國立中央大學教師履歷平台

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徐之強

Hsu, Chih-Chiang

cchsu@mgt.ncu.edu.tw

國科會計畫統計

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

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

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 ]

國立中央大學教師履歷平台

徐之強

Hsu, Chih-Chiang

現職

專長

專長簡述

最高學歷

相關連結

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

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

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 ]

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

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 ]

徐之強

Hsu, Chih-Chiang

現職

專長

專長簡述

最高學歷

相關連結

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

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

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 ]

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

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 ]

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]

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

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 ]

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 ]

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 ]