My Books

Journal Papers 

Book Reviews

Conference Papers

1. My Books

  1. 財經計量方法與模型-- 原理與R範例 (2024/03，智勝出版)

  2. 文圖交織的資料寫作學-- 資料科學與 R Markdown (2023/12，五南出版)

  3. 大數據決策分析 (2022/3，五南出版)第二版

  4. 財經時間序列預測：使用R的計量與機器學習方法 (2022/8，五南出版)

  5. 管理數學與Python & R (2022/3，五南出版) 第二版

  6. 資料敘事的起承轉合-- 大數據時代的決策思維 (2021/7, 五南出版)

  7. 數位創新-- 商業模式經濟學 (2021/7, 五南出版)

  8. 經濟與金融計量方法(2019/7，大陸機械工業出版社)

  9. 管理數學與Python (2019/6，五南出版, 初版)

  10. 商用微積分(2019/5, 第4版)

  11. R語言計量金融分析與應用(2018/11，大陸清華大學出版社)

  12. 大數據決策分析 (2018/8，五南出版)

  13. 輕統計-日常生活的資料分析 (2018/1，東華書局出版)

  14. R語言數量財務-- 由淺入深 (2017/4，博碩出版) 已絕版

  15. R資料探勘與數據分析 (2016/9，碁峰圖書）; Free e-Book download; codes&data已絕版

  16. R 資料分析輕鬆學- R Commander 高手捷徑 (2016/3，雙葉書廊)

  17. 追蹤資料分析-- 原理與R程式實務 (2014/9, 初版)

  18. Eviews 高手(2014/9, 第2版) 已絕版

  19. R財經計量入門手冊:  R Companion to Empirical Economics and Finance ; Free e-Book download; codes; data

2. 產學主持人Research Projects

  1. 「大數據機器學習預測經濟成長」。中央銀行，2019/9-2020/6

  2. 「運用人工智慧掌握景氣動態」。國家發展委員會，2020/4-2020/12

3. Journal Articles

  1. Measuring the international influence of the RMB and its regional heterogeneity: Theory and evidence from the global FX market network . Emerging Markets Finance and Trade (2024)

  2. The effect of the US dollar exchange rate on oil prices: An oil financialization perspective . International Journal of Finance and Economics (2023)

  3. Asymmetric return-volatility relation around the clock. Review of Financial Economics, 2020. (with Erin Kao and Donald Lien)

  4. Portfolio Selection Using Portfolio Committees. Journal of Financial Data Science, Summer 2020, 2 (3) 104-127; DOI: https://doi.org/10.3905/jfds.2020.1.033

  5. 匯率市場化，人民幣國際化與匯率訂價權。2019上海經濟研究 (石建勛，王盼盼，何宗武, CSSCI)

  6. 中國股市真的是水牛嗎？-- 不確定性視角下股市的價量關係實證研究。中國管理科學, 2017,. 25(9), 71-80.(石建勛，王盼盼，何宗武, CSSCI)

  7. Testing the Persistence of Forward Premium: Structural Changes or Misspecification? (with Dr. Cindy Mo(牟萬馨))
    Open Economies Review, 2016, 27(1), 119-138, SSCI.

  8. The Pricing of Liquidity Risk on the Shanghai Stock Market (with Prof. Chang Shu-Hwa)
     International Review of Economics and Finance. 2015, 38, 112-130. SSCI.

  9. Income inequality may not converge after all: Testing panel unit roots in the presence of cross-sectional cointegration. 
    Quarterly Review of Economics and Finance, 2015,56, 68-79. SSCI.

  10. Price linkage between the US and Japanese futures across different time zones: An analysis of minute-by-minute data (with Erin H. Kao and Hung-Gay Fung) 
     Journal of International Financial Markets, Institution and Money, 2015, 34, 321-336. SSCI.

  11. Intra-national risk sharing and government sizes: Evidence from nonlinear regression
    Applied Economics, 2011, 43, 2481-2492. SSCI.     NSC 98-2410-H-128-014-

  12. 新興國家短期名目利率之均數復歸(with 張淑華教授)。
    經濟論文 2010, 38(4), 661-696.

  13. The inflation rates may accelerate after all: Panel evidence from 19 OECD economies
    Empirical Economics, 2009, 36(1), 55-64, SSCI.

  14. On the dynamic relationship of exchange rates and monetary fundamental: An impulse-response analysis by local projections.
    Applied Economics Letters,2008, 15(14),1141-1145.     SSCI.

  15. Testing seasonal mean-reversion in the real exchange rates: An application of nonlinear IV estimator.
    Economics Letters, 2008, 99, 314-316.     SSCI.

  16. Income thresholds and growth convergence— A panel data approach.
    Manchester School, 2006, 74(2), 170-189. SSCI.

  17. Does the Expansionary Government Spending Crowd out the Private Consumption?
    : Cointegration Analysis in Panel Data
    Quarterly Review of Economics and Finance, 2006, 46, #1, 133-148. SSCI.

  18. The Smooth-saving-retention coefficient with country size.
         Applied Economics Letters, 2006, 13, 247-250. SSCI. (with River Huang H-C)

  19. The Dynamic Relationship between the Prices of ADRs and their Underlying Stocks:
    Evidence from the Threshold Vector Error-correction Model.
    Applied Economics, 2005, 37, 2387-2394. SSCI.     (with Hui-Min  Chung    )

  20. Investigating the threshold effects of inflation on PPP. (NSC 90-2415-H-128-008-)
     Economic Modelling, 2005, 22(5), 926-948. SSCI.

  21. Cointegration, Government Spending, and Private Consumption: Evidence from Japan
     Japanese Economic Review, 2004, Vol. 55, #2,162-174.  SSCI.

  22. The Foreign Exchange Exposure and the 1997 Asian Crisis:  A Panel Threshold Approach. (NSC 89-2415-H-128-001)
    Applied Financial Economics, 2004, 14, 497-505.     SSCI.

  23. The Saving-Retention Coefficient and Country-size: the Feldstein-Horioka Puzzle Reconsidered
    Journal of Macroeconomics, 2003, 25, 387-396. SSCI.

  24. A Re-examination of the Unbiasedness Forward Rate Hypothesis Using Dynamic SUR Model. 
    Quarterly Review of Economics and Finance    , 2003, 43(3), 542-559. SSCI.

  25. The Regime-Switching Properties of the Optimal Seigniorage Hypothesis: A Case of Taiwan
    Applied Economics, 2003, 35(4), 485-494. SSCI

  26. The Forward Rate Unbiasedness Hypothesis Revisited
    Applied Financial Economics, 2002,12,799-804. SSCI. 

  27. The Feldstein-Horioka Puzzle Revisited
    Journal of International Money and Finance, 2002,  21(4), 555-564. SSCI

  28. Searching Stationarity in the Real Exchange Rates: Application of the SUR Estimator.
     Open Economies Review, 2002, 13(3), 275-289. SSCI

  29. A Panel Cointegration Approach to the Investment-Saving Correlation.
    Empirical Economics    , 2002, 27(1), 91-100.     SSCI.

  30. Crowding-in or Crowding-out? Analyzing Government Investment in Taiwan.
    Asian-Pacific Journal of Economics and Business,     2002, 6(2), 74-92.  EconLit.

  31. Consumption and Government Spending Substitutability Revisited: Evidence from Taiwan.
    Scottish Journal of Political Economy. 2001, 48(5), 589-604, Nov. SSCI

  32. Finite-sample Properties of the Bootstrap Estimator in Markov-switching Model.
         Journal of Applied Statistics. 2001, 28(7), 835-842.  SCI    .

  33. Analyzing the Crowding-out Problems of Taiwan.
         Journal of Economic Development. 2001, 26(1), PP. 115-132, June. EconLit    .

  34. Information Capital and the Value of Economic Organizations . (NSC 87-2418-H-128-002).
    Brazilian Electronic Journal of Economics.  2001, 4(1), 1-12. EconLit.

  35. Country Size and Investment-Saving Correlation: A Panel Threshold Error Correction Model.
     Eastern Economic Journal.2001, 27(4), 481-490. EconLit.

  36. The Government Spending and Private Consumption: A Panel Cointegration Analysis.
    International Review of Economics and Finance. 2001, 10(1), 95-108. SSCI.

  37. Regime-switching Investment-Saving Correlation and International Capital Mobility.
     Applied Economics Letters. 2000, Vol. 7, 619-622. SSCI.

  38. Testing the Hypothesis of Phillips Curve Tradeoff: A Regime-switching Approach.
          Applied Economics Letters. 2000, Vol. 7, 645-647. SSCI.

  39. Financial Liberalization and International Capital Mobility of Taiwan:  A Regime-switching Approach.
    Asian Economic Journal.1999, 13(4), 407-417. EconLit.

  40. Export-Orientation and Investment-Saving Correlation: A Case of Taiwan.
    Applied Economics.1999, 31(7), 805-813. SSCI.

4. 專書文選

1. 經濟理論的人文反思。蒐錄於「人文社會科學的邏輯」，黃瑞祺與羅曉南主編。pp. 419-472。台北：松慧文化。

5. Book Reviews

  1. Partick Minford and David Peel. Advanced Macroeconomics- A Primer (UK, Edward Elgar 2002), pp. 548, $125.00 Hardcover, ISBN 1 84064 090 1.
    Review of Political Economy, 2008    .
  2. Steven Mark Cohn. Reintroducing Macroeconomics: A Critical Approach ( Armonk, NY: M.E. Sharpe, 2006). Paperback: ISBN 978-0765614513, $35.95. 368 pages.
    Journal of Economic Issues, 2008, 42(4).
  3. Hahnel R. The ABCs of Political Economy¾ A Modern Approach. (London, Pluto Press, 2002), paperback, ISBN 0 7453-1858-4.
    Review of Radical Political Economy, 2006    , 38(3).
  4. Correa Carlos M., Intellectual Property Rights, the WTO and Developing Countries- The TRIPS Agreement and Policy Options. 
    Review of Political Economy, 2004.
  5. Tomer John F., The Human Firm: a Socio-Economic Analysis of its Behavior and Potential in a New Economic Age (New York, Routledge). 
     Review of Political Economy, 2001, 13(4), 546-547..
  6. Fayazmanesh S. and Tool Marc R. (Eds) Institutionalist Method and Value: Essays in Honour of Paul Dale Bush, 2Vols . (The Edward Elgar Publishing, Inc. Massachusetts). 
    Review of Political Economy, 2001.
  7. Peter C. Y. Chow and Bates Gill (Eds) Weathering the Storm- Taiwan, its Neighbors, and the Asian Financial Crisis, (Washington D.C., Brookings Institution Press, 2000), pp. 234, ISBN 0-8157-1399-1. 
    Journal of Asian Economics    , 2001, Volume 12, Issue 2, pp. 293-294.
  8. Halbert White, Advances in Econometric Theory-- The Selected Works of Halbert White. 
    The Statistician, 2000.
  9. Robert U. Ayres, Turning Point- An End to the Growth Paradigm.   
     Review of Political Economy    , 2000.

　

6. Working Papers (Mostly Downloadable from Social Science Research Network)

  1. On the Persistence of the Forward Premium: Structural Changes or Misspecification? paper in PDF.
    co-author with Dr. Cindy Mo(    牟萬馨)
  2. How Robust is Robust Covariance? paper in PDF. Also in SSRN http://ssrn.com/abstract=2280172
  3. Investigating the Heterogeneous Patterns of Income Inequality Convergence: Application of log t regression test. 
    paper in PDF.
  4. A Possible Solution to Forward Premium Anomaly.

　

7. 會議論文(Conference Papers)

     近年會議論文

  1. Mo, Wan-Shin, and Ho, Tsung-Wu (2018, December). Investigating the Determinants of Correlation of Bonds, Stocks, and Commodities. The 2018 Annual Conference of the Taiwan Economic Association held at Chung-Hua Institution Economic Research, Taiwan (*Corresponding author).

  2. Mo, Wan-Shin, and Ho, Tsung-Wu (2018, June). The Link between Commodities and Inflation: A Mixed Data Sampling Approach Analysis. The 93rd Annual Conference of the Western Economic Association International, Vancouver, Canada (*Corresponding author, funded by MOST 106-2410-H-033-018).

  3. Mo, Wan-Shin, and Ho, Tsung-Wu (2017, December). Macroeconomics and Commodity: A Mixed Data Sampling Regression Analysis. The 2017 Annual Conference of the Taiwan Economic Association held at National Tsinghua University, Taiwan (*Corresponding author, funded by MOST 106-2410-H-033-018).

  4. Mo, Wan-Shin, and Ho, Tsung-Wu (2016, December). Interdependency of Returns and Volatility in the Global Financial Market: A Network Connectedness Analysis. The 2016 Annual Conference of the Taiwan Economic Association held at National Taiwan University, Taiwan (*Corresponding author).

  5. Mo, Wan-Shin, and Ho, Tsung-Wu (2016, June). The Impact of Quantitative Easing Policy: Money and Inflation. The 26th International Conference on Management in the Pacific Rim held at Chung Yuan Christian University, Taiwan (*Corresponding author).

  6. Mo, Wan-Shin, and Ho, Tsung-Wu (2015, December). The dynamics of inflation: a global vector autoregression approach. The 2015 annual conference of the Taiwan Economic Association held at National Taiwan University, Taiwan (*Corresponding author).

  7. Mo, Wan-Shin, and Ho, Tsung-Wu (2014, December). Visiting the empirical linkages between bond returns and trading volume in U.S. corporate bond index. The 2014 annual conference of the Taiwan Economic Association held at Soochow University, Taiwan (*Corresponding author).

  8. Mo, Wan-Shin, and Ho, Tsung-Wu (2014, November). Persistence of the Euro Forward Premium: Term Structure with Quantile Regression. The 84th annual conference of the Southern Economic Association, Atlanta, GA, U.S.A. (*Corresponding author, funded by MOST 103-2410-H-033 -010).

  9. Mo, Wan-Shin, and Ho, Tsung-Wu (2013, December). The Persistence of Forward Premium: Evidence from Regression Quantiles. The 2013 annual conference of Taiwan Economic Association, Tamkang University (*Corresponding author).

  10. Mo, Wan-Shin, and Ho, Tsung-Wu (2013, June). Predictability of Exchange Rates in the Presence of Structure Changes. Symposium on the performance of Financial Markets, organized by the Cetre for Financial Econometrics (CFE), Melbourne, Australia (*Corresponding author, funded by NSC 101-2410-H-033-021).

  11. 「經濟學價值理論的人文基礎：一個時間與時間性的詮釋」。2005/6/25，東吳經濟思想與方法論研討會。

  12. The Smooth-saving-retention coefficient with country size. 2005/1/8，世新大學財金研討會。(Co-authored with Dr. 黃河泉)

  13. Exports and Endogenous Growth: Theory and Empirics。2003/10/23，中研院總體計量研討會。中央研究院。(Co-authored with Dr. 謝宜倪)

  14. Substitutability of Consumption in a Permanent Income Model: Evaluating a System of Cointegrating Equations. 2003/10/17，淡江大學應用經濟研討會。淡江大學城區部。

     

    過去會議論文(past papers)

  1. The Term Structure of Interest Rate and Real Exchange Rate: An Econometric Evaluation. 台灣經濟學會2001年會。台北：中華經濟研究院。2001/12/16.

  2. Inflation thresholds and the Long-run PPP.  2001年總體計量模型研討會。台北：中央研究院經濟研究所。2001/12/13。

  3. Does the Government of Taiwan Collect Seigniorage? 2001東吳經濟學術研討會。台北：東吳大學。

  4. Capital Structure and the Persistence of Profit:  Threshold Regression in Panel Data
    臺灣財務金融學會2001年財務金融學術暨實務研討會。淡江大學。2001/06/02。

  5. Industrial Restructuring, Export Orientation and the Gender Wage Inequality in Taiwan’s Manufacturing Industries: Evidence from Panel Data. 國立台北大學經濟系第五屆經濟發展學術研討。2001/4/21.(Co-authored with 王怡修)
  6. Export orientation and Gender Wage Inequality: Evidence from Panel Threshold Model. 台灣經濟學會2000年會。台北：中華經濟研究院。2000/12/17.
  7. The Forward Rate Unbiasedness Hypothesis Reconsidered. 中國財務學會2000年財務金融學術暨實務研討會。輔仁大學。2000/6/2~2000/6/3。
  8. Consumption and Government Spending Substitutability Reconsidered: Evidence From Taiwan.中正大學第一屆實證經濟學研討會。嘉義：中正大學。2000/4/16.
  9. The Riskiness of Capital Structure and Foreign Exchange Exposure : A Micro Approach to the Asian Crisis. 2000 Conference on Asia-Pacific Financial Markets and Economies  (2000年亞太金融市場研討會) . "Asian Economy and Financial Markets After Crisis", 2000/3/13,台北： 凱悅飯店，元智大學管理學院及 University of Alberta合辦.
  10. 廠商資本結構風險暴露及1997亞洲金融風暴。2000東吳經濟學術研討會。台北：東吳大學。2000/3/4
  11. Regime-switching Substitutability of Government Spending and Cointegration: A Case of Taiwan. 台灣經濟學會1999年會。台北：中華經濟研究院。1999/12/19
  12. The Investment-saving Correlation reconsidered: Country Size and Regime-switching. 1999年總體計量模型研討會。台北：中央研究院經濟研究所。1999/12/13~1999/12/14
  13. Foreign exchange regime and the effectiveness of fiscal expansion. 輔仁大學『總體經濟與國際金融研討會』。1999/10/30。
  14. "The long-run Phillips curve when the natural rate changes." Paper presented at the Annual Conference of Economic Science Association. Arizona. 1998/10/18
  15. 「資訊流動與網際網路外部性」。。網路效果與外部性研討會，多媒體與網路產業研究中心。1998/05/02
  16. "Hongkong's Reverse and Taiwan's Economic Development-- The Political Economy of Taiwan's Trade Network." Paper presented at the Annual Conference of ASSA, CEANA technical session, 1998/01/03.
  17. "The Value of Incumbency under Informal Rivalry". Paper presented at the Annual Conference of Midwest Economic Association, 1998/3/20.
  18. "Network, Externalities, and the Economics of Online Service". 臺灣學術網路 (TaNet97 )1997 年會, 台灣大學, 199710/23.(後刊登於 網路年鑑：「網際網路線上服務之經濟分析」。1995: PP. 82-89。)
  19. "The External Effects of Culture on Product Heterogeneity". Paper presented at the Annual Conference of Economic Science Society, 1997/9/29.
  20. "The Failure of Methodological Falsification in Economic Theory". Paper presented at the Annual Conference of History of Economics Society, 1996/6/30.
  21. " China-Taiwan Interdependence: A Cointegration Analysis". Paper presented at the Annual Conference of ASSA, CEANA session, 1994/1/3.
  22. "A Simple Growth Model with Exhaustible Resources: An Optimal Control Model". Paper presented at the Annual Conference of Western Economic Association , Lake Tahoe, 1993/6/30.