Yu-Chin Chen

University of Washington - Department of Economics

Assistant Professor

Box 353330

Seattle, WA 98195-3330

United States

http://faculty.washington.edu/yuchin

SCHOLARLY PAPERS

12

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CITATIONS
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34

Scholarly Papers (12)

1.

Can Exchange Rates Forecast Commodity Prices?

Economic Research Initiatives at Duke (ERID) Working Paper No. 1
Number of pages: 49 Posted: 28 Jul 2008 Last Revised: 06 May 2010
Yu-Chin Chen, Kenneth Rogoff and Barbara Rossi
University of Washington - Department of Economics, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 856 (19,312)
Citation 23

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Exchange rates, forecasting, commodity prices, random walk

What Does the Yield Curve Tell Us about Exchange Rate Predictability?

Review of Economics and Statistics, Forthcoming
Number of pages: 49 Posted: 06 Feb 2009 Last Revised: 22 Jul 2011
Yu-Chin Chen and Kwok Ping Tsang
University of Washington - Department of Economics and Virginia Polytechnic Institute & State University
Downloads 533 (42,237)
Citation 6

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Exchange Rate Forecasting, Term Structure of Interest Rates, Uncovered Interest Parity

What Does the Yield Curve Tell Us About Exchange Rate Predictability?

HKIMR Working Paper No. 29/2010
Number of pages: 40 Posted: 28 Dec 2010
Yu-Chin Chen and Kwok Ping Tsang
University of Washington - Department of Economics and Virginia Polytechnic Institute & State University
Downloads 106 (220,212)
Citation 6

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Exchange Rate Forecasting, Term Structure of Interest Rates, Uncovered Interest Parity

3.

Predicting Agri-Commodity Prices: An Asset Pricing Approach

Number of pages: 45 Posted: 28 May 2010
Yu-Chin Chen, Kenneth Rogoff and Barbara Rossi
University of Washington - Department of Economics, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 409 (48,937)

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ommodity prices, exchange rates, equity prices, forecasting

4.

Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach

Number of pages: 35 Posted: 10 Mar 2011 Last Revised: 01 May 2011
Yu-Chin Chen and Wen-Jen Tsay
University of Washington - Department of Economics and Academia Sinica - Institute of Economics
Downloads 398 (54,323)

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Mixed Frequency Data, Autoregressive Distributed Lag, Commodity Prices, Forecasting

A Macro-Finance Approach to Exchange Rate Determination

Number of pages: 45 Posted: 28 May 2010
Yu-Chin Chen and Kwok Ping Tsang
University of Washington - Department of Economics and Virginia Polytechnic Institute & State University
Downloads 255 (101,223)
Citation 2

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Exchange Rate, Term Structure, Latent Factors, Term premiums

A Macro-Finance Approach to Exchange Rate Determination

HKIMR Working Paper No.01/2011
Number of pages: 49 Posted: 30 Jan 2011
Yu-Chin Chen and Kwok Ping Tsang
University of Washington - Department of Economics and Virginia Polytechnic Institute & State University
Downloads 126 (193,336)
Citation 2

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Exchange Rate, Term Structure, Latent Factors, Term Premiums

6.

Forecasting Inflation Using Commodity Price Aggregates

Number of pages: 48 Posted: 01 Oct 2011
Yu-Chin Chen, Stephen J. Turnovsky and Eric Zivot
University of Washington - Department of Economics, University of Washington - Institute for Economic Research and University of Washington - Department of Economics
Downloads 273 (88,246)

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commodity prices, inflation forecasts, inflation targeting

7.

Home Bias in Currency Forecasts

HKIMR Working Paper No.27/2010
Number of pages: 37 Posted: 29 Oct 2010
Yu-Chin Chen, Kwok Ping Tsang and Wen-Jen Tsay
University of Washington - Department of Economics, Virginia Polytechnic Institute & State University and Academia Sinica - Institute of Economics
Downloads 73 (253,536)
Citation 1

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Survey Data, Excess Currency Returns, Global Shock

8.

Labor Market Density and Increasing Returns to Scale: How Strong is the Evidence?

Number of pages: 33 Posted: 10 Mar 2011 Last Revised: 17 Mar 2011
Yu-Chin Chen, Noah Weisberger and Edwin Wong
University of Washington - Department of Economics, Social Science Research Network (SSRN) - Former SSRN Contractors and University of Washington - Department of Economics
Downloads 53 (303,078)

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geographic density, labor productivity, increasing returns to scale

9.

Growth and Inequality Tradeoffs in a Small Open Economy

Number of pages: 37 Posted: 06 Feb 2009
Yu-Chin Chen and Stephen J. Turnovsky
University of Washington - Department of Economics and University of Washington - Institute for Economic Research
Downloads 35 (351,334)

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Endogenous Growth, Income Inequality, Open Economy

10.

Monetary Policy Design under Imperfect Knowledge: An Open Economy Analysis

Number of pages: 32 Posted: 17 Jul 2009
Yu-Chin Chen and Pisut Kulthanavit
University of Washington - Department of Economics and University of Washington
Downloads 34 (371,502)
Citation 2

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Adaptive learning, Monetary policy rules, Open economy

11.

Adaptive Learning and Monetary Policy in an Open Economy: Lessons from Japan

Pacific Economic Review, Vol. 13, Issue 4, pp. 405-430, October 2008
Number of pages: 26 Posted: 08 Oct 2008
Yu-Chin Chen and Pisut Kulthanavit
University of Washington - Department of Economics and University of Washington
Downloads 3 (541,086)
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12.

Monitoring Structural Stability of Dynamic Factor Models

Number of pages: 31 Posted: 23 Feb 2017 Last Revised: 05 Sep 2017
Yu-Chin Chen and Wen-Jen Tsay
University of Washington - Department of Economics and Academia Sinica - Institute of Economics
Downloads 0 (455,307)

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Structural stability, factor model, fluctuation monitoring