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Joint Research Fellows

Chung, Ching-Fan

Chung, Ching-Fan

  • Term of Office:2000-
  • Title:Joint Research Fellow
  • E-Mail:cfchung at econ.sinica.edu.tw
  • Personal Website:http://www.sinica.edu.tw/~metrics/
  • curriculum vitae:

    Ph.D. in Economics, University of Wisconsin-Madison (1987)
    Research Fields: Econometrics, Applied Financial Economics, Applied Microeconomics

Current Position

  • Professor, Department of Quantitative Finance, National Tsing Hua University, 2007/08~present
  • Joint-Appointment Research Fellow, Institute of Economics, Academia Sinica, 2013/08~present

Experience

  • Deputy Director, Institute of Economics, Academia Sinica, 2003-2005.
  • Joint-Appointment Professor, Department of Economics, National Chengchi Uiversity, 2002-
  • Professor, Department of Economics, National Taiwan University, 1996-2000.
  • Assistant Professor, Department of Economics, Michigan State University, 1988-1996.
  • McKethan-Matherly Post-Doctoral Research Fellow, University of Florida, 1986-1988.

Awards

  • Research Achievement Award, Ministry of Education, Taiwan (2004)
  • Outstanding Research Award, Foundation for the Advancement of Outstanding Scholarship, Taipei (2001-2006)
  • Distinguished Research Award, National Science Council, Taiwan (2000)

Publications

Journals(Click)

  • Chuang, Ching-Fan, Vei-Lin Chan and Kuang-Liang Chang (2004), "Wealth Effects on Consumption in Taiwan: An Application of The Multivariate Markov Regime-Switching Model," Academia Economic Papers, 32(4), forthcoming.
  • Chung, Ching-Fan(2002), "Sample Means, Sample Autocovariances, and Linear Regression of Stationary Multivariate Long Memory Processes," Econometric Theory, 18(1), 51-78.
  • Chung, Ching-Fan(2001), "Calculating and Analyzing Impulse Responses for the Vector ARFIMA Model," Economics Letters, 71(1), 17-25.
  • Chung, Ching-Fan(2001), "Modeling Demand Systems with Demographic Effects Based on the Modifying Function Approach," Economics Letters, 73(3), 269-274.
  • Chung, Ching-Fan and Wen-Jen Tsay(2000), "The Spurious Regression of Fractionally Integrated Processes," Journal of Econometrics, 96(1), 155-182.
  • Chung, Ching-Fan, I-Ju Tsai and C. Y. Cyrus Chu(2000), "Demographic Transition and Household Savings in Taiwan," Population and Development Review, 26(Supplement), 174-193.
  • Chung, Ching-Fan(1996), "Estimating A Generalized Long Memory Process," Journal of Econometrics, 73(1), 237-259.
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