|
|
|
|
YU-CHIN CHEN' CV (updated 11/13; pdf
version)
PERSONAL INFORMATION: Female; U.S. citizen.
EDUCATION:
| Jun, 02 |
Ph.D. and M.A. in Economics, Harvard University |
| Jun, 96 |
Masters in Public Policy, John F. Kennedy School of Government |
| Jun, 93 |
A.B. in Physics, cum laude, Harvard/Radcliffe Colleges |
CURRENT POSITION:
March 2013 - : Visiting Associate Professor, Melbourne Business School
Sept 2012 - : Associate Professor, Department of Economics, University
of Washington
2013 - : Research Associate, Centre for Applied Macroeconomic Analysis, National University
of Australia
2013 - : Editorial Board, Journal of International Money and Finance
2013 - : Editorial Board, Pacific Economic Review
PREVIOUS APPOINTMENTS AND VISITING POSITIONS:
| 2003-2012 |
Assistant Professor, Department of Economics, University of
Washington (On leave: 2007, 2009, 2011) |
| Sept, 10 |
Visiting Research Fellow, Hong Kong Institute for Monetary Research |
| Dec, 09 |
Visiting Research Fellow, Hong Kong Institute for Monetary Research |
| Jan-Jun, 09 |
Visiting Researcher, Academia Sinica, Taipei, Taiwan |
| Aug, 07 |
Visiting Assistant Professor, National Taiwan University |
| Jan-Jul, 07 |
Visiting Assistant Professor, Department of Economics, Harvard
University |
| Oct, 06 |
Visiting Researcher, Federal Reserve Bank of San Francisco |
| May, 06 |
Visiting Researcher, Reserve Bank of New Zealand, Wellington,
New Zealand |
| Jun, 05 |
Visiting Assistant Professor, Swiss Federal Institute of Technology
(ETH) in Zurich |
| Apr, 05 |
Visitor, Program in Economics Research, Columbia University |
| 02-03 |
Post-Doctoral Fellow, Center for International Development,
Harvard University |
| 02-03 |
Visiting Scholar, The Federal Reserve Bank of Boston |
| Sum, 02 |
Graduate Summer Intern, Board of Governors of the Federal Reserve
System |
| 96-03 |
Teaching Fellow, J. F. Kennedy School of Government and Harvard
College (excl 99-00) |
| 00-03 |
Advisor of Undergraduate Studies, Harvard Economics Department |
| 99-00 |
Staff Economist, Council of Economic Advisers, Washington, DC |
| 98-99 |
Associate Director of Undergraduate Studies, Harvard Economics
Department |
| Sum, 95 |
Research Assistant, Brookings Institute, Washington, DC |
| 93-94 |
Associate, Hwa Yue Foundation, Taipei, Taiwan, R.O.C. |
RESEARCH INTERESTS:
International Finance, Open Economy Macroeconomics, International
Trade
COURSES TAUGHT:
Global Business Economics (MBA); International Finance (MBA); International Macroeconomics and Finance (Undergraduate and
Graduate), Macroeconomics (Graduate), International Trade and Investment
(Undergraduate); Honors Thesis Seminar (Undergraduate)
AWARDS/FELLOWSHIPS:
- Gary Waterman Distinguished Scholar, 2012 - present
- Best Paper Award,
2005 Global Finance Conference, Trinity College, Dublin, Ireland
- Henry Buechel Award for Distinguished Undergraduate Teaching, University
of Washington, 2005
- Royalty Research Fund Grant, "Optimal Foreign Reserve Management",
2005
PUBLICATIONS (See Research
Page for Links and Updates)
"The Role of Commodity Price Aggregates for Monetary Policy" with Stephen J. Turnovksy and Eric Zivot, forthcoming in Journal of Econometrics.
"What Does the Yield Curve Tell Us About Exchange Rate Predictability?" (2013) with Kwok Ping Tsang, Review of Economics and Statistics, Vol. 95, No. 1: 185–205.
"Are Commodity Currencies an Exception to the Rule?"
(2012) with Kenneth Rogoff, forcoming in Global Journal of Economics, Vol. 1. No. 1.
"Predicting Agri-Commodity Prices: An Asset Pricing Approac " (2012)
with Kenneth Rogoff and Barbara Rossi, in Global Uncertainty and the Volatility of Agricultural Commodities Prices, ed. B. Munier. IOS Press. April, 2012.
"Can Exchange Rates Forecast Commodity Prices?" (2010)
with Kenneth Rogoff and Barbara Rossi, Quarterly Journal of Economics,
Vol. 125, No. 3, pp.1145–1194.
"Growth and Inequality in a Small Open Economy" (2010)
with Stephen Turnovsky, Journal of Macroeconomics,Vol. 32,
No. 2, pp.497-514.
"Adaptive Learning and Monetary Policy in an Open Economy:
Lessons from Japan" (2008) with Pisut Kulthanavit. Pacific
Economic Review, Vol. 13, Issue 4, pp.405-430.
"Commodity Currencies" (2003) with Kenneth Rogoff. Journal
of International Economics, Vol. 60, No.1, pp.133-160.
"Accounting for Differences in Economic Growth" (1996)
with Bosworth, B, and S. Collins, in Structural Adjustment and Economic
Reform: East Asia, Latin America, and Central and Eastern Europe,
ed. A. Kohsaka and K. Ohno.
WORKING PAPERS:
"FX Options and Excess Returns: A Multi-Moment Term Structure Model of Exchange Rate Dynamics" with Ranganai Gwati
"What Makes a Commodity Currency?" with Dong Won Lee
"Estimation, Monitoring, and Forecasting with Mixed Frequency Regressions: a Generalized ADL Approach" with Wen Jen Tsay
"Home Bias in Currency Forecasts" with Kwok Ping
Tsang and Wen Jen Tsay
"Risk versus Expectations in Exchange Rates: A Macro-Finance Approach"
with Kwok Ping Tsang
"Risk and Return in Exchange Rates: Evidence from Commodity
Currencies” with Chang-Jin Kim and Seong Tae Kim
"Monetary Policy Design and Imperfect Knowledge: An Open Economy
Analysis ” with Pisut Kulthanavit
"Local Labor Markets and Icreasing Returns to Scale: How Strong
is the Evidence?” with Noah Weisberger and Edwin Wong
“The Search for Stationarity in Real Exchange Rates: An Unobserved
Component Regime-Switching Approach” with Bruce Wang
“Exchange Rates and Fundamentals: Evidence from Commodity Economies”
with Erica Clower
WORK-IN-PROGRESS:
"Monitoring Structural Stability in Dynamic Factor Models" with Wen
Jen Tsay
"Monetary Policy, Learning, and Global Risk Factors" with Kwok Ping
Tsang and Wen Jen Tsay
"What's in an FX Option?" with Isaac Cameron and Ranganai Gwati
PH.D. DISSERTATION SUPERVISION:
- Committee Chair:
Erica Clower (current)
Ranganai Gwati (current)
Kyungkeun Kim (current)
Seojin Lee (co-chair; current)
Javier Pereira (co-chair; current)
Dong Won Lee, Ph.D. 2014 (UC Riverside)
Pisut Kulthanavit, Ph.D. 2008 (Thammasat University, Thailand)
Bruce Wang, Ph.D. 2007 (Goldman Sachs, NYC)
- Committee Member:
Emre Aylar (current)
Ching-Chieh Chang (current)
So Ra Chon (current)
Jaeho Kim (current)
David Kuenzel (current)
Wun Ho Lee (current)
Clark Lundberg (current)
Kara Ng (current)
Galip K. Ozhan (current)
Sangeetha Srinivasan (current)
Syed G. Sultan (current)
Celine Sun, Ph.D. 2013 (Wealthfront)
Yufang Huang, Ph.D. 2013 (Capital Univ. of Economics and Business, China)
Brian Donhauser, Ph.D. 2012 (AQR)
Aditi Mitra, Ph.D. 2012 (Deloitte)
Sumant Rai, Ph.D. 2012 (Univ. of Memphis, visiting)
Lindy Helfman, Ph.D. 2011 (Intellectual Ventures)
Cherl Hyun Kim, Ph.D. 2011(POSCO Research)
Jianguo Wang, Ph.D. 2011 (Blue Cross Blue Shield)
Murat Koyuncu, Ph.D. 2009 (Boḡaziçi University, Turkey)
Serpil Bouza, Ph.D. 2009 (IMF)
Jeffrey Begun, Ph.D. 2009 (University of Washington, Tacoma)
Byron Tsang, Ph.D. 2008 (Virginia Tech)
Wei-Choun Yu, Ph.D. 2007 (Winona State University)
Yu-Ning Huang, Ph.D. 2006 (National Chengchi University, Taiwan)
Keunsuk Chung, Ph.D. 2006 (Penn State Harrisburg)
PROFESSIONAL ACTIVITIES:
| 3/2014 |
Seminar at Universit of Melbourne |
| 12/2013 |
Seminar at Academia Sinica, Taipei, Taiwan |
| 10/2013 |
Presentation at NBER Commodity Markets Meeting |
| 09/2013 |
Seminar at Australian National University |
| 08/2013 |
Visiting Researcher, Reserve Bank of New Zealand |
| 08/2013 |
Seminar at Monash Univ., Melbourne, Australia |
| 08/2013 |
Seminar at Univ. of New South Wales, Sydney, Australia |
| 04/2013 |
Presentation at Southern Workshop in Macroeconomics, Wellington, NZ |
| 03/2013 |
Society for Nonlinear Dynamics and Econometrics Program Committee |
| 12/2012 |
Visiting Researcher and Seminar at Institute of Economics, Academia
Sinica, Taiwan |
| 11/2012 |
Seminar at UC Riverside |
| 10/2012 |
Presentation at West Coast International Finance Workshop |
| 10/2012 |
Talk on "the Euro-zone Crisis" at the Dept of Economics Visiting Committee Meeting |
| 06/2012 |
Presentation at Special Conference in Honor of Charles Nelson,
Seattle, WA |
| 03/2012 |
Presentation at Melbourne Business School |
| 11/2011 |
Presentation at the Latin American Meeting of the Econometric
Soceity, Santiago, Chile |
| 09/2011 |
Discussant at the 4th Annual JIMF-SCIIE Conference, UC Santa
Cruz |
| 08/2011 |
Presenter at Asian Meeting of the Econometric Society, Seoul,
Korea |
| 08/2011 |
Visiting Researcher and Seminar at Institute of Economics, Academia
Sinica, Taiwan |
| 03/2011 |
Seminar at Duke University |
| 01/2011 |
Pubic talk on "Forecasting and Global Economic Outlook" at the
Puget Sound Chapter of the American Association of Individual
Investors |
| 11/2010 |
Seminar at the San Francisco Federal Reserve Bank |
| 09/2010 |
Seminar at Hong Kong University of Science and Technology |
| 09/2010 |
Visiting researcher at Hong Kong Institute of Monetary Research |
| 08/2010 |
Seminar at Institute of Economics, Academia Sinica, Taiwan |
| 08/2010 |
Society for the Advancement of Economic Theory Conference, Singapore |
| 08/2010 |
Discussant, "Recent Developments on Exchange Rate Economics",
Summer Workshop at Hong Kong Institute for Monetary Research |
| 07/2010 |
Invited presentation at the 30th Anniversary of the Summer
Palace Workshop on Econometrics, Chinese Academy of Social Sciences,
Beijing, China |
| 06/2010 |
2010 Taipei International Conference on Growth, Trade and Dynamics,
Academia Sinica, Taipei, Taiwan |
| 03/2010 |
Co-organizer & presenter, "2010 Taipei Conference on
DSGE Modeling and Monetary Policy" |
| 01/2010 |
Discussant, AEA session on "R&D, Technology and Growth" |
| 07/2009 |
Discussant, NBER Summer Institute |
| 06/2009 |
Invited presentation at the 3rd Bank of Canada - European Central
Bank FX Workshop: "Exchange Rates: The Global Perspective" |
| 06/2009 |
Seminar at National Chengchi University, Taipei, Taiwan |
| 06/2009 |
Invited presentation at "Uncertainty and Price Volatility
of Agricultural Commodities", hosted by IAE de Paris Sorbonne’s
Graduate Business School, Arts & Métiers ParisTech,
and ESTP, Paris, France |
| 05/2009 |
Public talk at National Taiwan University on Paul Krugman's
Contribution in Economics |
| 05/2009 |
Seminar at Institute of Economics, National Sun Yat-sen University,
Kaohsiung, Taiwan |
| 04/2009 |
UW Alumni Association/Economic Alumni Organization Annual Nobel
Prize Lecture: The
Brilliance Behind the Columns: Paul Krugman, an Economist of Scale |
| 04/2009 |
Seminar at the Boston Federal Reserve Bank |
| 03/2009 |
Seminar at Academia Sinica |
| 11/2008 |
Presentations at LAMES/LACEA annual conference, Rio |
| 11/2008 |
Panelist, "The
Financial Crisis: What Should We Do Now?", Financial
Turmoil: UW Insight, University of Washington |
| 10/2008 |
Seminar at UC Davis |
| 10/2008 |
Seminar at University of British Columbia |
| 09/2008 |
Seminar at Georgetown University |
| 09/2008 |
Discussant at Federal Reserve Bank of San Francisco Pacific
Basin Conference |
| 08/2008 |
Co-Organizer of "Castor Workshop on International Macroeconomics",
Seattle, WA |
| 07/2008 |
Presentation at the Society of Economic Dynamics Annual Meeting,
Cambridge, MA |
| 07/2008 |
Seminar at Academia Sinica, Taipei, Taiwan |
| 06/2008 |
Seminar at Hong Kong University |
| 06/2008 |
Seminar at Hong Kong University of Science & Technology |
| 04/2008 |
Seminar at the IMF Research Division |
| 03/2008 |
Seminar at Boston College |
| 03/2008 |
Presentation at the NBER IFM Meeting |
| 01/2008 |
Discussant at the AEA |
| 09/2007 |
Seminar at Academia Sinica, Taipei, Taiwan |
| 08/2007 |
Summer lecture at National Taiwan University on Open Economy
Macroeconomics |
| 06/2007 |
Presentation at IFINITI Conference on International Finance,
Dublin, Ireland |
| 12/2006 |
Presentation at Kobe University Economics Workshop |
| 12/2006 |
Seminar at Hong Kong University |
| 10/2006 |
Presentation at the San Francisco Federal Reserve Bank |
| 10/2006 |
Presentation at the 9th Annual Conference on International Economics,co-sponsored
by the San Francisco Federal Reserve Bank and the Santa Cruz Center
for International Economics |
| 09/2006 |
Presentations at the the 1st International Conference on Economics
hosted by Turkish Economic
Association, Ankara, Turkey |
| 07/2006 |
Session organizer, "Patterns and Impacts of International
Capital Flows” at the Asia and Pacific Economic Association
Conference, Seattle |
| 07/2006 |
Presentation at the Bank of Canada Workshop on Commodity Price
Issues, Ottawa, Canada |
| 07/2005 |
Session organizer, "Understanding Exchange Rates: Theory
and Empirics", and presentation at the 1st Asia-Pacific Economic
Association Conference, Tokyo |
| 06/2005 |
Presentation at the 12th Global Finance Conference, Trinity
College, Dublin |
| 06/2005 |
Research presentation and lecture series on “Open Economy
Macroeconomics”, Swiss Federal Institute of Technology (ETH)
in Zurich |
| 05/2005 |
Paul Heyne Lecture for the Undergraduates on "Doing Research
in International Macroeconomics" |
| 04/2005 |
UW Economics Alumni Organization Lecture, "Today's Policy:
Good for Tomorrow? Understanding the 2004 Nobel Prize in Economics",
University of Washington |
| 04/2005 |
Seminar presentation, Department of Economics, Columbia University |
| 04/2005 |
Seminar presentation, Department of Economics, Univerisity
of British Columbia |
| 02/2005 |
3rd Annual Western Regional International Health
Conference, University of Washington |
| 12/2004 |
9th Annual Meeting of the Latin American and Caribbean Economic
Association, San Jose, Costa Rica |
| 08/2004 |
“Asian Crisis, VI” conference, Tokyo, Japan |
| 10/2003 |
8th Annual Meeting of the Latin American and Caribbean Economic
Association, Puebla, Mexico |
| 10/2002 |
7th Annual Meeting of the Latin American and Caribbean Economic
Association, Madrid, Spain |
| 07/2002 |
Summer School in Economic Theory on Growth, Fluctuations, &
Open Economy Macroeconomics, Venice International University,
Italy |
| 06/2002 |
1st Summer Symposium for Central Bank Researchers at the Study
Center Gerzensee, Switzerland |
| 01/2002 |
CEANA International Finance session at American Economic Association/Allied
Social Sciences Association Annual Meeting, Atlanta |
| 11/2001 |
4th Annual Conference “Understanding Exchange Rates”,
De Nederlandsche Bank, Amsterdam, The Netherlands |
| 09/2001 |
“Empirical Exchange Rate Models” Conference, University
of Wisconsin-Madison |
| |
|
JOURNAL REFEREEING:
Quarterly Journal of Economics; Review of Economics and Statistics;
Journal of International Economics; Journal of Economic Dynamics and
Control; Journal of Development Economics; Journal of International Money and Finance; Economics of
Transition; IMF Staff Papers; Journal of Macroeconomics; Canadian
Journal of Economics; Journal of Money, Credit and Banking; Journal
of Futures Markets; Review of International Economics; Studies in
Nonlinear Dynamics; Econometrics; Pacific Economic Review
|
