國立中央大學教師履歷平台

期刊著作

• 臺灣低利率環境下的政府支出效果
  臺灣經濟預測與政策, 55, 2, 53~99, 2025-03-01
  [ 政府支出乘數,低利率,零利率,平滑局部投射模型,Government spending multipliers,Low interest rates,Zero lower bound,Smooth local projection model ]

• 建構中大型DSGE-VAR模型--臺灣中長期經濟成長率預測=Constructing the DSGE-VAR Model--Taiwan's Medium- to Long-Term Economic Growth Rate Forecast
  中央銀行季刊, 44, 2, 27~69, 2022-06-01
  [ 貝氏估計,DSGE模型,預測,向量自我迴歸模型,Bayesian analysis,DSGE models,Forecasting,Vector autoregressions ]

• Assessing energy subsidy policies in a structural macroeconomic model
  Energy Economics, 103, 2021-11-01
  [ Durable goods,Energy dependence,Energy subsidies,Welfare ]

• Nowcasting GDP Growth for Small Open Economies with a Mixed-Frequency Structural Model
  Computational Economics, 54, 1, 177-198, 2019-06-15
  [ DSGE model , Kalman filter , Mixed frequency , Nowcasting ]

• 建構臺灣的混合頻率動態結構總體模型
  中央銀行季刊, -, 38:2, 3-31, 2016-11-01
  [ 混合頻率動態結構總體模型,縮減式混合頻率模型 ]

• Country-specific idiosyncratic risk and global equity index returns
  International Review of Economics and Finance, 25, 326-337, 2013-01-01
  [ Country-specific risk , Idiosyncratic volatility puzzle , International asset pricing ]

• Foreign direct investment and business cycle co-movements: The panel data evidence
  Journal of Macroeconomics, 33, 4, 770-783, 2011-12-01
  [ Business cycle co-movements , Foreign direct investment , Industrial dissimilarity , Trade ]

• Traditional view or revisionist view? The effects of monetary policy on exchange rates in Asia
  Applied Financial Economics, 20, 9, 753-760, 2010-05-01

• Asymmetric exchange rate exposure and industry characteristics: Evidence from Japanese data
  Hitotsubashi Journal of Economics, 50, 1, 57-69, 2009-06-01
  [ Asymmetric correlation , Exchange rate exposure , Threshold model ]

• A dual-target monetary policy rule for open economies: An application to France
  Applied Economics Letters, 15, 12, 945-948, 2008-10-17

• Output convergence revisited: New time series results on industrialized countries
  Applied Economics Letters, 14, 1, 75-77, 2007-01-20

• Investor preferences and portfolio selection: Is diversification an appropriate strategy?
  Quantitative Finance, 6, 3, 255-271, 2006-06-01
  [ Asymmetric Generalized t distribution , Diversification , Skewness ]

• Forecasting business cycles using deviations from long-run economic relationships
  Macroeconomic Dynamics, 7, 5, 734-758, 2003-11-01
  [ Business Cycles , Cointegration , Forecast , Nonlinear Error Correction Model ]

• Are policy rules better than the discretionary system in Taiwan?
  Contemporary Economic Policy, 20, 1, 60-71, 2002-01-01

• Sources of persistence in cross-country income disparities: A structural analysis
  Journal of Macroeconomics, 22, 4, 611-630, 2000-01-01

• 臺灣低利率環境下的政府支出效果
  臺灣經濟預測與政策,
  [ 政府支出乘數、低利率、零利率、平滑局部投射模型 ]