Yang Han

University of International Business and Economics - School of Banking and Finance

China

  • University of International Business and Economics - School of Banking and Finance

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

The Predictive Power of Nelson-Siegel Factor Loadings for the Real Economy

Journal of Empirical Finance, Forthcoming
Number of pages: 66 Posted: 04 Aug 2016 Last Revised: 14 Oct 2021
Yang Han, Anqi Jiao and Jun Ma
University of International Business and Economics - School of Banking and Finance, Capital University of Economics and Business and Northeastern University - Department of Economics
Downloads 592 (99,907)

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Nelson-Siegel Yield Factor Model, Uncertainty and Risk, Macroeconomic Forecasting, Financial Markets, Forecasts Combination

2.

Estimating the Interest Rate Trend in a Shadow Rate Term Structure Model

Number of pages: 75 Posted: 12 Aug 2021 Last Revised: 15 Aug 2023
Yang Han and Jun Ma
University of International Business and Economics - School of Banking and Finance and Northeastern University - Department of Economics
Downloads 215 (306,921)

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interest rate trend; no-arbitrage dynamic-term structural model; zero lower bound; term premium

3.

The Time-Varying Effects of Skewness on the Macroeconomy

Number of pages: 10 Posted: 10 Apr 2025
Yang Han, Wenting Liao and Rui Xiong
University of International Business and Economics - School of Banking and Finance, Renmin University of China - School of Finance and affiliation not provided to SSRN
Downloads 8 (1,295,874)

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Skewness, Business Cycle, TVP-SVAR-SV-IV

4.

Growth Cycles and Business Cycles of the Chinese Economy through the Lens of the Unobserved Components Model

China Economic Review, volume 63, 2020[10.1016/j.chieco.2019.101317]
Number of pages: 43 Posted: 01 May 2025
Yang Han, Zehao Liu and Jun Ma
University of International Business and Economics - School of Banking and Finance, Renmin University of China - School of Finance and Northeastern University - Department of Economics
Downloads 2 (1,331,803)

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