WORK EXPERIENCE
Professor at Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, August 2017 - present.
Associate Professor at Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, August 2011 - July 2017.
Assistant Professor at Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, August 2008 - July 2011.
Visiting Researcher at the Bank of Finland Institute for Economies in Transition (BOFIT), Jan. 2013, Jan.-Feb. 2011, Jan.-Feb. 2010.
Staff at the School of Economics and Department of International Economics, Renmin University, July 1996 - August 1998.
EDUCATION
2003 - 2008 Bocconi University, Italy, Ph.D. in Economics （2008）
2000 - 2003 Humboldt University Berlin, Germany, M.A. in Economics （2003）
2001 - 2002 Kiel Institute for World Economy, Germany
Advanced Studies Program in International Economic Policy Research
1998 - 2000 Renmin University of China, Beijing, P.R.China, M.A. in Economics（2001）
1992 - 1996 Renmin University of China, Beijing, P.R.China, B.A. in Economics（1996）
RESEARCH FIELDS
Macro-finance, Applied Econometrics, International Economics.
Jiazi Chen, Linlin Niu, "How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends", Finance Research Letters, Volume 53, May 2023, 103666. Doi.: https://doi.org/10.1016/j.frl.2023.103666
Chen Zhang, Ying Fang, Linlin Niu, "Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition",Economic Modelling, Volume 116, November 2022, 106032. Doi.: https://doi.org/10.1016/j.econmod.2022.106032
Zhiwu Hong, Linlin Niu, Chen Zhang, "Affine Arbitrage-free Yield Net Models with Application to the Euro Debt Crisis", Journal of Econometrics, September 2022, 230(1): 201-220. Doi.:https://doi.org/10.1016/j.jeconom.2021.11.002
Mingyang Li, Linlin Niu, "Faster Fiscal Stimulus and a Higher Government Spending Multiplier in China: Mixed-frequency Identification with SVAR", Economics Letters, December 2021, 209, 110135. Doi.: https://doi.org/10.1016/j.econlet.2021.110135
Mucai Lin, Linlin Niu, "Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve", Journal of International Money and Finance, March 2021, 111, 102294 (lead article). Doi.: https://doi.org/10.1016/j.jimonfin.2020.102294
Zhiwu Hong, Linlin Niu, Gengming Zeng, "U.S. and Chinese Yield Curve Responses to RMB Exchange Rate Policy Shocks: An Analysis with the Arbitrage-Free Nelson-Siegel Term Structure model",China Finance Review International, 9(3): 360-385, 2019.
Ying Chen, Linlin Niu, Ray-Bing Chen, Qiang He, ";Sparse-Group Independent Component Analysis with Application to Yield Curve Prediction",Computational Statistics and Data Analysis.133, pp.76-89, 2019.
Ying Chen, Qian Han, Linlin Niu, "Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method", Journal of Empirical Finance, 49, pp.157-177, December 2018.
Linlin Niu, Xiu Xu, Ying Chen, "An adaptive approach to forecasting three key macroeconomic variables for transitional China ", Economic Modelling, 66, pp. 201-213, November 2017.
Gregory Chow, Linlin Niu, "Housing Prices in Urban China as Determined by Demand and Supply", Pacific Economic Review, 20(1), pp. 1-16, 2015.
Ying Chen, Linlin Niu, "Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications", Journal of Econometrics, 180 (1), pp. 98-115, 2014.
Ying Chen, Bo Li, Linlin Niu, "A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting", Statistics and Its Interface, 6(4), pp. 499-509, 2013.
Carlo Favero, Linlin Niu, Luca Sala, "Term Structure Forecasting: No-arbitrage Restrictions versus Large Information set",Journal of Forecasting, 31(2), pp. 124-156, March 2012.
Gregory Chow, Changjiang Liu, Linlin Niu, "Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions", Journal of Comparative Economics, 39(4), pp. 577-583, December 2011.
2022 Research grant No. 72273118 from the Chinese National Natural Science Foundation, RMB ￥450,000.
2020 Major statistic research project No. 2020ZX06 from the National Bureau of Statistics of China, RMB ￥150,000.
2018 Research grant No. 71871193 from the Chinese National Natural Science Foundation, RMB ￥490,000.
2017 Research fund from Volkswagen Foundation for joint project "QE and Financial (In)stability" , RMB ￥280,000.
2015 Research fund from China Bond Corporation for consultation on financial engineering projects, RMB ￥300,000.
2012 Research grant No. 71273007 from the Chinese National Natural Science Foundation, RMB ￥500,000.
2010 Research fund for international cooperation from the Chinese National Natural Science Foundation, RMB ￥30,000.
2010 Research start-up grant from the Chinese Ministry of Education for scholars returning from abroad, RMB ￥30,000.
2009 Research grant No. 70903053 from the Chinese National Natural Science Foundation, RMB ￥170,000.
