【2019专辑】Applied Econometrics

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收藏 2019-05-26

Applied Econometrics
by Chia-Lin Chang (Editor)

About the Author
Chia-Lin Chang holds a PhD (Economics), 2004, Universit′e Catholique de Louvain, Belgium, and is an elected Distinguished Fellow of the International Engineering and Technology Institute (DFIETI), and an elected Fellow of the Modelling and Simulation Society of Australia and New Zealand (FMSSANZ). Chia-Lin Chang is a University Distinguished Professor, Professor of Economics, Professor of Finance, and Director of the Agricultural and Natural Resources Research Centre (ANRRC) at the National Chung Hsing University, Distinguished Visiting Professor in the Faculty of Economic and Financial Sciences, the University of Johannesburg, South Africa, and Adjunct Professor, the Department of Economic Analysis and ICAE, the Complutense University of Madrid (founded 1293), Spain. Chia-Lin Chang has over 100 journal publications (most of which are in Web of Science Clarivate Analytics and Scopus, and chapters in books and edited and fully refereed conference proceedings volumes.
Chia-Lin Chang is Executive Editor of the Taiwan Journal of Applied Economics (TJAE) (TSSCI), Co-Editor-in-Chief, Journal of Reviews of Global Economics (JRGE) (Scopus), Editor-in-Chief, Journal of Medical and Health Economics (JMHE), Co-Editor-in-Chief, Journal of Management Information and Decision Sciences (JMIDS), Co-Editor-in-Chief, Journal of Big Data and Computational Science (JBDCS), Senior Co-Editor in Chief, Advances in Decision Sciences (ADS) (Scopus), a member of the Editorial Boards of 20+ international journals, and has guest co-edited special issues of the following Web of Science Clarivate Analytics or Scopus journals: Journal of Econometrics (Elsevier), Mathematics and Computers in Simulation (Elsevier), North American Journal of Economics and Finance (Elsevier), Annals of Financial Economics (World Scientific), Advances in Decision Sciences (Hindawi), Sustainability (MDPI), Energies (MDPI), Journal of Risk and Financial Management (MDPI), Risks (MDPI), and China Finance Review International (Emerald).
Chia-Lin Chang has been a visiting professor at the Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands; Faculty of Economics and Faculty of Engineering, University of Tokyo, Japan; Institute of Economic Research, Kyoto University, Japan; Faculty of Economics, Yokohama National University, Japan; Department of Economics, University of Padova (founded 1222), Italy; and Department of Finance, Chinese University of Hong Kong, China; and Department of Mathematics, Hong Kong University of Science and Technology, China. Her research areas include applied econometrics, financial econometrics, applied statistics, quantitative finance, modeling risk, financial portfolio management, energy economics, energy finance, applied time series analysis, forecasting, technology and innovation, empirical industrial organization, health and medical economics, tourism research, tourism management, bibliometrics, and international rankings of journals and academics.

About this book
Although the theme of the monograph is primarily related to "Applied Econometrics", there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics.

Brief contents

Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns 1
Effects of Global Oil Price on Exchange Rate, Trade Balance, and Reserves in Nigeria: A Frequency Domain Causality Approach 14
What Factors Affect Income Inequality and Economic Growth in Middle-Income Countries? 28
The Importance of the Financial Derivatives Markets to Economic Development in the World’s Four Major Economies 40
Multivariate Student versus Multivariate Gaussian Regression Models with Application to Finance 58
Does the Misery Index Influence a U.S. President’s Political Re-Election Prospects? 79
Limitation of Financial Health Prediction in Companies from Post-Communist Countries 90
Cash Use of the Taiwan Dollar: Is It Efficient? 104
The Relationship between Economic Freedom and FDI versus Economic Growth: Evidence from the GCC Countries 110
Systemic Approach to Management Control through Determining Factors 127
Nonlinear Time Series Modeling: A Unified Perspective, Algorithm and Application 147
How Informative Are Earnings Forecasts? 164
FHA Loans in Foreclosure Proceedings: Distinguishing Sources of Interdependence in Competing Risks 184
Recovering Historical Inflation Data from Postage Stamps Prices 199