Shiu‐Sheng Chen

Department of Economics, National Taiwan University

Professor

No. 1, Sec. 4, Roosevelt Road

Taipei, 10617

Taiwan

  • Department of Economics, National Taiwan University

SCHOLARLY PAPERS

21

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11

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24

Scholarly Papers (21)

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1.

Predicting US Recessions with Stock Market Illiquidity

The B.E. Journal of Macroeconomics, Forthcoming
Number of pages: 37 Posted: 17 Jan 2015 Last Revised: 17 Jun 2015
Shiu‐Sheng Chen, Yu‐Hsi Chou and Chia-Yi Yen
Department of Economics, National Taiwan University, National Taiwan Normal University, Department of Civic Education and Leadership and Mannheim Business School
Downloads 308 (153,155)
Citation 3

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Recession, Stock market illiquidity, Probit model

2.

Perspectives on Teaching International Macroeconomics and Finance: Do We Have More Consensus in the 2000s?

Number of pages: 24 Posted: 03 Oct 2005
Shiu‐Sheng Chen
Department of Economics, National Taiwan University
Downloads 269 (176,205)

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3.

Exchange Rates and Fundamentals: Evidence from Long-Horizon Regression Tests

Number of pages: 31 Posted: 23 Jul 2007 Last Revised: 22 Jan 2008
Shiu‐Sheng Chen and Yu-Hsi Chou
Department of Economics, National Taiwan University and National Taiwan University - Department of Economics
Downloads 244 (194,074)

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exchange rates, fundamentals, long-horizon tests

4.

Commodity Prices and Related Equity Prices

Number of pages: 32 Posted: 29 Apr 2014 Last Revised: 03 Sep 2015
Shiu‐Sheng Chen
Department of Economics, National Taiwan University
Downloads 239 (198,009)
Citation 1

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commodity prices; commodity-sensitive stock prices; out-of-sample prediction

5.

Predicting Swings in Exchange Rates with Macro Fundamentals

Number of pages: 33 Posted: 05 Jul 2011 Last Revised: 28 Oct 2011
Shiu‐Sheng Chen
Department of Economics, National Taiwan University
Downloads 235 (201,212)

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exchange rate swings, fundamentals

6.

Currency Manipulation Policy in Emerging Foreign Exchange Markets

Number of pages: 20 Posted: 01 Jun 2011
Shiu‐Sheng Chen
Department of Economics, National Taiwan University
Downloads 145 (307,918)

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official intervention, foreign reserves, currency manipulation

7.

Public Debt and Its Impacts on Output: A Long-Horizon Perspective

Number of pages: 24 Posted: 15 Feb 2014
Shiu‐Sheng Chen
Department of Economics, National Taiwan University
Downloads 129 (337,083)

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public debt, economic growth

8.

Liquidity Yield and Exchange Rate Predictability

Number of pages: 69 Posted: 07 May 2020 Last Revised: 08 Apr 2022
Shiu‐Sheng Chen and Yu‐Hsi Chou
Department of Economics, National Taiwan University and National Taiwan Normal University, Department of Civic Education and Leadership
Downloads 128 (339,063)

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Liquidity Yield; Meese--Rogoff Puzzle; Exchange Rate Forecasting

9.

Does "Aggregation Bias" Explain the PPP Puzzle?

NBER Working Paper No. w10304
Number of pages: 37 Posted: 20 Apr 2004 Last Revised: 27 Feb 2022
Shiu‐Sheng Chen and Charles M. Engel
Department of Economics, National Taiwan University and University of Wisconsin - Madison - Department of Economics
Downloads 74 (484,954)
Citation 2

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10.

Inflation Expectations and Inflation Persistence

Number of pages: 32 Posted: 17 Jan 2023
Shiu‐Sheng Chen
Department of Economics, National Taiwan University
Downloads 42 (629,847)

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Inflation Expectations, Inflation Persistence

11.

A Direct Approach to Kilian--Lewis Counterfactual Analysis in VAR Models

Number of pages: 14 Posted: 20 Oct 2022
Shiu‐Sheng Chen
Department of Economics, National Taiwan University
Downloads 33 (684,326)

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SVAR model, counterfactual analysis

12.

Investigating Preferences for Income Redistribution: An Experimental Test on Rawlsian Hypothesis

Number of pages: 11 Posted: 13 Dec 2017
Shiu‐Sheng Chen and Ming-Ching Luoh
Department of Economics, National Taiwan University and National Taiwan University - Department of Economics
Downloads 20 (779,511)

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Veil of Ignorance, Redistribution of Income, Rawls

13.

Detecting Persistent One-Sided Intervention in Foreign Exchange Markets: A Simple Test

Posted: 08 Aug 2018 Last Revised: 18 Sep 2021
Shiu‐Sheng Chen and Jen-Kuan Wang
Department of Economics, National Taiwan University and National Taiwan University

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Official Intervention, Foreign Reserves, Exchange Rate Manipulation

14.

Do Stock Markets Have Predictive Content for Exchange Rate Movements?

Posted: 18 Jan 2018
Shiu‐Sheng Chen and Cheng-Che Hsu
Department of Economics, National Taiwan University and National Taiwan University

Abstract:

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exchange rates, forecasting, uncovered equity parity

15.

Exchange Rate Undervaluation and R&D Activity

Journal of International Money and Finance, Forthcoming
Posted: 08 Feb 2016 Last Revised: 08 Feb 2017
Shiu‐Sheng Chen
Department of Economics, National Taiwan University

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research and development, undervaluation policy

16.

Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks

Posted: 23 Aug 2013
Shiu‐Sheng Chen
Department of Economics, National Taiwan University

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oil-sensitive stock prices, oil prices, out-of-sample prediction

17.

Using Demographic Changes to Revisit the Consumption-Real Exchange Rate Anomaly

Posted: 14 Aug 2009 Last Revised: 22 May 2011
Shiu‐Sheng Chen
Department of Economics, National Taiwan University

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consumption-real exchange rate anomaly, demographic

18.

The Liquidity Effect in a Flexible-Price Monetary Model

Oxford Economic Papers, Vol. 60, Issue 1, pp. 122-142, 2008
Posted: 24 Jun 2008
Shiu‐Sheng Chen
Department of Economics, National Taiwan University

Abstract:

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E52, E31

19.

Does Extracting Inflation from Stock Returns Solve the Purchasing Power Parity Puzzle?

Posted: 20 Mar 2008
Shiu‐Sheng Chen
Department of Economics, National Taiwan University

Abstract:

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Purchasing power parity, Inflation

20.

Predicting the Bear Stock Market: Macroeconomic Variables as Leading Indicators

Posted: 16 Mar 2008
Shiu‐Sheng Chen
Department of Economics, National Taiwan University

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Macroeconomic variables, Stock returns, Bear Stock Markets

21.

Oil Price Pass-Through into Inflation

Posted: 21 Jan 2008
Shiu‐Sheng Chen
Department of Economics, National Taiwan University

Abstract:

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Oil Prices, Inflation