Details about Chih-Ying Hsiao

Access statistics for papers by Chih-Ying Hsiao.

Last updated 2009-05-14. Update your information in the RePEc Author Service.

Short-id: phs4

Working Papers

2007

1. Intertemporal Investment Strategies under Inflation Risk
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
2. Learning Causal Relations in Multivariate Time Series Data
   Economics Discussion Papers, Kiel Institute for the World Economy
   See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)

2005

3. Intertemporal Asset Allocation with Inflation-Indexed Bonds
   Computing in Economics and Finance 2005, Society for Computational Economics
4. Subsampling Cointegration Ranks in Large Systems
   Econometrics, EconWPA
5. Testing Cointegration Rank in Large Systems
   Econometrics, EconWPA
6. The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
   See also Journal Article in Computational Economics (2006)
7. The Transition Process in China: a Theoretical and Empirical Study
   Computing in Economics and Finance 2005, Society for Computational Economics
   Also in Development and Comp Systems, EconWPA (2005)
8. What Happens to Japan if China Catches Cold? - A causal analysis of the Chinese growth and the Japanese growth
   Econometrics, EconWPA

2004

9. Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming
   Computing in Economics and Finance 2004, Society for Computational Economics
10. Testing Weak Exogeneity in Cointegrated System
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations

2001

11. Maximum Likelihood Estimations of SDE Dynamics Based on Discrete Time Data How well does the Euler Method Perform?
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

Journal Articles

2008

1. What happens to Japan if China catches a cold?: A causal analysis of Chinese growth and Japanese growth
   Japan and the World Economy, 2008, 20, (4), 622-638

2007

2. Intertemporal asset allocation when the underlying factors are unobservable
   Computational Economics, 2007, 29, (3), 383-418
3. Learning Causal Relations in Multivariate Time Series Data
   Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, (11), 1-43
   See also Working Paper (2007)

2006

4. The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method
   Computational Economics, 2006, 28, (2), 113-137
   See also Working Paper (2005)