Chen, S.-W.(陳仕偉)*, Hsieh, C.-K. (謝俊魁) and Xie, Z., (2024.03). Is the public indebtedness of the G-7 sustainable in the aftermath of the COVID-19 pandemic?. Taiwan Economic Forecast and Policy (臺灣經濟預測與政策), 54(2), 1-43.
期刊論文
69筆資料 more...
Xie, Z., Chen, S.-W.(陳仕偉)* and Wu, A.-C. (2023.03). Real interest rate parity in the Pacific Rim countries: New empirical evidence. Empirical Economics, 64(3), 1471-1515.
Xie, Z.(謝子雄), Chen, S.-W.(陳仕偉)* and Wu, A.-C.(吳安琪) (2022.03). The impact of external shocks on the volatility of stock returns: New evidence from four developed countries. Taiwan Economic Forecast and Policy (臺灣經濟預測與政策), 52(2), 49-88.
Xie, Z.(謝子雄), Chen, S.-W. (陳仕偉)* and Hsieh, C.-K. (謝俊魁) (2021.05). Facing up to the polysemy of purchasing power parity: New international evidence. Economic Modelling, 98, 247-265.
Xie, Zixiong, Shyh-Wei Chen (陳仕偉)*, and An-Chi Wu (2020.05). The foreign exchange and stock market nexus: New international evidence. International Review of Economics and Finance, 67, 240-266.
Zixiong, Xie(謝子雄), Shyh-Wei Chen(陳仕偉)* and An-Chi, Wu(吳安琪) (2019.11). Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence. The North American Journal of Economics and Finance, 50, 1-33.
Zixiong Xie(謝子雄) and Shyh-Wei Chen(陳仕偉)* (2019.05). Exchange rates and fundamentals: A bootstrap panel data analysis. Economic Modelling, 78, 209-224.
Shyh-Wei Chen(陳仕偉)* and An-Chi Wu(吳安琪) (2018.11). Is there a bubble component in government debt? New international evidence. International Review of Economics and Finance, 58, 467-486.
Shyh-Wei Chen(陳仕偉), Zixiong Xie and Ying Liao (2018.11). Energy consumption promotes economic growth or economic growth causes energy use in China? A panel data analysis. Empirical Economics, 55(3), 1019-1043.
Shyh-Wei Chen(陳仕偉) and Zixiong Xie* (2017.11). 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.
Chen, Shyh-Wei(陳仕偉), Xie, Zixiong* (2017.03). Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. International Review of Economics and Finance, 48, 339-354.
Shyh-Wei Chen(陳仕偉) and An-Chi Wu(吳安琪) (2016.09). A note on testing for the periodically collapsing bubbles in Japanese REIT markets. International Review of Accounting, Banking and Finance, 8(2/3/4), 27-42.
Shyh-Wei Chen(陳仕偉)* and Chi-Sheng Hsu(徐啟升) (2016.02). Threshold, smooth transition and mean reversion in inflation: New evidence from European countries. Economic Modelling, 53, 23-36.
Shyh-Wei Chen(陳仕偉), Chi-Sheng Hsu(徐啟升). and Cyun-Jhen, Pen(彭群真) (2016.02). Are inflation rates mean reverting processes? Evidence from six Asian countries. Journal of Economics and Management, 12(1), 119-155.
Shyh-Wei Chen(陳仕偉)*, Chi-Sheng Hsu(徐啟升), Zixiong Xie(謝子雄) (2016.01). Are there periodically collapsing bubbles in the stock markets? New international evidence. Economic Modelling, 52, 442-451.
Shyh-Wei Chen(陳仕偉) and Chung-Hua Shen(沈中華)* (2015.09). Revisiting the Feldstein-Horioka puzzle with regime switching: New evidence from European countries. Economic Modelling, 49, 260-269.
Shyh-Wei Chen(陳仕偉)* and Zixong Xie(謝子雄) (2015.09). Nonlinear mean reversion in the consumption-income ratio: New evidence from the OECD countries. International Review of Accounting, Banking and Finance, 7(3), 30-56.
Shyh-Wei Chen(陳仕偉)* and Zixiong Xie(謝子雄) (2015.07). Testing for current account sustainability under assumptions of smooth break and nonlinearity. International Review of Economics and Finance, 38, 142-156.
Shyh-Wei Chen(陳仕偉)* (2015.06). 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.
Shyh-Wei Chen(陳仕偉)* and Tang-Chen Liu(劉塘宸) (2015.03). 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.
Zixiong Xie(謝子雄) and Shyh-Wei Chen(陳仕偉)* (2015.01). Are there periodically collapsing bubbles in the REIT markets? New evidence from the US. Research in International Business and Finance, 33, 17-31.
林師模,林晉勗*,陳仕偉,姜樹翰,翁永和,馮君強,溫佩伶(2015.01)。經濟產業結構外生變數預測模式。台電工程月刊,797,72-92。
Shyh-Wei Chen(陳仕偉)*, Cheng-Hui Lin(林政輝) (2014.06). Asymmetric causality between foreign exchange rates and stock prices: New evidence from the Pacific Rim economies. Journal of the Chinese Statistical Association, 52, 265-299.
Zixiong Xie(謝子雄), Shyh-Wei Chen(陳仕偉)* (2014.05). Untangling the causal relationship between government budget and current account deficits in OECD countries: Evidence from bootstrap panel Granger causality. International Review of Economics and Finance, 31, 95-104.
Shyh-Wei Chen(陳仕偉)* (2014.02). Testing for fiscal sustainability: New evidence from the G-7 and some European countries. Economic Modelling, 37, 1-15.
Shyh-Wei Chen(陳仕偉)* (2014.02). Smooth transition, non-linearity and current account sustainability: Evidence from the European countries. Economic Modelling, 38, 541-554.
謝子雄,陳仕偉*,方介宏(2014.01)。匯率波動對台灣上市公司股票報酬率的影響及外匯暴露之決定因素。經濟與管理論叢,10(1),49-68。
Shyh-Wei Chen(陳仕偉)*, Shih-Mo Lin(林師模) (2014.01). Non-linear dynamics in international resource markets: Evidence from regime switching approach. Research in International Business and Finance, 30, 233-247.
陳仕偉、陳俊良(2007.06)。市場基要能否解釋股價的波動?台灣與韓國的實證探討。金融風險管理季刊,3(2),59-84。
Chen, S.-W. and C.-H. Shen(2007.06)。Evidence of the Duration-Dependence from the Stock Markets in the Pacific Rim Economies。Applied Economics,39,1461-1474。
Chen, S.-W. and C.-H. Shen(2007.05)。Does Money Exert a Real Effect on Real Stock Price in Taiwan?。The Empirical Economics Letters,6(3),217-224。
Chen, S.-W. and N.-C. Huang(2007.04)。Estimates of the ICAPM with Regime-Switching Betas: Evidence from Four Pacific Rim Economies。Applied Financial Economics,17,313-327。
Chen, S.-W.(2007.03)。Exactly What is the Link between Export and Growth in Taiwan? New Evidence from the Granger Causality Test。Economics Bulletin,6(7),1-10。
Chen, S.-W. and C.-H. Shen(2007.03)。A Sneeze in the U.S., A Cough in Japan, but Pneumonia in Taiwan? An Application of the Markov-Switching Vector Autoregressive Model。Economic Modelling,24,1-14。
陳仕偉, 呂麗蓉(2007.01)。台灣毛豬市場價量因果關係之檢定。台灣經濟論衡,5(1),1-30。
陳仕偉、林惠如(2006.12)。區隔市場或整合市場?亞洲股市與美國及日本股市的實證研究。金融風險管理季刊,2(4),19-47。
Chen, S.-W.(2006.10)。Enhanced Reliability of the Leading Indicator in Identifying Turning Points in Taiwan? An Evaluation。Economics Bulletin,5(10),1-17。
Chen, S.-W., C.-H. Shen and Z.-X. Xie(2006.10)。Nonlinear Relationship between Inflation and Inflation Uncertainty in Taiwan。Applied Economics Letters,13,529-533。
陳仕偉, 李育菁(2006.09)。出口引導經濟成長或經濟成長帶動出口?台灣、日本及韓國之 實証探討。台灣銀行季刊,57(3),47-72。
陳仕偉, 陳麗雅(2006.09)。台灣 90 年代台幣兌美元匯率之效率性檢定。中國統計學報,44(3),316-341。
陳仕偉, 黃志偉(2006.08)。實質匯率是否具有隨機分段趨勢的波動行為? 台灣、韓國及新加坡的實證研究。台灣經濟論衡,48(8),1-42。
Chen, S.-W.(2006.06)。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。
Chen, S.-W. and C.-H. Shen(2006.06)。When Wall Street Conflicts with Main Street, --The Divergent Movements of Taiwan's Leading Indicators。International Journal of Forecasting,22,317-339。
陳仕偉(2006.03)。景氣波動變異對景氣轉折點認定之影響:跨國的實證研究。人文及社會科學集刊,18(1),37-76。
Chen, S.-W. and C.-H. Shen(2006.03)。Is There a Duration Dependence in Taiwan's Business Cycles?。International Economic Journal,20(1),109-127。
Chen, S.-W. and C.-H. Shen(2006.03)。Can the identification puzzle of Taiwan's Turning points after 1990 be solved?。Economic Modelling,23(1),174-195。
陳仕偉, 陳俊偉(2006.01)。台灣股票及外匯市場價量非線性因果關係之探討。經濟與管理論叢,2(1),21-51。
陳仕偉, 黃乃娟(2005.12)。國際資本資產訂價模型貝它係數的估計及檢定:亞洲四國的實証研究。金融風險管理季刊,1(4),43-68。
陳仕偉(2005.12)。再探台灣景氣循環轉折點之認定:兼論台灣第十次的循環日期。中國統計學報,43(4),387-406。
Chen, S.-W.(2005.10)。Empirical evidence of asymmetries in Taiwan's business cycles: A simple note。Taiwan Economic Forecast and Policy,36(1),81-102。
陳仕偉(2005.03)。綜合同時指標是否同時?美國與台灣的實證比較,。中國統計學報,43(1),55-87。
陳仕偉, 劉曜竹(2004.11)。領先指標對台灣景氣趨勢預測能力的評估。台灣經濟論衡,2(11),1-34。
Chen, S.-W. and C.-H. Shen(2004.09)。GARCH, jumps and permanent and transitory components of volatility: the case of the Taiwan exchange rate。Mathematics and Computers in Simulation,67(3),201-216。
Chen, S.-W. and C.-H. Shen(2004.06)。Price common volatility or volume common volatility? Evidence from Taiwan exchange rate and stock markets。Asian Economic Journal,18(2),185-211。
Shen, C.-H. and S.-W. Chen(2004.06)。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。
陳仕偉, 林育賢(2004.01)。匯率擺盪行為的探討:跨國的實證研究。台灣銀行季刊,56(1),125-159。
陳仕偉, 蔡兆龍(2003.12)。台灣景氣循環特性之探討: 馬可夫轉換模型的應用。臺灣銀行季刊,54(4),1-27。
陳仕偉, 沈中華(2003.12)。金融領先指標與實質領先指標訊息一致嗎? 台灣領先指標的實證分析。人文及社會科學集刊,15(4),627-660。
陳仕偉, 沈中華(2003.10)。台灣景氣循環持續依存特性之探討。台灣經濟預測與政策,34(1),63-92。
Chen, S.-W.(2003.03)。Is Taiwan's 10th business cycle over yet? A simple note。Taiwan Economic Forecast and Policy,33(2),39-60。
Chen, S.-W.(2002.12)。Time series analysis of inflation rates of eight Pacific Basin countries。Taiwan Journal of Political Economy,4(1),143-189。
Chen, S.-W.(2002.12)。Is there a peak-reversion asymmetry in Taiwan's business cycles?。Taiwan Economic Review,30(4),531-562。
Chen, S.-W.(2001.06)。A note on Taiwan's business chronologies in terms of the Markov-switching factor model。Taiwan Economic Review,29(2),153-176。
Chen, S.-W. and J.-L. Lin(2000.10)。Switching ARCH models of stock market volatility in Taiwan。Advances in Pacific Basin Business, Economics and Finance,(4),1-21。
Chen, S.-W. and J.-L. Lin(2000.09)。Identifying turning points and business cycles in Taiwan: A multivariate dynamic Markov-switching factor model approach。Academia Economc Papers,28(3),289-321。
Chen, S.-W. and J.-L. Lin(2000.03)。Modelling business cycles in Taiwan with time-varying Markov-switching models。Academia Economic Papers,28(1),17-42。
林金龍, 吳中書, 陳仕偉(1999.03)。金融資產與儲蓄:台灣的實證研究。經濟論文,27(1),81-102。
高月霞, 陳仕偉(1997.08)。臺灣婦女勞動參與行為之長期關係分析。東吳經濟商學學報,(19),81-108。
高月霞, 陳仕偉(1994.04)。臺灣婦女勞動參與行為之因果關係分析。婦女與兩性學刊,(5),1-45。
研討會論文
26筆資料 more...
Shyh-Wei Chen(陳仕偉)* and Cyun-Jhen Peng(彭群真) (2015.05). Testing for inflation persistencve of six Asian countries. Paper presented at 2015第十屆企業全球化理論與實務國際研討會, 長榮大學: 長榮大學.
陳仕偉*,彭群真(2015.05)。亞洲地區國家通貨膨脹率的持續性性質之檢定。論文發表於2015東亞經濟與管理研討會,宜蘭大學:宜蘭大學。
陳仕偉, 陳俊良(2006.10)。市場基要能否解釋股價的行為?台灣與韓國的實證探討,。論文發表於2006 第三屆應用經濟學術研討會,國立中興大學:國立中興大學。
沈中華, 陳仕偉, 林美榕(2005.12)。購併行為是否存在熱潮現象? 馬可夫轉換縱橫資料模型的應用,。論文發表於第三屆金融研究學群研討會,國立政治大學:國立政治大學。
陳仕偉, 黃乃娟(2005.06)。國際資本資產訂價模型之貝它係數檢定:亞洲各國的實証研究,。論文發表於實踐大學2005全球化與經貿發展學術研討會,實踐大學:實踐大學。
陳仕偉, 陳俊偉(2004.06)。台灣股票及外匯市場價量線性與非線性因果關係之探討,。論文發表於第五屆全國實證經濟學論文研討會,逢甲大學:逢甲大學。
陳仕偉, 謝子雄(2004.06)。The Nonlinear Relationship between Inflation and Inflation Uncertainty: Evidence of the East Asian Countries,。論文發表於第五屆全國實證經濟學論文研討會,逢甲大學:逢甲大學。
陳仕偉, 劉曜竹(2004.06)。領先指標對台灣景氣趨勢預測能力的探討:非線性因果關係檢定的應用,。論文發表於第五屆全國實證經濟學論文研討會,逢甲大學:逢甲大學。
Shen, C.-H. and S.-W. Chen(2003.11)。Are Stock Prices Too High in 1999? - Predictions of the Bull and Bear Markets Using A Two-Factor Markov Switching Model,。論文發表於The 11th Annual Conference on Pacific Basin Finance Economics and Accounting,圓山大飯店:Pacific Basin Finance Economics and Accounting。
Chen, S.-W.(2003.10)。Nonlinear Evidence of Taiwan's Output Growth Rates,。論文發表於2003開放經濟與總體計量會議,中央研究院經濟所:中央研究院經濟所。
Chen, S.-W. and C.-H. Shen(2003.10)。GARCH, Jumps and Permanent and Transitory Components of Volatility: The Case of Taiwan Exchange Rate。論文發表於二屆全國應用經濟學術研討會,淡江大學經濟系:淡江大學經濟系。
Shen, C.-H. and S.-W. Chen(2003.04)。Long Swing in Appreciation and Short Swing in Depreciation --- Do They Exist in Asian Foreign Exchange? and Why?。論文發表於第四屆全國實證經濟學論文研討會,國立東華大學:國立東華大學。
陳仕偉、沈中華(2002.10)。台灣景氣循環持續依存特性之探討,。論文發表於第一屆應用經濟學術研討會,國立中興大學:國立中興大學。
Chen, S.-W. and C.-H Shen(2002.04)。Chen, S.-W. and C.-H Shen (2002) , Price common volatility or volume common volatility? Evidence from Taiwan's exchange rate and stock markets。論文發表於第三屆全國實證經濟學論文研討會,國立暨南大學:國立暨南大學。
Shen, C.-H and S.-W. Chen(2002.04)。When Wall street conflicts with main street: The divergent movements of Taiwan's leading indicators,。論文發表於The Political and Economic Reforms of Mainland China in a Changing Global Society,國立台灣大學:國立台灣大學。
Chen, S.-W. and C.-H Shen (2001.12). Price common volatility or volume common volatility? Evidence from Taiwan's exchange rate and stock markets,. Paper presented at 10th Conference on the Theories and Practices of Securities and Financial Markets, 中山大學: 中山大學.
Shen, C.-H and S.-W. Chen(2001.12)。When Wall street conflicts with main street: The divergent movements of Taiwan's leading indicators。論文發表於2001年台灣經濟學會年會,中華經濟研究院:台灣經濟學會年會。
Shen, C.-H and S.-W. Chen(2001.07)。When Wall street conflicts with main street: The divergent movements of Taiwan's leading indicators,。論文發表於2001 Taipei International Quantitative Finance Conference,中央研究院統計科學研究所:中央研究院統計科學研究所。
Chen, S.-W.(2001.05)。The structure of inflation: International evidences of Pacific Basin countries,。論文發表於第二屆全國實證經濟學論文研討會,國立中山大學:國立中山大學。
Chen, S.-W. and J.-L. Lin(1999.10)。Econometric modellng business cycles in Taiwan with Markov-switching vector auoregressions。論文發表於總體經濟與國際金融學術研討會,總體經濟與國際金融學術研討會:輔仁大學。
Lin, J.-L. and S.-W. Chen(1999.08)。Searching for the best Markov switching model for business cycles in Taiwan,。論文發表於1999 NBER/NSF Time Series Conference,中央研究院經濟所:NBER/NSF。
Chen, S.-W. and J.-L. Lin(1999.07)。Modelling business cycles in Taiwan with time-varying Markov-switching models,。論文發表於The Eighth Southern Taiwan Statistical Conference,陸軍官校:南區統計學會。
Chen, S.-W. and J.-L. Lin (1999.05). Switching ARCH models of stock market volatility in Taiwan,. Paper presented at The Seventh Conference on Pacific Basin Finance, Economics and Accounting, 圓山大飯店: The Seventh Conference on Pacific Basin Finance, Economics and Accounting.
Lin, J.-L. and S.-W. Chen (1998.05). How useful is the leading indicator in forecasting future GDP in Taiwan?. Paper presented at 1998 Taipei International Statistical Symposium,, 中央研究院統計科學研究所: 中央研究院統計科學研究所.
林金龍, 吳中書, 陳仕偉(1997.12)。金融資產與儲蓄:台灣的實證研究。論文發表於1997 年總體經濟計量模型研討會,中央研究院經濟所:中央研究院經濟所。
Lin, J.-L. and S.-W. Chen(1997.08)。Coincident index in Taiwan: A Markov switching model approach。論文發表於1997 Taipei International Statistical Symposium,中央研究院統計科學研究所:中央研究院統計科學研究所。
