Department of Finance,
National Chung Hsing University
師資團隊
[ 專任教師 ] 姓名:陳美源
職稱:教授
學歷:美國伊利諾大學香檳校區經濟系博士
專長:經濟計量、財務計量
電話:+886-4-22853323
信箱:mei_yuan@dragon.nchu.edu.tw
研究室:社管大樓825

個人網頁聯結:http://web.nchu.edu.tw/pweb/users/mychen

 

主要學歷

畢/肄業學校 國別 主修學門系所 學位 起訖年月
伊利諾大學香檳校區 美國 經濟系 博士 1989/08 至 1994/06
中興大學 台灣 農業經濟所 碩士 1984/08 至 1986/06
中興大學 台灣 農業經濟系 學士 1980/06 至 1984/06

 


個人網頁聯結:http://web.nchu.edu.tw/pweb/users/mychen

 

主要學歷

畢/肄業學校 國別 主修學門系所 學位 起訖年月
伊利諾大學香檳校區 美國 經濟系 博士 1989/08 至 1994/06
中興大學 台灣 農業經濟所 碩士 1984/08 至 1986/06
中興大學 台灣 農業經濟系 學士 1980/06 至 1984/06

 

校內經歷
服務部門/系所 職稱 起訖年月
財務金融系 上海EMBA執行長 2011/02 至 2011/07
財務金融系 EMBA執行長 2011/08
財務金融系 系主任 2003/08 至 2007/07
 
校外經歷
服務機關 服務部門/系所 職稱 起訖年月
中正大學 經濟系 教授 2002/08至 2003/01
中正大學 經濟系 副教授 1994/08至 2002/07

 

著作與研究成果
期刊論文
 
  • Chiou, Yan-Yu, Jau-er Chen, and Mei-Yuan Chen (2018), “Nonparametric Regressions with Thresholds: Identification and Estimations,” Journal of Econometrics ,206, pp472–514.
  • Su, Zhi-fang, Lin, Ken-Yu and Mei-Yuan Chen (2019), “Dual-Frailty Default Intensity Model: Estimations and An Application,” Communications in Statistics -Simulation and Computation, Accepted and Forthcoming. [SCI] 
  • Su, Zhi-fang, Xiao-xiang Ma, Wei Xiao, and Mei-Yuan Chen (2019), “Marginal Effects of Public Employment on Unconditional Distribution of Wage Income in China”, North American Journal of Economics and Finance, Accepted and Forthcoming. [SSCI]
  • Su, Zhi-Fang, Yujen Hsiao, and Mei-Yuan Chen (2015), “Effects of Higher Education on the Unconditional Distribution of Financial Literacy,” Journal of Economics and Management, 11, pp1-22.
  • Lin, Gen-Yu and Mei-Yuan Chen (2016), “Re-examination on Default Clustering for Taiwan Listed Firms: Industrial and Time Frailty Perspectives,” Journal of the Chinese Statistical Association, 54, pp1-25.
  • Chen, M. Y., F. L. Lin, and C. K. Chang, "“Relations between Health Care Expenditure and Income: An Application of Local Quantile Regressions," A pplied Economics Letters, Vol.16, 2009, pp.177-181. [SSCI]
  • Lin, Anchor Y, L.-S. Huang, and M. Y. Chen, "“Price Comovement and Institutional Performance Following Large Market Movements," Emerging Markets Finance and Trade, Vol.43, No.5, 2007, pp.37-61. [SSCI]
  • 陳美源及陳禮潭, "〈購買力平價說與結構性變動─美∕台實質匯率之實證研究," 台灣經濟預測與政策, Vol.34, No.1, 2003, pp.93-112. [TSSCI]
  • Chen, M. Y., "Testing Stationarity against Unit Roots and Structural Changes," Applied Economics Letters, Vol.9, 2002, pp.459-464. [SSCI]
  • Chen, M. Y., "Identification for Univariate Time Series Models with Heteroskedastic Errors," Communications in Statistics—Simulation and Computation, Vol.31, No.1, 2002, pp.75-89. [SCI-E]
  • Kuan, C. M. and M. Y. Chen, "“Response Surfaces of MOSUM Critical Values," Applied Economics Letters, Vol.9, 2002, pp.133-136. [SSCI]
  • Chen, M. Y. and C. M. Kuan, "“Testing Parameter Constancy in Models with Infinite Variance Errors”," Economics Letters, Vol.72, 2001, pp.11-18. [SSCI]
  • Hu, J. W. S., M. Y. Chen, R. C. W. Fok, and B. N. Huang, "Causality in Volatility and Volatility Spillover Effects between US, Japan, and the Four Equity Markets in the South China Growth Triangular," Journal of International Financial Markets, Institutions and Money, Vol.7, 1997, pp.351-367.
  • Kuan, C. M. and M. Y. Chen, "Implementing Fluctuation and Moving-Estimates Tests in Dynamic Econometric Models," Economics Letters, Vol.44, 1994, pp.11-18. [SSCI]
  • 彭作奎及陳美源, "農場主潛在移動性及其影響因子之探討," 臺灣經濟, No.121, 1987, pp.5-15.
  • 彭作奎及陳美源, "臺灣農業勞動場外供給及勞動使用效率之研究," 農業經濟半年刊, No.40, 1986, pp.1-28. [TSSCI]
  • 彭作奎及陳美源, "臺灣作物生產技術效率之衡量與實證分析," 農業經濟半年刊, No.38, 1985, pp.1-24. [TSSCI]
研討會論文
  • Chen, M.-Y. (2010), “Weekend Effects in China’s Stock Markets: New Evidence from Nonparametric Regression,” presented at 「The Third Conference of Thailand Econometric Society」, Chiang Mai, Tailand.
  • Chen, M.-Y., Peiyong Gao, and Yao-Chih Hsieh (2011), “ETRs of Electronic and Non-Electronic Firms Listed on Taiwan Stock Market: Panel Models with Two-sided Censoring,” presented at 「The Fourth Conference of Thailand Econometric Society」, Chiang Mai, Tailand.
  • Su, Zhi-Fang and M.-Y. Chen (2014), “Tests on Variance Equality for Two Financial Time Series,” presented at 「The Seventh Conference of Thailand Econometric Society」, Chiang Mai, Tailand.
  • Su, Zhi-Fang, Yujen Hsiao, and Mei-Yuan Chen (2015), “Effects of Higher Education on the Unconditional Distribution of Financial Literacy,” presented at 「The Eighth Conference of Thailand Econometric Society」, Chiang Mai, Tailand.
  • Chiou, Yan-Yu and Mei-Yuan Chen (2015), “Nonparametric Regressions with Thresholds:Identification and Estimations,” presented at 「International Symposium on Recent Developments in Econometric Theory with Applications in Honor of Professor Takeshi Amemiya」, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  • Lin, Gen-Yu and Mei-Yuan Chen (2016), “ Dual-Frailty Default Intensity Model: An Application to Taiwan’s Public Listed Firms,” presented at 「The Ninth Conference of Thailand Econometric Society」, Chiang Mai, Tailand.
  • Su, Z.-F., Y.-J. Hsiao, and M.-Y. Chen (2015), “Marginal Effects of Higher Education on the Unconditional Distribution of Financial Literacy,” presented at 「The 23rd Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management」, Hochiminh City, Vietnam.
  • Su, Z.-F. and M.-Y. Chen (2018), “Nonparametric Regressions with Structural Changes: Identification and Estimations,” presented at 「中國數量經濟學會2018年會」, 昆明,中國。
  • Su, Zhi-fang and M.-Y. Chen (2018), “Nonparametric Regressions with Structural Changes: Identification and Estimations,” presented at 「中國計量經濟學者2018年會」,北京,中國。
  • Su, Zhi-fang, Yi-zheng Fu, and M.-Y. Chen (2019), “How a Demographic Policy Relates to Income Inequality in China,” presented at 「2019 International Conference on High-Quality Development of China’s Economy in the New Era」, Xiamen, China. 
  • Su, Zhi-fang and M.-Y. Chen (2019), “Nonparametric Regressions with Structural Changes: Identification and Estimations,” presented at 「The 10th International Symposium on Innovative Management, Information and Production」, Xiamen, China.
  • 蘇梽芳、李氣芳、陳美源,2019,「相依函數型數據迴歸模型:估計與應用實例」,發表於「中國數量經濟學會2019年會」,蘭州,中國。
  • Zhu, Ping-Fang and Mei-Yuan Chen (2019), “Statistical Pairs Trading Strategy Based on Intra-Day Forex Quotes using Functional Data Analysis,” presented at 「上海市第七屆數量經濟學理論與應用學術研討會」,上海,中國。  
  • Lin, Gen-Yu and Mei-Yuan Chen (2015), “Re-examination on Default Clustering for Taiwan Listed Firms: Industrial and Time Frailty Perspectives,” presented at「台灣財務金融學會2015年會暨國際研討會」,台中,台灣。
  • Chiou, Yan-Yu and Mei-Yuan Chen (2015), “Nonparametric Regressions with Thresholds: Identification and Estimations,” presented at 「台灣計量經濟學會2015年會」,台北,台灣。
  • Su, Zhi-fang, Yi-Zheng Fu, and Mei-Yuan Chen (2019), “Information Heterogeneity in Morning and Afternoon Cumulative Intra-day Returns of SSE 50 Index,” presented at「2019年兩岸經濟與管理研討會」,台中,台灣。
  • 翁岳塘及陳美源,2019,「自來水管智慧即時測漏與監測:函數型資料方法的應用」,發表於「第36屆自來水研究發表會」,台南,台灣。。
  • Chen, M.-Y. and F.-L. Lin, "Nonparametric Estimation for the Conditional Mean and Variance Functions of Taiwan Stock Returns," The 2006 International Symposium on Financial Engineering and Risk, 2006-07-06, Xiamen University, China.,
  • 黃秀梅及陳美源, "分量迴歸於住宅成交價與銷售時間的應用," 第七屆全國實證經濟學論文研討會, 2006-05-27, 嘉義, 台灣,
  • 黃秀梅及陳美源, "消費金融最適循環利率之理論探討與模擬分析," 台北大學實證經濟研討會, 2006-05-27, 台北, 台灣,
  • Chen, M.-Y., C.-G. Chang and F.-L. Lin, "A Study on Relations between Health Care Expenditure and Income via Local Quantile Regressions," Globalization and Economic Growth: The Role of Openness, Innovation and Human Capital, 2005-11-04, Shanghai, China,
  • Chen, M.-Y., "Investing Mean Reversion across National Stock Markets: An Application of PANIC Method," 3rd Nordic Econometric Meeting, 2005-05-26, Helsinki, Finland,
  • Chen, M.-Y. and C.-G. Chang, "Health Care is a Necessity or a Luxury? Evidences from Local Quantile Regressions," Australasian Meeting of the Econometric Society, 2004-07-07, Melbourne, Australia,
  • 陳美源及魏輝娥, "最適尾端參數估計之探討:台灣股票報酬風險直之應用," 第二屆數量經濟理論及其應用國際學術研討會, 2004-06, 上海,
  • Chen, M.-Y., "Investing Mean Reversion across National Stock Markets: An Application of PANIC Method," Symposium in Financial Econometrics, 2004, 2004-06-25, Taichung, Taiwan,
  • Chen, M. Y. and F. L. Lin, "“A Study on the Performances of Significance Tests in Nonparametric Regressions," 台灣經濟學會2002 年會論文發表會, 2002-12-22, 台北, 台灣,
  • 陳禮潭及陳美源, "購買力平價說與結構性變動─美/台實質匯率之實研究," 兩岸經濟發展研討會, 2002-08-31, 台北, 台灣,
  • Chen, M. Y. and J. E. Chen, "Application of Quantile Regression to Estimation of Value at Risk," 2002 年財務金融學術研討會, 2002-04-26, Taicung, Taiwan,
  • Chen, M. Y. and J. E. Chen, "Application of Quantile Regression to Estimation of Value at Risk," 第三屆全國實證經濟學論文研討會, 2002-04-21, Nantou, Taiwan,
  • Chen, L. T. and M. Y. Chen, "New Statistical Evidences on Purchasing Power Parity: Some Empirical Results from Taiwan," 2001 年總體經濟計量模型研討會, 2001-12-18, Taipei, Taiwan,
  • Chen, M. Y. and F. L. Lin, "Nonparametric Estimation for the Conditional Mean and Volatility of Taiwan Stock Returns," 2001 International Conference of Pacific Rim Management, 11th Annual Meeting, 2001-08-01, Toronto, Canada,
  • 陳美源及余士迪, "樣本選擇偏誤模型之估計:台灣實證資料的例證," 第二屆全國實證經濟學論文研討會, 2001-05-13, 高雄, 台,
  • Chen, M. Y. and F. L. Lin, "Nonparametric Regression Estimation for the Conditional Mean and Variance Functions of Taiwan’s Stock Returns and Financial Markets," The 9th Conference on the Theories and Practices of Security, 2000-01-01, Kaoshiung, Taiwan,
  • Chen, M. Y. and R. H. Fan, "“Significance Tests in Nonparametric Regressions," 台灣經濟學會, 1999-12-01, Taipei, Taiwan,
  • Chen, M. Y. and L. W. Chen, "Volatility Spillover Effects between Stock Markets in the South China Growth Triangular: Multivariate GARCH Approaches," 1999 International Conference of Pacific Rim Management, 1999-08-12, San Francisco, California, U.S.A.,
  • Kuan, C. M. and M. Y. Chen, "Testing Parameter Constancy in Models with Stable Distributed Errors," International Conference on Economics Across the Century, 1999-01-01, Chia-Yi, Taiwan,
  • Chen, M. Y. and L. W. Chen, "Impacts of Asia Financial Crisis on the Volatilities of Major Asia Pacific Markets: Applications of the SWARCH Model," The Seventh Conference on the Theories and Practices of Security and Financial Markets, 1998-12-01, Kaoshiung, Taiwan,
專書篇章
  • 陳美源, "名次檢定在計量經濟模型之應用," 國科會技術報告, 2006.
  • 陳美源, "財務時間序列尾端行為結構變動之檢定方法," 國科會技術報告, 2005.
  • 陳美源, "PANIC," 國科會技術報告, 2004.
  • 陳美源, "具財務資料變數分量迴歸模型中之假設檢定," 國科會技術報告, 2003.
  • 陳美源, "統計學," 台北,三民書局, 2002-08.
  • 陳美源, "台灣工資結構及工資差異之探討:分量迴歸方法之應用," 國科會技術報告, 2002.
  • Chen, M. Y., "A study on Dynamic Structure of Taiwan’s Macroeconomic Data: Regression Tree and Bayesian Method," Technical Report No. NSC 89-2415-H-194-006, National Science Council, 2002.
  • Chen, M. Y., "Test for Market Efficiency Hypothesis of Taiwan's Foreign Exchange Market: Nonparametric Regression Approaches," Technical Report No. NSC 88-2415-H-194-004, National Science Council, 1999.
  • Chen, M. Y., "Robustified Unit Root and Cointegration Tests: An Application to Taiwan's Macroeconomic and Financial Data," Technical Repor No. NSC 87-2415-H-194-010,National Science Council, 1998.
國科會計畫
  • 97年度, 計畫主持人, 補助國內大專校院購置S&P COMPUSTAT企業財務分析資料庫專案, 2008年08月 至 2009年07月
  • 96年度, 計畫主持人, 具類別與連續變數之無參數分量迴歸:估計、檢定與應用, 2007年08月 至 2008年07月
  • 96年度, 計畫主持人, 補助國內大專校院購置S&P COMPUSTAT企業財務分析資料庫專案, 2007年08月 至 2008年07月
  • 94年度, 計畫主持人, 名次檢定在計量經濟模型之應用, 2005年08月 至 2006年07月
  • 94年度, 計畫主持人, 補助國內大專校院購置S&P COMPUSTAT企業財務分析資料庫專案, 2005年08月 至 2006年07月
  • 93年度, 計畫主持人, 2004年計量經濟學會澳洲會議, 2004年08月 至 2005年07月
  • 93年度, 計畫主持人, 財務時間序列尾端行為結構變動之檢定方法, 2004年08月 至 2005年07月
  • 92年度, 計畫主持人, PANIC方法在財務金融追蹤資料上之擴展, 2003年08月 至 2004年07月
  • 91年度, 計畫主持人, 具財務資料變數分量迴歸模型中之假設檢定, 2002年08月 至 2003年07月
  • 90年度, 計畫主持人, 2001年北美華人企管教授學術研討會, 2001年08月 至 2002年07月
其他計畫

 

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