Matthew S. Yiu

Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)

55/F Two IFC

8 Finance Street, Central

Hong Kong, HK

China

SCHOLARLY PAPERS

21

DOWNLOADS
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Top 21,389

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2,974

SSRN CITATIONS
Rank 18,757

SSRN RANKINGS

Top 18,757

in Total Papers Citations

22

CROSSREF CITATIONS

35

Scholarly Papers (21)

1.

Does the Dipasquale-Wheaton Model Explain the House Price Dynamics in China Cities?

HKIMR Working Paper No. 21/2008
Number of pages: 40 Posted: 04 Jan 2009
Hong Kong Institute for Monetary Research, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), City University of Hong Kong and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 523 (67,587)
Citation 6

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Housing Market Dynamics, Cross-city Difference, Panel Data Method

2.

Does the Chinese Interest Rate Follow the US Interest Rate?

CESifo Working Paper Series No. 1943, HKIMR Working Paper No. 19/2006
Number of pages: 27 Posted: 28 Mar 2007
Yin-Wong Cheung, Dickson Tam and Matthew S. Yiu
University of California, Santa Cruz - Department of Economics, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 370 (101,837)
Citation 3

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policy dependence, interest rate interactions, exchange rate regime

3.

Banking Deregulation and Macroeconomic Impact in China: A Theoretical Analysis and Implications of Wto Accession to the Mainland and Hong Kong

HKIMR Working Paper No. 8/2002
Number of pages: 44 Posted: 27 Aug 2007
Zhijun Zhao, Yue Ma, Y.Y. Kueh, Shu-ki Tsang and Matthew S. Yiu
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), City University of Hong Kong (CityU) - Department of Economics & Finance, affiliation not provided to SSRN, Hong Kong Baptist University (HKBU) – Department of Accountancy and Law - Department of Economics and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 294 (130,929)
Citation 2

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banking competition, WTO, China, Hong Kong

4.

The Full Convertibility of Renminbi: Sequencing and Influence

HKIMR Working Paper No. 9/2002
Number of pages: 45 Posted: 27 Aug 2007
Chinese Academy of Social Sciences (CASS) - Institute of Economics, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), City University of Hong Kong (CityU) - Department of Economics & Finance, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), affiliation not provided to SSRN and Hong Kong Baptist University (HKBU) – Department of Accountancy and Law - Department of Economics
Downloads 242 (159,361)
Citation 4

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convertibility of Renminbi, WTO, China, Hong Kong

5.

Nowcasting Chinese GDP: Information Content of Economic and Financial Data

HKIMR Working Paper No. 04/2011
Number of pages: 26 Posted: 28 Feb 2011
Matthew S. Yiu and Kenneth K. Chow
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Hong Kong Institute for Monetary Research
Downloads 182 (207,681)
Citation 4

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Large Data Set, Pseudo Real Time Estimates, Factor Model, Kalman Filtering, Nowcasting, Information Content

6.

A Currency Board Model of Hong Kong

HKIMR Working Paper No. 1/2002
Number of pages: 29 Posted: 23 Aug 2007
Yue Ma, Guy Meredith and Matthew S. Yiu
City University of Hong Kong (CityU) - Department of Economics & Finance, International Monetary Fund (IMF) - Research Department and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 176 (213,758)
Citation 6

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currency board, stochastic simulation, certainty equivalence, Hong Kong

The Property Market and the Macroeconomy of the Mainland: A Cross Region Study

HKIMR Working Paper No. 5/2007
Number of pages: 29 Posted: 19 Jul 2007
Wensheng Peng, Dickson Tam and Matthew S. Yiu
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 121 (289,971)
Citation 1

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Property Market, Macroeconomy, China

The Property Market and the Macroeconomy of the Mainland: A Cross Region Study

HKIMR Working Paper No. 5/2007
Number of pages: 29 Posted: 21 Aug 2007
Wensheng Peng, Dickson Tam and Matthew S. Yiu
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 55 (466,696)
Citation 1

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Property Market, Macroeconomy, China

8.

Detecting Bubbles in the Hong Kong Residential Property Market: An Explosive-Pattern Approach

Hong Kong Institute for Monetary Research Working Paper No. 1/2012
Number of pages: 18 Posted: 21 Jan 2012
Matthew S. Yiu and Lu Jin
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Hong Kong Monetary Authority
Downloads 164 (226,945)
Citation 14

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Asset Bubble, Residential Property Prices, Right-Tailed Unit Root Test, Explosive Behaviour, Price-To-Rent Ratio

9.

A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies

HKIMR Working Paper No.13/2009
Number of pages: 24 Posted: 08 Apr 2009
Yin-Wong Cheung, Matthew S. Yiu and Kenneth K. Chow
University of California, Santa Cruz - Department of Economics, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Hong Kong Institute for Monetary Research
Downloads 124 (283,503)
Citation 2

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Factor Model, Principal Component, Growth, Trade Barriers, ASEAN

10.

House Market in Chinese Cities: Dynamic Modeling, In-Sample Fitting and Out-of-Sample Forecasting

Number of pages: 44 Posted: 24 Aug 2010
City University of Hong Kong, Hong Kong Institute for Monetary Research, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and affiliation not provided to SSRN
Downloads 119 (292,141)
Citation 8

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pre-sale, production constraint, collateral constraint, cross-city heterogeneity, fundamental versus policy

11.

A Dynamic Factor Model for Current-Quarter Estimates of Economic Activity in Hong Kong

HKIMR Working Paper No. 16/2004
Number of pages: 21 Posted: 23 Aug 2007
Stefan Gerlach and Matthew S. Yiu
Central Bank of Ireland and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 96 (337,998)

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Business cycles, dynamic factor model, Kalman filtering

Effects of Capital Flow on the Equity and Housing Markets in Hong Kong

HKIMR Working Paper No.01/2017 (Revised version: April 2017)
Number of pages: 26 Posted: 02 Feb 2017 Last Revised: 21 Apr 2017
Yin-Wong Cheung, Kenneth K. Chow and Matthew S. Yiu
University of California, Santa Cruz - Department of Economics, Hong Kong Institute for Monetary Research and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 89 (357,439)

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Capital flows, currency-based measure, illicit flow measure, equity market, real estate market

13.

Global Liquidity, Capital Inflows and House Prices in ASEAN Economies

HKIMR Working Paper No.14/2015
Number of pages: 23 Posted: 11 Jun 2015
Matthew S. Yiu and Sahminan Sahminan
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Bank Indonesia
Downloads 87 (359,366)
Citation 2

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Capital Flows, Residential House Price, Macroprudential, ASEAN Economies

14.

Liquidity Crunch in Late 2008: High-Frequency Differentials Between Forward-Implied Funding Costs and Money Market Rates

HKIMR Working Paper No.26/2010
Number of pages: 23 Posted: 29 Oct 2010
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), Hong Kong Baptist University, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 70 (407,417)

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Financial Crisis, Intraday Liquidity, CIP Deviation, Monetary Policy

15.

Offshore Renminbi Trading: Findings from the 2013 Triennial Central Bank Survey

HKIMR Working Paper No.14/2016
Number of pages: 26 Posted: 10 Aug 2016
Matthew S. Yiu and Yin-Wong Cheung
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and University of California, Santa Cruz - Department of Economics
Downloads 58 (448,273)
Citation 1

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16.

The Effect of Capital Flow Management Measures in Five Asian Economies on the Foreign Exchange Market

HKIMR Working Paper No. 41/2011
Number of pages: 15 Posted: 28 Dec 2011
Matthew S. Yiu
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 55 (459,402)

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17.

The Nexus of Official and Illicit Capital Flows – The Case of Hong Kong

HKIMR Working Paper No.25/2015
Number of pages: 59 Posted: 08 Dec 2015
Yin-Wong Cheung, Kenneth K. Chow and Matthew S. Yiu
University of California, Santa Cruz - Department of Economics, Hong Kong Institute for Monetary Research and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 46 (496,047)

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18.

Unobservable-Component Estimates of Output Gaps in Five Asian Economies

HKIMR Working Paper No. 5/2002
Number of pages: 22 Posted: 24 Aug 2007
Stefan Gerlach and Matthew S. Yiu
Central Bank of Ireland and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 37 (538,209)
Citation 3

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Output gaps, unobservable components, Kalman filtering

19.

A Target-Zone Model with Two Types of Assets

HKIMR Working Paper No. 30/2010
Number of pages: 16 Posted: 31 Dec 2010
Yue Ma, Shu-ki Tsang, Matthew S. Yiu and Wai-Yip Alex Ho
City University of Hong Kong (CityU) - Department of Economics & Finance, Hong Kong Baptist University (HKBU) – Department of Accountancy and Law - Department of Economics, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Hong Kong Monetary Authority
Downloads 33 (559,370)

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Target Zone, Uncovered Interest Rate Parity

20.

Unobservable-Components Estimates of Output Gaps in Five Asian Economies

Number of pages: 25 Posted: 18 Jul 2002
Stefan Gerlach and Matthew S. Yiu
Central Bank of Ireland and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 18 (656,352)
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21.

A Dynamic Factor Model of Economic Activity in Hong Kong

Pacific Economic Review, Vol. 10, No. 2, pp. 279-292, June 2005
Number of pages: 14 Posted: 15 Jun 2005
Stefan Gerlach and Matthew S. Yiu
Central Bank of Ireland and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 15 (678,171)
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