about | 研究領域 | 教授稞程 |   著作    |  English Version |


郭炳伸 Biing-Shen Kuo 國立政治大學國際貿易學系 教授

·         最高學歷: 美國羅徹斯特大學經濟博士                           
 

·         研究室:商館261029
 

·         電話:(02)29393091 分機 81029
 

·         傳真:(02) 2938-7699
 

·         E-mail: bsku@nccu.edu.tw

 

 

 


·  研究領域
 


·  教授課程
 


·  著作
 

o        期刊論文

 

1.      "Tests of Partial Parameter Instability in Regression with I(1) Processes", Journal of Econometrics, 86/2, pp.337-368, 1998.  
 

2.       "Asymptotics of ML Estimator for Regression Models with a Stochastic Trend Component", Econometric Theory 15, 24-49, 1999.
 

3.      "Re-examining the Long-Run Purchasing Power Parity", Journal of International Money and Finance, 18, 252-266, 1999 (with Anne Mikkola).
 

4.      "How Sure Are We About PPP? Panel Evidence with the Null of Stationary Real Exchange Rates", Journal of Money, Credit, and Banking, 33/3, 767-789, 2001 (with Anne Mikkola).
 

5.      "台幣/美元遠期外匯風險溢酬有多大?" (2001), 經濟論文, 29/4, 383-413 (與何祖平等合著)
 

6.      "新台幣實質有效匯率指數之動態分析" (2002), 台灣經濟預測與政策, 32/2, 93-130 (與曹添旺等合著)
 

7.      "消費行為受資金流動性限制嗎?經濟景氣的不對稱效果" (2002), 經濟論文, 30/4, 443-472 (與鍾景婷合著)
 

8.      "非線性貨幣衝擊與台幣/美元遠期溢酬" (2003), 經濟論文, 31/1, 91-124 (與何祖平合著)
 

9.      "借貸限制與市場流動性" (2004), 證券市場發展季刊, 16/3, 109-136 (與林鳴琴、江永裕合著)
 

10.  "預測績效檢定:簡單迴歸之應用" (2005), 經濟論文, 即將刊登 (與欉清全、李政峰合著)
 

11.  "WTO新回合談判下關稅級距的最適調整-以台灣之農畜產品及食品加工業為例" (2005), 人文及社會科學集刊, 即將刊登 (與翁永和、陳坤銘合著)

 

 

o        研討會論文

1.  "Tests of Partial Parameter Instability in Regression with I(1) Process", Econometric Society Far Eastern Meeting (June,1993).
 

2.  "Testing for the Null of Stationarity Based on the Error Component Representation", Econometric Society World Congress, Econometric Society (Aug., 1995).
 

3.  "Asymptotic Properties of MLE for Regress Models with a Stochastic Trend Component when Signal-To-Noise Ratio is close to Zero", Econometric Society North American Winter Meeting (Jan., 1996).
 

4.  "The Behavior of Real Exchange Rate:A Re-examination using Finite sample Approach", ASSA Meeting (Jan., 1997).
 

5.  "Testing for PPP in Panel of Industrial Countries Allowing for Cross-Sectional Dependence", 8th International Conference for Panel Data (June, 1998); and Econometric Society European Meeting (June, 1998).
 

6.  "A Consistent Test for Unit Root in Panel Data", The 9th Int'l Conference on Panel Data, Geneva (2000); and North American Summer Meeting of the Econometric Society (1999), Madison.
 

7.  "Nonlinear Inflation Risk: Toward Resolving the Forward Premium Anomaly", Australian Meeting of the Econometric Society (July, 2002); and The 70th Annual Meeting of the Japanese Statistical Society (Sep., 2002).
 

8.  "Bootstrap Inference for Unit Root with Dependent Errors", 東京一橋大學經濟系研討會(Sep.,2002)
 

9.  "非線貨幣衝?與台幣/美元遠期溢酬",中研院經濟所40年所慶研討會 (Oct.,2002)
 

10.  "WTO新回合談判下關稅級距的最適調整", 台灣經濟學會2002年年會 (2002)
 

11.  "Exchange Rate Risk Management : The Case of Taiwan", 第十一屆證券暨金融市場理論與實務研討會 (2003)
 

12.  "Precautionary Saving and Consumption with Borrowing Constraints", 2003年總體經濟與經濟發展會議,中研院經濟所 (2003)
 

13.  "預測績效檢定:簡單迴歸之應用",  台灣經濟學會年會 (2003)
 

14.  "Monetary Liquidity and Market Liquidity", 2004年總體經濟與經濟發展會議,中研院經濟所(Dec.,2004); 與第十二屆證券暨金融市場理論與實務研討會 (Dec., 2004)
 

15.  "靴帶抽樣預測績效檢定量",台灣經濟學會年會 (Dec.,2004)

 

 

o        Working Papers

1.  "Bootstrap Inference for Unit Root with Dependent Errors", Nov. 2001 (with Ching-Chuan Tsong).
 

2.  "On Bootstrapping Panel Unit Root Test", Feb. 2002 (with Cheng-Feng Lee).
 

3.  "Nonlinear Inflation Risk: Toward Resolving the Forward Premium Anomaly", July 2002 (with Tzu-ping Ho).
 

4.  "Doing Justice to Fundamentals in Exchange Rate Forecasting: A Control over Estimation Risk ," 2005 (with Jigh-Gang Chen  and Ching-Yu Lan).
 

5.  "Bootstrap Inference for Stationarity," 2005 (with Ching-Chuan Tsong).
 

o        技術報告

1.  有橫斷依賴時之PANEL共積研究,1996~1997, 行政院國科會。
 

2.  實質匯率行為的實證分析:以小樣本方式的再探討,1997~1998, 行政院國科會。
 

3.  檢定工業國家之購買力平價假說與橫斷面依賴,1998~1999, 行政院國科會。
 

4.  改善自我迴歸模型之統計推論:簡單函數轉換的應用,1999~2000, 行政院國科會。
 

5.  一致性多變量單根檢定之建立與比較,2000~2001, 行政院國科會。
 

6.  實質匯預測:TARAR之比較,2001~2002, 行政院國科會。
 

7.  t 檢定偵測結構性變動的穩健性,2002~2003, 行政院國科會。
 

8.  横斷面與追蹤資料單根檢定,2003~2004, 行政院國科會。
 

9.  高階近似下的消費行為:理論與實證,2004~2006, 行政院國科會。