榮獲AACSB

培養國貿通才

雙聯學位&獎助學金

傑出系友

優秀新生獎學金

 
師資介紹

教授
陳仕偉


研究室分機:(04) 2359-0121 # 35310  


電子郵件:

   schen@thu.edu.tw
     shyhwei.chen@gmail.com


個人網頁: https://sites.google.com/site/shyhweichen/home


Educational Background

1. Ph.D., Economics, National Chengchi University.

2. M.A., Economics, Soochow University.

3. B.B.A., Business Administration, Soochow University.

Academic Experience

1. Professor, Department of International Business, Tunghai University.

2. Professor, Department of International Business, Chung Yuan Christian University.

3. Associate Professor, Department of Finance, Dayeh University.

4. Associate Professor, Department of Economics, Tunghai University.

5. Assistant Professor, Department of Economics, Tunghai University.

Specialty and Research Interests

1. International Economics

2. International Finance

3. Applied Time Series Analysis

4. Applied Econometrics

Honors and Awards

1. Excellent Mentor Award, Tunghai University, 2016

2. Excellent Research Award, Tunghai University, 2006

3. Type A Research Award, National Science of Council, 2000

    (NSC Type A Research Award was canceled in 2001)

Teaching Experience

1. Undergraduate: International Finance, Economics, Microeconomics, Macroeconomics, Statistics, Econometrics, Investments, Corporate Finance, Mathematics for Economics

2. Graduate: Macroeconomics, Time Series Analysis, Special Topics in Financial Time Series, Financial Econometric Analysis, Statistical Data Analysis, International Financial Management

3. Ph.D. program: Time Series Analysis


Book

1. Chen, S.-W. (2012), Markov Switching Model: Applications to Economics and Finance, compass      publishing.


Referred Publications

  1. Chen, S.-W. and Xie, Z. (2018), Smooth break, non-linearity and speculative bubbles: New evidence of the G7  stock markets, the Routledge Handbook: Advanced in Applied Financial Econometricsforthcoming.  
  2. Chen, S.-W., Xie, Z. and Liao, Y. (2018), Energy consumption promotes economic growth or economic growth causes energy use in China? A panel data analysis, Empirical Economics, forthcoming.【SSCI】 
  3. Chen, S.-W. and Xie, Z. (2017, November), Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity: New international evidence, International Review of Economics and Finance, 52, 188-209.SSCIMOST 105-2410-H-029-002
  4. Chen, S.-W. and Xie, Z. (2017), Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets, International Review of Economics and Finance, 48, 339-359.【SSCI
  5. Chen, S.-W. and Wu, A.-C. (2016), A note on testing for the periodically collapsing bubbles in Japanese REIT markets, International Review of Accounting, Banking and Finance, 8(3/4), 27-42.【EconLit
  6. Chen, S.-W. and Hsu, C.-S. (2016), Threshold, smooth transition and mean reversion in inflation: New evidence from European countries, Economic Modelling, 53, 23-36.[SSCI]
  7. Chen, S.-W., Hsu, C.-S. and Xie, Z. (2016), Are there periodically collapsing bubbles in the stock markets? New international evidence, Economic Modelling, 52, 442-451.[SSCI]
  8. Chen, S.-W., Hsu, C.-S. and Peng, C.-J. (2016), Are inflation rates mean reverting processes? Evidence from six Asian countriesJournal of Economics and Management, 12(1), 119-155 . [EconLit]
  9. Chen, S.-W. and Xie, Z.(2015), Nonlinear mean reversion in the consumption-income ratio: New evidence from the OECD countriesInternational Review of Accounting, Banking and Finance, 7(3/4), 30-56. [EconLit]
  10. Chen, S.-W. (2015), Revisiting the current account sustainability for the G-7 countries: the role of structural breaks and non-linearity, International Review of Accounting, Banking and Finance, 7(2), 3-31. [EconLit]
  11. Chen, S.-W. and Liu, T.-C.(2015), On asymmetric causality between stock prices and trading volume for some developed and emerging stock markets: A preliminary analysis, International Review of Accounting, Banking and Finance, 7(1), 3-26. [EconLit]
  12. Chen, S.-W. and Shen, C.-H. (2015), Revisiting the Feldstein-Horioka puzzle with regime switching: New evidence from European countries, Economic Modelling, 49, 260-269.[SSCI]
  13. Chen, S.-W. and Xie, Z. (2015), Testing for current account sustainability under assumptions of smooth break and nonlinearity, International Review of Economics and Finance, 38, 142-156.[SSCI]
  14. Xie, Z. and Chen, S.-W. (2015), Are there periodically collapsing bubbles in the REITmarkets? Newevidence fromthe US, Research in International Business and Finance, 33, 17–31. [EconLit]
  15. Chen, S.-W. (2014), Smooth transition, non-linearity and current account sustainability:evidence from the European countries, Economic Modelling, 38, 541–554. [SSCI, EconLit]
  16. Xie, Z. and Chen, S.-W. (2014), Untangling the causal relationship between government budget and current account deficits inOECDcountries: evidence from bootstrap panel Granger causality, International Review of Economics and Finance,31, 95–104. [SSCI, EconLit]
  17. Chen, S.-W. (2014), Testing for fiscal sustainability: new evidence from the G-7 and some European countries, Economic Modelling, 37, 1–15. [SSCI, EconLit]
  18. Chen, S.-W. and Lin, C.-H. (2014), Asymmetric causality between foreign exchangerates and stock prices: New evidence from the Pacific Rim economies,Journal of the Chinese Statistical Association, 52(2), 265-299. [EconLit, CIS]
  19. Chen, S.-W. and S.-M. Lin (2014),Non-linear dynamics in international resource markets: evidence from regime switching approach, Research in International Business and Finance, 30, 233-247. [EconLit]
  20. Xie, Z., Chen, S.-W. and Fang, C.-H. (2014), The foreign exchange exposure and stock returns: Evidence from multinational corporations in Taiwan, Journal of Economics and Management, 10(1), 49–68. [EconLit]
  21. Chen, S.-W. (2013), Long memory and regime switching properties of current account deficits in the US, Economic Modelling, 35, 78–87. [SSCI, EconLit]
  22. Chen, S.-W., Lin, S.-M. and Chin, C.-T. (2013), Quantitative Analysis of the Permanent and Transitory Components of CrudeOil Returnswith the Unobserved Component Markov Switching Model, Journal of the Chinese Statistical Association, 51(4), 500–529. [EconLit, Current Index to Statistics (CIS)]
  23. Chen, S.-W. and Chin, C.-T. (2013), Modeling Australian Business Cycle with Latent Information Markov Switching Model, The Empirical Economics Letters,12(1), 75–82. [EconLit]
  24. Chen, S.-W. and C.-H. Shen (2012), Examining the Stochastic Behavior of REIT Returns: Evidence from the Regime Switching Approach, Economic Modelling,29(2), 291-298. [SSCI, EconLit]
  25. Chen, S.-W. and C.-H. Chang (2012), A Preliminary analysis for the government budget deficits and sustainability: Evidence form the OECDnations, Journal of Economics and Management, 8(2), , 191–220. [EconLit]
  26. Chen, S.-W. (2012), Enhanced Reliability of Latent InformationMarkov Switching Model in Identifying Turning Points: Evidence from the G-7 Countries,Journal of the Chinese Statistical Association, 50(2), 71-104. [EconLit, Current Index to Statistics (CIS)]
  27. Chen, S.-W. and T.-Z. Chen (2012), Untangling the Non-linear Causal Nexus between the Exchange Rates and Stock Prices: New Evidence from the OECD Countries, Journal of Economic Studies, 39(2), 231–259. [EconLit]
  28. Chen, S.-W. (2011), Are Current Account Deficits Really Sustainable in the G-7 Countries? Japan and the World Economy, 23(3), 190–201. [SSCI, EconLit]
  29. Chen, S.-W. (2011), Current Account Deficits and Sustainability: Evidence from the OECD Countries, Economic Modelling, 28(4), 1455–1464. [SSCI, EconLit]
  30. Shen, C.-H, C.-C. Lee, Chen, S.-W., and Z.-X. Xie (2011), Roles Played by Financial Development in Economic Growth: Application of the Flexible Regression Model, Empirical Economics, 41(1), 103–135. [SSCI, EconLit]
  31. Chen, S.-W. and H.-W. Chen (2011), Stock Prices and Real Activity Nexus in the OECD Countries: Evidence from Linear and Non-linear Granger Causality Tests, International Review of Accounting, Banking and Finance, 3(4), 93–121.[EconLit]
  32. Chen, S.-W. and C.-W. Chen (2011), Modeling the Decline in Australian Real Output Volatility with Markov Switching Heteroscedasticity Model, The Empirical Economics Letters, 10(1), 35–43. [EconLit]
  33. Chen, S.-W. and T.-C. Chen (2011), The Causal Relationship between Exchange Rates and Stock Returns: Evidence from the G7 (in Chinese), Journal of Economics and Management, 7(1), 101–133. [EconLit]
  34. Shen, C.-H., Chen, S.-W. and C.-F. Chen (2010), The Dual Characteristics of Closed-End Country Fund — The Role of Risk, Applied Economics, 42(8), 1003–1013. [SSCI, EconLit]
  35. Chen, S.-W. (2010), Is the Arms Race between the PRC and Taiwan Simply a Myth? The Long-Run and Causal Relationship between Their Defense Spending Ratios, Applied Economics Letters, 17(2), 159–164. [SSCI, EconLit]
  36. Chen, S.-W. (2010), Testing the Hypothesis of Market Efficiency in the Taiwan-U.S. Forward Exchange Market Since 1990, Applied Economics, 42(1), 121–132.[SSCI, EconLit]
  37. Chen, S.-W. and X.-Y. Wu (2010), Nonlinear Reversion of the Current Account and its Implication for Sustainability: Evidence from eight European Countries(in Chinese), Journal of the Chinese Statistical Association, 48(4), 251–270. [EconLit, CIS]
  38. Chen, S.-W. (2010), New Evidence on the Random Walk Hypothesis of the Pacific Basin Exchange Rates: A Revisit, The Empirical Economics Letters, 9(7), 739–747. [EconLit]
  39. Chen, S.-W. (2010), RegimeNon-stationarity andNon-linearity in Inflation Rates:Evidence from OECD Countries, International Research Journal of Finance and Economics, 46, 47–57. [EconLit]
  40. Chen, S.-W. and C.-W. Chen (2010), Are the current account deficits sustainable?Evidence from theMediterranean Countries, The Empirical Economics Letters, 9(2), 113-119. [EconLit]
  41. Chen, S.-W. (2010), Testing for the Sustainability of the Current Account Deficit in Four Industrial Countries: A Revisitation, Economics Bulletin, 30(2), 1474-1495. [EconLit]
  42. Chen, S.-W. and C.-H. Shen (2009), Is the stock price higher than that implied by the fundamentals? International Research Journal of Finance and Economics, 29,87–109. [EconLit]
  43. Chen, S.-W. (2009), Random Walks in Asian Foreign Exchange Markets: Evidence from New Multiple Variance Ratio Tests, Economics Bulletin, 29(2), 1309–1320. [EconLit]
  44. Chen, S.-W. (2009), The Relationship between the Real Exchange Rate and Trade Balance revisited: New Evidence for the Four Little Dragons from Cointegration and Causality Testing, The Empirical Economics Letters, 8(2), 127–134.[EconLit]
  45. Chen, S.-W. and C.-H. Shen (2009), The Random Walk Hypothesis Revisited:Evidence fromtheOECDStock Prices, Economics Bulletin, 29(1), 286–302. [EconLit]
  46. Chen, S.-W. and C.-H. Shen (2009), Testing Regime Non-stationarity of the G-7 Inflation Rates: Evidence from the Markov Switching Unit Root Test, Journal of the Chinese Statistical Association, 47(1), 1–18. [EconLit, CIS] NSC 97-2410-H-212-008.
  47. Chen, S.-W. (2009), Investigating the Causalities among Unemployment, Income and Crime in Taiwan, Journal of Chinese Economic and Business Studies,7(1), 115–125. [EconLit]
  48. Chen, S.-W. and C.-H. Shen (2009), Long swing in appreciation and short swing in depreciation — Could they exist in Asian foreign exchange? International Research Journal of Finance and Economics, 23, 128–143. [EconLit]
  49. Chen, S.-W. and C.-H. Shen (2009), Can the nonlinear present value model explain the movement of stock price? International Research Journal of Finance and Economics, 23, 155–170. [EconLit]
  50. Chen, S.-W. (2009), Enhanced Reliability of the Fundamentals-Based Model in Determining the Exchange Rate: Evidence from Taiwan, International Research Journal of Finance and Economics, 23, 185–192. [EconLit]
  51. Chen, S.-W. andW.-L.Hsu (2009), Testing for the Long-RunNeutrality ofMoney for South Korea and Taiwan (in Chinese) , Journal of Economics andManagement,5(1), 1–27. [EconLit]
  52. Chen, S.-W. and B.-R. Huang (2009), Investigating the Causal Relationship between the Stock Returns and Trading Volume: Evidence from China (in Chinese),Journal of Statistics and Information, 11, 31–60.
  53. Chen, S.-W. (2008), Identifying U.S. Turning Points Revisited: the Panel Model with the Regime Switching Approach, Applied Economics Letters, 15(11), 893–897. [SSCI, EconLit]
  54. Chen, S.-W. (2008), Long-Run Aggregate Import Demand Function in Taiwan:Evidence fromtheARDLModel, Applied Economics Letters, 15(9), 731–735. [SSCI,EconLit]
  55. Chen, S.-W., C.-H. Shen and Z.-X. Xie (2008), Evidence of a Nonlinear Relationship between Inflation and Inflation Uncertainty: the Case of the Four Little Dragons, Journal of Policy Modeling, 30, 363–376. [SSCI, EconLit]
  56. Chen, S.-W. (2008), Testing Regime Non-stationarity of the G7 Stock Prices: Evidence from the Markov Switching Unit Root Test, The Empirical Economics Letters, 7(11), 1149–1157. [EconLit]
  57. Chen, S.-W. (2008), The Private Investment-Government Investment Nexus in Taiwan: Evidence from Granger Causality Tests, The Empirical Economics Letters, 7(9), 901–908. [EconLit]
  58. Chen, S.-W. (2008), Fine Tuning the Leading Indicator to Identify Turning Points:Evidence from Some OECD Countries, The Empirical Economics Letters, 7(7),699-706. [EconLit]
  59. Chen, S.-W. (2008), Untangling the Nexus of Stock Price and Trading Volume:Evidence fromthe Chinese StockMarket, Economics Bulletin, 7(15), 1–16. [EconLit]
  60. Chen, S.-W. (2008), Reliability of Coincident and Leading Indicators in Monitoring Real Estate Cycles? The Empirical Economics Letters, 7(3), 269–280. [EconLit]
  61. Shen, C.-H., Chen, S.-W. and M.-L. Lin (2008), Common Wave Behavior for Mergers and Acquisitions in OECD Countries? An Unique Analysis Using New Markov Switching Panel Model Approach, Economics Bulletin, 7(8), 1–12.
  62. Chen, S.-W. (2008), Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries, Economics Bulletin, 3(11), 1–11. [EconLit]
  63. Chen, S.-W. (2008), Untangling the Web of Causalities among Four Disaggregate Government Expenditures, Government Revenue and Output in Taiwan,Journal of Chinese Economic and Business Studies, 6(1), 99–107. [EconLit]
  64. Chen, S.-W. (2008), Are 19 Developed Countries Real Per Capita GDP levels Non-stationary? A Revisit, Economics Bulletin, 3(2), 1–11. [EconLit]
  65. Chen, S.-W., C.-H. Shen and B.-L. Lu (2008), Nonlinear property in stock pricedividend relation: International evidence (in Chinese), Journal of the ChineseStatistical Association, 46(1), 61–80. [EconLit, CIS]
  66. Chen, S.-W. and C.-H. Shen (2007), Evidence of the Duration-Dependence from the Stock Markets in Pacific Rim Economies, Applied Economics, 39, 1461-1474.[SSCI, EconLit]
  67. Chen, S.-W. and C.-H. Shen (2007), A Sneezes in the U.S., A Coughs in Japan,and Pneumonia in Taiwan? An Application of the Markov-Switching Vector Autoregressive Model, Economic Modelling, 23(1), 174-195. [SSCI, EconLit]
  68. Chen, S.-W. (2007),Measuring Business Cycle Turning Points in Japan with the Markov Switching PanelModel,Mathematics and Computers in Simulation, 76(4),263–270. [SCI]
  69. Chen, S.-W. and N.-C. Huang (2007), Testing Beta Coefficient of the International Capital Asset PricingModel: Evidence fromthe Asian Countries, Applied Financial Economics, 17, 313–327. [FLI, EconLit]
  70. Chen, S.-W. (2007), Evidence of the Long-Run Neutrality of Money: The Case of South Korea and Taiwan, Economics Bulletin, 3(64), 1–18. [EconLit]
  71. Chen, S.-W. and C.-H. Shen (2007), Reconfirming the Non-linearity in the Stock Price-Dividend Relation: Evidence from Long Span Data for the U.S., The Empirical Economics Letters, 6(4), 323–333. [EconLit]
  72. Chen, S.-W. (2007), Using Regional Cycles toMeasureNational Business Cycles in the US with theMarkov Switching PanelModel, Economics Bulletin, 3(46), 1–12.[EconLit]
  73. Chen, S.-W. and C.-H. Shen (2007), DoesMoney Exert Real Effect on Real Stock Price in Taiwan? A Simple Note, The Empirical Economics Letters, 6(3), 217-224.[EconLit]
  74. Chen, S.-W. (2007), Exactly What Is the Link between Export and Growth in Taiwan? New Evidence from the Granger Causality Test, Economics Bulletin,6(7), 1–10. [EconLit]
  75. Chen, S.-W. (2007), A Revisit on the Stock Price-Volume Relation in Five Asian Stock Markets (in Chinese), Quarterly Review of Financial Risk and Management,3(3), 81–110.
  76. Chen, S.-W. and C.-L. Chen (2007), How Important are the Market Fundamentals?Evidence from the StockMarkets in Taiwan and South Korea (in Chinese), Quarterly Review of Financial Risk and Management, 3(2), 56–84.
  77. Chen, S.-W. and L.-J. Lu (2007), Testing for Granger Causality in the Pork Price-Volume Relation: Evidence from Taiwan (in Chinese), Taiwan Economic Forum,5(1), 1–29.
  78. Chen, S.-W., C.-H. Shen and Z.-X. Xie (2006), Nonlinear Relationship between Inflation and Inflation Uncertainty in Taiwan, Applied Economics Letters, 13,529-533. [SSCI, EconLit]
  79. Chen, S.-W. and C.-H. Shen (2006),WhenWall street conflicts with main street:The divergent movements of Taiwan’s leading indicators, International Journal of Forecasting, 22, 317–339. [SSCI, EconLit]
  80. Chen, S.-W. and C.-H. Shen (2006), Can the identification puzzle of Taiwan’s turning points after 1990 be solved? EconomicModelling, 23(1), 174–195. [SSCI,EconLit]
  81. Chen, S.-W. (2006), Simultaneously Modeling the Volatility of the Growth Rate of Real GDP and Determining Business Cycle Turning Points: Evidence from the U.S., Canada and the UK, Mathematics and Computers in Simulation, 71(2),87-102. [SCI]
  82. Chen, S.-W. (2006), Enhanced Reliability of the Leading Indicator in Identifying Turning Points in Taiwan? An Evaluation, Economics Bulletin, 5(10), 1–17.[EconLit]
  83. Chen, S.-W. and C.-H. Shen (2006), Is There aDuration Dependence in Taiwan’s Business Cycles? International Economic Journal, 20(1), 109–127. [EconLit]
  84. Chen, S.-W. and L.-Y. Chen (2006), Evidence ofMarket Efficiency Hypothesis in the Taiwan-U.S. Forward Exchange Market (in Chinese), Journal of the Chinese Statistical Association, 44(3), 316-341. [EconLit, CIS]
  85. Chen, S.-W. and C.-W. Chen (2006), The effect of volatility clustering on causality test: The case of Taiwan’s stock and foreign exchange markets (in Chinese),Journal of Economics and Management, 2(1), 21–51. [EconLit]
  86. Chen, S.-W. (2006), An analysis of the effect of output volatility on turning points identification: International evidences (in Chinese), Journal of Social Science and Philosophy, 18(1), 37-76. [TSSCI]
  87. Chen, S.-W. and H.-J. Lin (2006), SegmentedMarket or IntegratedMarket? Evidence the Stock Markets of the United States and Japan to the Stock Markets of the Pacific Basin Countries (in Chinese), Quarterly Review of Financial Risk and Management, 2(4), 19-47.
  88. Chen, S.-W. and C.-W. Huang (2006), An Investigation on the behavior of real exchange rate: Evidence fromTaiwan, South Korea and Singapore (in Chinese),Taiwan Economic Forum, 4(8), 1-42.
  89. Chen, S.-W. (2005), A revisit on identifying Taiwan’s turning points (in Chinese), Journal of the Chinese Statistical Association, 43(4), 387–406. [EconLit,CIS]
  90. Chen, S.-W. (2005), Is the composite coincident index good predictor in forecasting turning points? Evidences from the U.S. and Taiwan (in Chinese), Journal of the Chinese Statistical Association, 43(1), 55–87. [EconLit, CIS]
  91. Chen, S.-W. (2005), Empirical Evidence of Asymmetries in Taiwan’s Business Cycles: A Simple Note, Taiwan Economic Forecast and Policy, 36(1), 81–102.[TSSCI]
  92. Chen, S.-W. and N.-C. Huang (2005), An Investigation on the ICAPM with Switching Betas: Evidence fromFour Pacific RimEconomies (in Chinese),Quarterly Review of Financial Risk and Management, 1(4), 43–68.
  93. Chen, S.-W. and C.-H. Shen (2004), Price common volatility or volume common volatility? Evidence from Taiwan exchange rate and stock markets, Asian Economic Journal, 18(2), 185–211. [SSCI, EconLit]
  94. Chen, S.-W. and C.-H. Shen (2004), GARCH, jumps and permanent and transitory components of volatility: The case of Taiwan exchange rate, Mathematics and Computer in Simulation, 67(3), 201–216. [SCI]
  95. Shen, C.-H. and Chen, S.-W. (2004), Long swing in appreciation and short swing in depreciation and does the market not know it—the case of Taiwan, International Economic Journal, 18(2), 195–213. [EconLit]
  96. Chen, S.-W. and Y.-C. Liu (2004), The forecasting ability of Taiwan’s leading indicators on business fluctuations (in Chinese), Taiwan Economic Forum, 2(11),1–34.
  97. Chen, S.-W. and C.-H. Shen (2003), Is information of financial variables consistent with that of real variables? Evidence from Taiwan’s leading indicators (in Chinese), Journal of Social Science and Philosophy, 15, 627–660. [TSSCI]
  98. Chen, S.-W. and C.-H. Shen (2003), An investigation on duration dependence:Evidence from Taiwan’s business cycles (in Chinese), Taiwan Economic Forecast and Policy, 34, 63–92. [TSSCI]
  99. Chen, S.-W. (2003), Is Taiwan’s 10th business cycle over yet? A simple note, Taiwan Economic Forecast and Policy, 33, 39–60. [TSSCI]
  100. Chen, S.-W. (2002), Is there a peak-reversion asymmetry in Taiwan’s business cycles? Taiwan Economic Review, 30, 531–562. [Econlit, TSSCI]
  101. Chen, S.-W. (2002), Time series analysis of inflation rates of eight Pacific Basin countries, Taiwan Journal of Political Economy, 4, 143–189.
  102. Chen, S.-W. (2001), A note on Taiwan’s business chronologies in terms of the Markov-switching factormodel, Taiwan Economic Review, 29, 153–176. [Econlit,TSSCI]
  103. Chen, S.-W. and J.-L. Lin (2000), Switching ARCHmodels of stockmarket volatility in Taiwan, Advances in Pacific Basin Business, Economics and Finance, 4, 1–21.[FLI, EconLit]
  104. Chen, S.-W. and J.-L. Lin (2000), Identifying turning points and business cycles in Taiwan: A multivariate dynamic Markov-switching factor model approach,Academia Economic Papers, 28, 289–321. [Econlit, TSSCI]
  105. Chen, S.-W. and J.-L. Lin (2000), Modelling business cycles in Taiwan with time-varying Markov-switching models, Academia Economic Papers, 28, 17–42.[Econlit, TSSCI]
  106. Lin, J.-L., C.-S. Wu and Chen, S.-W. (1999), Financial assets and savings: The case of Taiwan (in Chinese), Academia Economic Papers, 27, 81–102. [Econlit,TSSCI]
  107. Kao, Y.-S. and Chen, S.-W. (1997), Long-run relationship of female labor participation behavior in Taiwan (in Chinese), Soochow Journal of Economics and Business, 19, 81–108.
  108. Kao, Y.-S. and Chen, S.-W. (1994), The analysis of causal relationship on Taiwan female labor participation behavior (in Chinese), Journal of the Female and Gender, 5, 1–45.



Other Publications

1. Chen, S.-W. and W.-W. Chang (2013), Are the real estate investment trust markets efficient market? Evidence from the US, Japan and Taiwan (in Chinese),Quarterly Journal of Bank of Taiwan, 64(4), 56-85.

2. Chen, S.-W. and T.-L. Yu (2011), The Nexus between Saving, Investment and Economic Growth: Evidence from the OECD Countries and Taiwan (in Chinese), Quarterly Journal of Bank of Taiwan, 62(4), 189-233.

3. Chen, S.-W. and Y.-T. Chen (2011), Untangling the nexus between government expenditure and economic growth for the OECD countries: theWagner rule (in Chinese), Quarterly Journal of Bank of Taiwan, 62(2), 138-162.

4. Chen, S.-W. and C.-Y. Jie (2011), The Causal Relationship between Saving and Investment: Evidence from the US, Japan, South Korea and Taiwan (in Chinese), Quarterly Journal of Bank of Taiwan, 62(1), 66–85.

5. Chen, S.-W. and H.-W. Chen (2010), Nonlinear Causal Relationship between Stock Returns and Real Activity: Evidence from the OECD Countries (in Chinese),Quarterly Journal of Bank of Taiwan, 61(3), 262–300.

6. Chen, S.-W. and C.-W. Su (2010), The Causal Relationships between Exports, Imports and Economic Growth? Evidence from Singapore, Taiwan and Korea(in Chinese), Quarterly Journal of Bank of Taiwan, 61(2), 60–82.

7. Chen, S.-W. and C.-C. Chen (2009), Is the J-curve effect observable for the four little dragons (in Chinese), Quarterly Journal of Bank of Taiwan, 60(3), 242–276.

8. Chen, S.-W. and I.-C. Kuo (2008), The analysis of causal relationship on Taiwan female labor participation rate, fertility rate, divorce rate and economic growth (in Chinese), Quarterly Journal of Bank of Taiwan 59(4), 103–124.

9. Chen, S.-W. and H.-H. Chen (2007), How Reliability is the Monetary Exchange Rate Model in Determining the Exchange Rate: Evidence from Taiwan and South Korea (in Chinese), Quarterly Journal of Bank of Taiwan, 58(4), 160–182.

10. Chen, S.-W. and Y.-G. Lee (2006), Does growth drive export or export lead growth? evidence fromJapan, Taiwan and Korea (in Chinese), Quarterly Journal of Bank of Taiwan, 57(3), 47–72.

11. Chen, S.-W. and Y.-X. Lin (2005), International evidence on exchange rates fluctuation (in Chinese), Quarterly Journal of Bank of Taiwan, 56(1), 125–159.

12. Chen, S.-W. and J.-L. Tsay (2003), Investigation on Taiwan’s business cycles:An application of the Markov switching model (in Chinese), Quarterly Journal of Bank of Taiwan, 54(4), 1–27.


Conference Presentations

1. Chen, S.-W. and S.-M. Lin (2012), On Random Walk Hypothesis for the Crude Oil, Bituminous Coal andNatural GasMarkets: Evidence fromRegime Switching Approach, 2012 3rd IAEE Asian Conference, Kyoto University, Japan, January 20–22, 2012.

2. Chen, S.-W. and B.-R. Huang (2007), Investigating the Causal Relationship between the Stock Returns and Trading Volume: Evidence from China (in Chinese),2007 The Conference on Security and Corporate Finance Economics, I-Sou University, Kaohsiung, Taiwan, December 7, 2007.

3. Chen, S.-W. and C.-L. Chen (2006), Can the market fundamental explain the fluctuation of stock price: Evidence from Taiwan and South Korea (in Chinese), 2006 The Third Annual Conference on Applied Economics, National Chung Hsing University, Taichung, Taiwan, October 20, 2006.

4. Chen, S.-W. and N.-C. Huang (2005), Testing Beta Coefficient of the International Capital Asset Pricing Model: Evidence from the Asian Countries, The 2005 Conference on Globalization, International Trade and Economic Development,Shih Chien University, Taipei, Taiwan, June 25, 2005.

5. Chen, S.-W. and Z.-X. Xie (2004), The Nonlinear Relationship between inflation and inflation uncertainty: evidence of the East Asian Countries, The 5th Annual Conference on Empirical Economics, Feng-Chia University, Taichung, Taiwan,June 12–13, 2004.

6. Chen, S.-W. and Y.-C. Liu (2004), The forecasting ability of Taiwan’s leading indicators on business fluctuations: The 5th Annual Conference on Empirical Economics, Feng-Chia University, Taichung, Taiwan, June 12–13, 2004.

7. Chen, S.-W. and J.-W. Chen (2004), The effect of volatility clustering on causality test: The case of Taiwan’s stock and foreign exchage markets, The 5th Annual Conference on Empirical Economics, Feng ChiaUniversity, Taichung, Taiwan,June 12–13, 2004.

8. Chen, S.-W. (2003), Nonlinear Evidence of Taiwan’s Output Growth Rates, 2003 Macroeconometric Modelling Conference for Taiwanese Economy, Institute of Economics,Academia Sinica, Taipei, Taiwan, October 23–24, 2003.

9. Chen, S.-W. and C.-H. Shen (2003), GARCH, Jumps and Permanent and Transitory Components of Volatility: The Case of the Taiwan Exchange Rate, The Second Annual Conference on Applied Economics, Tamkang University, Taipei, Taiwan,October 17, 2003.

10. Shen, C.-Hand Chen, S.-W. (2003), Long swing in appreciation and short swing in depreciation — Do they exist in Asian foreign exchange? and why? The 4th Annual Conference on Empirical Economics, National Dong-Hwa University,Hwalien, Taiwan, April 26–27, 2003.

11. Chen, S.-W. and C.-H. Shen (2002), An investigation on duration dependence: Evidence from Taiwan’s business cycles (in Chinese) The First Annual Conference on Applied Economics,National ChungHsing University, Taichung, Taiwan,October 25, 2002.

12. Shen, C.-H and Chen, S.-W. (2002),WhenWall street conflicts with main street: The divergent movements of Taiwan’s leading indicators, The Political and Economic Reforms of Mainland China in a Changing Global Society, National Taiwan University, Taipei, Taiwan, Apirl 25–27, 2002.

13. Chen, S.-W. and C.-H Shen (2002), Price common volatility or volume common volatility? Evidence from Taiwan’s exchange rate and stock markets, The 3rd Annual Conference on Empirical Economics, National Chi-Nan University, Pu-Li,Taiwan, April 20–21, 2002.

14. Shen, C.-H and Chen, S.-W. (2001),WhenWall street conflicts with main street: The divergentmovements of Taiwan’s leading indicators, 2001 Taiwan Economic Association Annual Conference, Institute of Economics, Academia Sinica, Taipei,Taiwan, December 16, 2001.

15. Chen, S.-W. and C.-H Shen (2001), Price common volatility or volume common volatility? Evidence from Taiwan’s exchange rate and stock markets, 10th Conference on the Theories and Practices of Securities and Financial Markets, National Sun Yat-Sen University, Kaohsiung, Taiwan, December 15–16, 2001.

16. Shen, C-.H. and Chen, S.-W. (2001),WhenWall Street conflictswithmain street: The divergent movements of Taiwan’s leading indicators, 2001 International Quantitative Financial Conference, Institute of Statistics, Academia Sinica, Taipei,Taiwan, July 3–5, 2001.

17. Chen, S.-W. (2001), The structure of the inflation: International Evidences of the Pacific Basin countries, The Second Annual Conference on Empirical Economics, National Sun Yat-Sen University, Kaohsiung, Taiwan, May 13, 2001.

18. Chen, S.-W. and J.-L. Lin (1999), Econometric modelling business cycles in Taiwan with Markov-switching vector autoregressions, Macroeconomics and International Finance Conference, Fu-Jen Catholic University, Taipei, Taiwan, October 30, 1999.

19. Lin, J.-L. and Chen, S.-W. (1999), Searching for the bestMarkov switchingmodel for business cycles in Taiwan, 1999 NBER/NSF Time Series Conference, Institute of Economics, Academia Sinica, Taipei, Taiwan, December 16, 2001.

20. Chen, S.-W. and J.-L. Lin (1999), Modelling business cycles in Taiwan with time-varying Markov-switching models, The Eighth Southern Taiwan Statistical Conference, Chinese Military Academy, Kaohsiung, Taiwan, July 15–16, 2001.

21. Chen, S.-W. and J.-L. Lin (1999), Switching ARCHmodels of stockmarket volatility in Taiwan, The Seventh Conference on Pacific Basin Finance, Economics and Accounting, The Grand Hotel, Taipei, Taiwan, May 28–29, 1999.

22. Lin, J.-L. and Chen, S.-W. (1998), How useful is the leading indicator in forecasting future GDP in Taiwan? 1998 Taipei International Statistical Symposium,Institute of Statistics, Academia Sinica, Taipei, Taiwan, August 15–17, 1998.

23. Lin, J.-L., C.-S. Wu and Chen, S.-W. (1997), Financial assets and savings: The case of Taiwan, 1997 Macroeconometric Modelling Conference for Taiwanese Economy, Institute of Economics, Academia Sinica, Taipei, Taiwan, December 19–20,1997.

24. Lin, J.-L. and Chen, S.-W. (1997), Coincident index in Taiwan: AMarkov switching model approach, 1997 Taipei International Statistical Symposium, Institute of Statistics, Academia Sinica, Taipei, Taiwan, August 16–18, 1997.

 

 
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