個人資料
陳宜廷
博士 國立臺灣大學經濟學博士
研究室 : 二館 513
電話 : 33661080
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相關連結 :
主要研究領域
• 計量方法
• 實證財務
• 財務時間序列分析
研究領域摘要
學歷
• 國立臺灣大學經濟學博士
課程
• 計量經濟學一
• 計量經濟學二
獲獎
2019 科技部傑出研究獎
2004 中央研究院年輕學者研究著作獎
2004 行政院國科會吳大猷先生紀念獎
經歷
2009.1-2020.7  中央研究院經濟研究所研究員
2016.8-2019.7  中央研究院經濟研究所副所長
2017.8-2020.7  國立臺灣大學財務金融學系合聘教授
2011.1-2016.7  國立臺灣大學經濟學系兼任教授
2005.4-2008.12 中央研究院經濟研究所副研究員
2006.8-2007.7  國立交通大學經營管理研究所合聘副教授
2004.7-2005.4  中央研究院人文社會科學研究中心副研究員
2003.8-2004.7  國立臺灣大學財務金融學系兼任副教授
2004.1-2004.6  中央研究院中山人文社會科學研究所副研究員
2000.8-2003.7  國立臺灣大學財務金融學系兼任助理教授
2000.5-2003.12 中央研究院中山人文社會科學研究所助研究員

期刊編輯
2016.9-2020.8    《臺灣經濟預測與政策》執行編輯
2009.9-2013.8    《臺灣經濟預測與政策》執行編輯
2011.9-                《經濟論文》編輯委員
2011                    《經濟論文-總體經濟實證應用特刊》共同執行編輯
2011,2013,2015  《經濟論文叢刊-臺灣經濟計量學會年會特刊》共同執行編輯
2005.6-2006.6    《經濟論文叢刊》編輯委員

學會
2019.12-    臺灣經濟學會常務理事
2019.11-    臺灣經濟計量學會常務理事
研討會論文
暫無資料
期刊論文
  1. Chen, Y.-T.(2020), "A Mixed-Frequency Smooth Measure for Business Conditions," Empirical Economics, forthcoming.
  2. Chen, Y.-T. and Tsay, R. S.(2020), "Time Evolution of Income Distributions with Subgroup Decompositions," Econometric Reviews, forthcoming.
  3. Chen, Y.-T.(2020), "A Distributional Synthetic Control Method for Policy Evaluation," Journal of Applied Econometrics, 35, 505-525.
  4. Chen, Y.-T., Hsu, Y.-C. and Wang, H.-J.(2020), "A Stochastic Frontier Model with Endogenous Treatment Status and Mediator," Journal of Business & Economic Statistics, 38, 243-256.
  5. 陳宜廷(2019), 「臺灣與南韓之經濟成長比較:合成控制法下的反事實分析」,《臺灣經濟預測與政策》, 50, 1-41
  6. Chen, Y.-T.(2018), "A Unified Approach to Estimating and Testing Income Distributions with Grouped Data," Journal of Business & Economic Statistics, 36, 438-455.
  7. Chen, Y.-T.(2016), "Exceedance Correlation Tests for Financial Returns," Journal of Financial Econometrics, 14, 581-616.
  8. Chen, Y.-T. and Vincent, K.(2016), "The Role of Momentum, Sentiment, and Economic Fundamentals in Forecasting Bear Stock Market," Journal of Forecasting, 35, 504-527.
  9. Chen, Y.-T.(2016), "Testing for Granger Causality in Moments," Oxford Bulletin of Economics and Statistics, 78, 265-288.
  10. Chen, Y.-T.(2015), "On the Optimal Estimating Function Method for Conditional Correlation Models," Journal of Financial Econometrics, 13, 83-125.
  11. Chen, Y.-T.(2015), "Modeling Maximum Entropy Distributions for Financial Returns by Moment Combination and Selection," Journal of Financial Econometrics, 13, 414-455.
  12. Chen, Y.-T. and Qu, Z.(2015), "M Tests with a New Normalization Matrix," Econometric Reviews, 34, 617-652.
  13. Chen, Y.-T., Ho, K.-Y., and Tseng, L. Y.(2014), "Riskiness-Minimizing Spot-Futures Hedge Ratio," Journal of Banking & Finance, 40, 154-164.
  14. 曹添旺、王泓仁、林明仁、陳宜廷、張俊仁、黃粲堯(2013), 「經濟學門學術期刊評比更新」,《經濟論文》, 41(3), 327-361
  15. Chen, Y.-T. (2012), "A Simple Approach to Standardized-Residuals-based Higher-Moment Tests," Journal of Empirical Finance, 19, 427-453.
  16. Chen, Y.-T. and Kuan, C.-M.(2012), " Optimizing Robust Conditional Moment Tests: An Estimating Function Approach ," In: X. Chen and N. R. Swanson (Eds.), Causality, Prediction, and Specification Analysis: Recent Advances and FutureDirections-Essays in Honour of Halbert L. White Jr , Springer.
  17. Chen, Y.-T. and Wang, H.-J.(2012), "Centered-Residuals-Based Moment Estimator and Test for Stochastic Frontier Models," Econometric Reviews, 31, 625-653.
  18. Chen, Y.-T.(2011), "Moment Tests for Density Forecast Evaluation in the Presence of Parameter Estimation Uncertainty," Journal of Forecasting, 39, 409-450.
  19. 陳宜廷, 徐士勛, 劉瑞文,莊額嘉(2011), 「經濟成長率預測之評估與更新」,《經濟論文叢刊》, 39(1), 1-44
  20. Chen, Y.-T. and Hsieh, C.-S.(2010), "Generalized Moment Tests for Autoregressive Conditional Duration Models," Journal of Financial Econometrics, 8, 345-391.
  21. Chen, Y.-T.(2010), "A Method-of-Moments-Based Synthesis of Estimation and Testing Methods for Financial Time Series Models," Academia Economic Papers, 38, 157-210.
  22. Chen, Y.-T.(2008), " A Unified Approach to Standardized-Residuals-Based Correlation Tests for GARCH-type Models," Journal of Applied Econometrics, 23, 111-133.
  23. Chen, Y.-T. and Lin, C.-C.(2008), "On the Robustness of Symmetry Tests for Stock Returns," Studies in Nonlinear Dynamics & Econometrics, 12(2), Article 2.
  24. Chen, Y.-T.(2007), "Moment-Based Copula Tests for Financial Returns," Journal of Business & Economic Statistics, 25, 377-397.
  25. Chen, Y.-T.(2007), "Testing for Misspecification in Binary Response Models with Competing Distributions," Oxford Bulletin of Economics and Statistics, 69, 843-865.
  26. Chen, Y.-T.(2006), "Non-Nested Tests for Competing U.S. Narrow Money Demand Functions," Economic Modelling, 23, 339-363.
  27. 陳宜廷, 謝志昇(2006), 「臺灣實質國民生產毛額年成長率的狀態變化意涵」,《經濟論文》, 34, 41-91

 

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