Shawn Xiaoguang Ni

Office: (573) 882-6878
Fax: (573) 882-2697
E-mail: NiX@missouri.edu
Address:
Department of Economics
University of Missouri
329 Professional Building
Columbia, Missouri 65211, USA

Current Research Interests:
Bayesian econometrics; empirical studies on household consumption, energy price, education, and real estates.

CV

Selected Papers by Subjects

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On Empirical Macroeconomics

"New Evidence on Excess Sensitivity of Household Consumption," (with Y. Seol).
Journal of Monetary Economics, 2014, vol. 63, 80-94.

"Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy" (with I. Miller).
Macroeconomic Dynamics, 2011, vol. 15 (S3), 396415.

"Heterogeneous Investor Information and the Timing of Investment under Uncertainty" (with R. Ratti).
Economics-ejournal, November 2009.

"On the Dynamic Effects of Oil Price Shocks - A Study Using Industry Level Data" (with K. Lee).
Journal of Monetary Economics, June 2002 pp823-852.

"Scaling Factors in Estimation of Time-Nonseparable Utility Functions",(jstor)
The Review of Economics and Statistics, May 1997 pp234-240.

"An Empirical Analysis of the Substitutability between Private Consumption and Government Purchases",
Journal of Monetary Economics, December 1995 vol. 36, pp593-605.

"Oil and Macroeconomy-the Role of Price Variability", (with K. Lee and R. Ratti)
The Energy Journal, December 1995 vol.16, pp39-56.

On Bayesian Econometrics

"Bayesian Econometrics A Bayesian Analysis of Normalized VAR Models" (with D. Sun).
Journal of Multivariate Analysis, 2014, vol.124, 247259.

"Selection of Multivariate Stochastic Volatility Models Bayesian Stochastic Search" (with A. Loddo and D. Sun).
Journal of Business and Economic Statistics, July 2011, vol. 29, pp342-355.

"Bayesian Stochastic Search for VAR Model Restrictions" (with E. George and D. Sun).
Journal of Econometrics, January 2008, vol. 142, pp553-580.

"Intrinsic Bayesian estimation of VAR Impulse Responses" (with D. Sun and X. Sun).
Journal of Business and Economic Statistics, Apr 2007, vol. 25, pp163-176.

"Bayesian Estimates of Vector Autoregressive Models" (with D. Sun).
Journal of Business and Economic Statistics, Jan 2005, vol. 23, pp105-117.

"Bayesian Analysis of VAR Models with Noninformative Priors" (with D. Sun),
Journal of Statistical Planning and Inference, 2004, vol. 121, 291-309.

"Noninformative Priors and Frequentist Risks of Bayesian Estimators of Vector-Autoregressive Models"(with D. Sun).
Journal of Econometrics, July 2003, vol. 115, pp159-197.

On Macro Theory

"High Corruption Income in Ming and Qing China" (with V. Pham).
Journal of Development Economics, 2006, vol. 81, pp316-336.

"Price Uncertainty and Consumer Welfare in an Intertemporal Setting" (with N. Raymon).
Journal of Economic Dynamics and Control, July 2004, vol.28, pp1877-1901.

"National Debt, Savings, and Real Interest Rates in a Neoclassical Growth Model", (jstor)
The Canadian Journal of Economics, November 1999 pp1227-44.

"Costly Structural Changes and Optimal Growth", (with X. Wang)
Economic Theory, June 1995 vol.6, pp305-322.

"A Model of Structural Breaks in Economic Growth," (with X. Wang)
Structural Change and Economic Dynamics, June 1996 vol. 7, 223-241.

"Balanced Government Budgets versus Deficit Finance in a Growth Economy,"
Canadian Journal of Economics (with X. Wang) November 1995 vol.28, 1120-1134.

On Education

"How Teachers Respond to Pension System Incentives: New Estimates and Policy Applications," (with M. Podgursky).

"Who Benefits from Pension Enhancements,"(with C. Koedel and M. Podgursky),
Education Finance and Policy, forthcoming.

"Estimating a Dynamic Discrete Choice Model on Teachers' Retirement Decision" (with M. Podgursky)
Proceedings of the 2010 meeting of the American Statistical Association.

"Estimating Dynamic Panel Data Models with Measurement Errors with an Application to School Evaluation based on Student Test Scores," (with J. Chen and M. Podgursky)
Proceedings of the 2008 meeting of the American Statistical Association.

On Housing

"On Hong Kong Government Land Sale" (with S. Aura and K. Cheung).

"Estimating Estate-Specific Price-to-Rent Ratios in Shanghai and Shenzhen" (with J. Chen).
International Real Estate Review, 2011, vol. 14, 208-239.

"Consumption, Housing Rents, and Housing Price: A Test of a Real Estate Pricing Model Using Hong Kong Data" (with F. Cheung and A. Siu).
Pacific Economic Review, February 2003, vol.8, 31-45.