We construct a daily liquidity index of China’s government bond market using transaction data from the national interbank market over the past twenty years. The index is a composite of popular price-based and quantity-based metrics of liquidity. The composite indexes, obtained by averaging...

This dissertation focuses on monetary policy rules in the OECD countries at both theoretical and empirical levels. It is divided into seven chapters.Chapter 1 presents some recent literature on monetary policy rules and introduces the goal and organization of this dissertation.Chapter 2 explores...

Parametric regression models are widely used in public health sciences. This dissertation is concerned with statistical inference under such models with some covariates missing at random. Under natural conditions, parameters remain identifiable from the observed (reduced) data. If the always...

Parametric regression models are widely used in public health sciences. This dissertation is concerned with statistical inference under such models with some covariates missing at random. Under natural conditions, parameters remain identifiable from the observed (reduced) data. If the always...