| 2021 | Econometric Reviews – Best Paper Award, 2019-2020 |
| 2021 | 臺大管理學院信望愛研究學者獎助 |
| 2020 | 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 |
| 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 |
| 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 - Present | 《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 |
| 2019/12 - 2021/11 | 臺灣經濟學會常務理事 |
| 2019/11 - Present | 臺灣經濟計量學會常務理事 |
Chen, Y.-T. and Liu, C.-A.(2022), "Model Averaging for Asymptotically Optimal Combined Forecasts," Journal of Econometrics, forthcoming.
吳俊毅、陳宜廷(2022), 「大量變數下的高頻率平滑化「臺灣景氣指標」」,《經濟論文叢刊》, 接受刊登。
Chen, Y.-T.(2021), "A Mixed-Frequency Smooth Measure for Business Conditions," Empirical Economics, 61, 1699–1724.
Chen, Y.-T. and Tsay, R. S.(2020), "Time Evolution of Income Distributions with Subgroup Decompositions," Econometric Reviews, 39, 826-857.
Chen, Y.-T.(2020), "A Distributional Synthetic Control Method for Policy Evaluation," Journal of Applied Econometrics, 35, 505-525.
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.
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。
Chen, Y.-T.(2018), "A Unified Approach to Estimating and Testing Income Distributions with Grouped Data," Journal of Business & Economic Statistics, 36, 438-455.
Chen, Y.-T.(2016), "Exceedance Correlation Tests for Financial Returns," Journal of Financial Econometrics, 14, 581-616.
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.
Chen, Y.-T.(2016), "Testing for Granger Causality in Moments," Oxford Bulletin of Economics and Statistics, 78, 265-288.
Chen, Y.-T.(2015), "On the Optimal Estimating Function Method for Conditional Correlation Models," Journal of Financial Econometrics, 13, 83-125.
Chen, Y.-T.(2015), "Modeling Maximum Entropy Distributions for Financial Returns by Moment Combination and Selection," Journal of Financial Econometrics, 13, 414-455.
Chen, Y.-T. and Qu, Z.(2015), "M Tests with a New Normalization Matrix," Econometric Reviews, 34, 617-652.
Chen, Y.-T., Ho, K.-Y., and Tseng, L. Y.(2014), "Riskiness-Minimizing Spot-Futures Hedge Ratio," Journal of Banking & Finance, 40, 154-164.
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。
Chen, Y.-T. (2012), "A Simple Approach to Standardized-Residuals-based Higher-Moment Tests," Journal of Empirical Finance, 19, 427-453.
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 Future Directions-Essays in Honour of Halbert L. White Jr , Springer.
Chen, Y.-T. and Wang, H.-J.(2012), "Centered-Residuals-Based Moment Estimator and Test for Stochastic Frontier Models," Econometric Reviews, 31, 625-653.
Chen, Y.-T.(2011), "Moment Tests for Density Forecast Evaluation in the Presence of Parameter Estimation Uncertainty," Journal of Forecasting, 39, 409-450.
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。
Chen, Y.-T. and Hsieh, C.-S.(2010), "Generalized Moment Tests for Autoregressive Conditional Duration Models," Journal of Financial Econometrics, 8, 345-391.
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.
Chen, Y.-T.(2008), " A Unified Approach to Standardized-Residuals-Based Correlation Tests for GARCH-type Models," Journal of Applied Econometrics, 23, 111-133.
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.
Chen, Y.-T.(2007), "Moment-Based Copula Tests for Financial Returns," Journal of Business & Economic Statistics, 25, 377-397.
Chen, Y.-T.(2007), "Testing for Misspecification in Binary Response Models with Competing Distributions," Oxford Bulletin of Economics and Statistics, 69, 843-865.
Chen, Y.-T.(2006), "Non-Nested Tests for Competing U.S. Narrow Money Demand Functions," Economic Modelling, 23, 339-363.
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。
