Refereed Papers

  1. Ing, Ching-Kang, Jin-Lung Lin and Shu-Hui Yu,  2009,  "Toward optimal multistep forecasts in nonstationary autoregressions,” Bernoulli,

    15, 402-437.

  2. Chug-ShuWu and Jin-Lung Lin,  2008, ”The relationship between openness and inflation in NIEs and the G7,” T. Ito and A.K. Rose eds, International Financial IssuesAround the Pacifc Rim, NBER-EASE Vol. 17. 109-138 (Econ-Lit)

  3. Jin-Lung Lin and C.Z. Wei, 2006, "Forecasting unstable processes," Hwai-Chung Ho, Ching-Kang Ing and Tze Leung Lai eds., Time Series and  Related Topics: In Memory of Ching-Zong Wei , Lecture Notes and Monograph Series, 52,IMS, pp 72-92.
  4. Jin-Lung Lin and Chung Shu Wu, 2006, "Modeling China's stock markets and international linkages," Journal of the Chinese Statistical  Association, 44, 1-32. 2 (EconLit).
  5. R. Jea, C.T. Su and J.L. Lin 2005, "Time aggregation effect on the correlation coefficient: Added-systematically sampled framework," Journal of the  Operational Research Society, 56, 1303-1309 (SSCI,SCI).
  6. R. Jea, J.L Lin, and C.T. Su 2005, "Correlation and time interval  in multiple regression models," European Journal of Operational Research, 162,  433-441 (SCI)
  7. Wu, C.S., J. L. Lin, G.. Tiao and D.Cho, 2005, "Is Money Demand in Taiwan stable," Economic Modelling, 22, 327-346. (SSCI)
  8. Jin-Lung Lin, 2005, "Editor's Introduction for Modelling Monetary Economies," A special issue for Economic Modelling, 215-217. (SSCI)
  9. Jin-Lung Lin and Ruey S. Tsay, 2005, "Time-varying relationship of price indexes in Taiwan," Taiwan Economic Policy and Forecast 35, 1-22.  (TSSCI)
  10. Jin-Lung Lin and Clive W. J. Granger, 2004, "Testing nonlinear cointegration," in COMPSTAT 2004 Proceedings in Computational Statistics, ed.  Jaromir Antoch, Springer-Verlag, 1413-1419.
  11. Jin-Lung Lin and Tian-Syh Liu, 2003, “Modeling Lunar Calendar Holiday Effects in Taiwan,” Taiwan Economic Policy and Forecast, vol. 33, no 2,  1-37 [Abstract] [PDF]
  12. G. Dwyer, J,S, Shea, C.S. Wu and Jin-Lung Lin, 2002, "Editor's Introduction," Monetary Policy and Taiwan's Economy, Edward-Elgar Publisher,
  13. Jin-lung Lin andChung-ShuWu, 2002, "A Study on Time-Varying Investment Functions for Taiwan's Economy," Taiwan Journal of Political  Economy, 4 , 93-106. [Abstract] [PDF]
  14. Jin-lung Lin andChung-ShuWu , 2001, “Identifying the Predictors for Financial Crisis Using Gibbs Sampler,” Taiwan Economic Policy and  Forecast, 32, 117-133. [Abstract] [PDF]
  15. Jin-Lung Lin, 2001, “TheTaiwan-USA relationship with reference to WTO entry,” in Y.Y. Kueh and Weimin Zheng eds., Globalization and Sino-  American Economic Relations, 301-324, Beijing: Social Sicence Documentation Publishng House, [Abstract] [PDF]
  16. Shyz-Wei Chen and Jin-Lung Lin, 2000, ''Switching ARCH models of stock market volatility in Taiwan,'' with Shyh-Wei Chen Advances in Pacific  Basin Business, Economics, and Finance, vol. 4, 1-21. [Abstract] [PDF]
  17. Shyz-Wei Chen and Jin-Lung Lin, 2000, ''Identifying the turning points and business cycles in Taiwan: a multivariate dynamic Markov-switching factor   model approach,'' with Shyh-Wei Chen, Academia Economic Papers, vol 28, 289-321. [Abstract] [PDF]
  18. '' Modelling business cycle in Taiwan with time-varying Markov switching models business cycle, leading and coincident indicators in Taiwan'', with  Shyh-Wei Chen, Academia Economics Papers, 2000, vol 28, 17-42. [Abstract] [PDF]
  19. Jin-Lung Lin, 2000, "Monetary Conditions Indexes in Taiwan", Academia Economic Papers, 2000, vol. 27, 459-479 [Abstract] [PDF]
  20. Tien-wang Tsaur, Jin-Lung Lin and Mei-li Chu, 1999, ''Testing purchasing power parity hypothesis in Taiwan,'', Proceeding of Taiwan Economic  Association, 405-432..
  21. Jin-Lung Lin, S. Wang, H. Tsay, etc. , 1999, ''A macroeconometric-time series model of Taiwan's economy,''  Taiwan Economic Forecasts and  Policies, Vol. 29, 35-53, (in Chinese)

  

    Completed Papers or Drafts

  1. Jin-Lung Lin, Ruey S. Tsay, and Shin-Yang Hu, 2008, "Extreme value analysis of Taiwan stock market,"
    Manuscript [PDF]
  2. Chung-Shu Wu and Shyz-wei Chen, 1999, ''Financial assets and saving: The case of Taiwan,''  Academia Economic Papers, vol. 27, 81-102 (in Chinese).
  3. Chung-Shu Wu and Shyz-wei Chen, 1999, "Modeling Taiwan stock market and international linkage," Pacific Economic Review, 1999, vol 4, 305-320.   (SSCI)
  4. G.C. Tiao, R.S. Tsay, ,K.S.Man, Y.J. Chu, K.K. Xu, C. Chen, Jin-lung Lin C.F.Lin, C.S. Ho, R.W. Liou, and Y.F. Yang, 1998,"A Time Series Approach to   Econometric Models of Taiwan's Economy," with G.C. Tiao, R.S. Tsay etc., Statistica Sinica,1998, vol. 8, 991-1044.
  5. Jin-Lung Lin and Ruey S. Tsay, 1996, ''Co-integration constraint and forecasting: an empirical examination,''  Journal of Applied Econometrics, vol. 11,  519-538,
  6. C.W.J. Granger and Jin-Lung Lin, 1996, "Conjugate processes," with Clive W.J. Granger, in J. Lee, W. Johnson and A. Zellner eds. Modelling and  Prediction: Honoring Seymour Geisser, New York: Springer-Verlag,
  7. C.W.J. Granger and Jin-Lung Lin, 1994, "Causality in the long run," with Clive W.J. Granger, Econometric Theory, vol. 11, 530-536,
  8. C.W.J. Granger and Jin-Lung Lin, 1994, "Using mutual information coefficients to identify lags in non-linear models," with Clive W.J. Granger, Journal of Time Series Analysis, 371-384.
  9. Jin-Lung Lin and C.W.J. Granger, 1994, ''Forecasting from non-linear models in practice," Journal of Forecasting, Vol 13, 1-9. (SSCI)
  10. Chung-Shu Wu and Jin-Lung Lin, 1993, Money, exchange rate and price: The case of Taiwan," NBER East Asia Seminar on Economics, Vol 3.  Macroeconomic Linkage: Saving, Exchange Rates and Capital Flows  edited by Takatoshi Ito and Anne O. Krueger. 185-202.
  11. Jin-Lung Lin, Chung-Shu Wu and Jia-Hsing Liu, 1993, "Study on Forward and Future Spot Exchange Rates in Taiwan," Journal of Chinese Statistical  Association", vol 31, 271-287. (in Chinese)
  12. Jin-Lung Lin and Yueh-Shi Carol Kao, 1992"Long run equilibrium relationships among part-time and full-time female labor force participation rates: an  application of cointegration analysis," with Yueh-Shi Carol Kao, Academia Economics Papers, 1992, vol 20, 201-241.
  13. Jin-Lung Lin, 1991, "Generalized Integrated Process and the Aggregation of Dynamic Time Series," Academia Economic Papers,  vol 19, 341-360.