◆◇學術研討會◇◆

  The Taipei International Conference on Modeling Monetary and Financial Sectors

    2000 總體經濟計量模型研討會

    Tentative Program

    時間：民國八十九年十二月十八日（星期一）至十九日（星期二）
    地點：本院經濟研究所會議聽
    主辦單位：本院經濟研究所、行政院主計處、中央銀行

    December 18 (Monday)

    08:30-09:00  Registration
    09:00-09:20  Opening Remark

    09:20-10:10  Session I
                 Speaker: Dario Focarelli, Monetary and Financial
                          Sector Division, Bank of Italy
                 Bootstrap Bias-Correction Procedure in Estimating
                 Long-run Relationships from Dynamic Panels, with
                 An Application to Euro-Area Money Demand

                 Discussant: Chung-ming Kuan (管中閔), Institute
                             of Economics, Academia Sinica

    10:30-12:10  Session II
                 Speaker: (David Mayes) and Matti Viren, Bank of Finland
                 Asymmetry and the Problem of Aggregation in the Euro Area
                 Discussant: Chao-Hsi Hwang (黃朝熙), Department of
                             Economics, National Tsing Hua University
                 Speaker: F. Altissimo, E. Gaiotti and (A. Locarno),
                          Econometric Research Unit, Bank of Italy
                 The Assessment Of Monetary Developments: Real and
                 Monetary Variables in the Models of the Bank of Italy
                 Discussant: Yen Chrystal Shih, (施燕), The Central
                             Bank of China

    13:30-15:10  Session III
                 Speaker: George Tiao, (Chung-Shu Wu 吳中書) and
                          Jin-Lung Lin, Institute of Economics,
                          Adademia Sinica,
                 Is the Money demand in Taiwan Stable?
                 Discussant: Kuo-Yuan Liang(梁國源), Fair Trade Commission
                 Speaker: Show-lin Chen and (Jyh-Lin Wu 吳致寧),
                          Department of Economics, Chung-Cheng University
                 Long-run Money Demand Revisited: Evidence from a Nonlinear Approach
                 Discussant: Chien-Fu Jeff Lin (林建甫), National Taiwan University

    15:30-17:10  Session IV
                 Speaker: (Lii-Tarn Chen 陳禮潭) and Pi-chwen Hsu,
                          Institute of Economics, Academia Sinica
                 The Money Demand Function Revisited: Evidence from
                 Financial Risk Using Taiwan Data
                 Discussant: Hsiu-Hua Rau (饒秀華), Department of
                             International Trade, National Chengchi University
                 Speaker: Vei-lin Chan (詹維玲) and Jin-Chun Lin,
                          The Institute of Economics, Academia Sinica
                 Wealth Effects of Mergers and Acquisitions on Taiwan's New Bank
                 Discussant: Hung-Jen Wang (王泓仁), The Institute of
                             Economics, Academia Sinica

    December 19 (Tuesday)

    09:00-10:40  Session V
                 Speaker: Agustin Maravall, Bank of Spain
                 A Methodology for Statistical Treatment of Economic Time
                 Series Bank of Spain
                 Discussant: Tai-Hsin Huang (黃台心), Tamkang University
                 Speaker: Chi-yuan Liang, (Jia-yuan Mei 梅家瑗), Shu-ju Cheng,
                          Jr-shyang Gau, Chwen-yi Huang, Ya-hui Lo, Yih Shann,
                          Wen-yin Su, Chu-chuan Wang, Directorate-General of
                          Budget, Accounting and Statistics Underpinnings of
                          Taiwan's Economic Growth: 1979-99 Productivity Study
                 Discussant: Ji Chou (周濟), Chung-Hua Institution for Economic Research

    11:00-12:40  Session VI
                 Speaker: Peter Pauly, University of Toronto
                 Yield Spreads and Economic Activity : A Re-Evaluation
                 Discussant: Elaine Chyi (祁玉蘭), Department of Economics,
                             National Tsing Hua University
                 Speaker: Stephen Hall, The Management School Imperial College, UK
                 Interest Rate Linkage: Identifying Structural Relation
                 Discussant: Biing-Shen Kuo (郭炳伸), Department of International
                             Trade, National Chengchi University

    13:30-15:10  Session VII
                 Speaker: Chien-Nan Wang (汪建南), Central Bank of China
                 Estimating and Evaluating Taiwan's Equilibrium Exchange Rate
                 Discussant: Chun-Tien Hu (胡春田), Sun Yat-Sen Institute for
                             Social Sciences and Philosophy, Academia Sinica
                 Speaker: Ruey Tsay (蔡瑞胸), Graduate School of Business,
                          University of Chicago
                 Multivariate Volatility Models with Applications to Financial Markets
                 Discussant: Hwai-Chung Ho (何淮中), Institute of Statistical
                             Science, Academia Sinica

    15:30-17:10  Session VIII
                 Speaker: Ray Chou (周雨田), Institute of Economics, Academia Sinica
                 Assessing the Downside Risk Of financial Markets Using the Asymmetric
                 Conditional Autoregressive Range Models
                 Discussant: Wen-Jen Tsay (蔡文禎), The Institute of Economics,
                             Academia Sinica
                 Speaker: Thomas Finucane and (Chung Chen 陳江), Syracuse University
                 On the Association of Options Market and Stock Market
                 Discussant: Pin-Huang Chou (周賓凰), Department of Finance,
                             National Central University