Projects per year
Personal profile
Chinese Name
Biography
Monique is an Associate Professor of Economics at the Hong Kong Baptist University, where she is also the Head of the department. Her main research interests include applied econometrics, financial economics and tourism economics. Her work has been published in academic journals such as Journal of Econometrics, Journal of Applied Econometrics, Journal of Financial Research, Annals of Tourism Research and others. She is now serving as an Associate Editor of Pacific Economic Review, and an Editorial Board Member of Tourism Analysis. Monique received a BBA and an MSc degree in Economics from HKUST, and a Ph.D. in Economics from the University of Southern California.
Research Interests
Applied econometrics, financial economics, tourism economics, analysts' behavior, macroeconomic indicators measurement
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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Collaborations and top research areas from the last five years
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Predictive Regression: A two-staged generalized Cochrane-Orcutt transformation with AR approximation approach
1/01/14 → 31/12/15
Project: Research project
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Robust Bayesian Forecast Combination: Application and Extension
1/01/13 → 30/06/15
Project: Research project
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Identifying and Testing for Moral Hazard in French Automobile Insurance Market
1/09/11 → 31/08/13
Project: Research project
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Can a time-varying structure provide a more robust panel construction of counterfactuals-straitjacket or straitjackets?
Wan, S. K., Hsiao, C. & Zhou, Q., 4 Jan 2021, In: Empirical Economics. 60, 1, p. 113-129 17 p.Research output: Contribution to journal › Journal article › peer-review
1 Citation (Scopus) -
A VAR approach to forecasting multivariate long memory processes subject to structural breaks
Wang, C. S. H. & Wan, S. K., 15 Apr 2020, Essays in Honor of Cheng Hsiao. Li, T., Pesaran, M. H. & Terrell, D. (eds.). Emerald Publishing, Vol. 41. p. 105-141 37 p. (Advances in Econometrics; vol. 41).Research output: Chapter in book/report/conference proceeding › Chapter › peer-review
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Economic Impact Assessment of Mega-Events in the United Kingdom and Brazil
Wan, S. K. & Song, H., 1 Sept 2019, In: Journal of Hospitality and Tourism Research. 43, 7, p. 1044-1067 24 p.Research output: Contribution to journal › Journal article › peer-review
15 Citations (Scopus) -
PORTFOLIO MANAGEMENT: THE ROLE OF CALIBRATION, SHARPNESS, AND UNCERTAINTY
Wan, S. K., 1 Sept 2019, In: Journal of Financial Research. 42, 3, p. 589-608 20 p.Research output: Contribution to journal › Journal article › peer-review
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Assessing the role of components of life satisfaction
WAN, S. K. & Zhao, L., 20 Sept 2018, In: Applied Economics. 50, 44, p. 4763-4773 11 p.Research output: Contribution to journal › Journal article › peer-review
5 Citations (Scopus)
Activities
- 2 Editor/reviewer for publications (incl. CDCF T61 Journal Editor)
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Pacific Economic Review (Journal)
Shui Ki WAN (Associate editor)
Jan 2021 → …Activity: Publication peer-review/editorial work › Editor/reviewer for publications (incl. CDCF T61 Journal Editor)
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Tourism Analysis (Journal)
Shui Ki WAN (Member of editorial board)
2018 → …Activity: Publication peer-review/editorial work › Editor/reviewer for publications (incl. CDCF T61 Journal Editor)