主要的 » 07. 張嘉玲 教授 (Chia-Lin Chang)
姓名 07. 張嘉玲 教授 (Chia-Lin Chang)
類別 1專任教師
職稱 教授
專長 產業經濟, 財務經濟, 應用計量
學歷 比利時新魯汶大學經濟學博士
Email changchialin@nchu.edu.tw
電話 886-4-22840350 ext 309
教學檔案
成員簡介
現職:
國立中興大學 應用經濟學系 教授
國立中興大學 財務金融學系 合聘教授
國立中興大學 特聘教授II

Fellowships:
Elected Fellow, Modelling and Simulation Society of Australia and New Zealand, 2012.
Research Fellow, Complutense Institute of Economic Analysis (ICAE), Department of Quantitative Economics, Complutense University of Madrid (founded 1293), Spain, from 11/2011.
Distinguished Research Associate, Faculty of Economic and Financial Science, University of Johannesburg, South Africa, from 06/2014.


經歷:
國立中興大學 財務金融學系合聘 副教授 (2010/10 - 2012/01)
國立中興大學 應用經濟學系 副教授 (2009/02 -2012/01)
國立中興大學 應用經濟學系 助理教授 (2006/08 -2009/01)

專長:
產業經濟 Empirical Industrial Organization
財務經濟 Empirical Finance
應用計量 Applied Econometrics

目前研究領域:
實證產業經濟 Empirical Industrial Organization
(研究主題包括: 研發專利, 技術外溢, 產業聚集, 外人直接投資, 技術購買)
財務經濟 Empirical finance
(研究主題包括: 建立風險波動模型及預測股票市場, 石油價格及商品之現價報酬及期貨報酬之風險)
能源經濟 Energy Economics
(研究主題包括: 石油, 原料及商 之現價和期貨價格之最適避險率的衡量)
旅遊經濟 Tourism Economics
(研究主題包括: 國際觀光旅客的需求, 所得, 價格及匯率效果)
應用計量 Applied Econometric
(應用範圍包括: Long Memory Processes, Volatility, High Frequency Data and Panel Data 模型)

Editorial Collaboration:
Associate Editor, Mathematics and Computers in Simulation (Elsevier), (SCI), from Jan. 2009.
Executive Editor, Taiwan Journal of Applied Economics (應用經濟論叢) (Department of Applied Economics, College of Agriculture and Natural Resources, National Chung Hsing University), (TSSCI), from Aug. 2009.

Honours and Awards:
96年度中興大學農資院優良導師獎 College Prize for Excellent Supervisor, Aug. 2008
96年度中興大學特優導師獎 University Prize for Best Supervisor, Sep. 2008
Early Career Research Excellence Award, Modelling and Simulation Society of Australia and New Zealand (MSSANZ), July 2009.
100學年度中興大學研究績優獎, University Prize for Excellent Researcher (Top 10), May 2012.
100學年度中興大學農資院研究績優獎 College Prize for Excellent Researcher (Top 3), August 2012.
101學年度中興大學教學特優 I 獎 University Prize for Distingushed Teaching Award (Level 1), November 2012.
102學年度農資院教師評優良獎 College Prize for Teacher Appraisal, July 2014.
2014 台灣財務金融學會年會暨國際研討會「年會論文獎」, Best Paper Award, 2014 International Conference of Taiwan Finance Association, Taiwan, May, 2014.

主要教授課程(含大學部及研究所)
經濟學 統計學 計量經濟 個體經濟 國際經濟 產業經濟 廠商經營策略 銷售管理

研究計劃
「國外技術購買行為之經濟效果-傾向分數配對分析?」< 102 年度國科會 委託 >NSC 103-2410-H-005 -001-, 103/08/01 ~ 104/07/31
「產業聚集效應對網路普及的影響:替代或互補?」< 102 年度國科會 委託 > NSC 102-2410-H-005 -002-, 102/08/01 ∼ 103/07/31
「國際技術外溢: 技術合作、直接投資與貿易」< 101 年度國科會 委託 > NSC 101-2410-H-005 -011-, 101/08/01 ∼ 102/07/31
「垂直分工, 產業聚集與生產力」< 100 年度國科會 委託 > NSC 100-2410-H-005 -017-, 100/08/01 ∼ 101/07/31
「維持國際來台旅客人數的時間與空間聚集之計量分析」< 97 年度國科會 委託 > NSC 97-2415-H-005-004-, 2008/08/01 ~ 2009/07/31
「產業聚集、研發密度及技術進步」<96年度國科會 委託 > NSC 96-2415-H-005-004-, 2007/08/01 ~ 2008/07/31
「1990年代政府研發政策對廠商生產力成長的影響效果」< 95 年度國科會 委託 > NSC 95-2415-H-005-004-, 2006/08/01 ~ 2007/07/31

博士論文(PhD Thesis)
Essays in the Economics Of Innovation: An Application to the Case of Taiwan , PhD dissertation, Department of Economics, Catholic University of Louvain, Louvain-la-Neuve, Belgium, June 2004, pp. 189.

專書篇章(Book Chapter):
Chang, C.-L.,M. McAleer and D. Slottje, “Modelling International Tourist Arrivals and Volatility: An Application to Taiwan”, in D. Slottje (ed.), Quantifying Consumer Preferences, Contributions to Economic Analysis Series, Volume 288, Emerald Group Publishing, 2009, chapter 11, pp. 303-320.

期刊論文(Journal Publications)
1. Chang, C.-L. and S. Robin, 2006, “Doing R&D and/or Importing Technologies: The Critical Importance of Firm Size in Taiwan’s Manufacturing Industries”, Review of Industrial Organization (Springer) ,vol. 29, pp. 253-278 (ISI).

2. Chang, C.-L. and S. Robin, 2008, “Public Policy, Innovation and Total Factor Productivity: An Application to Taiwan’s Manufacturing Industry”, Mathematics and Computers in Simulation (Elsevier), vol.79, pp.352-367(ISI).

3. Yang, Y.-L. and C.-L. Chang, 2008, “A Double Threshold GARCH Model of Stock Market and Currency Shocks on Stock Returns”, Mathematics and Computers in Simulation (Elsevier),79, pp.458-474 (ISI).

4. Huang, B.-W., M.-G. Chen, C.-L. Chang and M. McAleer, 2009, “Modelling risk in agricultural finance: application to the poultry industry in Taiwan”, Mathematics and Computers in Simulation (Elsevier), 79, 1472-1487 (ISI).

5. Lim, C., C.-L. Chang and M. McAleer, 2009, “Forecasting H(M)otel Guest Nights in New Zealand”, International Journal of Hospitality Management (Elsevier), 28, pp.228-235 (ISI).

6. Chang, C.-L., S. Sriboonchitta and A. Wiboonpongse, 2009, “Modelling and Forecasting Tourism from East Asia to Thailand under Temporal and Spatial Aggregation”, Mathematics and Computers in Simulation (Elsevier), 79, 1730-1744.

7. Chang, C.-L. and L. Oxley, 2009, “Industrial Agglomeration, Geographic Innovation and Total Factor Productivity: The Case of Taiwan”, Mathematics and Computers in Simulation (Elsevier), 79, 2787-2796 (ISI).

8. Kuo, H.-I, C.-L. Chang, B.-W. Huang, C.-C. Chen and M. McAleer, 2009, “Estimating the Impact of Avian Flu on International Tourism Demand Using Panel Data”, Tourism Economics (IP Publishing) (selected for coverage in Thomson Reuters ISI in March 2008), 15(3), 501-511.

9. Chang, C.-L., and M. McAleer, 2009, "Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan", Korean Economic Review , 2009, 25, 241-267.

10. Chang, C.-L., M. McAleer and R. Thansuchat, 2009, “Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets”, Journal of Energy Markets, 2(4), 1-23.

11. McAleer M, B.-W. Huang, H.-I Kuo, C.-C. Chen and C.-L. Chang, 2010, “An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia”, Environmental Modelling and Software (Elsevier), 25, 100-106 (ISI).

12. Chang, C.-L., M. McAleer and R. Tansuchat, 2010, “Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets”, Energy Economics (Elsevier), 32, 1445-1455 (ISI).

13. Chang, C.-L., B.-W. Huang, M.-G. Chen and M. McAleer, 2011, “Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO”, Mathematics and Computers in Simulation (Elsevier), 81(7), 1491-1506 (ISI).

14. Chang, C.-L., T. Khamkaew, M. McAleer and R. Tansuchat, 2011,“Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations”, Tourism Economics (IP Publishing), 17(3), 481-507 (ISI).

15. Chang, C._L., M. McAleer and L. Oxley, 2011, "What Makes a Great Journal Great in Economics? The Singer Not the Song”, Journal of Economic Surveys (Wiley), 25(2), 326-361 (ISI)

16. Chang, C._L., M. McAleer and L. Oxley, 2011, "What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?”, Scientometrics (Spinger), 87(1), 17-40 (ISI).

17. Chang, C._L., M. McAleer and L. Oxley, 2011, “Great Expectatrics; Great Papers, Great Journals, Great Econometrics”, Econometric Reviews (Taylor), 30(6), 583-619 (ISI).

18. Kuo, C.-Y. and C.-L. Chang, 2011, "The Determinants of Investment Strategies of Taiwan-Funded Enterprises Heading for China-Taking Listed and Over-the-Counter Companies for Examples”, Journal of Trade Remedy , (The International Trade Commission Ministry of Economic Affairs), 22(1), 105-144 [In Chinese].

19. Chang, C.-L., M. McAleer and R. Tansuchat, 2011, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH", Energy Economics , (Elsevier), 33(5), 912-923 (ISI).

20. Chang, C.-L., P.H. Franses and M. Michael, 2011, "How accurate are government forecasts of economic fundamentals? The case of Taiwan”, International Journal of Forecasting (Elsevier), 27(4), 1066-1075 (ISI).

21. Chang, C.-L., M. McAleer and L. Oxley, 2011, "How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience", Journal of Applied Statistics (Taylor&Francis), 38(11), 2563-2573 (ISI).

22.Chang, C.-L., T.-C. Huang and M.-G. Chen, 2011, “Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach”, Mathematics and Computers in Simulation (Elsevier), 82(2), 213-219 (ISI).

23. Chang, C.-L., J.-A. Jimenez-Martin, M. McAleer and T. Perez-Amaral, 2011, "Risk management of risk under the Basel Accord: forecasting value-at-risk of VIX futures", Managerial Finance (Emerald), 37(11), 1088-1106.

24. Chang, C.-L. and M. McAleer, 2012, “Citations and Impact of ISI Tourism and Hospitality Journals”, Tourism Management Perspectives (Elsevier), 1(1), 2-8.

25. Chang, C.-L., T. Khamkaew and M. McAleer, 2012, “IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development”, Tourism Economics (IP Publishing), 18(1), 5-14 (ISI).

26. Chang, C.-L. and S. Robin, 2012, "Knowledge sourcing and firm performance in an industrializing economy: The case of Taiwan (1992-2003)” Empirical Economics (Springer), 42(3), 947-986 (ISI).

27. Chang, C.-L. and M. McAleer, 2012, "Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates", Japanese Economic Review (Wiley), 63(3), 397-419 (ISI).

28. Sari, R., S. M. Hammoudeh, C.-L, Chang, and M. McAleer, 2012, " Causality Between Market Liquidity and Depth for Energy and Grains", Energy Economics (Elsevier), 34(5), 1683-1962 (ISI).

29. Chang, Chia-Lin, T. Khamkaew and M. McAleer, 2012, "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia”, Journal of Tourism Research & Hospitality (1:3.10.4172/2324-8807.1000103), 1(3), 1-16.

30. Chang, Chia-Lin, M. McAleer, and C. Lim, 2012, “Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan”, International Journal of Tourism Sciences (Tourism Sciences Society of Korea), 12(1), 1-24.

31. Chang, Chia-Lin, L.-H. Chen, S. M. Hammoudeh and M. McAleer, 2012, "Asymmetric Adjustments in the Ethanol and Grains Markets”, Energy Economics (Elsevier), 34(6), 1990-2002 (ISI).

32. Chang, Chia-Lin, P.H. Franses and M. McAleer, 2012, “Evaluating Individual and Mean Non-Replicable Forecasts”, Journal for Economic Forecasting (Institute for Economic Forecasting), 15(3), 22-43 (ISI).

33. Chang, Chia-Lin, M. McAleer and R. Tansuchat, 2012, “Modelling Long Memory Volatility in Agricultural Commodity Futures Returns”, Annals of Financial Economics (World Scientific), 7(2), 1-27.

34. Chang, C.-L., M. McAleer and R. Tansuchat, 2013, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns", North American Journal of Economics and Finance (Elsevier), 25, 116-138 (ISI).

35. Chang, C.-L., J.-A. Jimenez-Martin, M. McAleer and T. Perez-Amaral, 2013, "The Rise and Fall of S&P Variance Futures”, North American Journal of Economics and Finance (Elsevier), 25, 151-167 (ISI).

36. Hsieh C.-R., Y.-M. Liu and C.-L. Chang, 2013, "Endogenous Technological Change in Medicine and Its Impact on Healthcare Costs: Evidence from the Pharmaceutical Market in Taiwan", European Journal of Health Economics (Springer), 14(2), 287-295 (ISI).

37.Chang, C.-L. and M. McAleer, 2013, “Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability”, Statistica Neerlandica (Wiley-Blackwell), 67(1), 27-53 (ISI).

38. Hammoudeh, S. M., T. Liu, C.-L. Chang, and M. McAleer, 2013, "Risk Spillovers in Oil-related CDS, Stock and Credit Markets”, Energy Economics (Elsevier), 36(1), 526-535 (ISI).

39. Chang, C.-L. and S.-M. Huang, 2013, “Identifying the Poor: Characteristics of Low-Income Households in Taiwan”, Review of Social Science (College of Social Science, National Chengchi University), 7(1), 1-46 [EconLit] (in Chinese).

40. Chang, C.-L. and M. McAleer, 2013, “What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance”, Annals of Financial Economics (World Scientific), 2013, 8(1), 1-30.

41. Chang, C.-L., S.-P. Chen and M. McAleer, 2013, “Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents”, Economics of Innovation and New Technology (Taylor & Francis), 2013, 27(4), 329-352 [EconLit].

45. Chang, C.-L., B. de Bruijn, P.H. Franses and M. McAleer, 2013, “Analyzing Fixed-Event Forecast Revisions”, International Journal of Forecasting (Elsevier), 2013, 29, 622-627 (with) (ISI).

46. Chang, C.-L., P. H. Franses and M. McAleer, 2013, “Are Forecast Updates Progressive?”, Mathematics and Computers in Simulation (Elsevier), 2013, 93, 9-18 (ISI).

47. Chang, C.-L., M. McAleer and L. Oxley, 2013, “Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence”, Mathematics and Computers in Simulation (Elsevier), 2013, 93, 190-197 (ISI).

48. Chang, C.-L., D.E. Allen, M. McAleer and T. Perez-Amaral, 2013,“Risk Modelling and Management: An Overview”, Mathematics and Computers in Simulation (Elsevier) , 2013, 94, 159-163 (ISI).

49. Chang, C.-L., L.G. Serrano and J.-À. Jiménez-Martin, 2013, “Currency Hedging Strategies Using Dynamic Multivariate GARCH”, Mathematics and Computers in Simulation (Elsevier), 2013, 94, 164-182 (ISI).

50. Casarin, R. C.-L. Chang, J.-A. Jimenez-Martin, M. McAleer and T. Perez Amaral “Risk Management of Risk under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures”, Mathematics and Computers in Simulation (Elsevier), 2013, 94, 183-204 (ISI).

51. Chang, C.-L. and M. McAleer, 2013, “Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc”, Econometrics (MDPI), 2013, 1(3), 217-235 [EconLit].

52. Chang, C.-L., D. E. Allen and M. McAleer, 2013, “Recent Developments in Financial Economics and Econometrics: An Overview”, North American Journal of Economics and Finance (Elsevier), 2013, 26, 217-226 (ISI).

53. Chang, C.-L., J.-C. Chang and Y.-W. Huang, 2013 “Dynamic Price Integration in the Global Gold Market”, North American Journal of Economics and Finance (Elsevier), 2013, 26, 227-235 (ISI).

54. Chang, C.-L., H.-K. Hsu and M. McAleer, 2013, “Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism”, (North American Journal of Economics and Finance (Elsevier), 2013, 26, 519-534 (ISI).




研究報告(Working paper):
1. Michael McAleer, Bing-Wen Huang, Hsiao-I Kuo and Chi-Chung Chen and Chia-Lin Chang, 2008, “An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia”, Econometric Institute Report EI 2008-21, Erasmus University Rotterdam, The Netherlands.
(http://www.econometric-institute.org/pubsUH)

2. Chang, C.-L. and L. Oxley, 2008, “Industrial Agglomeration, Geographic Innovation and Total Factor Productivity: The Case of Taiwan”, Department of Economics Working Papers Series 0814, 2008, University of Canterbury, New Zealand.
(http://ir.canterbury.ac.nz/bitstream/10092/2082/1/12611473_Oxley.pdf)

3. Chang, C.-L. and S. Robin, 2006, “Knowledge Sourcing and Firm Performance in an Industrializing Economy: the Case of Taiwan in the 1990s”, BETA Working Paper #2006-33, University of Strasbourg, France.

4. Chang, C.-L. and S. Robin, 2006, “Using the Asymptotically Ideal Model to Estimate the Impact of Knowledge on Labor Productivity: An Application to Taiwan in the 1990s”, BETA Working Paper #2006-34, University of Strasbourg, France.

5. Chang, C.-L. and S. Robin, 2004, “Doing R&D and Importing Technology: Recent Evidence from Taiwan’s Manufacturing Firms”, IRES Discussion Paper n° 2004-6. Universite Catholique de Louvain (UCL), Belgium.
(to download: www.ires.ucl.ac.be/DP/IRES_DP/2004-6.pdf )

6. Chang, C.-L. and S. Robin, 2004, “Innovation Strategy and Total Factor Productivity Growth: Evidence from Taiwanese Innovation Firms”, IRES Discussion Paper n° 2004-7. Universite Catholique de Louvain (UCL), Belgium.
(to download: www.ires.ucl.ac.be/DP/IRES_DP/2004-7.pdf )

7. Chang, C.-L. and S. Robin, 2004, “Innovation Strategy and Labor Productivity Growth: Evidence from Taiwanese Firms”, CRESGE-LABORES Discussion Paper Series. Universite Catholique de Lille, France.


會議論文(Refereed Conference Proceedings):
1. “Avian Flu and International Tourism Demand: a Panel Data Analysis”, in L. Oxley and D. Kulasiri (eds.), MODSIM 2007 International Congress on Modelling and Simulation, MSSANZ, Christchurch, New Zealand, December 2007, pp. 1892-1898 (ISBN 978 0 9758400 4 7) (with H.-I. Kuo, B.-W. Huang, C.-C. Chen and M. McAleer).

2. “A Double Threshold GARCH Model of Currency Depreciation on Stock Market Returns”, in Proceedings of the International Workshop in Finance, Yokohama National University, Yokohama, Japan, February 2008, pp 117-141. (with Y.-L. Yang).

Conferences and Workshops:
1. “Innovation Strategy and Labor Productivity Growth: Micro Evidence from Taiwanese Manufacturing Firms”, presented to the 2nd International Conference of the Japan Economic Policy Association, Nagoya, Japan, November 2003 (paper).

2. “Doing R&D and Importing Technology: An Empirical Investigation on Taiwan’s Manufacturing Firms”, presented to the 21st Journees de Microeconomie Appliquee, Lille, France, May 2004 (paper).
(www.univ-lille3.fr/jma2004/papers/Stephane%20Robin.pdf)

3. “Innovation Expenditures and Total Factor Productivity Growth: An Application to Taiwan's Manufacturing Industries”, International Industrial Organization Conference, Atlanta, USA, April 2005 (paper).

4. “The Impact of Taiwan’s Science and Innovation Policy on Firm Productivity Growth in the 1990s”, Atlanta Conference on Science and Technology Policy 2006: US-EU Policies for Research and Innovation, Atlanta, USA, May 2006 (paper).

5. “Public Policy, Innovation and Total Factor Productivity: An Application to Taiwan’s Manufacturing Industry (1997-2003)”, Micro Evidence on Innovation in Developing Economies, Maastricht, Netherlands, May 2007 (paper).

6. “Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO”, International Workshop on Agricultural Finance, Chiang Mai, Thailand, August 2007 (invited paper).

7. “Modelling the Asymmetric Volatility in Broiler Chicken Prices and Growth Rates in Taiwan”, International Workshop on Agricultural Finance, sponsored by the Thailand Research Fund for Basic Research, Chiang Mai, Thailand, August 2007 (invited paper).

8. “Estimating the Impact of Avian Flu on International Tourism Demand Using Panel Data”, Inaugural Conference of the International Association for Tourism Economics, Palma de Mallorca, Spain, October 2007 (paper and discussant).

9. “Modelling the Spillover Effects of Avian Flu on International Tourism Demand in Asia”, International Workshop on Agricultural Finance and Tourism Economics, Taichung, Taiwan, December 2007 (invited paper).

10. “Estimating the Impact of Avian Flu on International Tourism Demand Using Panel Data”, International Conference on Modelling and Simulation, Christchurch, New Zealand, December 2007 (paper and session chair).

11. “A Double Threshold GARCH Model of Currency Depreciation on Stock Market Returns”, International Workshop on Finance, Yokohama, Japan, February 2008 (invited paper).

12. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan", Conference on Macroeconomic Econometric Economic Institution of Sinica, Taipei, November 2009 (invited paper).
 
 


[ 回首頁 ]
 
 
9月 2014
1 2 3 4 5 6 7
8 9 10 11 12 13 14
15 16 17 18 19 20 21
22 23 24 25 26 27 28
29 30