Details about Yu-Lieh Huang

Access statistics for papers by Yu-Lieh Huang.

Last updated 2014-12-26. Update your information in the RePEc Author Service.

Short-id: phu392

Working Papers

2004

1. A component-driven model for regime switching and its empirical evidence
   Econometric Society 2004 Far Eastern Meetings, Econometric Society

Journal Articles

2014

1. Price bounds of mortality-linked security in incomplete insurance market
   Insurance: Mathematics and Economics, 2014, 55, (C), 30-39 View citations (3)
2. Testing Markov switching models
   Applied Economics, 2014, 46, (17), 2047-2051 View citations (1)

2012

3. Measuring business cycles: A temporal disaggregation model with regime switching
   Economic Modelling, 2012, 29, (2), 283-290 View citations (1)

2009

4. Identifying turbulent and calm regimes in stock prices: evidence from the Taiwan stock market
   Applied Economics Letters, 2009, 16, (14), 1477-1481

2008

5. Demarcating stable and turbulent regimes in Taiwan's stock market
   Economics Bulletin, 2008, 3, (35), 1-11
6. Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states
   Journal of Macroeconomics, 2008, 30, (4), 1816-1836 View citations (4)

2007

7. An alternative estimation algorithm for innovation regime-switching models
   Applied Economics Letters, 2007, 15, (3), 225-229 View citations (2)
8. The persistence of Taiwan's output fluctuations: an empirical study using innovation regime-switching model
   Applied Economics, 2007, 39, (20), 2673-2679 View citations (1)

2005

9. An Unobserved-Component Model With Switching Permanent and Transitory Innovations
   Journal of Business & Economic Statistics, 2005, 23, 443-454 View citations (12)