Monique S.K. Wan

Publications

Selected Journal Articles/ Book Chapters

• Wan, S., Hsiao, C., & Zhou, Q. (2021). Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets?. Empirical Economics, 60, 113-129.
• Wang, S., Wan, S. (2020) A VAR approach to forecasting multivariate long memory processes subject to structural breaks, Advances in Econometrics 42(3), in: Tong Li & M. Hashem Pesaran & Dek Terrell (ed.) Essays in Honor of Cheng Hsiao, Vol. 41, pp 105–141, Emerald Publishing Ltd.
• Wan, S., & Song, H. (2019). Economic Impact Assessment of Mega-Events in the United Kingdom and Brazil. Journal of Hospitality and Tourism Research, 43(7), 1044-1067.
• Wan, S. (2019). Portfolio Management: The Role of Calibration, Sharpness and Uncertainty. Journal of Financial Research, 42(3), 589-608.
• Wan, S., & Song, H. (2018). Forecasting turning points in tourism growth. Annals of Tourism Research, 72, 156-167.
• Wan, S., & Zhao, L. (2018). Assessing the role of components of life satisfaction. Applied Economics, 50(44), 4763-4773.
• Wan, S., Xie, Y., & Hsiao, C. (2018). Panel data approach vs synthetic control method. Economics Letters, 164, 121-123.
• Wan, S., Song, H., & Ko, D. (2016). Density forecasting for tourism demand. Annals of Tourism Research, 60, 27- 30.
• Hsiao, C., & Wan, S. (2014). Is there an Optimal Forecast Combination?. Journal of Econometrics, 178(part 2), 294 - 309.
• Wan, S., Wang, S., & Woo, C. (2013). Aggregate vs. Disaggregate Forecast: Case of Hong Kong. Annals of Tourism Research, 42, 434 - 438.
• Wan, S., Wang, S., & Xie, Y. (2013). A Time-Varying Parameter Approach to Re-examining the Chinese RMB. Empirical Economics Letters, 12(4), 351 - 361.
• Woo, C.K., Horowitz, I., Kwok, G., Wan, S.K. & Weng W. (2013). A Win-Win Mechanism for Electricity Procurement by a Local Distribution Company. The Electricity Journal, 26(1), 27-35.
• Hsiao, C., Ching, H., & Wan, S. (2012). A Panel Data Approach for Program Evaluation - Measuring the Benefits of Political and Economic Integration of Hong Kong with Mainland China. Journal of Applied Econometrics, 27(5), 705 - 740.
• Ching, S., Hsiao, C., & Wan, S. (2012). Impact of CEPA on the Labor Market of Hong Kong. China Economic Review, 23(4), 975 - 981.
• Hsiao, C., & Shui, S. (2011). Comparison of Forecasting Methods with an Application to Predicting Excess Equity Premium. Mathematics and Computers in Simulation, 81(7), 1235 - 1246.
• Ching, H., Hsiao, C., Wan, S., & Wang, T. (2011). Economic Benefits of Globalization - the Impact of Entry to the WTO on China’s Growth. Pacific Economic Review, 16(3), 285 - 301.

Grants

• Public Policy Research Fund, PICO, Hong Kong (Project # 2022.A2.053.22B), 2022, Constructing Daily Hong Kong Online Price Index and Price Dynamics: The Role of E-commerce in the Post-pandemic Era.
• General Research Fund, Research Grant Council, Hong Kong (Project # 292413), 2013, Predictive Regression: A Two-staged Generalized Cochrane-Orcutt Transformation with AR Approximation Approach.
• Early Career Scheme, Research Grant Council, Hong Kong (Project # 255212), 2012, Robust Bayesian Forecast Combination: Application and Extension.
• General Research Fund, Research Grant Council, Hong Kong (Project # 241612), 2012, China’s Growth-Energy-Nexus - Aggregate and Disaggregate Analysis.
• General Research Fund, Research Grant Council, Hong Kong (Project # 248311), 2011, Identifying and Testing for Moral Hazard in French Automobile Insurance Market.
• Faculty Research Grant, HKBU (FRG2/11-12/109), 2011, A Comprehensive Study of Predictive Regression.
• Faculty Research Grant, HKBU (FRG2/10-11/058), 2011, Double Transfer Strategy and Productivity Improvement.

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