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Biing-Shen Kuo Professor, Department of International Trade

  • Highest Degree: Ph. D in Economics, University of Rochester                   
     
  • Tel: (886 2) 2939-3091 ext. 81029
     
  • Fax: (886 2) 2938-769
     
  • E-mail: bsku@nccu.edu.tw
     

·         Address: Department of International Trade, National Chengchi University,
              64, SEC. 2, Tz-nan Rd., Wenshan, Taipei 116, Taiwan,
              Republic of China
 

 


  • Research Interests
     
    • Time Series Theory
       
    • Empirical International Finance
                                                                                                                                     
       


  • Publication
     

o        Published Papers
 

1.       "Tests of Partial Parameter Instability in Regression with I(1) Processes", Journal of Econometrics, 86/2, 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.      "How Large Is the Foreign Exchange Risk Premium for USD/NTD?" (in Chinese), Academia Economic Papers, 29/4, 383-413, 2001, (with Tzu-Ping Ho et al.).
 

6.        "Dynamic Analysis on Taiwan's Real Effective Exchange Rate Index," (in Chinese), Taiwan Economic Forecast and Policy, 32/2, 93-130, 2002, (with Tien-Wang Tsaur et al.)
 

7.      "Is Consumption Liquidity Constrained? The Asymmetric Impact from Business Cycles,"(in Chinese), Academia Economic Papers, 30/4,443-472,2002, (with Ching-Ting Chung).
 

8.       "Non-Linear Monetary Shocks and the NTD/USD Forward Premium," (in Chinese), Academia Economic Papers, 31/1, 91-124, 2003, (with Tzu-Ping Ho).
 

9.      "Borrowing Constraints and Market Liquidity," (in Chinese), Review of Securities & Futures Market, 16/3, 109-136, 2004, (with Ming-Chin Lin et al.).
 

10.  "A Simple Test for Predictive Ability Using Autoregression," (in Chinese), Academia Economic Papers,  forthcoming, 2005, (with Ching-Chuan Tsong et al.).
 

11.  "Optimal Tariff Escalation in the Doha Round of WTO: The Case of Taiwan's Agriculture, Poultry, and Processed Food Industries," (in Chinese), Journal of Social Science and Philosophy, forthcoming, 2005, (with Yung-Ho Weng et al.).


 

 

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        Technical Reports

1.  "The Behavior of the Real Exchange Rate: A Re-examination Using Finite Sample Approach" (with Anne Mikkola), CEPR Discussion Paper Series No. 1716, 1997, NSC 87-2415-H-004-010.
 

2.  Testing for PPP in a Panel of Industrial Countries Allowing for Cross-Sectional Dependence" (with Anne Mikkola), March 1998, NSC 88-2415-H-004-010.
 

3.   "Testing for PPP in a Panel of Industrial Countries Allowing for Cross-Sectional Dependence" (with Anne Mikkola), March 1998, NSC 88-2415-H-004-010.
 

4.  "Johansen Trace Test as a Panel Unit Root Test", Oct. 1998, NSC 86-2415-H-004-009.
 

5.  ""A Consistent Test for Unit Root in Panel Data", June 2000, NSC 89-2415-H-004-002 (with Cheng-Feng Lee).