議程

2017總體經濟計量模型研討會
時       間:2017年12月7日(週四)至8日(週五)
地       點:中央研究院經濟研究所慕寰廳、B110會議室、C103會議室、C101會議室
主辦單位:中央研究院經濟研究所、行政院主計總處


** 完整議程可  點此下載  **   
 

12月7日(週四)
(詳細議程可透過點擊各平行場次展開)

時 間

會議場次

    地點

8:30-9:00

報                到

B棟大廳

9:00-9:10

開幕致詞

朱澤民主計長、刁錦寰院士、簡錦漢所長

慕寰廳

9:10-10:10

Keynote Speech I

Chair: Academician George C. Tiao (University of Chicago Booth School of Business)
Speaker: Professor Andrew Mason (University of Hawaii) 
Aging and the Generational Economy

慕寰廳

10:10-10:30

                                                                                  大 合 照    暨    休 息

10:30-12:00

場次 1A-1B :

平行場次 1A (人口老化,成長,福利與不均度分析)

 
主持人: 許嘉棟 (東吳大學暨中信金融管理學院)
  • Aging and Population Policy in Developing Economies: Welfare Implications across Generations
    • Tanyasorn Ekapirak, Minchung Hsu, *Pei-Ju Liao (Department of Economics, National Taiwan University)
  • The Role of Ability Heterogeneity in Explaining Wage Inequality
    • *Wan-Jung Cheng (Institute of Economics, Academia Sinica)
  • Fiscal Consolidation with Public Wage Reductions
    • Juin-Jen Chang, *Hsieh-Yu Lin (Institute of Economics, Academia Sinica), Nora Traum, Shu-Chun S. Yang
* : 為發表人
 B110

Parallel Session 1B (Time Series and Financial Econometrics)

 
Chair:Biing-Shen Kuo (Department of International Business, National Chengchi University)
  • Investigating the Inefficiency of the CBO's Budgetary Projections
    • *Natsuki Arai (Department of International Business, National Chengchi)
  • Multivariate Seasonal Adjustment: An Empirical Analysis of Taiwanese Macroeconomic Data
    • *Jin-Lung Lin (Department of Finance, National DongHwa University)
  • Do Jumps in Financial Prices Cluster? Evidence from High-Frequency Data
    • * Ping-Chen Tsai (Department of Finance, Southern Taiwan University of Science and Technology)
* : Presenter
 C103

12:00-13:30

                                                                                     午     餐

13:30-15:00

場次 2A-2C :

平行場次 2A (臺灣薪資停滯與失業給付)

 
主持人: 李庸三 (力仁教育基金會)
  • 勞退新制壓抑薪資提升的各種觀點檢視
    • *陳建良 (國立暨南大學經濟學系), 管中閔
  • The Effects of Extended Unemployment Benefits: Evidence from a Regression Discontinuity Design
    • *Po-Chun Huang (Department of Economics, National Chengchi University), Tzu-Ting Yang
  • 經濟成長、薪資停滯? 初探臺灣實質薪資與勞動生產力成長脫勾之成因
    • 林依伶, *楊子霆 (中央研究院經濟研究所)
* : 為發表人
 B110

Parallel Session 2B (Econometric Theory)

 
Chair:Yu-Chin Hsu (Institute of Economics, Academia Sinica)
  • Nonparametric Estimation of a Job Search Process in Labor Market
    • Yingyao Hu, *Ji-Liang Shiu (Institute for Economic and Social Research, Jinan University), Matthew Shum
  • Monotonicity Test for Local Average Treatment Effects Under Regression Discontinuity
    • *Yu-Chin Hsu (Institute of Economics, Academia Sinica), Shu Shen
  • Least Squares Estimation of Generalized Additive Partial Linear Model with Imputed Covariates
    • *Chu-An Liu (Institute of Economics, Academia Sinica), Sorawoot Srisuma
* : Presenter
 C103

Parallel Session 2C (Macroeconomic Models of Heterogeneous Agents)

 
Chair:Juin-Jen Chang (Institute of Economics, Academia Sinica)
  • Optimal Fiscal Policy in Capital-Skill Complementarity Technology: A Heterogeneous Agent Framework
    • *Hsin-Jung Yu (Institute of Economics, Academia Sinica)
    • Discussant: Pei-Ju Liao (Department of Economics, National Taiwan University)
  • Implementing the Modified Golden Rule? Optimal Ramsey Taxation with Incomplete Markets Revisited
    • *Yunmin Chen (Institute of Economics, Academia Sinica), YiLi Chien, C.C. Yang
    • Discussant: Yi-Chan Tsai (Department of Economics, National Taiwan University)
  • Analysis of the Pension Reforms in Taiwan
    • Yu-Hsiang Cheng, *Hsuan-Chih Lin (Institute of Economics, Academia Sinica), Atsuko Tanaka
    • Discussant: Hsuan-Li Su (Department of Economics, National Taiwan University)
* : Presenter
 C101

15:00-15:30

                                                                                        休    息

15:30-17:30

論壇:
人口與總體經濟

主持人:彭信坤 (中央研究院經濟研究所)
引言人:董安琪 (中央研究院經濟研究所)  
               臺灣的人口老化與經濟成長
與談人:陳小紅 (國立政治大學社會學系, 監察委員)
              陳寬政 (長庚大學醫務管理學系)
              羅紀琼 (中央研究院經濟研究所)
               (依據姓氏筆畫排序)

慕寰廳

 

晚   宴 (INVITED ONLY)



12月8日(週五)

時 間

會議場次

    地點

9:00-10:30

場次 3A-3C :

平行場次 3A (計量方法與應用)

 
主持人: 陳宜廷 (中央研究院經濟研究所)
  • Estimating the Dynamic Effects of Regime Transitions by Local Projections
    • *Hsin-Yi Lin (Department of Economics, National Chengchi University), Yu-Hsiang Hsiao
  • 高雄氣爆後的房價被市場暴棄了?
    • *徐士勛 (國立政治大學經濟學系), 陳琮仁, 林士淵, 張金鶚
  • Semiparametric Tests for Regression-Based Life-Cycle Consumption Models
    • *Yi-Ting Chen (Institute of Economics, Academia Sinica)
* : 為發表人
 B110

Parallel Session 3B (Econometric Methods)

 
Chair:Wen-Jen Tsay (Institute of Economics, Academia Sinica)
  • Measuring Local Heteroskedasticity: What Can We Learn from the Heterogeneity in Heteroskedasticity?
    • *Xiaojun Song (Guanghua School of Management, Peking University), Abderrahim Taamouti
    • Discussant: Le-Yu Chen (Institute of Economics, Academia Sinica)
  • A Double Local Polynomial Method for Conditional Density Estimation: Application to Intergenerational Income Mobility
    • *Tsung-Chih Lai (Department of Economics, Feng Chia University), Chung-Ming Kuan
    • Discussant: Chor-Yiu (CY) Sin (Department of Economics, National Tsing Hua University)
  • GMM Long-Run Variance Estimation via VAR Averaging
    • *Jen-Che Liao (Institute of Economics, Academia Sinica)
    • Discussant: Xiaojun Song (Guanghua School of Management, Peking University)
* : Presenter
 C103

平行場次 3C (經濟發展、所得與薪資)

 
主持人: 梁啟源 (中央研究院經濟研究所)
  • Oil Trade Balance, Income and Remittances: An Empirical Investigation for Developing Countries
    • Thanh Le, *Wai Ching Poon(Monash University, Malaysia)
  • 薪資停滯的全球趨勢與臺灣特徵
    • *黃登興 (中央研究院經濟研究所), 劉碧珍, 楊子菡
  • 教育擴張使文憑貶值?臺灣經驗之探討
    • *楊子菡 (國立臺北大學財政學系), 蔡婉樺
* : 為發表人
 C101

10:30-11:00

                                                                                        休    息

11:00-12:00

專題演講 II

主持人:管中閔院士 (國立臺灣大學財務金融學系)
主講人:蔡瑞胸院士 (University of Chicago Booth School of Business)
Forecasting in the Data-Rich Environment

慕寰廳

12:00-13:30

                                                                                        午    餐

13:30-14:30

專題演講 III

主持人:蔡瑞胸院士 (University of Chicago Booth School of Business)
主講人:刁錦寰院士 (University of Chicago Booth School of Business)
Finding Needles in a Big Sea: A Clustering Procedure for Analysis of Heterogeneous Data

慕寰廳

14:30-15:00

                                                                                        休    息

15:00-16:30

場次 4A-4B :

Parallel Session 4A (Macro and International Economics: Theory and Empirical Studies)

 
Chair: Shiu-Sheng Chen (Department of Economics, National Taiwan University)
  • The Impact of Financial Development on Innovation-Based Exports: Do All Firms Benefit Equally?
    • *ByeongHwa Choi (Department of Economics, National Taiwan University)
  • The Determinants of Completing Cross-Border M&As in ASEAN Countries
    • Judy Hsu, *Thuy Linh Cao (Feng Chia University)
  • Financial Integration and the Comparative Advantage of Exports
    • *Pei-Chien Lin (Department of Industrial Economics, Tamkang University)
* : Presenter
 B110

平行場次 4B (總體預測方法與檢定)

 
主持人: 吳中書 (中華經濟研究院)
  • Asymptotic Risk of Order Selection in Integrated Autoregressive Models
    • *Chor-Yiu (CY) Sin (Department of Economics, National Tsing Hua University), Shu-Hui Yu, Hsiang-Ling Hsu
  • Reversed Ordered MOCUSUM Test with Factor Structure
    • *Shou-Yung Yin (University of Chicago Booth School of Business), Chang-Ching Lin, Wen-Jen Tsay
  • Forecasting Inflation: An Application of the Empirical Mode Decomposition
    • *Ya-Wen Lai (Department of Finance, National Formosa University)
* : 為發表人
 C103

 

                                                                                ~~  研  討  會  結  束  ~~