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職稱
教授
中文姓名
吳致寧
英文姓名
Wu, Jyh-Lin
聯絡電話
05-2720411 轉 34108
傳真號碼
05-2720816
E-MAIL
個人網頁
 

 

 
碩、博士班課程:國際金融(三)
 

 

 
畢/肄業學校
國別
主修學門系所
學位
起訖年月
俄亥俄州立大學
美國
經濟系
博士
1985.09 ∼ 1990.06
國立政治大學
台灣
經濟研究所
碩士
1980.09 ∼ 1982.06
私立淡江大學
台灣
國際貿易學系
學士
1976.09 ∼ 1980.06
 

 

  現 職 :
服 務 機 關
服務部門/系所
職 稱
起訖年月
國立中山大學
經濟研究所
教授
2003/08至今
國立中正大學
經濟系
教授
1994/08至今
 
 
經 歷 :
服 務 機 關
服務部門/系所
職 稱
起訖年月
國立中山大學
經濟研究所
所長
2008.02 ∼ 2011.1
中央銀行
理事
2005.02 ∼ 2015.01
國立中山大學
社會科學院
院長
2003.08 ∼ 2006.07
國立中正大學
管理學院
院長
1999.08 ∼ 2002.11
國立中正大學
國際經濟研究所
所長
1995.08 ∼ 1998.07
中正大學
經濟系
副教授
1990.08 ∼ 1994.07
行政院
主計處三局五科
科員
1984.08 ∼ 1985.07

 

 
國際經濟
計量經濟
 

 
 

A、期刊論文

  1. Lee, C. N., Wu, J. L. and Yang, L. X. (2016) “A Simple Panel Unit-Root Test with Smooth Breaks in the Presence of a Multifactor Error Structure,“Oxford Bulletin of Economics and Statistics 78, 365-393, [SSCI], [國科會經濟學門A級期刊].
  2. Choi, C.Y., Murphy, A. and Wu, J.-L. (2016) “Segmentation of Consumer Markets in a Currency Union: What Do the U.S. Retail Prices Tell Us?”Canadian Journal of Economics, Accepted. [SSCI], [國科會經濟學門A級期刊].
  3. Chou, Yu-Hsi and Wu, Jyh-Lin. (2015) “Taylor Principle in the Long Run: An Empirical Perspective,” Contemporary Economic Policy 33, 66-86. [SSCI]
  4. Wang, Yi-Chiuan, and Wu, Jyh-Lin (2015) “Fundamentals and Exchange Rate Prediction Revisited” Journal of Money, Credit and Banking 47, 1651-1671. [SSCI], [國科會經濟學門A級期刊].
  5. Bergin, Paul. Glick Reuven and Jyh-Lin Wu (2014) “The Mussa Redux and Conditional PPP”, Journal of Monetary Economics, 68, 101-114. [SSCI]
  6. 吳若瑋,吳致寧 (2013) “台灣利率法則之估計—即時資料 vs. 修正資料”, 經濟論文,42,31-78. [SSCI]
  7. Wang, Y.C., J.L. Wu and Y.H. Lai (2013) “A Revisit to the Dependence Structure between Stock and Foreign Exchange Markets: A Dependence-Switching Copula Approach,” Journal of Banking and Finance, 37( 5), 1706-1719.
  8. Wu, J.L. and Wang, Y.C. (2013) "Fundamentals, Forecast Combinations and Nominal Exchange-Rate Predictability" International Review of Economics and Finance, 25, 129-145. [SSCI]
  9. Bergin, P. Reuven, G. and Wu, J.L. (2013) “The Micro-Macro Disconnect of Purchasing Power Parity”, Review of Economics and Statistics, 95(3), 798-812. [SSCI]
  10. Chen, Nan-Kwang, Yu-Hsi Chou, and Jyh-Lin Wu (2013) "Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices" Pacific Economic Review, 18(4), 431-455. [SSCI]
  11. Wu, Jyh-Lin and Yu-Hau Hu (2012) “Price-Dividend Ratios and Stock Price Predictability” Journal of Forecasting, 31(5), 423-442. [SSCI, JEL]
  12. 吳致寧,黃惠君,汪建南,吳若瑋 (2012) “再探台灣匯率制度” 經濟論文叢刊,40卷第2期,261-288 [TSSCI]
  13. 吳致寧、李慶男、張志揚、林依伶、陳佩玗、林雅淇 (2011) “再論台灣非線性利率法則” 經濟論文, 39卷第3期. [JEL;TSSCI].
  14. 丁千容、吳致寧(2011) “淨國外資產部位失衡與金融調整效果 ─ 台灣的實證研究" 經濟論文,39卷第2期. [TSSCI]
  15. Wu, J.L., Lee, C.N. and Wang, Z.W. (2011) “A Re-examination on Dissecting the Purchasing Power Parity Puzzle,” Journal of International Money and Finance 30, 572-586. [SSCI, JEL]
  16. Wu, Jyh-Lin, Yu-Hau Hu and Ching-nan Lee (2011) “Can Dividend yields Out-Predict UK’s Stock Return without Short Rates,” Manchester School 79, 1179-1196. [SSCI, JEL]
  17. Chen, S.L. and Wu, J.L. (2011) “Home Bias and the Persistence of Real Exchange Rates”, Economic Modeling 28, 55-59. [SSCI, JEL]
  18. Wu, Jyh-lin, Cheng, S.Y. and Ho, H. (2011) ”Further Evidence on Purchasing Power Parity and Country Characteristics,” International Review of Economics and Finance 20, 257-266. [SSCI, JEL]
  19. Wu, Jyh-Lin, Han Hou and Su-Yin Cheng (2010) “The Dynamic Impact of Financial Institutions on Economic Growth: Evidence from the European Union,” Journal of Macroeconomics 32,879-891. [SSCI, JEL]
  20. Lee, Hsiu-Yun. Jyh-Lin Wu and Joan-Hsiung Lin (2010) “Hysteresis in East Asian Unemployment “ Applied Economics (in press) [SSCI, JEL]
  21. Wu, Jyh-lin and Hsiu-Yun Lee (2009) “A Revisit to the Non-linear Mean Reversion of Real Exchange Rates: Evidence from a Series-specific Nonlinear Panel Unit-root Test,” Journal of Macroeconomic 31, 591-601 Accepted. [SSCI, JEL]
  22. Wu, Jyh-lin, Pei-Fen Chen and Ching-Nan Lee (2009) “Purchasing Power Parity, Productivity Differentials and Non-linearity,” The Manchester School 77, 271-287. [SSCI, JEL]
  23. Wu, Jyh-Lin and Yu-Hau Hu (2009) “New Evidence on Nominal Exchange Rate Predictability,” Journal of International Money and Finance 28, 1045-1063 [SSCI, JEL]
  24. Wu, Jyh-Lin and Chen-Chiang Lee (2008)“A Revisit to Non-linear Stationarity of Real Exchange Rates,” Applied Economic Letters,15, 155-159. (SSCI, JEL)
  25. 黃淑卿,吳致寧(2008)“驗證台灣毛豬價格之單一價格法則 “ ,第13卷,第2期 [TSSCI, JEL]
  26. Wu, Jyh-Lin and Pei-Fen Chen (2007) “A Revisit on Dissecting the PPP Puzzle : Evidence from A Nonlinear Approach” Economic Modeling, 25, 684-695 [SSCI, JEL].
  27. Wu, Jyh-Lin and Yu-Hau Hu (2007) “Currency Substitution and Non-Linear Error Correction in Taiwan's Demand for Broad Money,” Applied Economics 39,1635-1645 [SSCI, JEL].
  28. Wu, Jyh-Lin and Pei-Fen Chen (2006) “Price Indices and Non-linear Mean Reversion of Real Exchange Rates,” Southern Economic Journal, 73, 461-471 [SSCI, JEL].
  29. Chen, Show-Lin and Jyh-Lin Wu (2005) “Long-Run Money Demand Revisited: Evidence from a Nonlinear Approach,” Journal of International Money, and Finance 24, 19-37, [SSCI, JEL].
  30. Lee, Hsiu-Yun, Jyh-Lin Wu and Show-Lin Chen (2005) “A Theory Based, State-dependent Phillips Curve and its Estimation,” Economic Inquiry 43, 194-205, [SSCI, JEL].
  31. Lee, Hsiu-Yun and Jyh-lin Wu (2004) “Convergence of Interest Rates around the Pacific Rim ” Applied Economics 36, 1281-1288. [SSCI, JEL].
  32. Wu, Jyh-Lin, Show-Lin Chen and Li-Ju Tsai (2004) “Are Real Exchange Rates Nonstationary: The Pacific Basin Perspective,” Journal of Asian Economics 15, 425-436, [JEL][NSC91-2415-H-194-002].
  33. Chen, Show-Lin, Li-Ju Tsai and Jyh-Lin Wu (2004) “A revisit to liquidity effects––evidence from a non-linear approach ” Journal of Macroeconomics 26, 501-517, [SSCI, JEL].
  34. Wu, Jyh-Lin, Show-Lin Chen and Hsiu-Yun Lee (2003) “Sources of Inflation Uncertainty and Real Economic Activity,” Journal of Macroeconomics 25, 397-409. [SSCI, JEL] [NSC90-2415-H194-010]
  35. Lee, Hsiu-Yun, Kenneth Lin and Jyh-Lin Wu (2002) “Pitfalls in Using Granger Causality Tests to Find An Engine of Growth,” (with) Applied Economics Letters 9, 411-414. [SSCI, JEL]
  36. Lee, Hsiu-Yun, and Jyh-Lin Wu (2001) “Mean Reversion in Inflation Rates: Evidence from 13 OECD Countries,” Journal of Macroeconomics 23, 477-487. [SSCI, JEL]
  37. Wu, Jyh-Lin, Show-Lin Chen and Hsiu-Yun Lee (2001) “Are Current Account Deficits Sustainable?: Evidence from Panel Cointegration,” Economics Letters 72, 219-224. [SSCI, JEL]
  38. Wu, Jyh-Lin and Show-Lin Chen (2001) “Mean Reversion of Interest Rates in Eurocurrency Markets,” Oxford Bulletin of Economics and Statistics 63, 459-473. [SSCI, JEL]
  39. Wu, Jyh-Lin and Show-Lin Chen (2001) “Nominal exchange-Rate Prediction : Evidence from a Nonlinear Approach,” Journal of International Money and Finance 20, 521-532. [SSCI, JEL][NSC89-2415-H-194-004]
  40. Wu, Jyh-Lin and Show-Lin Chen (2001) “Real Exchange Rate Prediction Over Short Horizon,” Review of International Economics 9, 401-413. [JEL][NSC87-2415-H-194-002]
  41. Wu, Jyh-Lin and Shaowen Wu (2001) “Is Purchasing Power Parity Overvalued?” Journal of Money, Credit and Banking 33, 804-812. [SSCI, JEL]
  42. Chen, Show-Lin and Jyh-Lin Wu (2000) “A Re-examination of Purchasing Power Parity in Japan and Taiwan ,” Journal of Macroeconomics 22, 271-284. [SSCI, JEL]
  43. Wu, Jyh-Lin (2000) “Mean Reversion of the Current Account: Evidence from the Panel Data Unit-Root Test,” Economics Letters 66, 215-222. [SSCI, JEL]
  44. Wu, Jyh-Lin and Stiliano Fountas (2000) “Real Interest Rate Parity under Regime Shifts: Evidence for Industrial Countries,” Manchester School 68, 685-700. [SSCI, JEL]
  45. Wu, Jyh-Lin and Show-Lin Chen (1999) “Are Real Exchange Rates Stationary? Evidence from Pacific Basin Countries, International Journal of Finance and Economics, 4, 243-252. [SSCI, JEL]
  46. Wu, Jyh-Lin (1999) “A Re-examination of the Exchange Rate-Interest Differential Relationship: Evidence from Germany and Japan ,” Journal of International Money and Finance, 18, 319-336. [SSCI, JEL][NSC86-2415-H-194-002]
  47. Fountas, Stiliano and Jyh-Lin Wu (1999) “Testing for Real Interest Rate Convergence in European Countries,” Scottish Journal of Political Economy, 46, 158-174. [SSCI, JEL]
  48. Fountas, Stiliano and Jyh-Lin Wu (1999) The Relationship between Inflation and Wage Growth in the Irish Economy,“Applied Economics Letters 6, 317-321. [SSCI, JEL]
  49. Fountas, Stilianos and Jyh-Lin Wu (1999) “Are U.S. Current Accounts Stationary?” International Economic Journal 13, 51-58. [JEL]
  50. Wu, Jyh-Lin (1998) “Are Budget Deficits Too Large? The Evidence from Taiwan ,” Journal of Asian Economics 9, 519-528. [JEL]
  51. Wu, Jyh-Lin and Show-Lin Chen (1998) “A Re-Examination of Real Interest Rate Parity,” Canadian Journal of Economics 31, 837-851. [SSCI, JEL]
  52. Wu, Jyh-Lin and Show-Lin Chen (1998) “Foreign Exchange Market Efficiency Revisited,” Journal of International Money and Finance, 831-838. [SSCI, JEL]
  53. Wu, Jyh-Lin and Show-Lin Chen (1998) “Are Exchange Rate Excessively Volatile: Evidence from Five Pacific Basin Countries,” Taiwan Economic Review 26, 127-143. [JEL]
  54. Fountas, Stilianos and Jyh-Lin Wu (1998) “Tests for Interest Rate Convergence and Structural Breaks in the EMS ,” Applied Financial Economics 8, 127-132. [JEL]
  55. Wu, Jyh-Lin and Show-Lin Chen (1997) “Can Nominal Exchange Rate Be Differenced to Stationarity,” Economics Letters 55, 397-402. [SSCI, JEL]
  56. Wu, Jyh-Lin (1997) “Foreign Exchange Market Efficiency and Structural Instability: Evidence from Taiwan ,” Journal of Macroeconomics, 19, 591-607, [SSCI., JEL], [NSC85-2415-H-194-001]
  57. Chen, Show-Lin and Jyh-Lin Wu (1997) “Sources of Real Exchange-Rate Fluctuations: Empirical Evidence from Four Pacific Basin Countries,” Southern Economic Journal, 63, 776-787. [SSCI, JEL]
  58. Wu, Jyh-Lin, Stilianos Fountas and Show-Lin Chen (1996) “Testing for the Sustainability of the Current Account Deficit in Two Industrial Countries,” Economics Letters, 52, 193-198. [SSCI, JEL]
  59. Wu, Jyh-Lin (1996) “The Empirical Investiagation of Long-Run Purchasing Power Parity- The Case of Taiwan Exchange Rates, International Economic Journal 10, 59-69. [JEL]
  60. Fountas, Stilianos and Jyh-Lin Wu (1996) “Are the Greek Budget Deficits Too Large,” Applied Economics Letters, 3, 487-490. [SSCI, JEL]
  61. Fountas, Stiliano and Jyh-Lin Wu (1995) “Purchasing Power Parity and the Irish Experience: Unit Roots and Cointegration Tests for Two Industrial Countries,” Kredit und Kapital, 201-215. [JEL]
  62. Wu, Jyh-Lin (1995d) “Real Exchange Rates with Endogeneous Growth: A Parametric Example,” International Economic Journal, 9, 81-87. [JEL]
  63. 吳致寧 ( 1995c ) “台灣長期購買力平價說之實証研究”,開放總體經濟研討會論文集,中央研究院,台北。[NSC-84-2415-H194-003]. [TSSCI.JEL]
  64. 吳致寧 (1995b) “貨幣干擾、技術衝擊與景氣循環:台灣之實証研究”,經濟論文叢刊,第二十三輯,第二期,頁171-193。[NSC-82-0301-H-194-014]. [TSSCI.JEL]
  65. 吳致寧 ( 1995a ) “貨幣學派之匯率決定模型與匯率預測”,經濟論文,第二十三卷,第一期,頁159-187。[TSSCI.JEL]
  66. 吳致寧、陳秀淋(1995) “確定性或隨機性趨勢-台灣的實証研究”,經濟論文叢刊,第二十三輯,第二期,頁223-237。[TSSCI.JEL]
  67. Wu, Jyh-Lin ( 1994c ) “Government Spending and Movements of Real Exchange Rates: An Empirical Investigation,” International Economic Journal, 8, 43-56. [NSC80-0301-H-194-13]. [JEL]
  68. Wu, Jyh-Lin (1994b) “Fiscal Announcements and Real Exchange-Rate Dynamics,” Open Economies Review, 5, 177-94. [SSCI, JEL]
  69. 吳致寧 ( 1994a ) “匯率與單根:台灣之實証研究”,經濟論文,第二十二卷,第一期,頁101-133。[TSSCI.JEL]
  70. 吳致寧、王學謙 (1994) “政府支出與實質景氣循環:台灣之實証研究”,經濟論文,第二十二卷,第二期,頁175-209。[TSSCI.JEL]
  71. 吳致寧、金慶平(1994) “不確定性與匯率決定:台灣之實証研究”,經濟論文叢刊,第二十二卷,第四頁317-345。[TSSCI.JEL]
  72. 吳致寧、鄭舜勳(1993) “財政宣告、理性預期與經濟動態”,[合著者:],人文及社會科學集刊,第六卷,第一期,頁113-139。[TSSCI.JEL]
  73. 吳致寧、陳秀淋 (1993) “戰後台灣之實質景氣循環:動差配適”,經濟論文,第二十一卷,第二期,頁395-423。[TSSCI.JEL]
  74. Wu, Jyh-Lin (1992) “Government Spending and the Real Exchange Rate: Matching Moments,” Taiwan Economic Review, 20, 1-23. [JEL]
  75. Wu, Jyh-Lin (1991) “A Real Model of World Business Cycles: Comment,” Taiwan Economic Review, 19, 371-382. [JEL]

 

 

 


 
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