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Shiu-Sheng Chen

Personal Details

First Name:Shiu-Sheng
Middle Name:
Last Name:Chen
Suffix:
RePEc Short-ID:pch275
[This author has chosen not to make the email address public]
http://homepage.ntu.edu.tw/~sschen/
Terminal Degree:2004 Economics Department; University of Wisconsin-Madison (from RePEc Genealogy)

Affiliation

Department of Economics
National Taiwan University

Taipei, Taiwan
https://www.econ.ntu.edu.tw/
RePEc:edi:dentutw (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2013. "Further evidence on bear market predictability: The role of the external finance premium," MPRA Paper 49093, University Library of Munich, Germany.
  2. Chen, Shiu-Sheng, 2013. "Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks," MPRA Paper 49240, University Library of Munich, Germany.
  3. Shiu-Sheng, Chen, 2012. "Predicting swings in exchange rates with macro fundamentals," MPRA Paper 35772, University Library of Munich, Germany.
  4. Chen, Shiu-Sheng & Hsu, Kai-Wei, 2012. "Reverse Globalization: Does High Oil Price Volatility Discourage International Trade?," MPRA Paper 36182, University Library of Munich, Germany.
  5. Chen, Shiu-Sheng, 2012. "Bernanke Was Right: Currency Manipulation Policy in Emerging Foreign Exchange Markets," MPRA Paper 36184, University Library of Munich, Germany.
  6. Chen, Shiu-Sheng, 2012. "Revisiting the empirical linkages between stock returns and trading volume," MPRA Paper 36897, University Library of Munich, Germany.
  7. Shiu-Sheng Chen, 2005. "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Macroeconomics 0502001, University Library of Munich, Germany, revised 01 Feb 2005.
  8. Shiu-Sheng Chen & Charles Engel, 2004. "Does "Aggregation Bias" Explain the PPP Puzzle?," NBER Working Papers 10304, National Bureau of Economic Research, Inc.
  9. Shiu-Sheng Chen, 2003. "Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach," International Finance 0303002, University Library of Munich, Germany, revised 05 Apr 2003.
  10. Shiu-Sheng Chen, 2002. "Macroeconomic Policy in a Real Business Cycle Model with Money," Macroeconomics 0209011, University Library of Munich, Germany, revised 12 Jul 2003.

Articles

  1. Chen, Shiu-Sheng & Lin, Tzu-Yu, 2024. "Monetary policy and renewable energy production," Energy Economics, Elsevier, vol. 132(C).
  2. Chang, Fang-Shuo & Chen, Shiu-Sheng & Lin, Tzu-Yu & Wang, Po-Yuan, 2023. "Presidents, Fed chairs, and the deviations from the Taylor rule," Macroeconomic Dynamics, Cambridge University Press, vol. 27(6), pages 1687-1705, September.
  3. Chen, Shiu-Sheng & Chou, Yu-Hsi, 2023. "Liquidity yield and exchange rate predictability," Journal of International Money and Finance, Elsevier, vol. 137(C).
  4. Chen, Shiu-Sheng & Huang, Shiangtsz & Lin, Tzu-Yu, 2022. "How do oil prices affect emerging market sovereign bond spreads?," Journal of International Money and Finance, Elsevier, vol. 128(C).
  5. Shiu‐Sheng Chen & Jen‐Kuan Wang, 2022. "Detecting persistent one‐sided intervention in foreign exchange markets: A simple test," International Finance, Wiley Blackwell, vol. 25(1), pages 23-45, April.
  6. Chen Shiu-Sheng & Lin Tzu-Yu, 2022. "Revisiting the Link between House Prices and Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 22(2), pages 481-515, June.
  7. Fang‐Shuo Chang & Shiu‐Sheng Chen & Po‐Yuan Wang, 2020. "Politics and the UK's monetary policy," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(5), pages 486-522, November.
  8. Shiu‐Sheng Chen & Tzu‐Yu Lin, 2019. "Do Exchange Rate Shocks Have Asymmetric Effects on Reserve Accumulation? Evidence from Emerging Markets," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(4), pages 1561-1586, October.
  9. Shiu‐Sheng Chen & Cheng‐Che Hsu, 2019. "Do stock markets have predictive content for exchange rate movements?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(7), pages 699-713, November.
  10. Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2017. "Further evidence on bear market predictability: The role of the external finance premium," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 106-121.
  11. Chen, Shiu-Sheng, 2017. "Exchange rate undervaluation and R&D activity," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 148-160.
  12. Chen, Shiu-Sheng & Chou, Yu-Hsi, 2016. "Does Fear Lead To Recessions?," Macroeconomic Dynamics, Cambridge University Press, vol. 20(5), pages 1247-1263, July.
  13. Shiu-Sheng Chen, 2016. "Commodity prices and related equity prices," Canadian Journal of Economics, Canadian Economics Association, vol. 49(3), pages 949-967, August.
  14. Chen Shiu-Sheng & Chou Yu-Hsi & Yen Chia-Yi, 2016. "Predicting US recessions with stock market illiquidity," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(1), pages 93-123, January.
  15. Chen, Shiu-Sheng & Chou, Yu-Hsi, 2015. "Revisiting the relationship between exchange rates and fundamentals," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 1-22.
  16. Shiu-Sheng Chen, 2014. "Forecasting Crude Oil Price Movements With Oil-Sensitive Stocks," Economic Inquiry, Western Economic Association International, vol. 52(2), pages 830-844, April.
  17. Shiu-Sheng Chen & Chun-Chieh Wang, 2014. "Do Politics Cause Regime Shifts In Monetary Policy?," Contemporary Economic Policy, Western Economic Association International, vol. 32(2), pages 492-502, April.
  18. Shiu-Sheng Chen & Kai-Wei Hsu, 2013. "Oil Price Volatility and Bilateral Trade," The Energy Journal, , vol. 34(1), pages 207-230, January.
  19. Shiu-Sheng Chen, 2013. "Using Demographic Changes To Revisit The Consumption–Real Exchange Rate Anomaly," Manchester School, University of Manchester, vol. 81(2), pages 163-175, March.
  20. Chen, Shiu-Sheng & Chou, Yu-Hsi, 2012. "Rational expectations, changing monetary policy rules, and real exchange rate dynamics," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2824-2836.
  21. Shiu-Sheng Chen, 2012. "Does extracting inflation from stock returns solve the purchasing power parity puzzle?," Empirical Economics, Springer, vol. 42(3), pages 1097-1105, June.
  22. Chen, Shiu-Sheng & Hsu, Kai-Wei, 2012. "Reverse globalization: Does high oil price volatility discourage international trade?," Energy Economics, Elsevier, vol. 34(5), pages 1634-1643.
  23. Chen, Shiu-Sheng, 2012. "Revisiting the empirical linkages between stock returns and trading volume," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1781-1788.
  24. Shiu-Sheng Chen, 2012. "Consumer confidence and stock returns over market fluctuations," Quantitative Finance, Taylor & Francis Journals, vol. 12(10), pages 1585-1597, October.
  25. Chen, Shiu-Sheng, 2011. "Lack of consumer confidence and stock returns," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 225-236, March.
  26. Chen, Shiu-Sheng, 2010. "Do higher oil prices push the stock market into bear territory?," Energy Economics, Elsevier, vol. 32(2), pages 490-495, March.
  27. Shiu‐Sheng Chen & Yu‐Hsi Chou, 2010. "Exchange Rates and Fundamentals: Evidence from Long‐Horizon Regression Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(1), pages 63-88, February.
  28. Shiu-Sheng Chen & Ming-Ching Luoh, 2010. "Are Mathematics and Science Test Scores Good Indicators of Labor-Force Quality?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 96(1), pages 133-143, March.
  29. Shiu-Sheng Chen & Tsong-Min Wu, 2010. "Taiwan'S Exchange Rate And Macroeconomic Policies Over The Business Cycle," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 55(03), pages 435-457.
  30. Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2010. "House prices, collateral constraint, and the asymmetric effect on consumption," Journal of Housing Economics, Elsevier, vol. 19(1), pages 26-37, March.
  31. Shiu-Sheng Chen, 2009. "Revisiting the Inflationary Effects of Oil Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4), pages 141-154.
  32. Chen, Shiu-Sheng, 2009. "Predicting the bear stock market: Macroeconomic variables as leading indicators," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 211-223, February.
  33. Chen, Shiu-Sheng, 2009. "Oil price pass-through into inflation," Energy Economics, Elsevier, vol. 31(1), pages 126-133, January.
  34. Shiu-Sheng Chen, 2008. "The liquidity effect in a flexible-price monetary model," Oxford Economic Papers, Oxford University Press, vol. 60(1), pages 122-142, January.
  35. Chen, Shiu-Sheng & Chen, Hung-Chyn, 2007. "Oil prices and real exchange rates," Energy Economics, Elsevier, vol. 29(3), pages 390-404, May.
  36. Chen, Shiu-Sheng, 2007. "A note on interest rate defense policy and exchange rate volatility," Economic Modelling, Elsevier, vol. 24(5), pages 768-777, September.
  37. Shiu‐Sheng Chen & Kenshi Taketa, 2007. "Assessment Of Weymark'S Measures Of Exchange Market Intervention: The Case Of Japan," Pacific Economic Review, Wiley Blackwell, vol. 12(5), pages 545-558, December.
  38. Shiu-Sheng Chen, 2007. "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 667-688, March.
  39. Chen, Shiu-Sheng, 2006. "Revisiting the interest rate-exchange rate nexus: a Markov-switching approach," Journal of Development Economics, Elsevier, vol. 79(1), pages 208-224, February.
  40. Shiu-Sheng Chen, 2006. "Perspectives on teaching international macroeconomics and finance: is there more consensus in the 2000s?," Economics Bulletin, AccessEcon, vol. 1(3), pages 1-20.
  41. Shiu-Sheng Chen, 2005. "A note on in-sample and out-of-sample tests for Granger causality," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(6), pages 453-464.
  42. Shiu-Sheng Chen, 2004. "Real exchange rate fluctuations and monetary shocks: a revisit," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 25-32.
  43. Chen, Shiu-Sheng, 2003. "Macroeconomic fluctuations and welfare cost of stabilization policy," Journal of Policy Modeling, Elsevier, vol. 25(2), pages 123-135, February.
    RePEc:bla:pacecr:v:10:y:2005:i:1:p:49-72 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors
  2. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  3. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  4. Number of Journal Pages, Weighted by Number of Authors
  5. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  6. Euclidian citation score
  7. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (3) 2012-01-18 2013-08-23 2013-08-31
  2. NEP-MAC: Macroeconomics (3) 2003-03-10 2005-04-16 2012-02-20
  3. NEP-MON: Monetary Economics (3) 2005-04-16 2012-01-18 2012-02-20
  4. NEP-CBA: Central Banking (2) 2003-03-10 2005-04-16
  5. NEP-ENE: Energy Economics (2) 2012-02-20 2013-08-31
  6. NEP-FIN: Finance (2) 2003-03-10 2005-04-16
  7. NEP-IFN: International Finance (2) 2003-03-10 2004-02-15
  8. NEP-OPM: Open Economy Macroeconomics (2) 2012-01-18 2012-02-20
  9. NEP-BEC: Business Economics (1) 2012-02-20
  10. NEP-CWA: Central and Western Asia (1) 2012-02-20
  11. NEP-ETS: Econometric Time Series (1) 2004-02-15
  12. NEP-FMK: Financial Markets (1) 2003-03-10
  13. NEP-INT: International Trade (1) 2012-02-20
  14. NEP-RMG: Risk Management (1) 2004-02-15
  15. NEP-SEA: South East Asia (1) 2012-02-20

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