9 Papers
30 Citations
Ziyi Qiu is an academic researcher from University of Illinois at Urbana–Champaign. The author has contributed to research in topics: Vector autoregression & Autoregressive model. The author has an hindex of 3, co-authored 8 publications. Previous affiliations of Ziyi Qiu include University of Chicago.
Chat about Author
Papers
Scenario analysis of non-pharmaceutical interventions on global COVID-19 transmissions
Xiaohui Chen,Ziyi Qiu +1 more
- 07 Apr 2020
TL;DR: In this paper, a dynamic panel SIR (DP-SIR) model was introduced to investigate the impact of non-pharmaceutical interventions (NPIs) on the COVID-19 transmission dynamics with panel data from 9 countries across the globe.
26
•Posted Content
Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models
Xin Ding,Ziyi Qiu,Xiaohui Chen +2 more
TL;DR: A hybridized kernel smoothing and $\ell^1$-regularized method to directly estimate the sequence of time-varying transition matrices and it is proved that the false positive rate and false negative rate in the pattern recovery can asymptotically vanish in the presence of weak signals.
2
Merger Analysis with Endogenous Prices and Product Characteristics: Generalized Theorem and Application to the U.S. Airline Industry
TL;DR: In this article, the authors studied firms' endogenous choices of prices and product characteristics pre-and post-merger and found that firms' adjustments of postmerger prices, product characteristics and overall production efficiencies depend on premerger market shares, net benefits of improving product characteristics, and threshold market shares that balance marginal cost and markup effects.
2
How Downstream Retailer Merger Affects Upstream Manufacture and Downstream Retail Markets? A Generalized Theorem and Applications to Different Market Types
TL;DR: In this paper, the authors study how the merger of downstream retail firms shall affect the market structures in both the upstream manufacture and downstream retail markets. And they provide conditions to predict all possible post-merger changes of market shares, product qualities and retail prices for both the merged and non-merging products.
1
Structural State Dependence and Consumers' Unobserved Heterogeneity: A Case Study of the U.S. Coffee Market
TL;DR: In this paper, a discrete choice model is used to investigate the state dependence effect on the U.S. coffee market, and the authors show that structural state dependence and consumers' unobserved heterogeneity are the main explanations for the observed consumption persistence.
1