Published papers:
"Enhancing Trade Forecasting Accuracy in Taiwan: A High-Dimensional Data Approach with Local and Global Variables", Taiwan Economic Forecast and Policy, forthcoming, with Lan-Ting Huang
"Interest Rate Persistence and Monetary Policy Rule in Light of Model Uncertainty," German Economic Review, 2023, 24(2), 145-190, with Ming-Jen Chang and Chang-Ching Lin (SSRN working paper)
"Forecasting the Taipei House Prices Index: An Application of Factor Model with Google Trend Index," Advances in Financial Planning and Forecasting, 2022, 10, 43-65, with Yu-Fang Chang (SSRN working paper)
"Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure," Journal of Business & Economic Statistics, 2021, 39(1), 54-68, with Chu-An Liu and Chang-Ching Lin (Link, supplemental appendix)
"A comparison of important laws governing the macro-economies of Taiwan and China," Pacific Economic Review, 2016, with Gregory C. Chow (Link)
"The Behavior of Real Exchange Rates: The Case of Japan," Pacific Economic Review, 2013, 18(4), 522-537, with Ming-Jen Chang and Chang-Ching Lin (Link)
Working papers:
"Spending Behavior and Economic Impacts of Urban Digital Consumption Vouchers," with Ming-Huan Liu and Hsiang-Wen Mao, submttied (arXiv)
"Overfitting in Deep Learning: An Empirical Analysis Using Taiwan Stock Exchange Weighted Index," with Hsuan-Yu Liu, submitted (pdf)
"Data-driven Estimation Window for Forecasting with Factor Structure," with Chang-Ching Lin and Wen-Jen Tsay (An earlier version of this paper is circulated under the title "Reversed Order Monitoring CUSUM Test with Factor Structure")
"How Serious is Shill Bidding in Online Auctions? Evidence from eBay Motors," with Kong-Pin Chen, Ting-Peng Liang, Ted Chang, Yi-Chun Liu and Ya-Ting Yu (pdf)
"Panel Stochastic Frontier Model with Multi-factor error Structure: An Application on Bank Efficiency,"(pdf) with Chih-Chiang Hsu and Chang-Ching Lin (An earlier version of this paper is circulated under the title "Estimation of a Panel Stochastic Frontier Model with Unobserved Common Shocks"), R & R requested at Empirical Economics
"Estimation of Stochastic Frontier Model with Unobserved Common Shocks via the EM Algorithm," with Chih-Chiang Hsu and Chang-Ching Lin