姚 睿 (Ruey Yau)
 

 

職稱:副教授

 

國立中央大學 經濟學系

Phone: (03) 4227151 ext. 66312

Fax:     (03) 4222876

 

專長:總體經濟學、 應用時間序列分析

學歷

 

國立台灣大學經濟學系學士 (1986)

國立台灣大學經濟學碩士 (1988)

美國威斯康辛大學 (University of Wisconsin - Madison) 經濟學博士 (1996)

 

經歷

 

國立中央大學經濟學系副教授 (200408~)

輔仁大學經濟學系副教授 (199608~200407)

行政院經建會法規工作小組副研究員 (198809~198906)

 

學術著作

 (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, 20019, 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.

 

 

教授課程

 

總體經濟理論; 貨幣銀行學