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 Publications in Journals
- "
Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy" (with I. Miller).
Macroeconomic Dynamics, forthcoming.
- "
Estimating Estate-Specific Price-to-Rent Ratios in
Shanghai and Shenzhen" (with J. Chen).
International Real Estate Review, forthcoming.
- "
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.
- "
Heterogeneous Investor Information and the Timing of Investment under Uncertainty" (with R. Ratti).
Economics-ejournal, November 2009.
- "
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.
- "High Corruption Income in Ming and Qing China" (with V. Pham).
Journal of Development Economics, 2006, vol. 81, pp316-336.
- "Bayesian
Estimates of Vector Autoregressive Models" (with D. Sun).
Journal of Business and Economic Statistics, Jan 2005, vol. 23, pp105-117.
- "Price Uncertainty
and Consumer Welfare in an Intertemporal Setting" (with N. Raymon).
Journal of Economic Dynamics and Control, July 2004, vol.28, pp1877-1901.
- "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 the Dynamic Effects
of Oil Price Shocks - A Study Using Industry Level Data" (with K. Lee).
Journal of Monetary Economics, June 2002 pp823-852.
- "National Debt, Savings, and Real Interest Rates in a Neoclassical Growth Model",
(jstor)
The Canadian Journal of Economics, November 1999 pp1227-44.
-
"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.
- "Costly Structural Changes and Optimal Growth",
(with X. Wang)
Economic Theory, June 1995 vol.6, pp305-322.