报告承办单位 ： 经管最新老虎机国际娱乐软件

报告内容 ： Measuring business cycles in China

中国商业周期的衡量

报告人姓名 ：洪嘉阳

报告人所在单位 ：美国 西密歇根大学最新老虎机国际娱乐软件学系

报告人职称/职务及最新老虎机国际娱乐软件头衔 ： 教授

报告时间 ： 星期 四 （ 5 月3 1 日） 下午3 ： 0 0— 5 ：30

报告地点 ： 金盆岭7教 2 12

报告人 简历 ：

洪嘉阳 （ HUENG C James ） ，男， 西密歇根大学最新老虎机国际娱乐软件学系 教授， 西密歇根大学最新老虎机国际娱乐软件学研究生项目项目主管 ，《 大西洋最新老虎机国际娱乐软件杂志》编辑委员会 成员， 中南财经政法大学富布莱特学者 和 文澜学者 。 曾为 台湾大学人文和社会科学高级研究所富布莱特研究学者 ， 阿拉巴马大学助理教授 。

1986年毕业于 台北建国高中 ， 1990年本科毕业于 台湾大学工商最新老虎机国际娱乐软件 专业，硕士、博士均毕业于 维斯康森麦迪逊大学最新老虎机国际娱乐软件学专业 ， 1997 年获得博士学位。

主要研究领域为： 货币最新老虎机国际娱乐软件学，宏观最新老虎机国际娱乐软件学，金融最新老虎机国际娱乐软件学，应用最新老虎机国际娱乐软件计量学 。 获得的各类奖励主要有： 富布莱特学者 ， 富布莱特研究奖 ， 西密歇根大学提摩西莱特中心中国研究资助奖 ， 西密歇根大学国际教育人员发展基金 ， 西密歇根大学艺术与科学最新老虎机国际娱乐软件教学与研究奖 ， 阿拉巴马大学研究奖 ， 《大西洋最新老虎机国际娱乐软件杂志》最佳文章奖 ， 蒋经国国际最新老虎机国际娱乐软件交流基金会论文奖学金 ， 哈罗德最新老虎机国际娱乐软件学研究生论文奖（研一最佳应用最新老虎机国际娱乐软件计量论文） 。

先后在 International Journal of Economics and Finance、 Applied Economics Letters 、 Applied Financial Economics 、 Journal of Macroeconomics 、 Computational Economics 、 China Economic Review 、 Financial Services Review 等国际重要期刊上发表论文近 30 篇。

最新老虎机国际娱乐软件成果 ：

[ 1 ] "Nowcasting GDP Growth for Small Open Economies with a Mixed-Frequency Structural Model." (with Ruey Yau).  Computational Economics, forthcoming.

[2] "Measuring Real Business Condition in China." (with Ping Liu).  China Economic Review, 46, 2017, pp.261-274.

[3] "Choosing Between Value and Growth in Mutual Fund Investing." (with Glenn Pettengill and George Chang).  Financial Services Review, 23 (4), 2014, pp. 341-359.

[4] "Are Global Systematic Risk and Country-Specific Idiosyncratic Risk Priced in the Integrated World Markets?"  International Review of Economics and Finance, 33, 2014, pp.28-38.

[5] "Comparing Value and Growth Mutual Performance: Bias from the Fama-French HML Factor." (with Glenn Pettengill and George Chang).  Academy of Economics and Finance Journal, 4, 2013, pp. 75-86.

[6] "Risk-Return Predictions with the Fama-French Three-Factor Model Betas." (with Glenn Pettengill and George Chang).  International Journal of Economics and Finance, 5(1), 2013, pp. 34-47.

[7] "Country-Specific Idiosyncratic Risk and Global Equity Index Returns." (with Ruey Yau).  International Review of Economics and Finance, 25, 2013, pp. 326-337.

[8] "Central Bank Behavior and Statutory Independence." Atlantic Economic Journal, 40 (2), 2012, pp. 111-126.  Winner of the 2012 AEJ Best Article Award.

[9] "Statutory Central Bank Independence in Taiwan."  Asian Social Science, 6 (11), 2010, pp. 17-27.

[10] "Traditional View or Revisionist View? The Effects of Monetary Policy on Exchange Rates in Asia." (with Peng Huang and Ruey Yau).  Applied Financial Economics, 20 (9), 2010, pp. 753-760.

[11] "Interest-Rate Risk Factor and Stock Returns: A Time-Varying Factor-Loadings Model." (with Peng Huang).  Applied Financial Economics, 19 (22), 2009, pp. 1813-1824.

[12] "A Dual-Target Monetary Policy Rule for Open Economies: An Application to France." (with Ruey Yau). Applied Economics Letters, 15 (12), 2008, pp.945-948.

[13] "Conditional Risk-Return Relationship in a Time-Varying Beta Model" (with Peng Huang).  Quantitative Finance, 8 (4), June 2008.

[14] "Output Convergence Revisited: New Time Series Results on Industrialized Countries."  (with Ruey Yau).  Applied Economics Letters, 14 (1), January 2007.

[15] "Investor Preferences and Portfolio Selection: Is Diversification an Appropriate Strategy?" (with Ruey Yau).  Quantitative Finance, 6 (3), June 2006.

[16] "Short-Sales Constraints and Stock Return Asymmetry: Evidence from the Chinese Stock Markets." Applied Financial Economics, 16 (10), June 2006.

[17] "Using an Aggregate Demand-Aggregate Supply Model to Identify Structural Demand-Side and Supply-Side Shocks: Results Using a Bivariate VAR." (with James Cover and Walter Enders).  Journal of Money, Credit, and Banking, 38 (3), April 2006.

[18] "Forecasting Asymmetries in Aggregate Stock Market Returns: Evidence from Conditional Skewness." (with James McDonald).  Journal of Empirical Finance, 12 (5), December 2005.

[19] "Overreaction Effects Independent of Risk and Characteristics: Evidence from the Japanese Stock Market." (with Chaoshin Chiao).  Japan and the World Economy, 17 (4), December 2005.

[20] "The Correlation between Shocks to Output and the Price Level:  Evidence from a GARCH Model." (With James Cover).  Southern Economic Journal, 70 (1), July 2003.

[21] "Are Policy Rules Better Than the Discretionary System in Taiwan?"  (With James Cover and Ruey Yau). Contemporary Economic Policy, 20 (1), 2002.

[22] "Do Bubbles or Time Varying Risk Premiums Affect Stock Prices?" (With Lii Tarn Chen and Chien Fu Jeff Lin).  Global Business and Economics Review, 2 (2), December 2000.

[23] "Sources of Persistence in Cross-Country Income Disparities:  A Structural Analysis." (With Ruey Yau).  Journal of Macroeconomics, 22 (4), Fall 2000.

[24] "The Impact of Foreign Variables on Domestic Money Demand:  Evidence from The United Kingdom." Journal of Economics and Finance, 24 (2), Summer 2000.

[25] "Money Demand in an Open-Economy Shopping-Time Model: An Out-of-Sample Prediction Application to Canada."  Journal of Economics and Business, 51 (6), November/December 1999.

[26] "The Demand for Money in an Open Economy:  Some Evidence for Canada."  North American Journal of Economics and Finance, 9 (1), Spring 1998.