I. Teaching Record

Computational Finance and Data Analysis

Econometrics (undergraduate & graduate)

International Trade

Statistical Software Application and Practice

II. MASTER INSTRUCTOR:

A. Dissertation

• “Three Essays on the Spillovers of Financial Shocks and the Volatility of Financial Markets in Asia.” (Ph.D. Dissertation, University of Washington, Seattle, USA, 2003)

B. Journal articles

1. Ruey-Ching Hwang, Yi-Chi Chen*, and Chih-Kang Chu, 2025, "A Frailty Cumulative Link Model for Enhanced Prediction of Loss Given Default Distribution", Journal of Forecasting, Accepted.
2. Yi-Chi Chen* and Guo Yu, 2025, "Different time different answer? Determinants of economic growth with error control via group knockoffs", Empirical Economics, 68, 2225–2254.
3. Ruey-Ching Hwang*, and Yi-Chi Chen, 2024, " Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty", Quantitative Finance, 24, 909-919.
4. Ruey-Ching Hwang*, Chih-Kang Chu and Yi-Chi Chen, 2023, "Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty", Quantitative Finance, 23, 149-168.
5. Wang, Cindy S.H.*, Yi-Chi Chen and Hsin Yu Lo, September 2021, "A Fresh Look at the Risk-Return Tradeoff", Pacific-Basin Finance Journal, 68, 11546.
6. Lee, Kuo-Jung, Martin Feldkircher* and Yi-Chi Chen, June 2021, "Variable selection in finite mixture of regression models with an unknown number of components", Computational Statistics and Data Analysis, 158, 107180.
7. Chen, Yi-Chi*, Chang-Ching Lin and Chor-yiu (CY) Sin, 2019, “A nonlinear view of long-run PPP using cross-sectionally dependent heterogeneous panels”, Taiwan Economic Review, 47(1), pp. 1-40.
8. Lee, Kuo-Jung and Yi-Chi Chen*, 2018, "Of needles and haystacks: Revisiting growth determinants by robust Bayesian variable selection", Empirical Economics, 54(4), pp. 1517-1547.
9. Chen, Ray-Bing, Yi-Chi Chen*, Chi-Hsiang Chu and Kuo-Jung Lee, 2017, "On the determinants of the 2008 financial crisis: A Bayesian approach to the selection of groups and variables", Studies in Nonlinear Dynamics and Econometrics, 21(5).
10. Lu, Tsung-Hsun, Yi-Chi Chen* and Yu-Chin Hsu, 2015, “Trend definition or holding strategy: What determines the profitability of candlestick charting?”, Journal of Banking & Finance, 61, pp. 172-183.
11. Chen, Yi-Chi, 2013, "The dynamics of interbank rate behavior under alternative monetary regimes: The case of Hong Kong", China Economic Policy Review, 2, 1350007, DOI: 10.1142/S1793969013500076.
12. Chen, Yi-Chi* and Eric Zivot, November 2010, "Postwar Slowdowns and Long-Run Growth: A Bayesian Approach of Structural-Break Models", Empirical Economics, Vol. 39(3), pp. 897-921.

C. Conference papers

1. Chen, Yi-Chi and Guo Yu, August and November 2024. "Nonlinearities in the wage Philips curve: Application of Lasso estimation of threshold vector autoregressive models", 2024 Midwest Economic Research Group (MERG), St. Paul, Minnesota, USA; 臺灣計量經濟學會年會，臺北，臺灣。
2. Ruey-Ching Hwang and Chen, Yi-Chi, November 2023 and December 2024. "Predicting forward default probabilities of firms: A discrete-time forward hazard model with firm-specific frailty", 臺灣計量經濟學會年會及總體經濟計量模型研討會，臺北，臺灣。
3. Chen, Yi-Chi, October 2022 and August 2023. "Long memory and structural breaks in testing the implied-realized volatility relation", 臺灣計量經濟學會年會，臺北，臺灣；The 6th International Conference on Econometrics and Statistics (EcoSta 2023), Tokyo, Japan。
4. Chen, Yi-Chi and Guo Yu, November 2021, "Different time different answer? Determinants of economic growth with error control via group knockoffs", 臺灣計量經濟學會年會, 臺北, 臺灣。
5. Chen, Yi-Chi and Kuo-Jung Lee, December 2020, "A Bayesian group sparsity approach to multiple structural breaks of an AR(p) process", 總體經濟計量模型研討會, 臺北, 臺灣。
6. Chen, Yi-Chi and Guo Yu, November 2020, "Group variable selection without data-snooping bias: Using a knockoff filter to control the false discovery rate", 臺灣計量經濟學會年會, 臺北, 臺灣。
7. Chen, Yi-Chi, Martin Feldkircher and Kuo-Jung Lee, June 2019, "Variable selection in finite mixture of regression models with an unknown number of components", 2019 North American Meeting of the Econometric Society, Seattle, Washington, USA.
8. Chen, Yi-Chi, March 2018, "Variable Selection Methods in High-dimensional Linear Regression: With Application to Determinants of the Financial Crisis", SNDE 26th Annual Symposium, Tokyo, Japan.
9. Huang, Tai-Chia and Yi-Chi Chen*, November 2017, "Seeing the forest through the trees: Revisiting the direction of financial contagion by random forests", 臺灣計量經濟學會年會, 臺北, 臺灣。
10. Chen, Yi-Chi Chen, June 2017, "variable selection methods in high dimensional linear regression", 1st International Conference on Econometrics and Statistics (EcoSta 2017), Hong Kong.
11. Lee, Kuo-Jung and Yi-Chi Chen*, December 2015, "Bayesian approaches to variable selection with highly correlated regressors: Predictive perspectives from cross-country growth regressions", 總體經濟計量模型研討會, 臺北, 臺灣.
12. Chen, Yi-Chi, October 2015, "Determinants of vulnerability to the recent financial crisis: New results applying the Bayesian sparse group selection", 臺灣計量經濟學會年會, 臺北, 臺灣。
13. Chen, Ray-Bing, Yi-Chi Chen*, Chi-Hsiang Chu and Kuo-Jung Lee, August 2015, "On the determinants of the 2008 financial crisis: A Bayesian approach to the selection of groups and variables", 4th Annual Meeting of Midwest Applied Time Series Econometrics Group (MATSEG), University of Minnesota, Duluth, USA.
14. Chen, Ray-Bing, Yi-Chi Chen*, Chi-Hsiang Chu and Kuo-Jung Lee, December 2014, "On the determinants of the 2008 financial crisis: A Bayesian approach to the selection of groups and variables", 總體經濟計量模型研討會，臺北，臺灣。