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
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會議場次
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地點
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8:30-9:00
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報 到
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B棟大廳
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9:00-9:10
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開幕致詞
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朱澤民主計長、刁錦寰院士、簡錦漢所長
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慕寰廳
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9:10-10:10
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Keynote Speech I
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Chair: Academician George C. Tiao (University of Chicago Booth School of Business)
Speaker: Professor Andrew Mason (University of Hawaii)
Aging and the Generational Economy
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慕寰廳
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10:10-10:30
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大 合 照 暨 休 息
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10:30-12:00
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場次 1A-1B :
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平行場次 1A (人口老化,成長,福利與不均度分析)
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- 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)
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- 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
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午 餐
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13:30-15:00
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場次 2A-2C :
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平行場次 2A (臺灣薪資停滯與失業給付)
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- 主持人: 李庸三 (力仁教育基金會)
- 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
* : 為發表人 |
B110 |
Parallel Session 2B (Econometric Theory)
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- 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)
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- 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
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休 息
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15:30-17:30
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論壇:
人口與總體經濟
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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)
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慕寰廳
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晚 宴 (INVITED ONLY)
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12月8日(週五)
時 間
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會議場次
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地點
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9:00-10:30
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場次 3A-3C :
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平行場次 3A (計量方法與應用)
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- 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)
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- 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)
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- 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
* : 為發表人 |
C101 |
10:30-11:00
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休 息
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11:00-12:00
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專題演講 II
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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
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慕寰廳
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12:00-13:30
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午 餐
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13:30-14:30
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專題演講 III
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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
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慕寰廳
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14:30-15:00
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休 息
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15:00-16:30
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場次 4A-4B :
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Parallel Session 4A (Macro and International Economics: Theory and Empirical Studies)
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- 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)
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- 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 |
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~~ 研 討 會 結 束 ~~
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