Prof. Shui Ki WAN, Monique

Associate Professor
Associate Dean (Taught Postgraduate Studies), Office of the Dean of Business
Economics Discipline
Department of Accountancy, Economics and Finance
Director, Centre for Family Office Management

	shuiki@hkbu.edu.hk
	3411 7545
	WLB 528
	https://orcid.org/0000-0001-6131-9830
	https://monique-wan.github.io/home/
	View Scopus Profile

Monique is an Associate Professor of Economics at the Hong Kong Baptist University. She also serves as the Associate Dean (Taught Postgraduate Studies) of the School of Business, where she is the Programme Director of EMBA and MSc Family Office Managmement and Director of the Centre for Family Office Management. Monique has achieved the status of Senior Fellow (SFHEA) from Advance HE, in recognition of her attainment against the Professional Standards Framework for teaching and supporting learning in higher education.

Her main research interests include applied econometrics, financial economics and tourism demand forecasting. Her work has been published in academic journals such as Journal of Econometrics, Journal of Applied Econometrics, Journal of Marketing Analytics, 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.

Applied econometrics
Financial economics
Tourism economics
Macroeconomic indicators measurement
Family business management

Econometrics and Statistics
Business Analytics and Modeling
R/ Python Programming
Wealth Management

Ph.D. in Economics, University of Southern California

M.Sc. in Economics, Hong Kong University of Science and Technology

B.B.A. in Economics, Hong Kong University of Science and Technology

From praise to polarization: the role of controversial reviews in shaping consumer behavior in the PC game market

Wan, M.& Sam, A. F.,Mar 2024,In:Journal of Marketing Analytics.14,1,p. 295-307
_{Research output : Contribution to journal › Journal article › peer-review}

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.
_{Research output : Contribution to journal › Journal article › peer-review}

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.(Advances in Econometrics; vol. 41).
_{Research output : Chapter in book/report/conference proceeding › Chapter › peer-review}

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.
_{Research output : Contribution to journal › Journal article › peer-review}

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.
_{Research output : Contribution to journal › Journal article › peer-review}

Assessing the role of components of life satisfaction

Wan, S. K.& Zhao, L.,20 Sept 2018,In:Applied Economics.50,44,p. 4763-4773.
_{Research output : Contribution to journal › Journal article › peer-review}

Forecasting turning points in tourism growth

Wan, S. K.& Song, H.,Sept 2018,In:Annals of Tourism Research.72,p. 156-167.
_{Research output : Contribution to journal › Journal article › peer-review}

Panel data approach vs synthetic control method

Wan, S. K., Xie, Y. & Hsiao, C.,Mar 2018,In:Economics Letters.164,p. 121-123p.
_{Research output : Contribution to journal › Journal article › peer-review}

Density forecasting for tourism demand

Wan, S. K., Song, H. & Ko, D.,Sept 2016,In:Annals of Tourism Research.60,p. 27-30.
_{Research output : Contribution to journal › Journal article › peer-review}

Is there an optimal forecast combination?

Hsiao, C. &Wan, S. K.,Jan 2014,In:Journal of Econometrics.178,Part 2,p. 294-309.
_{Research output : Contribution to journal › Journal article › peer-review}

Aggregate VS. disaggregate forecast: Case of Hong Kong

Wan, S. K., Wang, S. H. & Woo, C.-K.,Jul 2013,In:Annals of Tourism Research.42,p. 434-438.
_{Research output : Contribution to journal › Journal article › peer-review}

A time-varying parameter approach to reexamining the Chinese RMB

Wan, S. K., Wang, S.-H. & Xie, Y.-M.,Apr 2013,In:The Empirical Economics Letters.12,4,p. 351-361.
_{Research output : Contribution to journal › Journal article › peer-review}

A Win-Win Mechanism for Electricity Procurement by a Local Distribution Company

Woo, C. K., Horowitz, I., Kwok, G.,Wan, S. K.& Weng, W.,Jan 2013,In:Electricity Journal.26,1,p. 27-35.
_{Research output : Contribution to journal › Journal article › peer-review}

Impact of CEPA on the labor market of Hong Kong

Ching, S., Hsiao, C. &Wan, S. K.,Dec 2012,In:China Economic Review.23,4,p. 975-981.
_{Research output : Contribution to journal › Journal article › peer-review}

A panel data approach for program evaluation: Measuring the benefits of political and economic integration of Hong Kong with Mainland China

Hsiao, C., Steve Ching, H. &Wan, S. K.,Aug 2012,In:Journal of Applied Econometrics.27,5,p. 705-740.
_{Research output : Contribution to journal › Journal article › peer-review}

Economic benefits of globalization: The impact of entry to the WTO on China's growth

Ching, H. S., Hsiao, C.,Wan, S. K.& Wang, T.,Aug 2011,In:Pacific Economic Review.16,3,p. 285-301.
_{Research output : Contribution to journal › Journal article › peer-review}

Comparison of forecasting methods with an application to predicting excess equity premium

Hsiao, C. &Wan, S. K.,Mar 2011,In:Mathematics and Computers in Simulation.81,7,p. 1235-1246.
_{Research output : Contribution to journal › Journal article › peer-review}

Public Policy Research Fund, PICO, Hong Kong (Project # 2022.A2.053.22B)

WAN, M., 2022
_{Constructing Daily Hong Kong Online Consumer Price Index and Price Dynamics: The Role of E-commerce in the Post-pandemic Era.}

General Research Fund, Research Grant Council, Hong Kong (Project # 292413; Primary Field: Economics)

WAN, M., 2013
_{Predictive Regression: A Two-staged Generalized Cochrane-Orcutt Transformation with AR Approximation Approach.}

Early Career Scheme, Research Grant Council, Hong Kong (Project # 255212; Primary Field: Economics)

WAN, M., 2012
_{Robust Bayesian Forecast Combination: Application and Extension.}

General Research Fund, Research Grant Council, Hong Kong (Project # 241612)

WAN, M., 2012
_{China's Growth-Energy-Nexus - Aggregate and Disaggregate Analysis.}

General Research Fund, Research Grant Council, Hong Kong (Project # 248311; Primary Field: Economics)

WAN, M., 2011
_{Identifying and Testing for Moral Hazard in French Automobile Insurance Market}.

Faculty Research Grant, HKBU (FRG2/11-12/109)

WAN, M., 2011
_{A Comprehensive Study of Predictive Regression.}

Faculty Research Grant, HKBU (FRG2/10-11/058)

WAN, M., 2011
_{Double Transfer Strategy and Productivity Improvement.}

2026 Senior Fellow (SFHEA)

WAN, M.(Recipient),2026
_{Prize : Award}

2024 Excellent Reviewer Award

WAN, M.(Recipient),2024
_{Prize : Award}

From Online Price Measurement to Platform Price Diagnostics: Evidence from a Daily Fisher Online Price Index

Hung, T. H. &Wan, M.,Jul 2026, (Under Review).
_{Research output : Working paper}

Information Rigidity and the Intrinsic Heterogenous Expectation Formation Process: A Tree-based Machine Learning Approach