教師個人簡歷
現職
國立中央大學
管理學院經濟學系
教授
專長
計量理論與應用
時間數列分析
國際金融
Time series analysis
International finance
專長簡述
Econometric Theory
最高學歷
國立臺灣大學
經濟學系
博士
科技部學門領域
政府GRB研究專長領域
教育部學門領域
國科會計畫統計
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MIDAS迴歸:參數估計與預測能力檢定
1040801~1050731
[MIDASMIDASMIDASMIDASMIDAS迴歸,混和頻率 資料,現測,預測能 力 , MIDAS Regressions,Mixed-Frequency Data,Nowcasting,Predictive Ability]
產學合作計畫統計
-
由媒體報導文字資訊預測GDP
1080601~1081130
-
我國出口變動之量化影響評估
1040824~1050630
期刊著作
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以文字探勘技術編製臺灣貨幣政策意料外指數與其應用
中央銀行季刊, 46, 1, 頁5-38, 2024-01-01
[ 文字探勘,貨幣政策衝擊,貨幣政策意料外指標,Text mining,Monetary policy shocks,Monetary policy surprised index ] -
Liquidity spillover in foreign exchange markets
Finance Research Letters, 44, 2022-01-01 -
臺灣基本通膨估值(UIG)之建構與分析
中央銀行季刊, 41, 3, 29-58, 2019-09-01
[ 基本通膨估值,通貨膨脹率,進階計量模型,UIG ] -
Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements
North American Journal of Economics and Finance, 42, 172-192, 2017-11-01
[ Foreign exchange market , Liquidity commonality , Macroeconomic announcements , Quantitative easing policies ] -
Foreign direct investment and income inequality: Does the relationship vary with absorptive capacity?
Economic Modelling, 29, 6, 2183-2189, 2012-11-01
[ Absorptive capacity , Foreign direct investment , Income inequality , Threshold regression ] -
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 ] -
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 ] -
Dynamic hedging with futures: A copula-based GARCH model
Journal of Futures Markets, 28, 11, 1095-1116, 2008-11-01 -
Does foreign direct investment promote economic growth? Evidence from a threshold regression analysis
Economics Bulletin, 15, 12, 2008-07-23 -
A note on tests of partial parameter stability in the cointegrated system
Economics Letters, 99, 3, 500-503, 2008-06-01
[ Cointegration , Local power analysis , Partial parameter stability ] -
The MOSUM of squares test for monitoring variance changes
Finance Research Letters, 4, 4, 254-260, 2007-12-01
[ Currency crisis , Monitoring structural change , MOSUM of squares test ] -
Long memory or structural changes: An empirical examination on inflation rates
Economics Letters, 88, 2, 289-294, 2005-08-01
[ Change point , Local Whittle estimation , Long memory ] -
Change point estimation in regressions with I(d) variables
Economics Letters, 70, 2, 147-155, 2001-02-01
[ C22 , Change point estimation , Fractional Brownian motion , Spurious change ] -
Change-point estimation of fractionally integrated processes
Journal of Time Series Analysis, 19, 6, 693-708, 1998-01-01
[ Change point , Fractional Brownian motion , Fractionally integrated process , Functional central limit theorem , Law of iterated logarithm , Spurious change ]
研討會著作
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American Economic Association 2020 Annual Meeting, San Diego, USA
30, 2020-01-03
[ Market risk,European debt crisis,Global financial crisis,Liquidity spillovers ] -
Liquidity Spillover in the Foreign Exchange Market
2020-01-03
[ Liquidity spillover,Financial crisis ]
國立中央大學