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吳致寧

 

 

 

                                      吳致寧 (Wu, Jyh-Lin)                                                           
   中山講座教授,                                                       講座教授
   中山大學經濟研究所                                             中正大學經濟系
   高雄市鼓山區蓮海路70號                                     嘉義縣民雄鄉大學路一段168號
   Email: jlwu2@mail.nsysu.edu.tw                          Email: ecdjlw@ccu.edu.tw
   TEL: (07) 5252000 ext. 5616                                TEL: (05) 2720411 ~ 34108
    社SS4007                                                            MGT, #310

 

 

 
國立中山大學經濟研究所教授, 2003.08 ~ 迄今    
 
國立中正大學經濟系合聘教授, 2006.08 ~  今~    
 
國立中山大學中山講座教授,2012.04 ~ 2018.03 
 
國立中正大學講座教授,2014.06 ~ 迄今
 
行政院國家科學委員會經濟學門諮議委員 2014.01 ~ 2015.12
 
中央銀行理事, 2005.02 ~ 2015.01  
 
國立中山大學西灣講座教授,2006.04 ~ 2012.03
 
行政院國家科學委員會經濟學門召集人 2010.01 ~ 2012.12
 
中央研究院經濟研究所『經濟論文』期刊常務編輯委員, 2010.9 ~ 2016.9
 
國立中山大學經濟研究所所長, 2008.2 ~ 2011.1
 
國立中山大學社會科學院院長, 2003.8 ~ 2006.7
 
國立中正大學經濟系教授,1994.08 ~ 2006.7
 
國立中正大學經濟系教授兼管理學院院長,1999.08 ~ 2002.11
 
國立中正大學教授兼經濟系主任暨國際經濟研究所所長 1995.08 ~ 1998.07
 
國立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


 

  美國 俄亥俄州立大學  經濟系 博士 1985.09 ~1990.06
  國立政治大學  經濟研究所 碩士 1980.09 ~ 1982.06
  淡江大學  國際貿易學系 學士 1976.09 ~ 1980.06


 

  實證國際金融
  實證貨幣理論
  總體計量經濟學


 

  中山大學中山 講座教授 (2012.04 ~ 2018.03)  
  中山大學西灣講座教授 (2006.04 ~ 2012.03) 
  中正大學講座教授 (2014.06 ~迄今) 
  國科會卓越延續計劃 (2006-2010) 
   大學研究傑出獎 (2003)
  國科會傑出研究獎 (2002 ~ 2004)
  國科會傑出研究獎 (1998 ~ 1999)
  國科會甲種獎助 (1992 ~ 1997, 2000)
  復華證券金融最佳論文獎 (1997)
  中正大學研究傑出獎 (1995)

 

                     研究著作 (1990~迄今)

 

Working Papers

Greenaway-McGrevy, R., N, Mark, D. Sul, J.-L. Wu (2017) "Identifying Exchange Rate Common Factors," Working paper

Wu, J.-W., J.-L. Wu (2017) "Do exchqange rate regimes matter for Inflation persistence?" Working paper.

Wang, Y.-C., J.-L. Wu,  Y.-H. LaI (2017) “The Dependence Structure between Stock Returns and Trading Volumes: A Dependence-Switching Copula Approach,” Working paper,

 

部分期刊論文

Wu, Jo-Wei, Jyh-Lin Wu (2017) “Does the Launch of the Euro Hinder the Current Account Adjustment of the Eurozone?”  Economic Inquiry, (forthcoming). [pdf] [Appendix]

Bergin, P., G. Reuven and J.-L. Wu (2017) "“Conditional PPP and Real Exchange Rate Convergence in the Euro Area,” Journal of International Money and Finance 73, 78-92. [pdf] [data and code]

Choi, C. Y., Murphy, A. and Wu, J. L. (2017) "Segmentation of Consumer Markets in a Currency Union: What Do the U.S. Retail Prices Tell Us?", Canadian Journal of Economics 50, 738-777. [pdf]

Chingnun Lee, Jyh-Lin Wu and Lixiong Yang (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. [pdf1]  [Appendix A]  [Appendix B], [data  and code]   

Wang, Y. C. and Wu, Jyh_Lin (2015)  “Fundamentals and Exchange Rate Prediction Revisited,” Journal of Money, Credit and Banking 47, 1651-1671.[ pdf] ,   [Appendix B and C] [data and code]

Bergin, Paul, Glick, Reuven and Wu, Jyh-Lin. (2014) “Mussa Redux and Conditional PPP,” Journal of Monetary Economics, 68, 101-114. [pdf]

Wang, Y.C., Wu, Jyh-Lin and Lai, Y.H. (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. [pdf] [Code]

Bergin, Paul. Glick, Reuven and Wu, Jyh-Lin (2013) “The Micro-Macro Disconnect of Purchasing Power Parity”, Review of Economics and Statistics, 95(3), 798-812. [SSCI][pdf] 

Wu, Jyh-Lin and Yu-Hau Hu (2012) “Price-Dividend Ratios and Stock Price Predictability” Journal of Forecasting, 31(5),  423-442.  [SSCI, JEL] [pdf]

Wu, Jyh-Lin, Lee, Chinnan 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] [pdf] [Code]

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] [pdf]

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] [pdf]  [Code]

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] [pdf]

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]. [pdf]

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]. [pdf]

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]. [pdf]

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]. [pdf]

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] [pdf]

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][pdf]

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] [pdf]

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] [pdf]

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] [pdf]

Wu, Jyh-Lin and Shaowen Wu (2001) “Is Purchasing Power Parity Overvalued?” Journal of Money, Credit and Banking 33, 804-812. [SSCI, JEL] [pdf]

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] [pdf]

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][pdf]

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][pdf]

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][pdf]

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] [pdf]

Wu, Jyh-Lin and Show-Lin Chen (1998) “Foreign Exchange Market Efficiency Revisited,” Journal of International Money and Finance, 831-838. [SSCI, JEL][pdf]

Wu, Jyh-Lin and Show-Lin Chen (1997) “Can Nominal Exchange Rate Be Differenced to Stationarity,” Economics Letters 55, 397-402. [SSCI, JEL][pdf]

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] [pdf]

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][pdf]