Journal Papers Book Reviews   Conference Papers

1. Journal Articles

  1. Testing the Persistence of Forward Premium: Structural Changes or Misspecification? (with Dr. Cindy Mo(牟萬馨))
    Open Economies Review, 2016, 27(1), 119-138.
  2. Is Liquidity Risk Priced in the Shanghai Stock Market? (with Prof. Chang Shu-Hwa)
    International Review of Economics and Finance. 2015, 38, 112-130. SSCI.
  3. Income inequality may not converge after all: Testing panel unit roots in the presence of cross-sectional cointegration. 
    Quarterly Review of Economics and Finance, 2015,56, 68-79. SSCI.
  4. Price linkages across time zones between the US and Japan markets: A high-frequency analysis. (with Erin H. Kao and Hung-Gay Fung)
    Journal of International Financial Markets, Institution and Money, 2015, 34, 321-336. SSCI.
  5. Intra-national risk sharing and government sizes: Evidence from nonlinear regression
    Applied Economics, 2011, 43, 2481-2492. SSCI.
    NSC 98-2410-H-128-014-
  6. 新興國家短期名目利率之均數復歸(with 張淑華教授)
    經濟論文 2010, 38(4), 661-696.
  7. The inflation rates may accelerate after all: Panel evidence from 19 OECD economies
    Empirical Economics, 2009, 36(1), 55-64, SSCI.
  8. On the dynamic relationship of exchange rates and monetary fundamental: An impulse-response analysis by local projections.
    Applied Economics Letters,2008, 15(14),1141-1145.
    SSCI.
  9. Testing seasonal mean-reversion in the real exchange rates: An application of nonlinear IV estimator.
    Economics Letters, 2008, 99, 314-316.
    SSCI.
  10. Income thresholds and growth convergence— A panel data approach.
    Manchester School, 2006, 74(2), 170-189. SSCI.
  11. Does the Expansionary Government Spending Crowd out the Private Consumption?
    : Cointegration Analysis in Panel Data
    Quarterly Review of Economics and Finance, 2006, 46, #1, 133-148. SSCI.
  12. The Smooth-saving-retention coefficient with country size.
    Applied Economics Letters, 2006, 13, 247-250. SSCI. (with River Huang H-C)
  13. The Dynamic Relationship between the Prices of ADRs and their Underlying Stocks:
    Evidence from the Threshold Vector Error-correction Model.
    Applied Economics, 2005, 37, 2387-2394. SSCI.
     (with Hui-Min  Chung
    )
  14. Investigating the threshold effects of inflation on PPP. (NSC 90-2415-H-128-008-)
    Economic Modelling, 2005, 22(5), 926-948. SSCI.
  15. Cointegration, Government Spending, and Private Consumption: Evidence from Japan
    Japanese Economic Review, 2004, Vol. 55, #2,162-174.  SSCI.
  16. The Foreign Exchange Exposure and the 1997 Asian Crisis:  A Panel Threshold Approach. (NSC 89-2415-H-128-001)
    Applied Financial Economics, 2004, 14, 497-505. 
    SSCI.
  17. The Saving-Retention Coefficient and Country-size: the Feldstein-Horioka Puzzle Reconsidered
    Journal of Macroeconomics, 2003, 25, 387-396. SSCI.
  18. A Re-examination of the Unbiasedness Forward Rate Hypothesis Using Dynamic SUR Model. 
    Quarterly Review of Economics and Finance
    , 2003, 43(3), 542-559. SSCI.
  19. The Regime-Switching Properties of the Optimal Seigniorage Hypothesis: A Case of Taiwan
    Applied Economics, 2003, 35(4), 485-494. SSCI
  20. The Forward Rate Unbiasedness Hypothesis Revisited
    Applied Financial Economics, 2002,12,799-804. SSCI. 
  21. The Feldstein-Horioka Puzzle Revisited
    Journal of International Money and Finance, 2002,  21(4), 555-564. SSCI
  22. Searching Stationarity in the Real Exchange Rates: Application of the SUR Estimator.
    Open Economies Review, 2002, 13(3), 275-289. SSCI
  23. A Panel Cointegration Approach to the Investment-Saving Correlation.
    Empirical Economics
    , 2002, 27(1), 91-100.
    SSCI.
  24. Crowding-in or Crowding-out? Analyzing Government Investment in Taiwan.
    Asian-Pacific Journal of Economics and Business,
    2002, 6(2), 74-92.  EconLit. (with Cheng-Chung Nieh)
  25. Consumption and Government Spending Substitutability Revisited: Evidence from Taiwan.
    Scottish Journal of Political Economy. 2001, 48(5), 589-604, Nov. SSCI
  26. Finite-sample Properties of the Bootstrap Estimator in Markov-switching Model.
    Journal of Applied Statistics. 2001, 28(7), 835-842.  SCI
    .
  27. Analyzing the Crowding-out Problems of Taiwan.
    Journal of Economic Development. 2001, 26(1), PP. 115-132, June. EconLit
    .
  28. Information Capital and the Value of Economic Organizations(NSC 87-2418-H-128-002).
    Brazilian Electronic Journal of Economics2001, 4(1), 1-12. EconLit.
  29. Country Size and Investment-Saving Correlation: A Panel Threshold Error Correction Model.
    Eastern Economic Journal.2001, 27(4), 481-490. EconLit.
  30. The Government Spending and Private Consumption: A Panel Cointegration Analysis.
    International Review of Economics and Finance. 2001, 10(1), 95-108. SSCI.
  31. Regime-switching Investment-Saving Correlation and International Capital Mobility.
     Applied Economics Letters. 2000, Vol. 7, 619-622. SSCI.
  32. Testing the Hypothesis of Phillips Curve Tradeoff: A Regime-switching Approach.
     Applied Economics Letters. 2000, Vol. 7, 645-647. SSCI.
  33. Financial Liberalization and International Capital Mobility of Taiwan:  A Regime-switching Approach.
    Asian Economic Journal.1999, 13(4), 407-417. EconLit.
  34. Export-Orientation and Investment-Saving Correlation: A Case of Taiwan.
    Applied Economics.1999, 31(7), 805-813. SSCI.

2. 專書文選

1. 經濟理論的人文反思。蒐錄於「人文社會科學的邏輯」,黃瑞祺與羅曉南主編。pp. 419-472。台北:松慧文化。

3. Book Reviews

  1. Hahnel R. The ABCs of Political Economy¾ A Modern Approach. (London, Pluto Press, 2002), paperback, ISBN 0 7453-1858-4.
    Review of Radical Political Economy, 2006
    , 38(3).
  2. Correa Carlos M., Intellectual Property Rights, the WTO and Developing Countries- The TRIPS Agreement and Policy Options
    Review of Political Economy, 2004.
  3. Tomer John F., The Human Firm: a Socio-Economic Analysis of its Behavior and Potential in a New Economic Age (New York, Routledge). 
    Review of Political Economy, 2001, 13(4), 546-547..
  4. Fayazmanesh S. and Tool Marc R. (Eds) Institutionalist Method and Value: Essays in Honour of Paul Dale Bush, 2Vols . (The Edward Elgar Publishing, Inc. Massachusetts)
    Review of Political Economy, 2001.
  5. Peter C. Y. Chow and Bates Gill (Eds) Weathering the Storm- Taiwan, its Neighbors, and the Asian Financial Crisis, (Washington D.C., Brookings Institution Press, 2000), pp. 234, ISBN 0-8157-1399-1. 
    Journal of Asian Economics
    , 2001, Volume 12, Issue 2, pp. 293-294.
  6. Halbert White, Advances in Econometric Theory-- The Selected Works of Halbert White
    The Statistician, 2000.
  7. Robert U. Ayres, Turning Point- An End to the Growth Paradigm.   
    Review of Political Economy
    , 2000.

 

4. Working Papers (Mostly Downloadable from Social Science Research Network)

  1. On the Persistence of the Forward Premium: Structural Changes or Misspecification? paper in PDF.
    co-author with Dr. Cindy Mo(
    牟萬馨)
  2. How Robust is Robust Covariance? paper in PDF. Also in SSRN http://ssrn.com/abstract=2280172
  3. Investigating the Heterogeneous Patterns of Income Inequality Convergence: Application of log t regression test. 
    paper in PDF.
  4. A Possible Solution to Forward Premium Anomaly.

 

5. 會議論文(Conference Papers)

     近年會議論文

  1. 「經濟學價值理論的人文基礎:一個時間與時間性的詮釋」。2005/6/25,東吳經濟思想與方法論研討會。

  2. The Smooth-saving-retention coefficient with country size. 2005/1/8,世新大學財金研討會。(Co-authored with Dr. 黃河泉)

  3. Exports and Endogenous Growth: Theory and Empirics。2003/10/23中研院總體計量研討會。中央研究院。(Co-authored with Dr. 謝宜倪)

  4. Substitutability of Consumption in a Permanent Income Model: Evaluating a System of Cointegrating Equations. 2003/10/17,淡江大學應用經濟研討會。淡江大學城區部。

    過去會議論文(past papers)

  1. The Term Structure of Interest Rate and Real Exchange Rate: An Econometric Evaluation. 台灣經濟學會2001年會。台北:中華經濟研究院。2001/12/16.

  2. Inflation thresholds and the Long-run PPP.  2001年總體計量模型研討會台北:中央研究院經濟研究所。2001/12/13。

  3. Does the Government of Taiwan Collect Seigniorage? 2001東吳經濟學術研討會。台北:東吳大學。

  4. Capital Structure and the Persistence of Profit:  Threshold Regression in Panel Data
    臺灣財務金融學會2001年財務金融學術暨實務研討會。淡江大學2001/06/02。

  5. Industrial Restructuring, Export Orientation and the Gender Wage Inequality in Taiwan’s Manufacturing Industries: Evidence from Panel Data. 國立台北大學經濟系第五屆經濟發展學術研討。2001/4/21.(Co-authored with 王怡修)
  6. Export orientation and Gender Wage Inequality: Evidence from Panel Threshold Model. 台灣經濟學會2000年會。台北:中華經濟研究院。2000/12/17.
  7. The Forward Rate Unbiasedness Hypothesis Reconsidered. 中國財務學會2000年財務金融學術暨實務研討會。輔仁大學2000/6/2~2000/6/3
  8. Consumption and Government Spending Substitutability Reconsidered: Evidence From Taiwan.中正大學第一屆實證經濟學研討會。嘉義:中正大學。2000/4/16.
  9. The Riskiness of Capital Structure and Foreign Exchange Exposure : A Micro Approach to the Asian Crisis. 2000 Conference on Asia-Pacific Financial Markets and Economies  (2000年亞太金融市場研討會) . "Asian Economy and Financial Markets After Crisis", 2000/3/13,台北: 凱悅飯店,元智大學管理學院及 University of Alberta合辦.
  10. 廠商資本結構風險暴露及1997亞洲金融風暴。2000東吳經濟學術研討會。台北:東吳大學。2000/3/4
  11. Regime-switching Substitutability of Government Spending and Cointegration: A Case of Taiwan. 台灣經濟學會1999年會。台北:中華經濟研究院。1999/12/19
  12. The Investment-saving Correlation reconsidered: Country Size and Regime-switching. 1999年總體計量模型研討會台北:中央研究院經濟研究所。1999/12/13~1999/12/14
  13. Foreign exchange regime and the effectiveness of fiscal expansion. 輔仁大學『總體經濟與國際金融研討會』1999/10/30
  14. "The long-run Phillips curve when the natural rate changes." Paper presented at the Annual Conference of Economic Science Association. Arizona. 1998/10/18
  15. 資訊流動與網際網路外部性」。。網路效果與外部性研討會,多媒體與網路產業研究中心。1998/05/02
  16. "Hongkong's Reverse and Taiwan's Economic Development-- The Political Economy of Taiwan's Trade Network." Paper presented at the Annual Conference of ASSA, CEANA technical session, 1998/01/03.
  17. "The Value of Incumbency under Informal Rivalry". Paper presented at the Annual Conference of Midwest Economic Association, 1998/3/20.
  18. "Network, Externalities, and the Economics of Online Service". 臺灣學術網路 (TaNet97 )1997 年會, 台灣大學, 199710/23.(後刊登於 網路年鑑:「網際網路線上服務之經濟分析」。1995: PP. 82-89)
  19. "The External Effects of Culture on Product Heterogeneity". Paper presented at the Annual Conference of Economic Science Society, 1997/9/29.
  20. "The Failure of Methodological Falsification in Economic Theory". Paper presented at the Annual Conference of History of Economics Society, 1996/6/30.
  21. " China-Taiwan Interdependence: A Cointegration Analysis". Paper presented at the Annual Conference of ASSA, CEANA session, 1994/1/3.
  22. "A Simple Growth Model with Exhaustible Resources: An Optimal Control Model". Paper presented at the Annual Conference of Western Economic Association , Lake Tahoe, 1993/6/30.