台湾联络地址

管中闵

(CHUNG-MING KUAN)

CURRICULUM VITAE

联络地址

台湾中研院经济研究所 +88622782–2791 ext. 600

台北市115研究院路二段128号 +88622782–2019(Fax)

E-Mail:ckuan@econ.sinica.edu.tw

URL:www.sinic a.edu.tw/ckuan

研究所学历

M.A. (Economic s)University of California,Davis,December 1984

Ph.D. (Economics)University of California,San Diego, June 1989

研究领域

Econometric Theory,Time Series Analys is,Economic Forecasting,Financial Econo-metric s,Neural Netw orks

教学领域

Ec onometric s,Statistic s,Time Series Analysis,Ec onomic Forec asting

学术经历

Assistant Professor,Department of Economics,University of Illinois,Urbana-Champaign,August 1989–July 1995 (on leave 1994–1995).

Associate Professor with tenure, Department of Economics, University of Illinois,Urbana-Champ aign,August 1995–July 1996(on leave).

专任教授 台湾大学经济系 1994年8月-1999年7月.

合聘研究员 台湾中研院经济研究所 1997年8月-1999年7月.

兼主任 台湾科学委员会社会科学研究中心 1999年6月-2001年8月.

专任研究员 台湾中研院经济研究所 1999年8月-2004年8月.

合聘教授 台湾大学经济系 1999年8月-目前.

合聘研究员 台湾中研院中山人文社会科学研究所 1999年8月-2002年7月.

合聘教授 台湾大学财经系 2000年2月-目前.

兼所长 台湾中研院经济研究所 2001年8月-目前.

荣誉讲座教授政治大学 2002年7月-目前.

特聘研究员 台湾中研院经济研究所 2004年9月-目前.

学术荣誉与奖项

ODE/EGSO Teaching Award (Large Class), College of Commerce and BusinessAd-ministration,University of Illino is, 1991.

Excellent Teacher in Commerce,University of Illinois, 1990, 1991, 1992.

ODE/EGSO Teaching Award (Small Class), College of Commerce and BusinessAd-ministration,University of Illino is, 1993.

杰出研究奖两年期 台湾科学委员会 1994-1995 1996-1997.

杰出人才讲座五年期杰出人才发展基金会 台北 19972001 20022006.优良教师奖 台湾大学 1999.

第24届台湾中研院院士 2002.

Information Science Award,Joint Conference of Information Sciences,2006.

特邀演讲与讲座

蒋硕杰先生逝世九周年纪念演讲蒋硕杰文教基金会 台北 2002年10月21 日.Keynote speech,2002 Conference on Electronic Commerce,中兴大学,2002年12月9日.第二届台湾应用经济学术研讨会大会专题演讲淡江大学 2003年10月17日.财团法人日本交流协会IAJ特邀演讲东京 日本 2004年3月25日.

惠荪讲座 中兴大学 2005年4月14日.

Keynote speech,KESG(Korean Econometric Study Group)Meeting,济州韩国.成大论坛成功大学 2005年6月9日.

Invited talk,Conference on Globalization and Economic Growth:The Role of Open-ness,Innovation and Human Capital,上海财经大学,上海 2005年11月4日.

中国数量经济学会年会专题演讲浙江杭州 2006年5月13日.

Keynote speech,9th Joint Conference of Information Sciences,高雄 台湾 2006年10月8日.

黄达孟岱尔讲座 中国人民大学北京 2006年10月25日.

Invited talk, International Workshop on Forec asting and Risk Management,中国科学院北京 2006年12月20日.

学术期刊编辑

《经济论文丛刊》编辑 1994年8月1996年7月主编 1996年8月1998年7月.《经济论文》编辑 1998年9月2000年9月执行编辑,2000年10月2001年9月.《台湾经济学会1998年会论文集》与《台湾经济学会1999年会论文集》主编 1999

2000.

Statistica Sinica, Associate Editor, 1999–July 2005.

Journal of Econometric s, Associate Editor, 1999–present.

Economic s Bulletin, Associate Editor,2001–July 2005.

Studies in Nonlinear Dynamics and Economics, Associate Editor,2001–Jan.2006.Ec onometric Review s, As soc iate Editor,2004–pres ent.

Guest Editor, Journal of Econometrics, Special issue on―Recent Development in F inancialEc onometric s‖.

《经济学季刊》 Editorial board,2005年目前.

期刊论文国际

C.W. J. Granger, C.-M.Kuan,M.Mattson, and H.White, ―Trends in unit energyconsumption:The performance of end-use models,‖Energy, 14,943–960, 1989.

C.-M.Kuan and K.Hornik, ―Learning in a partially hardw ired recurrent network,‖NeuralNetwork World, 1, 39–45, 1991.

C.-M.Kuan and K.Hornik, ―Convergence of learning algorithms with constant learningrates,‖IEEE Transactions on Neural Networks,2,484–489, 1991.

K.Hornik and C.-M.Kuan, ―Convergence analysis of local feature extraction algorithms,‖Neural Netw orks,5,229–240, 1992.

S.Piramuthu,C.-M.Kuan, and M. Shaw, ―Learning algor ithms for neural-net dec isionsupport,‖ORSA Journal on Computing, 5, 361–373, 1993.

C.-M.Kuan and H.White, ―Artificial neural networks:An econometric perspective‖withreply,Ec onometric Review s, 13, 1–91 and 139–143, 1994.

C.-M.Kuan,K.Hornik,and H.White, ―A c onvergenc e result for learning in recurrent neuralnetw orks,‖Neural Computation,6,420–440, 1994.

C.-M.Kuan and M.-Y.Chen, ―Implementing the fluctuation and moving-estimates tests indynamic econometric models,‖Economics Letters,44,235–239, 1994.

K. Hornik and C.-M.Kuan, ―Gradient-based learning in recurrent networks,‖ NeuralNetwork World,2/94, 157–172, 1994.

C.-M.Kuan, ―A range-CUSUM test with recursive residuals,‖ Economics Letters, 45,

309–313, 1994.

C.-M.Kuan and H.White, ―Adaptive learning with nonlinear dynamic s driven by dependentprocesses,‖Econometrica,62, 1087–1114, 1994.

C.-M. Kuan, ―A recurrent Newton algorithm and its convergence properties,‖ IEEETransactions on Neural Networks,6,779–783, 1995.

C.-M. Kuan and K. Hornik, ―The generalized fluctuation test: A unifying view,‖Ec onometric Review s, 14, 135–161, 1995.

C.-S. Chu,K. Hornik, and C.-M.Kuan, ―MOSUM tests for parameter constancy,‖Biometr ika, 82,603–617, 1995.

C.-S.Chu,K.Hornik, and C.-M.Kuan, ―The moving-estimates test for parameter stability,‖Econometric Theory, 11,669–720, 1995.

L. Nunes, C.-M.Kuan, and P.Newbold, ―Spurious break,‖ Econometric Theory, 11,

736–749, 1995.

C.-M.Kuan and T. Liu, ―Forecasting exchange rates using feedforward and recurrentnetworks,‖Journal of Applied Ec onometric s, 10,347–364, 1995.

L.Nunes,P.Newbold, and C.-M.Kuan, ―Spurious number of breaks,‖Economic s Letters,50, 175–178, 1996.

L.Nunes,P.Newbold, and C.-M.Kuan, ―Testing for unit-roots with breaks:Ev-idence onthe great crash and the unit-root hypothesis reconsidered,‖ Oxford Bulletin ofEconomics and Statistics, 50,435–448, 1997.

C.-M. Kuan, ―Tests for changes in models with a polynomial trend,‖ Journal ofEc onometric s,84,75–91, 1998.

C.-M.Kuan and C.-C.Hsu, ―Change-point estimation of fractionally integrated pro-cesses,‖Journal of Time Series Analys is, 19,693–708, 1998.

C.-M.Kuan, ―A note on tests for partial parameter instability in the trend stationary model,‖Ec onomic s Letters,65,285–291, 1999.

Y.-T. Chen,Ray C.Chou, and C.-M.Kuan, ―Testing time reversibility without momentrestrictions,‖Journal of Ec onometrics,95, 199–218,2000.

F.Leis ch,K.Hornik, and C.-M.Kuan, ―Monitoring structural changes with the generalizedfluctuation test,‖Econometric Theory, 16,835–854,2000.

M.-Y.Chen and C.-M.Kuan, ―Testing parameter constancy in models with infinite varianceerrors,‖Ec onomics Letters,72, 11–18,2001.

C.-C.Hsu and C.-M.Kuan, ―Distinguishing between trend break models:Method andEmpir ic al Ev idenc e,‖Ec onometric s Journal,4, 171–190,2001.

C.-M.Kuan and M.-Y. Chen, ―Response surfaces of MOSUM critical values,‖AppliedEc onomic s Letters,9, 133–136,2002.

Y.-T. Chen and C.-M.Kuan, ―The pseudo-true score encompassing test for non-nestedhypothesis,‖Journal of Ec onometric s, 106,271–295,2002.

Y.-T.Chen and C.-M.Kuan, ―Time irreversibility and EGARCH effects in U.S. stock indexreturns,‖Journal of Applied Ec onometric s, 17, 565–578,2002.

C.-M.Kuan and W.-M.Lee, ―A new test for the martingale differenc e hypothesis,‖Studies

in Nonlinear Dynamic s and Econometric s, 8:4,Article 1,2004.

P.-H.Hsu and C.-M.Kuan, ―Re-examining the profitability of technical analys is with datasnooping checks‖,Journal of Financial Econometric s, 3,606–628,2005.

C.-M.Kuan,Yu-Lieh Huang, and Ruey S. Tsay, ―An unobserved-component model withswitching permanent and transitory innovations,‖ Journal of Business&EconomicStatistic s,23,443–454,2005.

C.-M.Kuan and W.-M.Lee, ―Robust M tests without consistent estimation of asymp-toticcovariance matrix‖, Journal of the American Statistical Association, 101,1264–1275,

2006.

C.-M.Kuan, ―Artific ial neural networks‖, in New Palgrave Dictionary of Economic s, S.N.Durlauf and L.E.Blume(eds.),forthc oming.

C.-L.Chen,C.-M.Kuan, and C.-C.Lin, ―Saving and housing of Taiwan households:Newevidence from quantile regression analysis‖, Journal of Housing Economics,forthc oming.

Y.-C.Hsu and C.-M.Kuan, ―Change point estimation of nonstationary I(d) processes‖,Ec onomic s Letters,forthc oming.

C.-M.Kuan and Y.-W.Hsieh,― Improved HAC covariance matrix estimation based onforecast errors,‖Economic s Letters,forthcoming.

期刊论文中文

林向恺黄裕烈与管中闵 [景气循环转折点认定与经济成长率预测]  《经济论文丛刊》 26 431-457 1998.

管中闵 [时间数列模型设定的一些问题]  《经济论文丛刊》 27 1-17 1999.周济与管中闵 [第八波景气循环谷底之认定及形成原因之探索]  《经济专论》No.192中华经济研究院 1999.

陈昭南陈思宽与管中闵―Uniquenes s and indeterminacy: the Marshall-Lerner c on-ditionand real exchange rate dynamics,‖ 《经济论文丛 刊》 28 401-448 2000.徐士勋与管中闵 [九零年代台湾的景气循环马可夫转换模型与纪卜斯抽样法的应用] 《人文及社会科学集刊》 13 515-540.2001.

林常青洪茂蔚与管中闵 [台湾短期利率的动态行为状态转换模型的应用]  《经济论文》 30 29-55 2002.

徐士勋管中闵与罗雅惠 [以扩散指标为基础之总体经济预测]  《台湾经济预测与政策》 36 1-28 2005.

庄家彰与管中闵 [台湾与美国股市价量关系的分量迴归分析]  《经济论文》 33379-404 2005.

陈建良与管中闵 [台湾工资函数与工资性别歧视的分量迴归分析]  《经济论文》

34.435-468 2006.

王心妙管中闵与罗纪琼 [产妇个人特质与妊娠状况对新生儿体重影响的分量迴归分析]  《台湾公共卫生杂志》 25 6.474-481.2006.

学术专书

管中闵 [统计学观念与方法] 二版 台北华泰书局 2004 495页 .会议论文集评论与其它论文

C.-M.Kuan, and H.White, ―Some convergence results for learning in recurrent neuralnetworks,‖ in Proceedings of the Sixth Yale Workshop on Adaptive and LearningSystems,K.S.Narendra ed. ,pp.103-109,New Haven:Yale University,1990.

C.-M.Kuan and K. Hornik, ―Implementing recurrent networks,‖ in Proceedings of theSeventh Yale Workshop on Adaptive and Learning Systems, K. S. Narendraed. ,pp.64-68,New Haven:Yale University,1992.

C.-M.Kuan,―Review of‗Money and financial System‘—Essays on the Economy of Taiwan,vol.4, ‖Digest of Chinese Studies,7-9,1992.

C.-M.Kuan, ―Review of‗Demand,Consumption, and Welfare Economics‘—Essays on theEconomy of Taiwan,vol.8,‖Digest of Chinese Studies,13-15,1992.

C.-M.Kuan,K.Hornik, and T.Liu,―Recurrent back-propagtion and Newton algor ithms fortraining recurrent neural networks,‖ in Substance Identification Analytics,

J.L.Flanagan, R.J.Mammone, A.E, Brandstein, E.R.Pike,S.C.A. Thomopoulos,

M.P.Boyer, H.K.Huang, and O.M.Ratib,eds. ,Vol.2093 of Europto Series,pp.220-229,SPIE,1993.

C.-M.Kuan,―Review of ‗An Analysis and Forecast of International Oil Price‘—ModernEconomic Studies Series No.26,‖Digest of Chinese Studies,9-10,1993.

C.-M.Kuan, ―Review of ‗An Empirical Study of Nonlinear Consumption Function inTaiwan‘—Economics Papers No.145,‖Digest of Chinese Studies,11-12,1993.管中闵 [ 《经济论文丛刊》论文规范]  《经济论文丛刊》 25 569-576 1997.

杨建成管中闵与钟经樊 [ 《经济论文》文稿规格说明]  《经济论文》 29 487-502

2001.

江丰富吴中书梁启源与管中闵 [SARS疫情对2003年台湾经济之影响]  2003春之煞台湾中研院科学教育推动委员会主编 台北联经 2003.

管中闵 [影响台湾实质产出之国内与国际因素的实证分析]  四分溪论学集-庆祝李远哲先生七十寿辰论文集刘翠溶主编 台北允晨 2006.

学术会议筹备与主办

Far Eastern Meeting of the Econometric Society,Singapore,July 1-3,1999.

International Conferenc e in Honor of Gregory Chow:China and the World Economy,CityUniversity of Hong Kong,Hong Kong, June 14-16,2002.

WEAI Pacific Rim Conference, Institute of Economics,Academia Sinica,Taipei,Taiwan,Jan.9-12,2003.

International Conference on the Analysis of High-Frequency Financial Data and MarketMicrostructure (Co-Chair),Institute of Economics, Academia Sinica, Taipei,Taiw an,Dec.15-16.2003.

Far Eastern Meeting of the Econometric Society,Seoul,Korea,June 30-July 2,2004.Taipei International Conference on Growth and Development in Global Perspectives(Chair),Institute of Ec onomic s,Ac ademia Sinic a,July 2004.Taipei.Taiwan,July 23-24,

2004.

Taipei Conference on Macroeconomics and Development (Chair), Institute of Economics,Ac adem ia Sinic a,Taipei,Taiwan,Dec.16-17,2004.

First Symposium Econometric Theory and Applications (SETA2005,Co-Chair), Institute ofEc onomic s,Ac ademia Sinic a,Taipei,Taiwan,May 18-20,2005.

International Conference of the Asia-Pacific Economic Association(APEA),Hitot-subashiUniversity,Tokyo,Japan,July 30-31,2005.

Far Eastern Meeting of the Ec onometric Soc iety,Beij ing,China, July,2006.

Second Symposium on Econometric Theory and Applications (SETA2006, Co-Chair),Xiamen University,Xiamen,China,April 4-6.2006.

International Symposium on Financial Engineering and Risk Management (FERM2006),

Xiamen University,Xiamen,China, July 5-6,2006.

Third Symposium on Econometric Theory and Applications (SETA2007),Hong KongUniversity of Science and Technology,Hong Kong,April 13-15,2006.

Far Eastern Meeting of the Econometric Society (Co-Chair), Taipei, Taiwan, July11-13,2007.

Fourth Symposium on Econometric Theory and Applications (S ETA2008,Co-Chair),SeoulNational University,Korea,May,2008.

学术社团与其专业服务

Member of the Ec onometric Soc iety and Taiwan Ec onomic As soc iation

台湾经济学会理事 1997常务理事 2000-2001 兼总干事 2001理事长 2003.台湾科学委员会经济学门谘议委员 1999年4月-2001年12月 2005年1月-至今。台湾科学委员会社会科学研究中心执行委员 2001年8月-至今。

台湾科学委员会经济学门召集人 2002年1月-2004年12月。

台湾主计处国民所得统计评审委员 2002-至今。

台湾―中央银行‖理事 2002年3月-2003年9月。

财团法人中华经济研究院董事 2002年7月-至今。

财团法人刘大中先生教育文化纪念基金会董事 2002年6月-至今。

财团法人知识经济与管理研究院董事 2002-至今。

财团法人蒋硕杰先生文教基金会董事 2003年1月-2004年12月.

Referee for:

National Center for Supercomputing Applications,U.S.

National Sc ienc e Counc il Taiw an

National Sc ienc e Foundation U.S.

Neural Information Processing Systems (NIPS)

Social Sciences and Humanities Research Council Canada

University Grants Committee,Hong Kong

Academia Economic Papers

Ec onometric Review s

Econometric Theory

Ec onometric s Journal

IEEE Transactions on Information Theory

IEEE Transactions on Neural Networks

IEEE Transactions on Systems,Man,Cybernetic s

International Ec onomic Review

International Journal of Forec asting

Journal of Applied Ec onometric s

Journal of Asia Pacific Economy

Journal of Business and Economic Statistics

Journal of Ec onometric s

Journal of Empirical Finance

Journal of Forecasting

Journal of Macroec onomics

Journal of Mathematic al Systems,Estimation,and ControlJournal of Money,Credit and Banking

Journal of the American Statistical Association

Journal of Urban Economic s

Neural Netw orks

Quarterly Review of Economic s and Finance

Review of Economic s and Statistic s

Sankhya,The Indian Journal of Statistic s

Statistic a S inic a

Taiw an Ec onomic Review

Water Resource Research