周有熙 教授
周有熙
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授課領域
經濟學、國際金融
研究專長
國際金融、實證總體經濟學、貨幣經濟學
學年度 論文名稱
111 Convenience Yield and Real Exchange Rate Dynamics: A Present-Value Interpretation
111 Liquidity Yield and Exchange Rate Predictability
110 Sources of Current Account Fluctuations in Taiwan: 1989--2015
109 Understanding the Macroeconomic Impact of Illiquidity Shocks in the United States
106 Understanding the Sources of Exchange Rate Disconnect Puzzle: A Variance Decomposition Approach
105 Dissecting the Exchange Rates and Fundamentals: The Role of Permanent and Transitory Shocks
105 Housing Collateral Scarcity and Recessions: An Empirical Perspective
105 Further Evidence on Bear Market Predictability: The Role of the External Finance Premium
104 Revisiting the Relationship between Exchange Rates and Fundamentals
104 Predicting US Recessions with Stock Market Illiquidity,
104 Does Fear Lead to Recessions?
103 Is the Response of REIT Returns to Monetary Policy Asymmetric?
103 The Taylor Principle in the Long Run: An Empirical Perspective
102 Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices
101 Rational Expectations, Changing Monetary Policy Rules, and Real Exchange Rate Dynamics
98 Exchange Rates and Fundamentals: Evidence from Long-Horizon Regression Tests
98 House Prices, Collateral Constraint, and the Asymmetric Effect on Consumption
學年度 論文名稱
110 Liquidity Yield and Exchange Rate Predictability
107 WEAI 15th International Conference. March 2019, Keio University, Tokyo, Japan (Paper: Understanding the Macroeconomic Impacts of Illiquidity Shocks)
106 &WEAI 93rd Concerence, June 2018. Vancouver, BC, Canada (Paper: Sources of Current Account Fluctuations in Taiwan: 1989-2015)
The Conference of Methods and Applications on Economic Forecasts. July, 2019. Academia Sinica, Taipei, Taiwan (Paper: Understanding the Macroeconomic Impacts of Illiquidity Shocks)
總體金融與經濟情勢預測研討會. October, 2019. National Taiwan University, Taipei, Taiwan (Paper: Liquidity Yields and Exchange Rate Predictability)
2007 Annual Joint Conference of Taiwan Economic Association and Chinese Economic Association in North America. December 2007, Taipei, Taiwan. (Paper:Leverage on Loans and Macroeconomic Shocks: A Theoretical and Empirical Investigation)
The 9th Annual Conference on Empirical Economics. May 2008, Taipei, Taiwan.(Paper: House Prices, Collateral Constraints, and the Asymmetric Wealth Effect on Consumption)
Macroeconomics, Real Estate, and Public Policy Workshop (MREPPW). July 2008, Istanbul, Turkey. (Paper: House Prices, Collateral Constraints, and the Asymmetric Effects on Consumption)
2009 Taiwan Econometric Society Annual Meeting. October 2009, Taipei, Taiwan.(Paper: Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices)
2010 Taipei Conference on DSGE Modeling and Monetary Policy. March 2010,Taipei, Taiwan. (Paper: Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices)
2011 Annual Joint Conference of Taiwan Economic Association and Chinese Economic Association in North America. December 2011, Taipei Taiwan. (Paper: Rational Expectations, Changing Monetary Policy Rules and Real Exchange Rate Dynamics)
WEAI 87th Annual Conference. June 2012, San Francisco, CA, USA. (Paper: Rational Expectations, Changing Monetary Policy Rules and Real Exchange Rate Dynamics)
WEAI 10th Biennial Pacific Rim Conference. March 2013, Tokyo, Japan. (Paper: The Taylor Principle in the Long-run: An Empirical Perspective)
The 2nd International Symposium on Business and Social Sciences (ISBSS). November, 2013. Osaka, Japan. (Paper: Further Evidence on Bear Market Preditability: The Role of the External Finance Premium)
2014 International Conference on Business and Social Sciences (ICBASS). March, 2014. Tokyo, Japan. (Paper: Understanding the Permanent and Transitory Shocks in Exchange Rates and Fundamentals)
2014 International Congress on Economy, Finance and Business (ICEFB 2014). September, 2014. Nagoya, Japan. (Paper: Revisiting the Exchange Rate-Fundamental Nexus)
2014 Annual Joint Conference of Taiwan Economic Association and Chinese Economic Association in North America. December 2014, Taipei, Taiwan. (Paper: Dissecting Exchange Rates and Fundamentals: The Role of the Permanent and Transitory Shocks)
2014 Annual Joint Conference of Taiwan Economic Association and Chinese Economic Association in North America. December 2014, Taipei, Taiwan. (Paper: Dissecting Exchange Rates and Fundamentals: The Role of the Permanent and Transitory Shocks)
WEAI 11th International Conference. January 2015, Wellington, New Zealand. (Paper: Revisiting the Exchange Rate-Fundamental Nexus)
2015 International Congress on Economy, Finance and Business (ICEFB 2015). August, 2015. Osaka, Japan. (Paper: Dissecting the Exchange Rates and Fundamentals in the Taylor Rule Model: The Role of Permanent and Transitory Shocks)
WEAI 12th International Conference. January 2016, Nanyang Technological University, Singapore. (Paper: Dissecting the Exchange Rates and Fundamentals in the Taylor Rule Model: The Role of Permanent and Transitory Shocks)
WEAI 92nd Annual Conference. June 2017. San Diego, CA, USA. (Paper: Understanding the Sources of Exchange Rate Disconnect Puzzle: A Variance Decomposition Approach)
學年度 計畫名稱 職稱/擔任之工作 計畫期間 補助/委託或合作機構
112 地緣政治風險對外匯報酬的訂價因子與曝險程度,和國際風險分散的影響(NSTC-112-2628-H-003-005-MY3) 計畫主持人 2023-07~2026-08 國科會
110 總體審慎政策工具的實證應用:信用訊息衝擊與房產報酬預測力的分析(MOST-110-2410-H-003 -121 -MY2) 主持人 2021-08~2023-07 行政院科技部
108 流動性溢酬對匯率預測的能力和風險溢酬動態的影響(MOST-108-2410-H-003 -012 -MY2) 主持人 2019-08~2021-07 科技部
107 再探匯率操縱政策:波動性來源與不對稱干預的探討(MOST-107-2410-H-003-014-) 主持人 2018-08~2019-07 科技部
106 以媒體資料建構市場和經濟悲觀指標, 與其相關的兩個實證應用(MOST-106-2628-H- 003 -001-) 主持人 2017-08~2018-07 科技部
105 解構領先指標的消息衝擊意涵: 以股市流動性指標、高信息信用利差和超額債券溢酬為例 (MOST-105-2410-H-003-147-) 主持人 2016-08~2017-07 科技部
103 再探理性預期模型之現值關係檢定: 以貨幣學派匯率決定模型與跨期經常帳模型為例(MOST- 103-2410-H-030 -006 -MY2) 主持人 2014-08~2016-07 科技部
102 財富暫時性變動與景氣衰退預測(NSC-102-2410-H-030 -003 -) 主持人 2013-08~2014-07 科技部
101 關於名目匯率與基本面中恆常性與暫時性成分的研究(NSC-101-2410-H-030-011) 主持人 2012-08~2013-07 科技部
100 檢定長期泰勒原則(NSC-100-2410-H-030-034-) 主持人 2011-08~2012-07 科技部
99 預期, 貨幣政策法則改變, 與實質匯率動態(NSC-99-2410-H-006-001-) 主持人 2010-01~2011-03 科技部
年度 書名 出版日期
年度 專利類別 專利名稱 發表日期 專利人
“Regime Change in Macroeconomics–Three Essays on Monetary Policy, Asset Price an
年度 服務類別 活動名稱 擔任職務 辦理單位 活動時間
年度 獎項名稱 頒獎單位
2023 112學年度國科會優秀年輕學者計畫(地緣政治風險對外匯報酬的訂價因子與曝險程度,和國際風險分散的影響 國科會
2022 111學年度科技部特殊優秀人才 科技部
2021 110學年度科技部獎勵特殊優秀人才
2020 109學年度獎勵特殊優秀人才 科技部
2019 師大優聘教授 (2019/1/1~2021/12/31)
2019 108學年度科技部獎勵特殊優秀人才
2018 107年度學術論文獎助
2018 107學年度科技部獎勵特殊優秀人才
2017 106學年度科技部優秀年輕學者計畫(以媒體資料建構市場和經濟悲觀指標, 與其相關的兩個實證應用,MO
2016 輔仁大學指標性期刊論文獎勵2012–2016
2015 104學年度科技部獎勵特殊優秀人才
2013 Marquis Who’s Who, 2013
2009 台灣經濟學會2009年博士論文獎劉大中實證組佳作
2008 財團法人勇源教育發展基金會97學年度(第八屆) 博士論文獎學金博士佳作
2008 Graduate Students Research Abroad Program, Nationa
2007 Grant for Ph.D. research plan, Public Economics Re
學校名稱 國別 系所 學位 起迄年月
國立台灣大學 台灣 經濟學系 博士 2004-08~2009-06
國立中正大學 台灣 國際經濟研究所 碩士 2002-08~2004-06
國立政治大學 台灣 經濟系 學士 1998-08~2002-07
服務機關名稱 單位 職務 期間
國立臺灣師範大學 公民教育與活動領導系 教授 2019-02~
國立臺灣師範大學 公民教育與活動領導系 優聘教授 2019-02~2021-12
國立臺灣師範大學 公民教育與活動領導系 副教授 2016-08~2019-01
輔仁大學 經濟系 副教授 2013-08~2016-07
輔仁大學 經濟系 助理教授 2010-08~2013-07
國立成功大學 經濟系 專案助理教授 2009-09~2010-07
University of Pennsylvania Department of Economics 訪問學人 2008-08~2009-05