Professor of Economics
National Taiwan University
No. 1, Sec. 4, Roosevelt Road
Taipei 10617, Taiwan
Ph.D. in Economics, University of Wisconsin-Madison
847 Social Science Building
Current Research Areas:
Simulation-Based Inferences, Bayesian Statistics, Panel Data Models, Limited Dependent Variables Models, Asset Pricing.
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.