研究 RESEARCH

已发表 Publications

中文 Chinese

  1. “动态随机一般均衡模型在中国的研究进展与展望”,2022,《经济学》(季刊),与李戎、彭俞超、许志伟、薛涧坡合著 [ pdf,工作论文版]
    • “科学方法与问题意识——动态随机一般均衡模型在中国的研究进展与展望”,2021,与李戎、彭俞超、许志伟、薛涧坡合著 [ pdf ,增补2010 – 2019国内DSGE文献综述]
    • 2020版标题“科学方法与问题意识——对中国宏观经济学研究的思考” [ pdf ]
  2. “债券评级包装与‘担保正溢价’之谜”,《经济研究》,2022年第2期,与林晚发、赵仲匡合著 [ pdf ] [ 知网链接 ]
    • English citation: “Bond Rating Dressing and the Positive Guarantee Premium Puzzle,” Economic Research Journal, 2022, (2)
    • 工作论文版 [ pdf ];第一版 [ pdf ]
  3. “贸易政策不确定性如何影响商业银行风险?——对企业经营渠道的检验”,《中国工业经济》,2021年第8期,与葛新宇、庄嘉莉合著 [ pdf ] [ 期刊链接,知网链接 ]
    • English citation: “How Does Trade Policy Uncertainty Affect Bank Risk? An Examination of the Firm Performance Channel,” China Industrial Economics, 2021, (8)
    • 工作论文版 [ pdf ]
  4. “后疫情时代宏观经济学中政府角色的思考”,《经济评论》,2020年第4期,与薛涧坡、许志伟、李戎合著 [ pdf ] [ 知网链接 ]
    • English citation: “Perspectives on the Role of Government in the Post-COVID-19 Macroeconomics,” Economic Review, 2020, (4)
    • 本文是工作论文“兼爱非攻则天下治——一个统一的多政府主体宏观经济分析框架”的缩减版 [ 见下方工作论文列表 ]
    • 王勇在对此文评论基础上拓展的文章 [ pdf ]
  5. “跨国增长实证研究的模型不确定性问题:机器学习的视角”,《中国工业经济》,2019年第12期,与谢天合著 [ pdf ] [ 期刊链接,知网链接 ]
    • English citation: “Model Uncertainty of Cross-country Growth Empirics: A Machine Learning Perspective,” China Industrial Economics, 2019, (12)
    • 《中国社会科学文摘》2020年第4期转引
    • 发表前工作论文版本 [ pdf ]
    • 第一版标题“突破经济增长跨国实证研究的困境——基于机器学习方法的新视角”,[ pdf ]
  6. “金融发展对经济增长的促进作用及持续性研究——基于英美、德国、法国法系的比较视角”,《金融研究》,2019年第12期,与黄宪、童韵洁合著 [ pdf ] [ 期刊链接,知网链接 ]
    • English citation: “Investigating the Persistence of Finance-led Growth: A Comparison of the Anglo-American, German, and French Legal Families,Journal of Financial Research, 2019, (12)
    • 发表前工作论文版本 [ pdf ]
  7. “金融稳定政策的设计:基于利差扭曲的风险成因考察”,《中国工业经济》,2017年08期,与何国华、李洁合著 [ pdf ] [ 期刊链接,知网链接 ]
    • English citation: “Financial Stabilization Policy Design: Based on the Analysis of Riskiness Formation over Spread Formation,” China Industrial Economics, 2017, (8)
    • 《中国社会科学文摘》2017年转引
  8. “乡村煤炭经济推动着农村的发展”,《人民日报·内参》,2008年第33期,与杨业伟合著
    • 报告完整版 [ pdf ]

英文 English

  1. “The Driving Forces of China’s Business Cycles: Evidence from an Estimated DSGE Model with Housing and Banking,” with Xinyu Ge, Xiao-Lin Li, and Yong Li, China Economic Review, 2022, 72 p. 101753 [ pdf ] [ link ]
    • Working paper version with additional results on the literature of HP-filter in DSGE and 5 observables estimation [ pdf ]
    • Working hour data series and construction, see Data page [ link ]
  2. “Knowledge Big Graph Fusing Ontology with Property Graph: A Case Study of Financial Ownership Network,” with Xiaobo Tang and Weigang Fu, Knowledge Organization, 2021, 48(1) pp. 55 – 71. [ pdf ]
  3. “Make or Buy — A New Look for Derivative Action Costs in Chinese Law,” with Jingchen Zhao, Jiemei Ou, and Wangwei Lin, Texas International Law Journal, 2020, 55(2) pp. 297 – 326. [ pdf ]
  4. “Machine Learning Versus Econometrics: Prediction of Box Office,” with Tian Xie, Applied Economics Letters, 2019, 26(2) pp. 124 – 130. [ pdf ] [ link ]
  5. “Does the T+1 Rule Really Reduce Speculation? Evidence from Chinese Stock Index ETF,” with Xinyun Chen and Tao Zeng, Accounting and Finance, 2017, 57(5) pp. 1287 – 1313. [ pdf ] [ link ]

工作论文 Working Papers

中文 Chinese

  1. “银行国有股权与货币政策传导的银行信贷渠道”,2021,与孙昊天、程子帅合著 [ pdf ]
    • 早期版本:“国有股权与货币政策的银行信贷渠道——理论与来自中国的证据”,2018,与孙昊天合著 [ pdf ]
      • 2018青年经济学者论坛 [ slides ]
      • 2016版工作论文 [ pdf ]
  2. “地方性商业银行国有股权与关联贷款行为特征研究”,2021,与程子帅、潘敏合著 [ PPT pdf ]
  3. “城市化、公共投资与最优城乡土地配置政策——基于量化空间均衡模型的分析”,2021,与程坤合著 [ pdf ]
  4. “银行股权结构对关联贷款规模的影响研究”,2021,与程子帅、赵景琛合著 [ pdf ]
  5. “信贷供给、部门杠杆率与经济周期——基于42国银行家问卷调查数据的识别”,2021,与赵雪晴合著 [ pdf ]
  6. “兼爱非攻则天下治——一个统一的多政府主体宏观经济分析框架”,2020,与李戎、许志伟、薛涧坡合著  [ pdf ]
  7. “专项转移支付、财力结构选择与地方政府超额负债”,2019,与吴国维合著 [ pdf ]
    • 前一版标题为“地方政府债务超发与中央隐性财政支持”,2017,[ pdf ]

英文 English

  1. “A New Dataset of Banker Surveys: Credit Conditions for 44 Countries over 1993–2021,” 2022, with Xueqing Zhao [ pdf ] [ slides ]
  2. “Making Sovereign Debt Safe with a Financial Stability Fund,” 2022, with Ramon Marimon and Adrien Wicht [ pdf ]
    • Previous version [ pdf ] [ pdf ]
  3. “On the Optimal Design of a Financial Stability Fund,” 2019, with Arpad Abraham, Eva Carceles, and Ramon Marimon NEW VERSION, 2021 November [ pdf ]
    • First version: 2019 June [ pdf ]
    • ADEMU working paper [ link , 2018 VERSION]
  4. “Discretization of the Markov Regime Switching AR(1) Process,” 2017 [ pdf ]
  5. “A Note on Steady State Financial Friction in Banking,” 2017, with Jie Li [ pdf ]
  6. “On Positive Autocorrelations of a Markov Chain,” 2018, with Xinyun Chen [ pdf ]
  7. “Bank Competition and Lending Policies and over the Business Cycle,” 2019, [ pdf ]

审稿 Review

《产业经济评论》(2)《管理科学学报》(5)《管理评论》(6)《金融研究》(1)《经济科学》(1)《经济评论》(18)《经济学报》(3)《经济学(季刊)》(14)《经济研究》(1)《珞珈管理评论》(1)《南开经济研究》(7)《上海对外经济贸易大学学报》(1)《世界经济》(2)《武汉大学学报》(1)《中国工业经济》(11)《中国经济问题》(2),B.E. Journal of Macroeconomics (1), China and World Economy (1), China Financial Review International (1), Emerging Markets Finance and Trade (1), Economic Modeling (4), Financial Innovation (1), International Review of Business and Finance (1), Mathematical Social Science (1), Routledge Press (1), 国家自然科学基金

  • 括号中为审稿篇次
  • Michael Jensen在Master of Finance采访[ YouTube link ]中评价他与William Meckling在JFE发表的经典论文 “Theory of the Firm” 时提到,70年代初该文最初在Rochester和Chicago报告时,听众的反应: “Not only unlike, they hate it!” 该文第一次投稿Bell Journal of Economics,editor是Oliver Williamson,两份审稿报告一致愤怒地拒稿。一段时间后,Eugene Fama作为JFE的editor,给Jensen写了一封写,里面说: “This is an unconditional acceptance of your paper to JFE.” ——拒掉一篇真正有重要创新的文章,正是审稿人的日常修为。

会议与组织 Conference and Organization

经济波动与增长论坛:[ link ]

银行与公司金融青年论坛