Chung Chen
Biographic Data
| ID | 6454465 |
|---|---|
| NAME | Chung Chen |
| GIVEN NAMES | Chung |
| FAMILY NAME | Chen |
| SIGNATURE | CHEN C |
| AFFILIATIONS | Syracuse University |
| VERIFIED | No |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 22 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1990 |
| LATEST PUBLICATION YEAR | 1995 |
| H-INDEX | 1 |
The role of foreign direct investment in China's post-1978 economic development
The evolution of China's policy toward foreign direct investment (FDI) during the post-1978 period is reviewed and the volume, sources, geographic distribution and composition of FDI are analyzed. It is found that FDI has been positively associated with economic growth, and the increase of total fixed asset investment in China. Foreign direct investment has also forced an increasing number of domestic manufacturers to compete globally. It has als…
Random Level-Shift Time Series Models, Arima Approximations, and Level-Shift Detection
The main purpose of this article is to assess the performance of autoregressive integrated moving average (ARIMA) models when occasional level shifts occur in the time series under study. A random level-shift time series model that allows the level of the process to change occasionally is introduced. Between two consecutive changes, the process behaves like the usual autoregressive moving average (ARMA) process. In practice, a series generated fr…
A Varma Test on the Gibson Paradox
We applied the VARMA test to examine the dynamic relation between prices and interest rates. The dynamic relation, which is important to characterize the nature of the Gibson paradox, provides economists new insight in discriminating against competing theories. In light of our empirical findings, all theories in the literature lose their persuasiveness. We found some evidence of unidirectional relation from prices to interest rates, but we found …
The role of foreign direct investment in China's post-1978 economic development
The evolution of China's policy toward foreign direct investment (FDI) during the post-1978 period is reviewed and the volume, sources, geographic distribution and composition of FDI are analyzed. It is found that FDI has been positively associated with economic growth, and the increase of total fixed asset investment in China. Foreign direct investment has also forced an increasing number of domestic manufacturers to compete globally. It has als…
Random Level-Shift Time Series Models, Arima Approximations, and Level-Shift Detection
The main purpose of this article is to assess the performance of autoregressive integrated moving average (ARIMA) models when occasional level shifts occur in the time series under study. A random level-shift time series model that allows the level of the process to change occasionally is introduced. Between two consecutive changes, the process behaves like the usual autoregressive moving average (ARMA) process. In practice, a series generated fr…
A Varma Test on the Gibson Paradox
We applied the VARMA test to examine the dynamic relation between prices and interest rates. The dynamic relation, which is important to characterize the nature of the Gibson paradox, provides economists new insight in discriminating against competing theories. In light of our empirical findings, all theories in the literature lose their persuasiveness. We found some evidence of unidirectional relation from prices to interest rates, but we found …
The role of foreign direct investment in China's post-1978 economic development
The evolution of China's policy toward foreign direct investment (FDI) during the post-1978 period is reviewed and the volume, sources, geographic distribution and composition of FDI are analyzed. It is found that FDI has been positively associated with economic growth, and the increase of total fixed asset investment in China. Foreign direct investment has also forced an increasing number of domestic manufacturers to compete globally. It has als…
Econometrics (2 works) · Economics (2 works) · Macroeconomics (2 works) · Monetary Policy and Economic Impact (2 works) · Asset (computer security (1 work) · Autoregressive integrated moving average (1 work) · Autoregressive model (1 work) · Autoregressive–moving-average model (1 work) · Business (1 work) · Business cycle (1 work)