2023), Forecasting Dividend Growth: The Role of Adjusted Earnings Yield, Economic Modelling, 106188.
4. Li, L., & Xu, X. (2024), Instability of Discount-Rate and Cash-Flow Channels of Stock Returns: A Nonparametric Approach, Applied Economics Letters, 1-6.
工作论文
1. On the Time-Varying Relation between Monetary Policy Uncertainty and Bond Risk Premium.
2. Measuring Cross-Country Spillovers of Growth-at-Risk.
3. Disentangling Uncertainty and Credit Spread Shocks Using a Bayesian Approach.
4. Factor-Augmented Quantile Predictions of GDP Growth: An Application to G7 Countries.
