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管中閔

管中閔

Ph.D. in Economics, University of California, San Diego (1989)

研究領域: 計量經濟理論、時間序列分析、經濟預測、應用財務


Email : ckuan at ntu.edu.tw

  • M.A. (Economics), University of California, Davis, 1984
  • Ph.D. (Economics), University of California, San Diego, 1989

  • 台灣大學校長 (2019.01 迄今)
  • 台灣大學「台大講座」教授 (2009.02 迄今)
  • 台灣大學財務金融系特聘教授 (2009.02 迄今)
  • 台灣大學經濟系合聘教授 (2000.02 迄今)
  • 中央研究院經濟研究所合聘研究員 (2009.02~2012.02, 2015.08 迄今)

  • 國家發展委員會主任委員 (2014.02~2015.02)
  • 行政院經建會主任委員 (2013.02~2014.02)
  • 行政院政務委員 (2012.02~2015.02)
  • 財團法人商業發展研究院董事長 (2010.10~2012.02)
  • 台灣大學計量理論與應用研究中心主任 (2009.04~2012.02)
  • 中央研究院經濟研究所特聘研究員 (2004.09~2009.01)
  • 中央研究院經濟研究所所長 (2001.08~2007.08)
  • 中央研究院經濟研究所研究員 (1999.08~2004.08)
  • 台灣大學經濟系教授 (1994.08~1999.07)
  • 美國伊利諾大學香檳分校經濟系長聘副教授 (1995.08~1996.07)
  • 美國伊利諾大學香檳分校經濟系助理教授 (1989.08~1995.07)

  • 世界科學院院士 (2014)
  • 中央研究院院士 (2002)
  • 教育部學術獎 (1999)
  • 台灣大學優良教師獎 (1999)
  • 傑出人才發展基金會傑出人才講座 (五年期) (1997、2002)
  • 國科會傑出研究獎 (兩年期) (1994、1996)

  • Hsu, Y.-C., C.-M. Kuan, and M.-F. Yen (2014), "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing", ournal of Financial Econometrics, 12 (4) 730~755
  • Lee, W.-M., C.-M. Kuan, and Y.-C. Hsu(2014), "Testing Over-Identifying Restrictions without Consistent Estimation of Asymptotic Covariance Matrix", ournal of Econometric s, 181 (2) 181~193
  • Hsu, S.-H. and C.-M. Kuan(2013), "Constructing Smooth Tests without Estimating the Eigen-pairs of the Limiting Process", Journal of Econometrics, 178 71~79
  • Kuan, C.-M. and C.-L. Chen(2013), "Effects of National Health Insurance on Precautionary Saving: New Evidence from Taiwan", Empirical Economics, 44 (2) 921~943
  • Hsu, S.-H. and C.-M. Kuan(2011), "Estimation of Conditional Moment Restrictions without Assuming Parameter Identifiability in the Implied Unconditional Moments", Journal of Econometrics, 165 (1) 87~99
  • Hsu, P.-H., Y.-C. Hsu, and C.-M. Kuan(2010), "Testing the Predictive Ability of Technical Analysis Using a New Stepwise Test without Data Snooping Bias", Journal of Empirical Finance, 17 (3) 471~484
  • Kuan, C.-M., J.-H. Yeh, and Y.-C. Hsu(2009), "Assessing Value at Risk with CARE, the Conditional Autoregressive Expectile Models", Journal of Econometrics, 150 (2) 261~270
  • Chuang, C.-C., C.-M. Kuan, and H.-Y. Lin(2009), "Causality in Quantiles and Dynamic Stock Return-Volume Relations", Journal of Banking and Finance, 33 (7) 1351~1360
  • Kuan, C.-M. and W.-M. Lee(2006), "Robust M Tests without Consistent Estimation of Asymptotic Covariance Matrix", Journal of the American Statistical Association, 101 (475) 1264~1275
  • Kuan, C.-M., Y.-L. Huang, and R. S. Tsay(2005), "An Unobserved-Component Model with Switching Permanent and Transitory Innovations", Journal of Business and Economic Statistics, 23 (4) 443~454
  • Hsu, P.-H. and C.-M. Kuan(2005), "Re-Examining the Profitability of Technical Analysis with Data Snooping Checks", Journal of Financial Econometrics, 3 (4) 606~628

  • Kuan, C.-M.(2008), "Artificial Neural Networks", in S. N. Durlauf and L. E. Blume (eds), New Palgrave Dictionary of Economics New York Palgrave Macmillan