國立臺灣大學
財務金融學系暨研究所
Finance , National Taiwan University
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Detailed Information
Yi-Ting Chen
Ph.D. Ph.D. in Economics, National Taiwan University
Office : Building II, College of Management 513
Tel : 33661080
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E-mail : chenyt@ntu.edu.tw
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Research Field
• Econometric Methods
• Economic Forecasting
• Empirical Finance
• Financial Time Series Analysis
Research Field Summary
Education
• Ph.D. in Economics, National Taiwan University
Courses
• Econometric Methods
• Econometrics I
• Econometrics II
Honors
2024 Distinguished Professor, National Taiwan University
2021 臺大管理學院信望愛研究學者獎助
2020 Outstanding Research Award of the Ministry of Science and Technology
2004 Academia Sinica Research Award for Junior Research Investigators
2004 National Science Council Wu Ta-Yu Memorial Award
2021 Econometric Reviews – Best Paper Award, 2019-2020
Experience
2022/8- Joint Professor, Institute of Statistics and Data Science, National Taiwan University
2009/1 - 2020/7 Research Fellow, Institute of Economics, Academia Sinica
2016/8 - 2019/7 Deputy Director, Institute of Economics, Academia Sinica
2017/8 - 2020/7 Joint Professor, Department of Finance, National Taiwan University
2011/1 - 2016/7 Adjunct Professor, Department of Economics, National Taiwan University
2005/4 - 2008/12 Associate Research Fellow, Institute of Economics, Academia Sinica
2006/8 - 2007/7 Adjunct Associate Professor, Institute of Business and Management, National Chiao Tung University
2004/7 - 2005/4 Associate Research Fellow, Research Center for Humanities and Social Sciences, Academia Sinica, Taiwan
2003/8 - 2004/7 Adjunct Associate Professor, Department of Finance, National Taiwan University
2004/1 - 2004/6 Associate Research Fellow, Sun Yat-Sen Institute for Social Sciences and Philosophy, Academia Sinica
2000/8 - 2003/7 Adjunct Assistant Professor, Department of Finance, National Taiwan University
2000/5 - 2003/12 Assistant Research Fellow, Sun Yat-Sen Institute for Social Sciences and Philosophy, Academia Sinica
2016/9 - 2020/8 Taiwan Economic Forecast and Policy, Co-Editor
2009/9 - 2013/8 Taiwan Economic Forecast and Policy, Co-Editor
2011/9 - Present Academia Economic Papers, Associate Editor
2011 Academia Economic Papers, Guest Co-Editor
2011, 2013, 2015 Taiwan Economic Review, Guest Co-Editor
2005/6 - 2006/6 Taiwan Economic Review, Associate Editor
2019/12 - 2021/11 Standing committee member, Taiwan Economic Association
2019/11 - Present Standing committee member, Taiwan Econometric Society
Conference Paper
No Data Available
Journal Paper
  1. Chen, T.-Y., Chen, Y.-T., Huang, R.-J. and Tzeng, L. Y., 2025, A Performance Index Consistent with Fractional-order Stochastic Dominance, Pacific-Basin Finance Journal, Accepted.
  2. Chen, Y.-T., Liu, C.-A. and Su, J.-H., 2025, Bregman Model Averaging for Forecast Combination, Journal of Econometrics, Accepted.
  3. 吳俊毅、陳宜廷, 2024, 大量變數下的高頻率平滑化「臺灣景氣指標」, 《經濟論文叢刊》, 52, 77-118.
  4. Chen, Y.-T. and Liu, C.-A., 2023, Model Averaging for Asymptotically Optimal Combined Forecasts, Journal of Econometrics, 235, 592-607.
  5. Chen, Y.-T., 2021, A Mixed-Frequency Smooth Measure for Business Conditions, Empirical Economics, 61, 1699–1724.
  6. Chen, Y.-T., 2020, A Distributional Synthetic Control Method for Policy Evaluation, Journal of Applied Econometrics, 35, 505-525.
  7. Chen, Y.-T. and Tsay, R. S., 2020, Time Evolution of Income Distributions with Subgroup Decompositions, Econometric Reviews, 39, 826-857.
  8. 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.
  9. 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.
  10. Chen, Y.-T., 2018, A Unified Approach to Estimating and Testing Income Dis tributions with Grouped Data, Journal of Business & Economic Statistics, 36, 438–455.
  11. Chen, Y.-T., 2016, Exceedance Correlation Tests for Financial Returns, Journal of Financial Econometrics, 14, 581–616.
  12. Chen, Y.-T., 2016, Testing for Granger Causality in Moments, Oxford Bulletin of Economics and Statistics, 78, 265–288.
  13. 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.
  14. Chen, Y.-T., 2015, Modeling Maximum Entropy Distributions for Financial Returns by Moment Combination and Selection, Journal of Financial Econometrics, 13, 414–455.
  15. Chen, Y.-T., 2015, On the Optimal Estimating Function Method for Conditional Correlation Models, Journal of Financial Econometrics, 13, 83–125.
  16. Chen, Y.-T., Ho, K.-Y. and Tzeng, L. Y., 2014, Riskiness-Minimizing Spot-Futures Hedge Ratio, Journal of Banking & Finance, 40, 154–164.
  17. 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》, 41,327–361.
  18. Chen, Y.-T., 2012, A Simple Approach to Standardized-Residuals-based Higher Moment Tests, Journal of Empirical Finance, 19, 427–453.
  19. Chen, Y.-T. and Wang, H.-J., 2012, Centered-Residuals-Based Moment Estimator and Test for Stochastic Frontier Models, Econometric Reviews, 31, 625–653.
  20. Chen, Y.-T., 2011, Moment Tests for Density Forecast Evaluation in the Presence of Parameter Estimation Uncertainty, Journal of Forecasting, 30, 409–450.
  21. 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, 1-44.
  22. Chen, Y.-T. and Hsieh, C.-S., 2010, Generalized Moment Tests for Autoregressive Conditional Duration Models, Journal of Financial Econometrics, 8, 345–391..
  23. 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.
  24. Chen, Y.-T. and Lin, C.-C., 2008, On the Robustness of Symmetry Tests for Stock Returns, Studies in Nonlinear Dynamics & Econometrics, 12, Article 2.
  25. Chen, Y.-T., 2008, A Unified Approach to Standardized-Residuals-Based Correla tion Tests for GARCH-type Models, Journal of Applied Econometrics, 23, 111–133..
  26. Chen, Y.-T., 2007, Moment-Based Copula Tests for Financial Returns, Journal of Business & Economic Statistics, 25, 377–397.
  27. Chen, Y.-T., 2007, Testing for Misspecification in Binary Response Models with Competing Distributions,, Oxford Bulletin of Economics and Statistics, 69, 843–865.
  28. Chen, Y.-T., 2006, Non-Nested Tests for Competing U.S. Narrow Money Demand Functions, Economic Modelling, 23, 339–363.
  29. 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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