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经济与管理学院学术活动预告(5月31日)

发布日期:2018年05月29日 来源: 作者:申立平 HITS:

报告承办单位经管学院

报告内容Measuring business cycles in China

中国商业周期的衡量

报告人姓名:洪嘉阳

报告人所在单位:美国西密歇根大学经济学系

报告人职称/职务及学术头衔教授

报告时间星期531日)下午300—530

报告地点金盆岭7212

报告人简历  

洪嘉阳HUENG C James,男,西密歇根大学经济学系教授,西密歇根大学经济学研究生项目项目主管,《大西洋经济杂志》编辑委员会成员, 中南财经政法大学富布莱特学者文澜学者曾为台湾大学人文和社会科学高级研究所富布莱特研究学者阿拉巴马大学助理教授

1986年毕业于台北建国高中1990年本科毕业于台湾大学工商管理专业,硕士、博士均毕业于维斯康森麦迪逊大学经济学专业1997年获得博士学位。 

主要研究领域为:货币经济学,宏观经济学,金融经济学,应用经济计量学获得的各类奖励主要有: 富布莱特学者富布莱特研究奖西密歇根大学提摩西莱特中心中国研究资助奖西密歇根大学国际教育人员发展基金西密歇根大学艺术与科学学院教学与研究奖阿拉巴马大学研究奖《大西洋经济杂志》最佳文章奖蒋经国国际学术交流基金会论文奖学金哈罗德经济学研究生论文奖(研一最佳应用经济计量论文)     

先后在International Journal of Economics and FinanceApplied Economics LettersApplied Financial EconomicsJournal of MacroeconomicsComputational EconomicsChina Economic ReviewFinancial Services Review等国际重要期刊上发表论文近30篇。

学术成果

[1]"Nowcasting GDP Growth for Small Open Economies with a Mixed-Frequency Structural Model." (with Ruey Yau).  Computational Economics, forthcoming.

[2]"Measuring Real Business Condition in China." (with Ping Liu).  China Economic Review, 46, 2017, pp.261-274.

[3]"Choosing Between Value and Growth in Mutual Fund Investing." (with Glenn Pettengill and George Chang).  Financial Services Review, 23 (4), 2014, pp. 341-359.

[4]"Are Global Systematic Risk and Country-Specific Idiosyncratic Risk Priced in the Integrated World Markets?"  International Review of Economics and Finance, 33, 2014, pp.28-38.

[5]"Comparing Value and Growth Mutual Performance: Bias from the Fama-French HML Factor." (with Glenn Pettengill and George Chang).  Academy of Economics and Finance Journal, 4, 2013, pp. 75-86.

[6]"Risk-Return Predictions with the Fama-French Three-Factor Model Betas." (with Glenn Pettengill and George Chang).  International Journal of Economics and Finance, 5(1), 2013, pp. 34-47.

[7]"Country-Specific Idiosyncratic Risk and Global Equity Index Returns." (with Ruey Yau).  International Review of Economics and Finance, 25, 2013, pp. 326-337.

[8]"Central Bank Behavior and Statutory Independence." Atlantic Economic Journal, 40 (2), 2012, pp. 111-126.  Winner of the 2012 AEJ Best Article Award.   

[9]"Statutory Central Bank Independence in Taiwan."  Asian Social Science, 6 (11), 2010, pp. 17-27.

[10]"Traditional View or Revisionist View? The Effects of Monetary Policy on Exchange Rates in Asia." (with Peng Huang and Ruey Yau).  Applied Financial Economics, 20 (9), 2010, pp. 753-760.

[11]"Interest-Rate Risk Factor and Stock Returns: A Time-Varying Factor-Loadings Model." (with Peng Huang).  Applied Financial Economics, 19 (22), 2009, pp. 1813-1824.

[12]"A Dual-Target Monetary Policy Rule for Open Economies: An Application to France." (with Ruey Yau). Applied Economics Letters, 15 (12), 2008, pp.945-948.

[13]"Conditional Risk-Return Relationship in a Time-Varying Beta Model" (with Peng Huang).  Quantitative Finance, 8 (4), June 2008.

[14]"Output Convergence Revisited: New Time Series Results on Industrialized Countries."  (with Ruey Yau).  Applied Economics Letters, 14 (1), January 2007.

[15]"Investor Preferences and Portfolio Selection: Is Diversification an Appropriate Strategy?" (with Ruey Yau).  Quantitative Finance, 6 (3), June 2006.

[16]"Short-Sales Constraints and Stock Return Asymmetry: Evidence from the Chinese Stock Markets." Applied Financial Economics, 16 (10), June 2006.

[17]"Using an Aggregate Demand-Aggregate Supply Model to Identify Structural Demand-Side and Supply-Side Shocks: Results Using a Bivariate VAR." (with James Cover and Walter Enders).  Journal of Money, Credit, and Banking, 38 (3), April 2006.

[18]"Forecasting Asymmetries in Aggregate Stock Market Returns: Evidence from Conditional Skewness." (with James McDonald).  Journal of Empirical Finance, 12 (5), December 2005.

[19]"Overreaction Effects Independent of Risk and Characteristics: Evidence from the Japanese Stock Market." (with Chaoshin Chiao).  Japan and the World Economy, 17 (4), December 2005.

[20]"The Correlation between Shocks to Output and the Price Level:  Evidence from a GARCH Model." (With James Cover).  Southern Economic Journal, 70 (1), July 2003.

[21]"Are Policy Rules Better Than the Discretionary System in Taiwan?"  (With James Cover and Ruey Yau). Contemporary Economic Policy, 20 (1), 2002.

[22]"Do Bubbles or Time Varying Risk Premiums Affect Stock Prices?" (With Lii Tarn Chen and Chien Fu Jeff Lin).  Global Business and Economics Review, 2 (2), December 2000.

[23]"Sources of Persistence in Cross-Country Income Disparities:  A Structural Analysis." (With Ruey Yau).  Journal of Macroeconomics, 22 (4), Fall 2000.

[24]"The Impact of Foreign Variables on Domestic Money Demand:  Evidence from The United Kingdom." Journal of Economics and Finance, 24 (2), Summer 2000.

[25]"Money Demand in an Open-Economy Shopping-Time Model: An Out-of-Sample Prediction Application to Canada."  Journal of Economics and Business, 51 (6), November/December 1999.

[26]"The Demand for Money in an Open Economy:  Some Evidence for Canada."  North American Journal of Economics and Finance, 9 (1), Spring 1998.