Li-Hsueh Chen

picture of Li-Hsueh Chen
College of Business & Economics
Department of Economics and Statistics
Office ST

INTRODUCTION

I came to CSLA in 1998 after receiving my Ph.D. in Economics at the University of Michigan-Ann Arbor.


TEACHING INTERESTS

I will teach a variety of courses but specialize in macroeconomics and international finance. My teaching interests also extend to money and banking, financial institutions and markets.


RESEARCH

My research interests are in the areas of macroeconomics, financial economics and international finance.


PUBLICATIONS

"Jobless recovery and structural change: a VAR approach" (coauthored with Carol Cui), South Asian Journal of Macroeconomics and Public Finance, forthcoming 2017.

"Asymmetric adjustments in the ethanol and grains markets" (coauthored with Shawkat Hammoudeh, Chia-Lin Chang, and Michael McAleer), Energy Economics, Nov. 2012, V 34, Issue 6, pp 1990-2002.

"Asymmetric convergence and risk shift in the TED spreads" (coauthored with Shawkat Hammoudeh and Yuan Yuan), The North American Journal of Economics and Finance, Dec. 2011, V 22, No. 3, pp 277-297.

"Asymmetric convergence in US financial credit default swap sector index markets" (coauthored with Shawkat Hammoudeh and Yuan Yuan), The Quarterly Review of Economics and Finance, Nov. 2011, V 51, No. 4, pp. 408-418.

"Asymmetric Adjustments in Oil and Metal Commodity Markets" (coauthored with Shawkat Hammoudeh and Bassam Fattouh), The Energy Journal, 2010, V 31, No. 4, pp. 183-203.

"Impact of the Introduction of Index Linked Bonds on a Non-Indexed Bond" (coauthored with Neil Garston), Applied Economics Letters, 2008, No. 15, pp.583-586.

"An Empirical Study of the Asymmetric Cointegration Relationships among the Chinese Stock Markets" (coauthored with Chien-Fu Chen and Chung-Hua Shen), Applied  Economics, 2007, No. 39, pp. 1433-1445.

"A Threshold Cointegration Analysis of Asymmetric Price Transmission from Crude Oil to Gasoline Prices" (coauthored with Miles Finney and Kon Lai), Economics Letters, 2005, No. 89, pp. 233-239.

"The Effect of Transportation Cost and the Distribution of Production On Output Price Variation" (coauthored with Miles Finney), The Southern Business and Economic Journal, Spring 2002, No. 3, Volume 25, pp. 143-152.

"A Model for Ex Ante Real Interest Rate," Applied Economics Letters, November 2001, No. 11, pp. 713-718.

"Inflation and Real Short-Term Interest Rates – A Kalman Filter Analysis of the Term Structure," Applied Economics, June 2001, No. 33, pp. 855-861.

"Inflation, Real Short-Term Interest Rates, and the Term Structure of Interest Rates: A Regime-Switching Approach," Applied Economics, February 2001, No. 33, pp. 393-400.


EDUCATIONAL BACKGROUND

Ph.D. Economics 5/98

  • University of Michigan-Ann Arbor

M.A. Economics 12/95

  • University of Michigan-Ann Arbor

B.A. Economics 6/92

  • National Taiwan University