一、學術著作

A.學位論文

• “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.期刊論文

1. Yi-Chi Chen*, Chang-Ching Lin and Chor-yiu (CY) Sin, July 2017, "A Nonlinear View of Long-Run PPP using Cross-sectionally Dependent Heterogeneous Panels", Taiwan Economic Review (TSSCI, 科技部經濟學門B+級期刊), accepted.
2. Ray-Bing Chen, Yi-Chi Chen*, Chi-Hsiang Chu and Kuo-Jung Lee, June 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 (SSCI, 科技部經濟學門B+級期刊), accepted.
3. Kuo-Jung Lee and Yi-Chi Chen*, June 2017, "Of Needles and Haystacks: Revisiting Growth Determinants by Robust Bayesian Variable Selection", Empirical Economics (SSCI, 科技部經濟學門B+級期刊), forthcoming.
4. Tsung-Hsun Lu, Yi-Chi Chen* and Jinji Chen, 2016, "Can Opening Prices Create Value for Investors? ", Advances in Financial Planning and Forecasting (科技部財務學門B級期刊), 7, pp. 209-224.
5. Randy I. Anderson, Yi-Chi Chen* and Li-Min Wang, February 2015, "A Range-based Volatility Approach to Measuring Volatility Contagion in Securitized Real Estate Markets", Economic Modelling (SSCI), 45, pp. 223-235.
6. Tsung-Hsun Lu, Yi-Chi Chen* and Yu-Chin Hsu, December 2015, "Trend Definition or Holding Strategy: What Determines the Profitability of Candlestick Charting? ", Journal of Banking & Finance (SSCI, 科技部經濟學門B+級期刊, 財務學門A_Tier-1級期刊), 61, pp. 172-183.
7. Yu-Hsi Chou and Yi-Chi Chen*, March 2014, "Is the Response of REIT Returns to Monetary Policy Asymmetric?", Journal of Real Estate Research (SSCI, 科技部財務學門B+級期刊), 36(1), pp. 109-135.
8. Yi-Chi Chen*, 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
9. Cheng-Yang Hsieh, Chih-Hung Chen, Yi-Chi Chen, Yea-Huei Kao Yang*, 2013, "National Survey of Thrombolytic Therapy for Acute Ischemic Stroke in Taiwan 2003-2010", Journal of Stroke & Cerebrovascular Diseases (SCI), 22, pp. e620-e627.
10. Yi-Chi Chen* and Chang-Ching Lin, 2012, "Information Shocks and Cigarette Addiction: Views from Dynamic Panels with Common Structural Changes", Applied Economics (SSCI), 44:35, pp. 4651-4660.
11. Tin-Chun Lin*, William Wei-Choun Yu and Yi-Chi Chen, 2012, "Determinants and Probability Prediction of College Student Retention: New Evidence from the Probit Model", International Journal of Education Economics and Development (JEL, EconLit), 3(3), pp. 217–236.
12. Yi-Chi Chen and Wei-Choun Yu*, June 2011 "Structural Change in the Forward Discount: A Bayesian Analysis of Forward Rate Unbiasedness Hypothesis", Economics Bulletin (JEL, EconLit), 31(2), 1807-1826.
13. Ching-Lan Cheng, Yi-Chi Chen, Tzu-Ming Liu, Yea-Huei Kao-Yang*, May 2011, "Using Spatial Analysis to Demonstrate the Heterogeneity of the Cardiovascular Drug-Prescribing Pattern in Taiwan", BMC Public Health (SCI), 11:380, doi:10.1186/1471-2458-11-380.
14. Yi-Chi Chen*, June 2011, "A Study of Budget Deficits and Interest Rates for Japan: Evidence from an Extended Loanable Funds Model", Journal of International and Global Economic Studies (JEL, EconLit),4(1), 11-27.
15. Yi-Chi Chen* and Chang-Ching Lin, November 2010, "Threshold Effects in Cigarette Addiction: An Application of the Threshold Model in Dynamic Panels", Economics Bulletin (JEL, EconLit), 30 (4), pp. 3128-3142.
16. Yi-Chi Chen* and Eric Zivot, November 2009, "Postwar Slowdowns and Long-Run Growth: A Bayesian Approach of Structural-Break Models", Empirical Economics (SSCI, 科技部經濟學門B+級期刊), 39 (3), pp. 897-921.
17. Yi-Chi Chen*, March 2009, “Consistent Estimation of Threshold AR(1) Models in Dynamic Panels: a Monte Carlo Study”, Empirical Economics Letters (JEL, EconLit), 8, pp. 223-232.
18. 陳奕奇，劉子銘*，2008年12月，"教育成就與城鄉差距：空間群聚之分析"，人口學刊 (TSSCI)，第37期，頁1-43。

C.會議論文

英文:

1. Yi-Chi Chen, June 2017, "Variable selection methods in high dimensional linear regression", 1st International Conference on Econometrics and Statistics (EcoSta 2017), Hong Kong.
2. Huan-Jui Chang and Yi-Chi Chen, December 2016, "Improving Economic Predictions with Random Forests", 總體經濟計量模型研討會，臺北，臺灣。
3. Kuo-Jung Lee and Yi-Chi Chen, October/November 2016, "Finite mixture of regression modeling for exchange market pressures during the financial crisis: A robust Bayesian approach to variable selection", 臺灣計量經濟學會年會，臺北，臺灣; 2016 Asia-Pacific Social Science Conference (APSSC), Kyoto, Japan.
4. Kuo-Jung Lee 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。
5. Yi-Chi Chen, 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。
6. Ray-Bing Chen, 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.
7. Kuo-Jung Lee and Yi-Chi Chen, June/July 2015, "Finite mixture of regression modeling for exchange market pressures during the financial crisis: A robust Bayesian approach to variable selection", 南區統計研討會暨2015中華機率統計學會年會及學術研討會，彰化，臺灣; Annual Conference of the Asia-Pacific Economic Association, Taipei, Taiwan.
8. Kuo-Jung Lee and Yi-Chi Chen, November 2014, "Of needles and haystacks: Revisiting growth determinants by robust Bayesian variable selection", 臺灣計量經濟學會年會，臺北，臺灣。
9. Ray-Bing Chen, 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。
10. Yi-Chi Chen and Chang-Ching Lin, June and December 2013, "The Forward Rate Unbiasedness Hypothesis Revisited: A Nonlinear Panel Analysis", International Conference of Western Economic Association, Seattle, USA and臺灣經濟學會年會，臺北，臺灣。
11. Li-Min Wang and Yi-Chi Chen, November 2013, "Information Transmission and Cross-Market Hedging between Stock and Government Bond Markets", 臺灣計量經濟學會年會，臺北，臺灣。
12. Yi-Chi Chen and Chang-Ching Lin, June 2011, "A Nonlinear View of the PPP Puzzles: TAR Panel Unit Root Test in the Presence of Cross-Sectional Dependence", International Conference of Western Economics Association, San Diego, USA.
13. Yi-Chi Chen and Chien-Ho Wang, November and December 2011, "The Impacts of the Expected Real Exchange Rate on Japan's Real Output: An Application of Nonlinear Cointegration Analysis", 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。
14. Chun-Li Tsai, Guang-Jong Fann and Yi-Chi Chen, May 2010, "The Effects of Calculus Attainment on Microeconomics—An Application of the Threshold Model", Symposium on Economic Education and Human Capital Accumulation in an Aging Economy, Tainan, Taiwan.
15. Yi-Chi Chen and Chang-Ching Lin, March 2009, "Information Shocks and Cigarette Addiction: Views from Threshold Model in Dynamic Panels", WEAI Pacific Rim Conference, Kyoto, Japan.
16. Yi-Chi Chen and Chang-Ching Lin, July 2008, "Habit Formation under Income Threshold Effect: A Dynamic Panel Analysis", International Conference of Western Economics Association, Honolulu, USA.
17. Yi-Chi Chen and Chang-Ching Lin, June 2007, "An Empirical Investigation of Cigarette Addiction: New Evidence from Threshold Model in Dynamic Panels", International Conference of Western Economics Association, Seattle, USA
18. Yi-Chi Chen and Chang-Ching Lin, November 2007, "Habit Formation under Income Threshold Effect: A Dynamic Panel Analysis", 2007年臺灣經濟計量學術研討會，臺北，臺灣；July 2008, International Conference of Western Economics Association, Honolulu, USA.
19. Yi-Chi Chen and Fuhmei Wang, July 2006, "Imperfect Competition, Controls on Capital Inflows, and the Phillips Curve: Experiences from Taiwan and Brazil", International Conference of Asia-Pacific Economics Association, Seattle, USA.
20. Yi-Chi Chen and Eric Zivot, July 2005, "Postwar Slowdowns and Long-Run Growth: A Bayesian Approach of Structural-Break Models", International Conference of Asia-Pacific Economics Association, Tokyo, Japan.
21. Yi-Chi Chen, Fuhmei Wang and Chih-Hsien Chi, December 2005, "Economic Evaluation for the Telemedicine Program in Taiwan", 台灣經濟學會2005年年會，臺北，臺灣。
22. Yi-Chi Chen and Kar-Yiu Wong, August 2004, "Interbank Rate Behavior and Financial Crisis: The Case of Hong Kong", International Conference on Asian Crisis, VI: Financial Crisis and Economic Growth, Tokyo, Japan.
23. Yi-Chi Chen, December 2003, "A Tale of Two Cities: Monetary Regimes of Hong Kong and Singapore", 台灣經濟學會2003年年會，臺北，臺灣。
24. Yi-Chi Chen and Kar-Yiu Wong, December 2003, "Asymmetric Stock-Returns Volatility Transmissions During the Asian Financial Crisis--the Case of the ASEAN markets", Asian Crisis V: New Challenges and Opportunities for the Post-Crisis Asia, Chuncheon, Korea.

中文:

1. 陳奕奇，劉子銘，陳琳琦，2010 年 4 月，“以空間群聚分析都市化與性別對台灣人口遷移之影響”，
   2010 年臺灣人口學會年會、社會發展指標及時空人口學研究聯合學術研討會。
2. 陳奕奇，王富美，葉憶婷，2004，“管制資本流入對改善失業的有效性”，台灣經濟學會2004年年會，台北。

二、研究計劃 (與他人合作者，金額依人數比例計算)

Last updated: 07/31/2017