Niu, Linlin


Ph.D. in Economics, 2008, Bocconi University, Italy

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Office Hours:Monday, Tuesday 13:00-14:00

Biography Research Papers Research Projects

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.

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)
Macro-finance, Applied Econometrics, International Economics.

Mucai Lin, Linlin Niu*, “Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve”, forthcoming in Journal of International Money and Finance, March 2021, 111, Doi.:


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, 
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.

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 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 Science Foundation, RMB ¥500,000.
2010 Research fund for international cooperation from the Chinese National 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 Science Foundation, RMB ¥170,000.