JOURNAL PUBLICATIONS
- 2024，Monetary policies on green financial markets: Evidence from a multi-moment connectedness network，Energy Economics, 136, 107739. （Zheng Tingguo, Zhang Hongyin, and Ye Shiqi*）
- 2024，Forecasting CPI with Multi-Source Data: The Value of Media and Internet Information，Journal of Forecasting，43(3)，p702-753，https://doi.org/10.1002/for.3048. Tingguo Zheng, Xinyue Fan*, Wei Jin, and Kuangnan Fang
- 2024，Words or Numbers? Macroeconomic Nowcasting with Textual and Macroeconomic Data，International Journal of Forecasting（预测类国际顶尖期刊），40(2)，p746-761. （Zheng Tingguo, Fan Xinyue, Jin Wei*, and Fang Kuangnan） Appendix
- 2024，Choleski GAS model for Large Time-Varying Covariance Matrix，Journal of Management Science and Engineering，9(1)，115-142.（Zheng Tingguo and Ye Shiqi*）
- 2023，Fast Estimation of a Large TVP-VAR Model with Score-Driven Volatilities，Journal of Economic Dynamics and Control，157: 104762. （Zheng Tingguo, Ye Shiqi*, and Hong Yongmiao）
- 2023，Global Energy Market Connectedness and Inflation at Risk，Energy Economics, 126. （Zheng Tingguo, Gong Lu, and Ye Shiqi*）
- 2022，Generalized Autoregressive Moving Average Models with GARCH Errors，Journal of Time Series Analysis, 43(1), p125-146. （Zheng Tingguo*, Xiao Han, Chen Rong）
- 2021，Mixed-Frequency SV Model for Stock Volatility and Macroeconomics, Economic Modelling, 95, p462-472. （Shang Yuhuang, Zheng Tingguo*）
- 2018，Regional Clustering and Synchronization of Provincial Business Fluctuations in China, Chinese Geographical Science, 28(4), p571-583. (Song Tao, Zheng Tingguo*)
- 2018，Fitting and Forecasting Yield Curves with a Mixed-Frequency Affine Model: Evidence from China, Economic Modeling, 68, p145-154. (Shang Yuhuang, Zheng Tingguo*)
- 2017，Dirichlet ARMA Models for Compositional Time Series, Journal of Multivariate Analysis，158, 31-46. (Zheng Tingguo*, Chen Rong) (2017-6)
- 2017，Modeling Spot Rate Using a Realized Stochastic Volatility Model with Level Effect and Dynamic Drift, North American Journal of Economics & Finance, 40, 200-221. (Li Shaoyu, Zheng Tingguo)
- 2015，Generalized ARMA Models with Martingale Difference Errors, Journal of Econometrics, 189(2), 492-506. (Zheng Tingguo, Xiao Han, Chen Rong*) (2015-12)
- 2014，A Realized Stochastic Volatility Model with Box-Cox Transformation, Journal of Business and Economic Statistics, 32(4), 593-605. (Zheng Tingguo, Song Tao) (2014-10)
- 2014，Money–output Granger causal dynamics in China, Economic Modelling, 43, p192-200. (Wang Xia, Zheng Tingguo, Zhu Yanli)
- 2014，An Extensive Study on Markov Switching Models with Endogenous Regressors，Studies in Nonlinear Dynamics and Econometrics, 18(4), p403–418. (Wang Xia, Shang Yuhuang, Zheng Tingguo*)
- 2013，Reexaming the Time-Varying Volatility Spillover Effects: A Markov Switching Causality Approach，North American Journal of Economics & Finance, 26, 643–662. (Zheng Tingguo, Zuo Haomiao)
- 2013，Estimating a Small Open Economy DSGE Model with Indeterminacy: Evidence from China，Economic Modeling, 31, 642–652. (Zheng Tingguo, Guo Huiming*) (2013-03)
- 2012，Estimating Forward-Looking Rules for China’s Monetary Policy: A Regime-Switching Perspective，China Economic Review, 23(1), 47-59. (Zheng Tingguo*, Wang Xia, Huiming Guo) (2012-03)
- 2011，An Examination on Environmental-Economic Relations in China with Nonlinear Specifications，Management and Service Science (MASS), 2011 International Conference (ISTP & EI) on August, 2011, p1-5. (Song Tao, Zheng Tingguo)
- 2010，Business Cycle Asymmetry in China: Evidence from Friedman’s Plucking Model， China & World Economy, 18(4), 103-120. (Zheng Tingguo, Teng Yujuan, Song Tao)
- 2008，An Empirical Test of the Environmental Kuznets Curve in China: A Panel Cointegration Approach, China Economic Review, 19, 381-392. (Song Tao, Zheng Tingguo*, Tong Lianjun) (2008-09)
- 2008，Dual Long Memory of Inflation and Test of the Relationship between Inflation and Inflation Uncertainty, Frontiers of Economics in China (Econlit), 3(2):240-254. (Liu Jinquan, Zheng Tingguo, Sui Jianli)
- 2008，Realized Path Analysis of Spillover Effect of Industrial Cluster, China-USA Business Review, 7(1): p34-42. (Jin Chunyu, Zheng Tingguo)