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(A)
期刊論文
Investor's Preference and Portfolio Selection: Is Diversification an
Appropriate Strategy? (with C.J. Hueng), forthcoming
Quantitative Finance, 2006. (SSCI)
Output
Convergence Revisited: New Time Series Results on Industrialized Countries
(with C.J. Hueng), forthcoming Applied Economics Letters, 2005. (SSCI)
Forecasting
Business Cycles Using Deviations from Long-Run Economic Relationships (with C.W.J. Granger
and N. Francis), Macroeconomic Dynamics, 7 (5), 2003, 734-758. (SSCI)
Are
Policy Rules Better Than the Discretionary System in Taiwan? (with J.P.
Cover and C.J. Hueng), Contemporary Economic Policy, Vol. 20
(1), January 2002, 60-71. (SSCI)
Sources
of Persistence in Cross-Country Income Disparities: A Structural Analysis
(with C.J. Hueng), Journal of Macroeconomics, Vol. 22 (4), Fall 2000, 611-630. (SSCI)
(B)
研討會論文
Macroeconomic forecasting and dynamic factors, Paper presented at the 2003
Western Economic Association International's 5th Biennial Pacific Rim
Conference, Taipei, Taiwan, January 9-12, 2003.
A
dual targets monetary policy rule for open economies: An application to
France (with C.J. Hueng),
Paper presented at the annual conference of Western Economic Association,
San Diego, July 1999.
(C) 專書及專書論文
Assessing
the performance of the monetary policies in Taiwan (with C.J. Hueng), 紀念梁國樹教授第五屆學術研討會論文集---當代貨幣金融問題,
林建甫編,
國立台灣大學經濟學系出版,
2001年9月,
161-174.
(D)
技術報告
Bond
Market Disequilibrium Index and Nonlinear Dynamics in the Term Structure of
Interest Rates, manuscript, 2005.
Asymmetric Exchange Rate Exposure and Industry Characteristics: Evidence
from Japanese Stock Returns (with C.C. Hsu and J. Wu), manuscript, 2005.
Macroeconomic Forecasting with Independent Component Analysis, manuscript,
2004.
群體行為與資產報酬,manuscript,
2003.
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