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Publications

by members of

College of Business
Feng Chia University
Taichung, Taiwan

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2015

  1. CHEN, Cathy W.S. & WENG, Monica M.C. & WATANABE, Toshiaki & 渡部, 渡部, 2015. "Employing Bayesian Forecasting of Value-at-Risk to Determine an Appropriate Model for Risk Management," Discussion paper series HIAS-E-16, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.

2014

  1. Chen, Cathy W.S. & Gerlach, Richard, 2014. "Semi-parametric Expected Shortfall Forecasting," Working Papers 2014_02, University of Sydney Business School, Discipline of Business Analytics.
  2. Chen, Cathy W.S. & Gerlach, Richard & Lin, Edward M.H., 2014. "Bayesian Assessment of Dynamic Quantile Forecasts," Working Papers 2014-04, University of Sydney Business School, Discipline of Business Analytics.

2013

  1. Chu, Hsun & Lai, Ching-Chong & Cheng, Chu-Chuan, 2013. "Tax Havens, Growth, and Welfare," MPRA Paper 52878, University Library of Munich, Germany, revised Sep 2013.

2012

  1. Ho-Chuan Huang & WenShwo Fang & Stephen M. Miller, 2012. "The Effect of Growth Volatility on Income Inequality," Working papers 2012-09, University of Connecticut, Department of Economics.
  2. WenShwo Fang & Stephen M. Miller, 2012. "Output Growth and Its Volatility: The Gold Standard through the Great Moderation," Working papers 2012-11, University of Connecticut, Department of Economics.
  3. WenShwo Fang & Stephen M. Miller & Chih-Chuan Yeh, 2012. "The effect of ECSOs on energy use," Working papers 2012-13, University of Connecticut, Department of Economics.
  4. WenShwo Fang & Stephen M. Miller, 2012. "The effect of ESCOs on carbon dioxide emissions," Working papers 2012-14, University of Connecticut, Department of Economics.
  5. Ho-Chuan Huang & WenShwo Fang & Stephen M. Miller, 2012. "Banking Market Structure, Liquidity Needs, and Industrial Growth Volatility," Working papers 2012-26, University of Connecticut, Department of Economics.
  6. Ho-Chuan Huang & WenShwo Fang & Stephen M. Miller, 2012. "Does Financial Development Volatility Affect Industrial Growth Volatility?," Working papers 2012-45, University of Connecticut, Department of Economics.
  7. Chen, Cathy W.S. & Gerlach, Richard & Lin, Liou-Yan, 2012. "Bayesian Semi-parametric Expected Shortfall Forecasting in Financial M arkets," Working Papers 12 BAWP, University of Sydney Business School, Discipline of Business Analytics.
  8. Cathy Chen & Junichi Hirukawa & Hiroshi Shiraishi & Kenichiro Tamaki & Masanobu Taniguchi & David Veredas, 2012. "Statistical Estimation of Portfolios for Dependent Financial Returns," ULB Institutional Repository 2013/136659, ULB -- Universite Libre de Bruxelles.

2011

  1. Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Working Papers in Economics 11/22, University of Canterbury, Department of Economics and Finance.
  2. Chen, Cathy W.S. & Gerlach, Richard & Lee, Wcw & Lin, Edward M.H., 2011. "Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis," Working Papers 03/2011, University of Sydney Business School, Discipline of Business Analytics.

2010

  1. WenShwo Fang & Stephen M. Miller, 2010. "The Lag in Effect of Inflation Targeting and Policy Evaluation," Working papers 2010-01, University of Connecticut, Department of Economics.

2009

  1. WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2009. "Short- and Long-Run Differences in the Treatment Effects of Inflation Targeting on Developed and Developing Countries," Working papers 2009-14, University of Connecticut, Department of Economics, revised Jul 2010.
  2. Chan, Nancy Y. C. & Chen, Cathy W.S. & Gerlach, Richard, 2009. "Bayesian time-varying quantile forecasting for Value-at-Risk in financial markets," Working Papers 9 OMEWP, University of Sydney Business School, Discipline of Business Analytics.

2008

  1. Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008. "Is the Great Moderation Ending? UK and US Evidence," Working papers 2008-24, University of Connecticut, Department of Economics.
  2. WenShwo Fang & Stephen M. Miller, 2008. "Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited," Working papers 2008-47, University of Connecticut, Department of Economics.
  3. WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2008. "The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis," Working papers 2008-48, University of Connecticut, Department of Economics.

2007

  1. WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2007. "Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models," Working papers 2007-20, University of Connecticut, Department of Economics, revised Mar 2008.
  2. WenShwo Fang & Stephen M. Miller & Chih-Chuan Yeh, 2007. "Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability," Working papers 2007-45, University of Connecticut, Department of Economics, revised Jun 2009.
  3. Wang, Vey & Lai, Chung-Hui & Hu, Shih-Wen & Cheng, Chia-Hui, 2007. "股票政策宣告對農產品價格與股票價格的動態影響 [The impact of stock market policy announcement on commodity prices and share prices]," MPRA Paper 31178, University Library of Munich, Germany.

2005

  1. X. Henry Wang & Judy Hsu, 2005. "On Welfare under Cournot and Bertrand Competition in Differentiated Oligopolies," Working Papers 0514, Department of Economics, University of Missouri.
  2. WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005. "Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence," Working papers 2005-09, University of Connecticut, Department of Economics.
  3. WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005. "Export Promotion through Exchange Rate Policy: Exchange Rate Depreciation or Stabilization?," Working papers 2005-07, University of Connecticut, Department of Economics.

2004

  1. X. Henry Wang & Judy Hsu, 2004. "On the Licensing of Innovations under Strategic Delegation," Working Papers 0416, Department of Economics, University of Missouri, revised 23 Dec 2004.
  2. WenShwo Fang & Stephen M. Miller, 2004. "Exchange rate depreciation and exports: The case of Singapore revisited," Working papers 2004-45, University of Connecticut, Department of Economics.

2002

  1. WenShwo Fang & Stephen M. Miller, 2002. "Currency Depreciation and Korean Stock Market Performance during the Asian Financial Crisis," Working papers 2002-30, University of Connecticut, Department of Economics.
  2. WenShwo Fang & Stephen M. Miller, 2002. "Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis," Working papers 2002-31, University of Connecticut, Department of Economics.

Journal articles

Undated material is listed at the end

2024

  1. Ya-Chi Lin, 2024. "Taiwan’s Electricity Demand Under the COVID-19 and Supply Chain Disruption," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 60(4), pages 688-703, March.

2023

  1. Wang, Kai Y.K. & Chen, Cathy W.S. & So, Mike K.P., 2023. "Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis," Computational Statistics & Data Analysis, Elsevier, vol. 182(C).
  2. Chen, Cathy W.S. & Chen, Chun-Shu & Hsiung, Mo-Hua, 2023. "Bayesian modeling of spatial integer-valued time series," Computational Statistics & Data Analysis, Elsevier, vol. 188(C).
  3. Chen, Cathy W.S. & Watanabe, Toshiaki & Lin, Edward M.H., 2023. "Bayesian estimation of realized GARCH-type models with application to financial tail risk management," Econometrics and Statistics, Elsevier, vol. 28(C), pages 30-46.
  4. Chen, Cathy W.S. & Hsu, Hsiao-Yun & Watanabe, Toshiaki, 2023. "Tail risk forecasting of realized volatility CAViaR models," Finance Research Letters, Elsevier, vol. 51(C).
  5. Chen, Cathy W.S. & Liu, Feng-Chi & Pingal, Aljo Clair, 2023. "Integer-valued transfer function models for counts that show zero inflation," Statistics & Probability Letters, Elsevier, vol. 193(C).
  6. Manh Cuong Dong & Cathy W. S. Chen & Manabu Asai, 2023. "Bayesian non‐linear quantile effects on modelling realized kernels," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 981-995, January.
  7. Meng-Yi Tai & Shih-Wen Hu & Chi-Chur Chao, 2023. "Pandemic, tourism, and the economy: a tourism-revenue target zone approach," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 30(6), pages 1659-1674, November.
  8. Chang, Tsangyao & Hsu, Chen-Min & Chen, Sheng-Tung & Wang, Mei-Chih & Wu, Cheng-Feng, 2023. "Revisiting economic growth and CO2 emissions nexus in Taiwan using a mixed-frequency VAR model," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 319-342.

2022

  1. Cathy W S Chen & Tsai-Hung Fan, 2022. "Public opinion concerning governments’ response to the COVID-19 pandemic," PLOS ONE, Public Library of Science, vol. 17(3), pages 1-10, March.
  2. Cathy W. S. Chen & Edward M. H. Lin & Tara F. J. Huang, 2022. "Bayesian quantile forecasting via the realized hysteretic GARCH model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1317-1337, November.
  3. Ho, Tai-kuang & Lin, Ya-chi & Yeh, Kuo-chun, 2022. "The Borchardt Hypothesis: A Cliometric Reassessment of Germany’s Debt and Crisis during 1930–1932," The Journal of Economic History, Cambridge University Press, vol. 82(3), pages 691-726, September.
  4. Ya-Chi Lin & Chan-Hui Lin & Shin-Hui Chen & Kuo-Chun Yeh, 2022. "Youth’s Overseas Employment and Entrepreneurship: The Case of Taiwan," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(6), pages 1667-1676, May.

2021

  1. Judy Hsu & Thuy Linh Cao, 2021. "The Antecedents of Likelihood to Completion of Cross-Border M&As: An Empirical Analysis of ASEAN Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(10), pages 2888-2906, August.
  2. Lin, Tsai-Yu & Chen, Cathy W.S. & Syu, Fong-Yi, 2021. "Multi-asset pair-trading strategy: A statistical learning approach," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
  3. Cathy W. S. Chen & Hong Than-Thi & Manabu Asai, 2021. "On a Bivariate Hysteretic AR-GARCH Model with Conditional Asymmetry in Correlations," Computational Economics, Springer;Society for Computational Economics, vol. 58(2), pages 413-433, August.
  4. Cathy W. S. Chen & Sangyeol Lee & K. Khamthong, 2021. "Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts," Computational Statistics, Springer, vol. 36(1), pages 261-281, March.
  5. Cathy W. S. Chen & Bonny Lee, 2021. "Bayesian inference of multiple structural change models with asymmetric GARCH errors," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(3), pages 1053-1078, September.
  6. Tai‐kuang Ho & Ya‐chi Lin & Kuo‐chun Yeh, 2021. "The case for starting a new exchange rate after debt settlement: Reexamining alternatives to Argentina’s exchange rate policy in 2001–2002," Review of International Economics, Wiley Blackwell, vol. 29(3), pages 641-662, August.
  7. Ho, Tai-kuang & Lin, Ya-chi & Yeh, Kuo-chun, 2021. "Alternative Monetary Policies Under Keynesian Animal Spirits," Macroeconomic Dynamics, Cambridge University Press, vol. 25(1), pages 213-239, January.

2020

  1. Shen-Ming Lee & T. Martin Lukusa & Chin-Shang Li, 2020. "Estimation of a zero-inflated Poisson regression model with missing covariates via nonparametric multiple imputation methods," Computational Statistics, Springer, vol. 35(2), pages 725-754, June.
  2. Jhwueng, Dwueng-Chwuan, 2020. "Modeling rate of adaptive trait evolution using Cox–Ingersoll–Ross process: An Approximate Bayesian Computation approach," Computational Statistics & Data Analysis, Elsevier, vol. 145(C).

2019

  1. Judy Hsu & Longhua Liu & X. Henry Wang & Chenhang Zeng, 2019. "Ad Valorem Versus Per‐unit Royalty Licensing in a Cournot Duopoly Model," Manchester School, University of Manchester, vol. 87(6), pages 890-901, December.
  2. Cathy W. S. Chen & Khemmanant Khamthong & Sangyeol Lee, 2019. "Markov switching integer‐valued generalized auto‐regressive conditional heteroscedastic models for dengue counts," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 68(4), pages 963-983, August.
  3. Chen, Cathy W.S. & Dong, Manh Cuong & Liu, Nathan & Sriboonchitta, Songsak, 2019. "Inferences of default risk and borrower characteristics on P2P lending," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  4. Manh Cuong Dong & Cathy W. S. Chen & Sangyoel Lee & Songsak Sriboonchitta, 2019. "How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 343-366, January.
  5. Cathy W.S. Chen & Toshiaki Watanabe, 2019. "Bayesian modeling and forecasting of Value‐at‐Risk via threshold realized volatility," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 35(3), pages 747-765, May.
  6. Cathy W.S. Chen & Hong Than‐Thi & Mike K.P. So & Songsak Sriboonchitta, 2019. "Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time ‐varying correlations," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 35(6), pages 1301-1321, November.

2018

  1. Dong, Manh Cuong & Tian, Shaonan & Chen, Cathy W.S., 2018. "Predicting failure risk using financial ratios: Quantile hazard model approach," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 204-220.
  2. Shu-Hui Hsieh & Shen-Ming Lee & Su-Hao Tu, 2018. "Randomized response techniques for a multi-level attribute using a single sensitive question," Statistical Papers, Springer, vol. 59(1), pages 291-306, March.

2017

  1. Cathy W. S. Chen & Sangyeol Lee, 2017. "Bayesian causality test for integer-valued time series models with applications to climate and crime data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(4), pages 797-814, August.
  2. Chen, Cathy W.S. & Wang, Zona & Sriboonchitta, Songsak & Lee, Sangyeol, 2017. "Pair trading based on quantile forecasting of smooth transition GARCH models," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 38-55.
  3. Chen, Cathy W.S. & Lin, Tsai-Yu, 2017. "Nonparametric tolerance limits for pair trading," Finance Research Letters, Elsevier, vol. 21(C), pages 1-9.
  4. Cathy W. S. Chen & Muyi Li & Nga T. H. Nguyen & Songsak Sriboonchitta, 2017. "On Asymmetric Market Model with Heteroskedasticity and Quantile Regression," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 155-174, January.
  5. Sangyeol Lee & Siyun Park & Cathy W. S. Chen, 2017. "On Fisher’s dispersion test for integer-valued autoregressive Poisson models with applications," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(20), pages 9985-9994, October.
  6. Ya-Chi Lin & Kuo-Chun Yeh, 2017. "Measuring the end of the European financial crisis," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 25(4), pages 663-680, October.
  7. Lai, Chung-Hui & Hu, Shih-Wen & Wang, Vey & Chao, Chi-Chur, 2017. "Agricultural R&D, policies, (in)determinacy, and growth," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 328-341.
  8. Tai, Meng-Yi & Hu, Shih-Wen & Chao, Chi-Chur & Wang, Vey, 2017. "Foreign buyers and housing price dynamics," International Review of Economics & Finance, Elsevier, vol. 52(C), pages 368-379.

2016

  1. Judy Hsu, 2016. "Firm Productivity and Mode of Foreign Expansion: Evidence from Taiwanese Manufacturing Firms," Global Economic Review, Taylor & Francis Journals, vol. 45(4), pages 405-415, October.
  2. Cathy W.S. Chen & Mike K.P. So & Thomas C. Chiang, 2016. "Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach," The Japanese Economic Review, Japanese Economic Association, vol. 67(1), pages 96-124, March.
  3. Chen, Cathy W.S. & Lee, Sangyeol, 2016. "Generalized Poisson autoregressive models for time series of counts," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 51-67.
  4. Richard Gerlach & Cathy W. S. Chen, 2016. "Bayesian Expected Shortfall Forecasting Incorporating the Intraday Range," Journal of Financial Econometrics, Oxford University Press, vol. 14(1), pages 128-158.
  5. Buu‐Chau Truong & Cathy W. S. Chen & Mike K. P. So, 2016. "Model selection of a switching mechanism for financial time series," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 32(6), pages 836-851, November.
  6. Richard Gerlach & Cathy W. S. Chen & Edward M. H. Lin, 2016. "Bayesian Assessment of Dynamic Quantile Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(8), pages 751-764, December.
  7. Ya-Chi Lin & Kuo-Chun Yeh, 2016. "The Impact of 2007/08 Financial Crisis on the Stability and Enlargement of the EMU," Review of Development Economics, Wiley Blackwell, vol. 20(2), pages 624-634, May.
  8. Tai, Meng-Yi & Chao, C.C. & Lu, Lee-Jung & Hu, Shih-Wen & Wang, Vey, 2016. "Land conservation, growth and welfare," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 102-110.
  9. Shu-Hui Hsieh & Shen-Ming Lee & Chin-Shang Li & Su-Hao Tu, 2016. "An alternative to unrelated randomized response techniques with logistic regression analysis," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 25(4), pages 601-621, November.
  10. T. Martin Lukusa & Shen-Ming Lee & Chin-Shang Li, 2016. "Semiparametric estimation of a zero-inflated Poisson regression model with missing covariates," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(4), pages 457-483, May.
  11. Shen‐Ming Lee & Wen‐Han Hwang & Jean de Dieu Tapsoba, 2016. "Estimation in closed capture–recapture models when covariates are missing at random," Biometrics, The International Biometric Society, vol. 72(4), pages 1294-1304, December.
  12. Chen, Ping-Yu & Chen, Sheng-Tung & Hsu, Chia-Sheng & Chen, Chi-Chung, 2016. "Modeling the global relationships among economic growth, energy consumption and CO2 emissions," Renewable and Sustainable Energy Reviews, Elsevier, vol. 65(C), pages 420-431.
  13. Sheng-Tung Chen, 2016. "A Fiscal View on Analyzing the Impact of Organizing Mega Sporting Events," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 12(2), pages 205-226, August.
  14. Shu-Yi Liao & Sheng-Tung Chen & Mao-Lung Huang, 2016. "Will the oil price change damage the stock market in a bull market? A re-examination of their conditional relationships," Empirical Economics, Springer, vol. 50(3), pages 1135-1169, May.
  15. D.-C. Jhwueng & V. Maroulas, 2016. "Adaptive trait evolution in random environment," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(12), pages 2310-2324, September.

2015

  1. Hsu, Judy & Tiao, Yu-En, 2015. "Patent rights protection and foreign direct investment in Asian countries," Economic Modelling, Elsevier, vol. 44(C), pages 1-6.
  2. Tai, Meng-Yi & Chao, Chi-Chur & Hu, Shih-Wen, 2015. "Pollution, health and economic growth," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 155-161.
  3. Shih-Wen Hu & Li-Ju Chen & Vey Wang & Meng-Yi Tai & Lee-Jung Lu & Chiu-Yue Lin, 2015. "Energy Policies and Food Prices," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 11(1), pages 47-68, January.
  4. Wang, Wan-Lun, 2015. "Mixtures of common t-factor analyzers for modeling high-dimensional data with missing values," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 223-235.
  5. Wan-Lun Wang & Tsung-I Lin, 2015. "Robust model-based clustering via mixtures of skew-t distributions with missing information," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(4), pages 423-445, December.
  6. Sheng-Tung Chen & Jyun-Wei Lai & Arwin Pang, 2015. "The effect of military service system change on the demand for military expenditure," Defence and Peace Economics, Taylor & Francis Journals, vol. 26(6), pages 623-633, December.
  7. Hsun Chu & Chu-Chuan Cheng & Yu-Bong Lai, 2015. "A political economy of tax havens," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 22(6), pages 956-976, December.
  8. Hsun Chu & Ching-Chong Lai & Chu-Chuan Cheng, 2015. "Tax Havens, Growth, and Welfare," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 17(6), pages 802-823, December.

2014

  1. Judy Hsu & Ya-Ping Chuang, 2014. "International technology spillovers and innovation: Evidence from Taiwanese high-tech firms," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 23(3), pages 387-401, April.
  2. Chen, Cathy W.S. & Gerlach, Richard & Lin, Edward M.H., 2014. "Bayesian estimation of smoothly mixing time-varying parameter GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 194-209.
  3. S.T. Boris Choy & Cathy W.S. Chen & Edward M.H. Lin, 2014. "Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations," Quantitative Finance, Taylor & Francis Journals, vol. 14(7), pages 1297-1313, July.
  4. Chen, Li-Ju & Hu, Shih-Wen & Wang, Vey & Wen, Jiandong & Ye, Chusheng, 2014. "The effects of purchasing and price subsidy policies for agricultural products under target zones," Economic Modelling, Elsevier, vol. 43(C), pages 439-447.
  5. Tai, Meng-Yi & Chao, Chi-Chur & Hu, Shih-Wen & Lai, Ching-Chong & Wang, Vey, 2014. "Monetary policy and price dynamics in a commodity futures market," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 372-379.
  6. Chen, Li-Ju & Lu, Lee-Jung & Tai, Meng-Yi & Hu, Shih-Wen & Wang, Vey, 2014. "Energy structure, energy policy, and economic sustainable development," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 203-210.
  7. Chi-Chur Chao & Li-Ju Chen & Shih-Wen Hu & Ching-Yi Huang & Vey Wang, 2014. "Stock prices, foreign reserves, and regime collapse," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 21(2), pages 207-225, June.
  8. Shiow-Lan Gau & Jean Dieu Tapsoba & Shen-Ming Lee, 2014. "Bayesian approach for mixture models with grouped data," Computational Statistics, Springer, vol. 29(5), pages 1025-1043, October.
  9. Ho-don Yan, 2014. "Introduction," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 7(2), pages 121-129.
  10. Ho-Don Yan & Chyong Ling Judy Chen, 2014. "Burgeoning Chinese postpartum nursing enterprises and birth tourism - the perspective from transaction cost entrepreneurship," World Review of Entrepreneurship, Management and Sustainable Development, Inderscience Enterprises Ltd, vol. 10(4), pages 502-518.
  11. Jhwueng Dwueng-Chwuan & Huzurbazar Snehalata & O’Meara Brian C. & Liu Liang, 2014. "Investigating the performance of AIC in selecting phylogenetic models," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 13(4), pages 459-475, August.

2013

  1. Judy Hsu & Kuo-An Li, 2013. "Performance assessments of Taiwan’s financial holding companies," Journal of Productivity Analysis, Springer, vol. 40(1), pages 137-151, August.
  2. Cathy Chen & Shu-Yu Chen & Sangyeol Lee, 2013. "Bayesian Unit Root Test in Double Threshold Heteroskedastic Models," Computational Economics, Springer;Society for Computational Economics, vol. 42(4), pages 471-490, December.
  3. Cathy Chen & Richard Gerlach, 2013. "Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity," Computational Statistics, Springer, vol. 28(3), pages 1103-1131, June.
  4. Cathy Chen & Feng-Chi Liu & Mike So, 2013. "Threshold variable selection of asymmetric stochastic volatility models," Computational Statistics, Springer, vol. 28(6), pages 2415-2447, December.
  5. Chen, Li-Ju & Ye, Chusheng & Hu, Shih-Wen & Wang, Vey & Wen, Jiandong, 2013. "The Effect of a Target Zone on the Stabilization of Agricultural Prices and Farmers' Nominal Income," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(1), pages 1-14, April.
  6. Chao, Chi-Chur & Lu, Lee-Jung & Lai, Ching-Chong & Hu, Shih-Wen & Wang, Vey, 2013. "Devaluation, pass-through and foreign reserves dynamics in a tourism economy," Economic Modelling, Elsevier, vol. 30(C), pages 456-461.
  7. Chao, Chi-Chur & Hu, Shih-Wen & Lai, Ching-Chong & Tai, Meng-Yi & Wang, Vey, 2013. "Tariff-tax reform and exchange rate dynamics in a monetary economy," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 63-73.
  8. Hsieh, Shu-Hui & Li, Chin-Shang & Lee, Shen-Ming, 2013. "Logistic regression with outcome and covariates missing separately or simultaneously," Computational Statistics & Data Analysis, Elsevier, vol. 66(C), pages 32-54.
  9. Wan-Lun Wang & Tsung-I Lin, 2013. "An efficient ECM algorithm for maximum likelihood estimation in mixtures of t-factor analyzers," Computational Statistics, Springer, vol. 28(2), pages 751-769, April.
  10. Wang, Wan-Lun, 2013. "Mixtures of common factor analyzers for high-dimensional data with missing information," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 120-133.
  11. Ho-Don Yan & Ching-Chuan Tsong, 2013. "Are reserve holdings in emerging Asian countries excessive? - The intertemporal balance perspective," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 6(3), pages 304-323.
  12. Ho-Don Yan, 2013. "Entrepreneurship, competitive strategies, and ascending global brands from Taiwan: lessons for emerging markets," International Journal of Business and Globalisation, Inderscience Enterprises Ltd, vol. 10(3), pages 325-344.
  13. Wen-Hsien Tsai & Sin-Jin Lin & Ya-Fen Lee & Yao-Chung Chang & Jui-Ling Hsu, 2013. "Construction method selection for green building projects to improve environmental sustainability by using an MCDM approach," Journal of Environmental Planning and Management, Taylor & Francis Journals, vol. 56(10), pages 1487-1510, December.
  14. Dwueng-Chwuan Jhwueng, 2013. "Assessing the Goodness of Fit of Phylogenetic Comparative Methods: A Meta-Analysis and Simulation Study," PLOS ONE, Public Library of Science, vol. 8(6), pages 1-12, June.
  15. Chu-Shiu Li & Chwen-Chi Liu & Yu-Chen Kuo & Chen-Sheng Yang, 2013. "Health insurance provision and labor contracts for small firms," Small Business Economics, Springer, vol. 40(2), pages 325-334, February.

2012

  1. Wang, David Han-Min & Yu, Tiffany Hui-Kuang & Hu, Heng-Chang, 2012. "On the asymmetric relationship between the size of the underground economy and the change in effective tax rate in Taiwan," Economics Letters, Elsevier, vol. 117(1), pages 340-343.
  2. Chan, J.S.K. & Lam, C.P.Y. & Yu, P.L.H. & Choy, S.T.B. & Chen, C.W.S., 2012. "A Bayesian conditional autoregressive geometric process model for range data," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3006-3019.
  3. Lin, Edward M.H. & Chen, Cathy W.S. & Gerlach, Richard, 2012. "Forecasting volatility with asymmetric smooth transition dynamic range models," International Journal of Forecasting, Elsevier, vol. 28(2), pages 384-399.
  4. Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael, 2012. "Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range," International Journal of Forecasting, Elsevier, vol. 28(3), pages 557-574.
  5. Cathy Chen & Simon Lin & Philip Yu, 2012. "Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity," Computational Economics, Springer;Society for Computational Economics, vol. 40(1), pages 19-48, June.
  6. Cathy W.S. Chen & Richard Gerlach & Edward M. H. Lin & W. C. W. Lee, 2012. "Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(8), pages 661-687, December.
  7. Chi-Chur Chao & Shih-Wen Hu & Lee-Jung Lu, 2012. "Price Dynamics, Foreign Exchange And Anticipated Shocks In A Tourism Economy," Pacific Economic Review, Wiley Blackwell, vol. 17(3), pages 355-365, August.
  8. Shen-Ming Lee & Chin-Shang Li & Shu-Hui Hsieh & Li-Hui Huang, 2012. "Semiparametric estimation of logistic regression model with missing covariates and outcome," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(5), pages 621-653, July.
  9. Yi-Chein Chiang & Hsin-Chiu Huang, 2012. "Equity Agency Costs And Internationalization: The Effect Of Revised Accounting Standards In Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(2), pages 101-111.
  10. Wang, Wan-Lun & Fan, Tsai-Hung, 2012. "Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 300-310.
  11. Ho-don Yan & Cheng-lang Yang, 2012. "Are there different linkages of foreign capital inflows and the current account between industrial countries and emerging markets?," Empirical Economics, Springer, vol. 43(1), pages 25-54, August.
  12. Chen, Ping-Yu & Chen, Sheng-Tung & Chen, Chi-Chung, 2012. "Energy consumption and economic growth—New evidence from meta analysis," Energy Policy, Elsevier, vol. 44(C), pages 245-255.
  13. Sheng-Tung Chen & Hsiao-I. Kuo & Chi-Chung Chen, 2012. "Estimating the extreme behaviors of students performance using quantile regression -- evidences from Taiwan," Education Economics, Taylor & Francis Journals, vol. 20(1), pages 93-113, December.
  14. Cheng, Chu-Chuan & Lai, Yu-Bong, 2012. "Does a stricter enforcement policy protect the environment? A political economy perspective," Resource and Energy Economics, Elsevier, vol. 34(4), pages 431-441.
  15. R. Tucker Gilman & Scott L. Nuismer & Dwueng-Chwuan Jhwueng, 2012. "Coevolution in multidimensional trait space favours escape from parasites and pathogens," Nature, Nature, vol. 483(7389), pages 328-330, March.

2011

  1. Yu, Tiffany Hui-Kuang, 2011. "Heterogeneous effects of different factors on global ICT adoption," Journal of Business Research, Elsevier, vol. 64(11), pages 1169-1173.
  2. Judy Hsu & X. Henry Wang, 2011. "A Note on the Efficiency of Indirect Taxes in an Asymmetric Cournot Oligopoly," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 53-59, February.
  3. Judy Hsu, 2011. "How do innovation and exchange rate changes affect firms' mode of foreign expansion?," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 20(4), pages 429-447.
  4. Gerlach, Richard H. & Chen, Cathy W. S. & Chan, Nancy Y. C., 2011. "Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 481-492.
  5. Chen, Cathy W.S. & Chan, Jennifer S.K. & So, Mike K.P. & Lee, Kevin K.M., 2011. "Classification in segmented regression problems," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2276-2287, July.
  6. Cathy Chen & Feng Liu & Richard Gerlach, 2011. "Bayesian subset selection for threshold autoregressive moving-average models," Computational Statistics, Springer, vol. 26(1), pages 1-30, March.
  7. Cathy W. S. Chen & Richard H. Gerlach & Ann M. H. Lin, 2011. "Multi-regime nonlinear capital asset pricing models," Quantitative Finance, Taylor & Francis Journals, vol. 11(9), pages 1421-1438, April.
  8. Chao, Chi-Chur & Hu, Shih-Wen & Tai, Meng-Yi & Wang, Vey, 2011. "Monetary policy announcements and stock price dynamics in a small open economy," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 520-531, October.
  9. S. Hsieh & S. Lee & P. Shen & M. Liu, 2011. "Conditional likelihood estimation and efficiency comparisons in proportional odds model with missing covariates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(5), pages 887-921, October.
  10. Shen-Ming Lee & Mei-Jih Gee & Shu-Hui Hsieh, 2011. "Semiparametric Methods in the Proportional Odds Model for Ordinal Response Data with Missing Covariates," Biometrics, The International Biometric Society, vol. 67(3), pages 788-798, September.
  11. Jian-Hsin Chou & Mei-Chu Ke & Yi-Chein Chiang & Tung Liang Liao, 2011. "The weekly pattern of commercial paper across different trading-day regimes," Quantitative Finance, Taylor & Francis Journals, vol. 11(9), pages 1273-1283, September.
  12. Ho-Don Yan & Yu-Chen Kuo & Shan-Yu Chen, 2011. "Entrepreneurship and an Apprentice-based Cluster: The Evolution of Houli's Saxophone Cluster in Taiwan," Global Economic Review, Taylor & Francis Journals, vol. 40(4), pages 483-502, December.
  13. Wen-Jhan Jane & Yi-Pey-Ou & Sheng-Tung Chen, 2011. "The Effects of Equities on Team Performance for Winners and Losers in Nippon Professional Baseball: A Quantile Analysis," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 70(2), pages 117-138, July.
  14. Sheng-Jang Sheu & Chih-Yu Chang & Yu-Chen Kuo, 2011. "The Impact of National Health Insurance on Labor Force Participation of Older Men in Taiwan," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 7(2), pages 199-226, July.

2010

  1. Judy Hsu & X. Henry Wang, 2010. "Horizontal Mergers In A Differentiated Cournot Oligopoly," Bulletin of Economic Research, Wiley Blackwell, vol. 62(3), pages 305-314, July.
  2. Cathy W. S. Chen & Richard H. Gerlach & Ann M. H. Lin, 2010. "Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 26(1), pages 28-49, January.
  3. Vey Wang & Chung-Hui Lai & Lung-Sheng Lee & Shih-Wen Hu, 2010. "Franchise fee, contract bargaining, and economic growth," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 19(6), pages 539-552.
  4. Yi-Chein Chiang & Jing-Syue Lin, 2010. "A study of the capital structure of Taiwanese firms investing in China," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 8(2), pages 185-201.
  5. Wang, Wan-Lun & Fan, Tsai-Hung, 2010. "ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1328-1341, May.
  6. Sheng-Tung Chen & Chi-Chung Chen & Yoonbai Kim, 2010. "Economic growth and government size in oecd countries: new evidence from the quantile regression approach," Economics Bulletin, AccessEcon, vol. 30(3), pages 1-22.
  7. Chen, Sheng-Tung & Kuo, Hsiao-I & Chen, Chi-Chung, 2010. "Modeling the relationship between the oil price and global food prices," Applied Energy, Elsevier, vol. 87(8), pages 2517-2525, August.
  8. Wen-Jhan Jane & Nai-Fong Kuo & Jyun-Yi Wu & Sheng-Tung Chen, 2010. "The Attraction of Baseball Games in a Small-Size League: Are the Effects of Outcome Uncertainties Really Important?," International Journal of Sport Finance, Fitness Information Technology, vol. 5(4), pages 296-313, November.
  9. Sheng-Tung Chen & Chih-Ching Yang & Wei-Chun Tseng & Chi-Chung Chen, 2010. "Options using a collective lottery to ration vaccines during an influenza pandemic," Applied Economics, Taylor & Francis Journals, vol. 42(8), pages 1055-1065.

2009

  1. Tiffany Hui-Kuang Yu & Kun-Huang Huarng & Rapon Rianto, 2009. "Neural network-based fuzzy auto-regressive models of different orders to forecast Taiwan stock index," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 1(3), pages 347-358.
  2. Chen, Cathy W.S. & Gerlach, Richard & Wei, D.C.M., 2009. "Bayesian causal effects in quantiles: Accounting for heteroscedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1993-2007, April.
  3. Lai, YiHao & Chen, Cathy W.S. & Gerlach, Richard, 2009. "Optimal dynamic hedging via copula-threshold-GARCH models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2609-2624.
  4. Chen, Cathy W.S. & Gerlach, Richard & Cheng, Nick Y.P. & Yang, Y.L., 2009. "The impact of structural breaks on the integration of the ASEAN-5 stock markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2654-2664.
  5. Cathy W. S. Chen & Mike K. P. So & Edward M. H. Lin, 2009. "Volatility forecasting with double Markov switching GARCH models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(8), pages 681-697.
  6. Yuan-Hong Ho & Chiung-Ju Huang, 2009. "Tax-Spend, Spend-Tax, or Fiscal Synchronization: A Panel Analysis of the Chinese Provincial Real Data," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 5(2), pages 257-272, July.
  7. Hsieh, S.H. & Lee, S.M. & Shen, P.S., 2009. "Semiparametric analysis of randomized response data with missing covariates in logistic regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2673-2692, May.
  8. Chiang, Yi-Chein & Ko, Chun-Lein, 2009. "An empirical study of equity agency costs and internationalization: Evidence from Taiwanese firms," Research in International Business and Finance, Elsevier, vol. 23(3), pages 369-382, September.

2008

  1. Chen, Cathy W.S. & Gerlach, Richard & Lin, Edward M.H., 2008. "Volatility forecasting using threshold heteroskedastic models of the intra-day range," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 2990-3010, February.
  2. So, Mike K.P. & Chen, Cathy W.S. & Lee, Jen-Yu & Chang, Yi-Ping, 2008. "An empirical evaluation of fat-tailed distributions in modeling financial time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(1), pages 96-108.
  3. Chen, Cathy W.S. & Gerlach, Richard H. & Tai, Amanda P.J., 2008. "Testing for nonlinearity in mean and volatility for heteroskedastic models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(3), pages 489-499.
  4. Yi-Chein Chiang & Sheng-Wei Chen, 2008. "The Relationship Between Internationalization And Capital Structures Of Taiwan Firms," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 2(1), pages 1-12.
  5. Ho-Don Yan, 2008. "Taiwan's Yacht Industry: A Tale of Two Entrepreneurial Firms," Global Economic Review, Taylor & Francis Journals, vol. 37(4), pages 469-486.
  6. Ho-Don Yan & Mei-Chih Hu, 2008. "Strategic entrepreneurship and the growth of the firm: the case of Taiwan's bicycle industry," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 10(1), pages 11-34.
  7. Yan, Ho-don & Yang, Cheng-lang, 2008. "Foreign Capital Inflows and the Current Account Imbalance: Which Causality Direction?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 23, pages 434-461.
  8. Tsai, Wen-Hsien & Hsu, Jui-Ling, 2008. "Corporate social responsibility programs choice and costs assessment in the airline industry—A hybrid model," Journal of Air Transport Management, Elsevier, vol. 14(4), pages 188-196.
  9. Yu-Chen Kuo, 2008. "Wage Inequality and Propensity to Marry after 1980 in Taiwan," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 7(3), pages 231-248, December.

2007

  1. Tiffany Hui-Kuang Yu & Hong Yih Chu, 2007. "Is health care really a luxury? A demand and supply approach," Applied Economics, Taylor & Francis Journals, vol. 39(9), pages 1127-1131.
  2. David Han-Min Wang & Tiffany Hui-Kuang Yu, 2007. "The role of interest rate in investment decisions: a fuzzy logic framework," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 9(4), pages 448-457.
  3. Thomas C. Chiang & Cathy W.S. Chen & Mike K.P. So, 2007. "Asymmetric Return and Volatility Responses to Composite News from Stock Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 11(3-4), pages 179-210, September.
  4. Mike K. P. So & Cathy W. S. Chen & Thomas C. Chiang & Doris S. Y. Lin, 2007. "Modelling financial time series with threshold nonlinearity in returns and trading volume," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 23(4), pages 319-338, July.
  5. Ke, Mei-Chu & Chiang, Yi-Chein & Liao, Tung Liang, 2007. "Day-of-the-week effect in the Taiwan foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2847-2865, September.
  6. Yan, Ho-don, 2007. "Does capital mobility finance or cause a current account imbalance?," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(1), pages 1-25, March.
  7. Chen, Sheng-Tung & Kuo, Hsiao-I & Chen, Chi-Chung, 2007. "The relationship between GDP and electricity consumption in 10 Asian countries," Energy Policy, Elsevier, vol. 35(4), pages 2611-2621, April.
  8. Chien-Chiang Lee & Sheng-Tung Chen, 2007. "Do Defence Expenditures Spur Gdp? A Panel Analysis From Oecd And Non-Oecd Countries," Defence and Peace Economics, Taylor & Francis Journals, vol. 18(3), pages 265-280.
  9. Chien-Chiang Lee & Sheng-Tung Chen, 2007. "Non-Linearity In The Defence Expenditure - Economic Growth Relationship In Taiwan," Defence and Peace Economics, Taylor & Francis Journals, vol. 18(6), pages 537-555.
  10. Wen-Hsien Tsai & Jui-Ling Hsu & Chia-Hsin Chen, 2007. "Integrating activity-based costing and revenue management approaches to analyse the remanufacturing outsourcing decision with qualitative factors," International Journal of Revenue Management, Inderscience Enterprises Ltd, vol. 1(4), pages 367-387.

2006

  1. Wang, David Han-Min & Lin, Jer-Yan & Yu, Tiffany Hui-Kuang, 2006. "A MIMIC approach to modeling the underground economy in Taiwan," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 371(2), pages 536-542.
  2. Huarng, Kunhuang & Yu, Tiffany Hui-Kuang, 2006. "The application of neural networks to forecast fuzzy time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 481-491.
  3. Yu, Tiffany Hui-Kuang & Wang, David Han-Min & Chen, Su-Jane, 2006. "A fuzzy logic approach to modeling the underground economy in Taiwan," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 362(2), pages 471-479.
  4. Mike K. P. So & Cathy W. S. Chen & Feng‐Chi Liu, 2006. "Best subset selection of autoregressive models with exogenous variables and generalized autoregressive conditional heteroscedasticity errors," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 55(2), pages 201-224, April.
  5. Chen, Cathy W.S. & Gerlach, Richard & So, Mike K.P., 2006. "Comparison of nonnested asymmetric heteroskedastic models," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2164-2178, December.
  6. Chen, Cathy W.S. & So, Mike K.P., 2006. "On a threshold heteroscedastic model," International Journal of Forecasting, Elsevier, vol. 22(1), pages 73-89.
  7. Gerlach, Richard & Chen, Cathy W.S. & Lin, Doris S.Y. & Huang, Ming-Hsiang, 2006. "Asymmetric responses of international stock markets to trading volume," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 360(2), pages 422-444.
  8. Hsieh, Ying-Hen & Chen, Cathy W.S. & Lee, Shen-Ming & Chen, Yi-Ming A. & Wu, Shiow-Ing & Lai, Shu-Fen & Chang, An-Lung, 2006. "Estimating the Number of HIV-infected gay sauna patrons in Taipei area," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 362(2), pages 495-503.
  9. Chen, Cathy W.S. & Yang, Ming Jing & Gerlach, Richard & Jim Lo, H., 2006. "The asymmetric reactions of mean and volatility of stock returns to domestic and international information based on a four-regime double-threshold GARCH model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 366(C), pages 401-418.
  10. Cathy W. S. Chen & Ying-Hen Hsieh, 2006. "Bias may be unintentional but it's still there," Nature, Nature, vol. 439(7072), pages 18-18, January.

2005

  1. Yu, Hui-Kuang, 2005. "Weighted fuzzy time series models for TAIEX forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 349(3), pages 609-624.
  2. Yu, Hui-Kuang, 2005. "A refined fuzzy time-series model for forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 346(3), pages 657-681.
  3. Huarng, Kunhuang & Yu, Hui-Kuang, 2005. "A Type 2 fuzzy time series model for stock index forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 445-462.
  4. Chen, Cathy W.S. & Yu, Tiffany H.K., 2005. "Long-term dependence with asymmetric conditional heteroscedasticity in stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 413-424.
  5. Judy Hsu & X. Wang, 2005. "On Welfare under Cournot and Bertrand Competition in Differentiated Oligopolies," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 27(2), pages 185-191, September.
  6. Cathy W. S. Chen & Mike K. P. So & Ming-Tien Chen, 2005. "A Bayesian threshold nonlinearity test for financial time series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(1), pages 61-75.
  7. Cathy W. S. Chen & Mike K. P. So & Richard H. Gerlach, 2005. "Asymmetric response and interaction of U.S. and local news in financial markets," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 21(3), pages 273-288, May.
  8. Wen-Hsien Liu & Ya-Chi Lin, 2005. "Foreign patent rights and high-tech exports: evidence from Taiwan," Applied Economics, Taylor & Francis Journals, vol. 37(13), pages 1543-1555.
  9. Lai, Ching-Chong & Hu, Shih-Wen & Fan, Chih-Ping, 2005. "The Overshooting Hypothesis of Agricultural Prices: The Role of Asset Substitutability," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 30(1), pages 1-23, April.
  10. Ho-don Yan, 2005. "Causal Relationship Between the Current Account and Financial Account," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 11(2), pages 149-162, May.
  11. Chen, Sheng-Tung & Lee, Chien-Chiang, 2005. "Government size and economic growth in Taiwan: A threshold regression approach," Journal of Policy Modeling, Elsevier, vol. 27(9), pages 1051-1066, December.

2004

  1. X. Henry Wang & Judy Hsu, 2004. "On the Licensing of Innovations under Strategic Delegation," Economics Bulletin, AccessEcon, vol. 12(6), pages 1-10.

2003

  1. Chen, Cathy W. S. & Chiang, Thomas C. & So, Mike K. P., 2003. "Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model," Journal of Economics and Business, Elsevier, vol. 55(5-6), pages 487-502.
  2. Cathy W. S. Chen & Mike K. P. So, 2003. "Subset threshold autoregression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 49-66.
  3. Lee, Ching-Yung & Lee, Shen-Ming & Gee, Mei-Jih, 2003. "Estimating survival rates using an extended ricker's two-release method," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 123-137, February.
  4. Ho-Don Yan, 2003. "Capital mobility, intertemporal current account balance and currency crisis," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 5(2), pages 297-315.

2001

  1. Cathy W. S. Chen & Tsai-Hung Cherng & Berlin Wu, 2001. "On the Selection of Subset Bilinear Time Series Models: a Genetic Algorithm Approach," Computational Statistics, Springer, vol. 16(4), pages 505-517, December.

1999

  1. Chen, Cathy W. S. & Lee, Shen-Ming & Hsieh, Ying-Hen & Ungchusak, Kumnuan, 1999. "A unified approach to estimating population size for a births only model," Computational Statistics & Data Analysis, Elsevier, vol. 32(1), pages 29-46, November.
  2. Shih-wen Hu & Ching-chong Lai & Vey Wang, 1999. "Monetary Announcement and Commodity Price Dynamics: A Portfolio Balance Model," The American Economist, Sage Publications, vol. 43(1), pages 71-81, March.
  3. Ho-Don Yan, 1999. "Intertemporal current account balance and the East Asian currency crises," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 5(3), pages 277-288, August.

1998

  1. Chen, Cathy W. S., 1998. "A Bayesian analysis of generalized threshold autoregressive models," Statistics & Probability Letters, Elsevier, vol. 40(1), pages 15-22, September.
  2. Yan, Ho-don, 1998. "Intertemporal Balance, Sustainability and Efficiency of the Exchange Rate Mechanism," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 13, pages 292-310.

1997

  1. Chen, Cathy W. S., 1997. "Detection of additive outliers in bilinear time series," Computational Statistics & Data Analysis, Elsevier, vol. 24(3), pages 283-294, May.

1996

  1. Shih-wen Hu & Vey Wang, 1996. "Commodity Price Dynamics and Anticipated Shocks," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 78(4), pages 982-990.

1995

  1. Cathy W. S. Chen & Jack C. Lee, 1995. "Bayesian Inference Of Threshold Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 16(5), pages 483-492, September.

1990

  1. Zhu, N. & Ling, Z. & Shen, J. & Lane, J. M. & Hu, S., 1990. "Factors associated with the decline of the Cooperative Medical System and barefoot doctors in rural China," Health Policy, Elsevier, vol. 14(2), pages 149-151.

Undated

  1. Chang Tsangyao & Sheng-Tung Chen & Mei-Chih Wang, 0. "Using Bootstrap Fourier Granger Causality Test in Quantiles to Re-examine Pollution Haven/Halo Hypotheses in China and G3 Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 0(0), pages 1-22.

Chapters

2008

  1. Cathy W.S. Chen & Richard Gerlach & Mike K.P. So, 2008. "Bayesian model selection for heteroskedastic models," Advances in Econometrics, in: Bayesian Econometrics, pages 567-594, Emerald Group Publishing Limited.

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