Shawn Xiaoguang Ni
- Office: (573) 882-6878
- Fax: (573) 882-2697
- E-mail: NiX@missouri.edu
- Department of
- University of Missouri
- 329 Professional Building
Missouri 65211, USA
Current Research Interests:
Bayesian econometrics; empirical studies on household consumption, energy price, education, and real estates.
- 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.
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.
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",
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.