Economics Department, University of Arkansas 

Jingping GU

Associate Professor

Economics Department

Sam M. Walton College of Business

University of Arkansas

 

Office:      (479)575-6621

Email:      jgu@walton.uark.edu

                 jgu@uark.edu

   Home | Curriculum Vitae | Teaching | Research | Contact  

 

My research interests include econometrics, macroeconomics, nonlinear time series analysis and nonparametrics analysis.

PUBLICATIONS

Jingping Gu, Jui-Chung Yang, Qi Li, 2014. Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution Econometric Reviews, Accepted.

Jingping Gu and Zhongwen Liang, 2013. Testing cointegration relationship in a semiparametric varying coefficient model. Journal of Econometrics, 178: 57-70.

Jingping Gu, Qi Li and Jian Yang, 2013. Fiscal Deficits and Mean Reversion in Real Exchange Rates. Economics Letters, Volume 118, Issue 2, February 2013, pp. 300-303.

Cary Deck and Jingping Gu, 2012. Price increasing competition? Experimental evidence. Journal of Economic Behavior and Organization, forthcoming.

Qi Gao, Jingping Gu, and Paula Hernandez-Verme, 2012. A semiparametric time trend varying coefficients model: with an application to evaluate credit rationing in the U.S. credit market. Annals of Economics and Finance, 13-1, 195-216 (2012).

Jingping Gu, Juan Lin and Dandan Liu, 2011. Estimating the average treatment effect based on direct estimation of the conditional treatment effect. Advances in Econometrics, vol. 27A, 289-311.

Yu Zhang, Jingping Gu, Qi Li, 2010. Nonparametric Panel Estimation of Online Auction Price Process. Empirical Economics 40: 51-58

Zongwu Cai, Jingping Gu, Qi Li, 2009. Some recent development on nonparametric econometrics. Advances in Econometrics 25: 495-549

Jingping Gu, Dingding Li, Dandan Liu, 2007. A bootstrap nonparametric significance test. Journal of Nonparametric Statistics 19 (6-8): 215-230

PAPERS UNDER REVISION

Jingping Gu and Dennis W. Jansen, Evidence on asymmetric gasoline price response from error correction model with GARCH errors. Revise and resubmit requested Empirical Economics.

Full Steam Ahead: Firms in the U.S. Economy Adjust Inventory for Changes in Transportation Costs but not the Reverse (with David Swanson, Matthew Waller, Brent Willams). Revise and resubmit requested Transportation Journal.

SELECTED WORKING PAPER AND WORK IN PROGRESS

Estimating average treatment effects with discrete covariates (with Dennis W. Jansen). Working paper.

Household credit and monetary policy transmission in a general equilibrium model (with Javier Reyes). Working paper.

Search, credit card rate and consumer behavior.

Nonlinear mean reversion in real exchange rate and predictability.

Nonlinear cointegration and puzzle of present value model.

Foreign direct investment and income distribution (with Ka Zeng).

Scale of economies, cost function and efficiency in the interstate natural gas transmission industry: 1977-1985.

Unbanization, financial deepening and money demand in developing economy.

 

Updated: October 2015