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Professor of Economics
National Taiwan University
No. 1, Sec. 4, Roosevelt Road
Taipei 10617, Taiwan
Phone: +886-2-3366-8346
Fax: +886-2-2365-9128
Email: schang@ntu.edu.tw
Ph.D. in Economics, University of Wisconsin-Madison
Office:
847 Social Science Building
Current Research Areas:
Applied Econometric Methods, Bayesian Statistics, Labor Economics, Asset Pricing.
Selected Publications:
Chen, Jiun-Ting and Sheng-Kai Chang* (2019) "Measuring the Effects of Monetary Policy: A Time-Varying Parameter Vector Autoregressive Approach," Academia Economic Papers, 47(1), 31-73.
Chang, Sheng-Kai (2014) "Herd Behavior, Bubbles and Social Interactions in Financial Markets," Studies in Nonlinear Dynamics and Econometrics, 18 (1), 89-101.
Chang, Sheng-Kai, Yi-Yi Chen* and Hung-Jen Wang (2012) "A Bayesian Estimator for Stochastic Frontier Models with Errors in Variables,"
Journal of Productivity Analysis, 38 (1), 1-9.
Chang, Sheng-Kai (2012) "Simulation Estimation of the Convergence of the Black-White Earnings Gap and Income Dynamics,"
Oxford Bulletin of Economics and Statistics, 74 (3), 363-379.
Chang, Sheng-Kai (2011) "Simulation Estimation of Two-Tiered Dynamic Panel Tobit Models with an Application to
the Labor Supply of Married Women," Journal of Applied Econometrics, 26, 854-871.
Chang, Sheng-Kai (2007) "A Simple Asset Pricing Model with Social Interactions
and Heterogeneous Beliefs," Journal of Economic Dynamics and Control, 31, 1300-1325.
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