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Shiu-Sheng Chen
Department Chair, Professor of Economics,
National Taiwan University
Department of Economics
National Taiwan University
Social Science Building
No. 1, Sec. 4, Roosevelt Road
Taipei, Taiwan
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Books
Link to Books
Working Papers
"Inflation
Expectations and Inflation Persistence" (2023).
SSRN
Published Papers
台灣貨幣與匯率政策研究
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"Interest Rate
Policy and House Prices: Evidence from Taiwan," (with
B.Y. Chen),
Taiwan Economic Review,
forthcoming.
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"新台幣匯率與貿易條件惡化,"《經濟論文叢刊》
"Terms of Trade Deterioration and Exchange Rates: The
Case of Taiwan" Taiwan Economic Review],
50:1, 51-85 (2022).
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"台灣匯率貶值政策之探討,"
《經濟論文叢刊》 ["Exchange Rate
Undervaluation Policy in Taiwan" Taiwan Economic
Review], 47:1, 41-74 (2019).
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"央行「阻升不阻貶」? -- 再探台灣匯率不對稱干預政策,"《經濟論文叢刊》["Does the
Central Bank of Taiwan Intervene the Foreign Exchange
Market Asymmetrically?" Taiwan Economic Review],
44:2, 187-213 (2016).
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"台灣貨幣政策法則之檢視," (與吳聰敏合著),
《經濟論文》
["Assessing Monetary Policy in Taiwan," Academia
Economic Papers], 38:1, 33-59 (2010).
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"台灣匯率制度初探," (與吳聰敏合著), 《經濟論文叢刊》
["An Investigation of Exchange Rate Policy in Taiwan,"
Taiwan Economic Review], 36:2, 147-182
(2008).
一般論文
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"Monetary
Policy and Housing Market Cycles,"
(with T.Y. Lin and J.K.
Wang),
Macroeconomic Dynamics,
forthcoming.
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"Monetary Policy
and Renewable Energy Production," (with T.Y. Lin),
Energy Economics, 132, 107495 (2024).
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"A Direct
Approach to Kilian--Lewis Style Counterfactual Analysis
in VAR Models,"
Journal of Applied Econometrics,
38(7),
1068–1076.
(2023).
Data
Code
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"Liquidity Yield
and Exchange Rate Predictability,"
(with Y.H. Chou),
Journal of International Money and Finance,
137, 102903 (2023).
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"Presidents,
Fed Chairs, and the Deviations from the Taylor Rule,"
(with F.S. Chang, T.Y. Lin and P.Y. Wang), Macroeconomic Dynamics, 27(6), 1687-1705 (2023).
Appendix
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"How Do Oil Prices Affect Emerging
Market Sovereign Bond Spreads?" (with S. Huang and T.Y.
Lin), Journal of International Money and Finance,
128, 102700 (2022).
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"Detecting Persistent One-sided
Intervention in Foreign Exchange Markets: A Simple
Test," (with J.K. Wang), International Finance,
25:1, 23-45 (2022).
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"Revisiting the Link between House
Prices and Monetary Policy," (with T.Y. Lin),
The
B.E. Journal of Macroeconomics, 22:2, 481-515
(2022).
Appendix
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"Politics and the
UK's Monetary Policy," (with F.S. Chang and P.Y. Wang),
Scottish Journal of Political Economy, 67:5, 486-522
(2020).
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"Do Stock Markets
Have Predictive Content for Exchange Rate Movements?"
(with C.C. Hsu),
Journal of Forecasting, 38:7, 699-713 (2019).
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"Do Exchange Rate
Shocks have Asymmetric Effects on Reserve Accumulation?
Evidence from Emerging Markets," (with T.Y. Lin),
The Scandinavian Journal of Economics, 121:4,
1561-1586 (2019).
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"Further Evidence
on Bear Market Predictability: The Role of the External
Finance Premium," (with N.K. Chen and Y.H. Chou),
International Review of Economics and Finance,
50, 106-121 (2017).
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"Exchange Rate
Undervaluation and R&D Activity," Journal of
International Money and Finance, 72, 148-160
(2017).
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"Commodity Prices
and Related Equity Prices," Canadian Journal of
Economics, 49:3, 949-967 (2016).
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"Predicting US
Recessions with Stock Market Illiquidity," (with Y.H.
Chou and C.Y. Yen), The B.E. Journal of Macroeconomics, 16:1, 93-123
(2016).
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"Does Fear Lead to
Recessions?," (with Y.H. Chou), Macroeconomic
Dynamics, 20:5, 1247-1263 (2016).
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"Revisiting the
Relationship between Exchange Rates and Fundamentals,"
(with Y.H. Chou), Journal of Macroeconomics,
46, 1-22 (2015).
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"Forecasting Crude
Oil Price Movements with Oil-Sensitive Stocks,"
Economic Inquiry, 52:2, 830-844 (2014).
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"Do Politics Cause
Regime Shifts in Monetary Policy?" (with C.C. Wang),
Contemporary Economic Policy, 32:2, 492-502
(2014).
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"Using Demographic
Changes to Revisit the Consumption–Real Exchange Rate
Anomaly," The Manchester School, 81:2, 163-175 (2013).
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"Oil Price
Volatility and Bilateral Trade," (with K.W. Hsu),
Energy Journal, 34:1, 207-229 (2013).
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"Rational
Expectations, Changing Monetary Policy Rules, and Real
Exchange Rate Dynamics," (with Y.H. Chou),
Journal
of Banking and Finance, 36:10, 2824-2836 (2012).
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"Reverse
Globalization: Does High Oil Price Volatility Discourage
International Trade?" (with K.W. Hsu), Energy
Economics, 34:5, 1634-1643 (2012).
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"Consumer
Confidence and Stock Returns over Market Fluctuations,"
Quantitative Finance, 12:10, 1585-1597 (2012).
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"Does Extracting
Inflation from Stock Returns Solve the Purchasing Power
Parity Puzzle?"
Empirical Economics, 42:3, 1097-1105 (2012).
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"Revisiting the
Empirical Linkages between Stock Returns and Trading
Volume," Journal of Banking and Finance,
36:6, 1781-1788 (2012).
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"動態隨機一般均衡 (DSGE)模型在貨幣政策制定上的應用: 一個帶有批判性的回顧與展望," (與湯茹茵合著),《經濟論文叢刊》["DSGE
Models and Policy Making: A Critical Review,"
Taiwan Economic Review], 40:3, 289–323 (2012).
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"Lack of Consumer
Confidence and Stock Returns," Journal of
Empirical Finance, 18:2, 225-236 (2011).
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"Taiwan’s Exchange
Rate and Macroeconomic Policies over the Business
Cycle," (with T.M. Wu), Singapore Economic Review,
55:3, 435-457 (2010).
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"Exchange Rates and
Fundamentals: Evidence from Long-Horizon Regression
Tests," (with Y.H. Chou), Oxford Bulletin of
Economics and Statistics, 72:1, 63-88 (2010).
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"Do Higher Oil
Prices Push the Stock Market into Bear Territory?"
Energy Economics, 32:2, 490-495 (2010).
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"Are Mathematics
and Science Test Scores Good Indicators of Labor-force
Quality?" (with M.C. Luoh), Social Indicators
Research, 96:1, 133-143 (2010).
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"House Prices,
Collateral Constraint, and the Asymmetric Effect on
Consumption," (with N.K. Chen and Y.H. Chou),
Journal of Housing Economics, 19:1, 26-37
(2010).
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"Revisiting the
Inflationary Effects of Oil Prices," Energy
Journal, 30:4, 161-174 (2009).
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"Oil Price
Pass-Through into Inflation," Energy Economics,
31:1, 126-133 (2009).
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"Predicting the
Bear Stock Market: Macroeconomic Variables as Leading
Indicators,"
Journal of Banking and Finance, 33:2, 211-223
(2009).
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"The Liquidity
Effect in a Flexible-Price Monetary Model,"
Oxford Economic Papers, 60:1, 122-142 (2008).
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"Assessment of
Weymark’s Measures of Exchange Market Intervention: The
Case of Japan," (with K. Taketa), Pacific Economic
Review, 12:5, 545-558 (2007).
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"A Note on Interest
Rate Defense Policy and Exchange Rate Volatility,"
Economic Modelling, 24:5, 768-777 (2007).
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"Oil Prices and
Real Exchange Rates," (with H.C. Chen) Energy
Economics, (2007), 29:3, 390-404 (2007).
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"Does Monetary
Policy Have Asymmetric Effects on Stock Returns?"
Journal of Money, Credit, and Banking, 39:2-3,
667-688 (2007).
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"Perspectives on
Teaching International Macroeconomics and Finance: Is
There More Consensus in the 2000s?" Economics
Bulletin, Vol.1 no.3, 1-20 (2006).
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"Revisiting the
Interest Rate-Exchange Rate Nexus: A Markov Switching
Approach,"
Journal of Development Economics, 79:1, 208-224
(2006).
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"A Note on
In-Sample and Out-of-Sample Tests for Granger
Causality," Journal of Forecasting, 24:6,
453-464 (2005).
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"Does ‘Aggregation
Bias’ Explain the PPP Puzzle?" (with C.M. Engel), Pacific Economic Review, 10:1, 49-72 (2005).
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"Real Exchange Rate
Fluctuations and Monetary Shocks: A Revisit,"
International Journal of Finance and Economics,
9:1, 25-32 (2004).
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"Macroeconomic
Fluctuations and Welfare Cost of Stabilization Policy,"
Journal of Policy Modeling, 25:2, 123-135
(2003).
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