Wu, Jyh-Lin
Institute of Economics Department of Economics
National Sun Yat–sen University National Chung Cheng University
Kaohsiung 804 Chia-Yi, Ming-Hsiung 62102
Taiwan Taiwan
TEL: 886-7-5252000 ext. 5616 TEL: 886- 5-2720411 ~ 34108
FAX: 886-7-525611 FAX: 886-5-2720816
Email: jlwu2@mail.nsysu.edu.tw Email: ecdjlw@ccu.edu.tw
Jyh-Lin Wu is a professor at the National Sun Yat-sen University. He is also a professor at the National Chung Cheng University. His research fields include empirical international finance and applied macro-econometrics. He has published several papers at Review of Economics and Statistics; Journal of Monetary Economics; International Economic Review; Oxford Bulletin of Economics and Statistics, Journal of Money, Credit and Banking; Journal of International Money and Finance; Journal of Banking and Finance; Canadian Journal of Economics; Economic Inquiry, ..., etc.
[ Vitae ]
Working Papers:
Wu, J.-W., J.-L. Wu (2017) "Does A Flexible Exchange Rate Regimes Increase Inflation Persistence?" Working Paper
Selected Publications
Wu, Jo-Wei, and Jyh-Lin Wu (2018) “Does A Flexible Exchange Rate Regime Increase Inflation Persistence?” Journal of International Money and Finance, Accepted,
Greemaway-McGrevey, R., N. Mark, D. Sul, J.-L. Wu (2017) " Identifying Exchange Rate Common Factors," International Economic Review, Accepted. [pdf]
Wu, J.-W., J.-L. Wu (2017 ) "Does the Launch of the Euro Hinder the Current Account Adjustment of the Eurozone," Economic Inquiry 56, 1116-1135, forthcoming. [pdf] [appendix]
Wang, Y.-C., Wu, J.-L. and Lai, Y.-H. (2017) “New Evidence on Asymmetric Return-Volume Dependence and Extreme Movements,” Journal of Empirical Finance 45, 212-227. [pdf], [code and Data]
Bergin, Paul, Reuven Glick, and Jyh-Lin Wu (2017) "Conditional PPP and Real Exchange Rate Convergence in the Euro Area," Journal of International Money and Finance 73, 78-92. [pdf] [data and code]
Choi, C. Y., Murphy, A. and J.-L. Wu (2017) "Segmentation of Consumer Markets in a Currency Union: What Do the U.S. Retail Prices Tell Us?" Canadian Journal of Economics 50, 738-777. [pdf]
Lee, Chingnan, Jyh-Lin Wu, Li-Xiong Yang (2016) “A Simple Panel Unit-Root Test with Smooth Breaks in the Presence of Multifactor Error Structure," Oxford Bulletin Of Economics and Statistics 78, 365-393 (DOI: 10.1111/obes.12109) [pdf] [Appendix A] [AppendixB] [data and Code]
Wang, Y.C., and Jyh-Lin Wu (2015) “Fundamentals and Exchange Rate prediction Revisited,” Journal of Money, Credit and Banking, 47, 1651-1671. [pdf], [Appendix B and C] [data and code]
Bergin, Paul, Reuven Glick, and Jyh-Lin Wu (2014) "Mussa Redux and Conditional PPP," Journal of Monetary Economics, 68, 101-114. [pdf]
Wang, Y.C., Jyh-Lin Wu and Y.H. Lai (2013) “A Revisit to the Dependence Structure between Stock and Foreign Exchange Markets: A Dependence-Switching Copula Approach,” Journal of Banking and Finance, 37, 1706-1719. [pdf] [Code]
Bergin, Paul. Reuven Glick. and Jyh-Lin Wu (2013) “The Micro-Macro Disconnect of Purchasing Power Parity”, Review of Economics and Statistics, 95(3), 798-812. [pdf]
Wu, Jyh-Lin, Chinnan Lee and Z-W Wang (2011) “A Re-examination on Dissecting the Purchasing Power Parity Puzzle,” Journal of International Money and Finance 30, 572-586. [pdf] [Data and code]
Wu, Jyh-Lin and Yu-Hau Hu (2009) “New Evidence on Nominal Exchange Rate Predictability,” Journal of International Money and Finance 28, 1045-1063. [pdf]
Chen, Show-Lin and Jyh-Lin Wu (2005) “Long-Run Money Demand Revisited: Evidence from a Nonlinear Approach,” Journal of International Money, and Finance 24, 19-37. [pdf]
Wu, Jyh-Lin and Show-Lin Chen (2001) “Mean Reversion of Interest Rates in Eurocurrency Markets,” Oxford Bulletin of Economics and Statistics 63, 459-473. [pdf]
Wu, Jyh-Lin and Show-Lin Chen (2001) “Nominal exchange-Rate Prediction : Evidence from a Nonlinear Approach,” Journal of International Money and Finance 20, 521-532. [NSC89-2415-H-194-004] [pdf]
Wu, Jyh-Lin and Shaowen Wu (2001) “Is Purchasing Power Parity Overvalued?” Journal of Money, Credit and Banking 33, 804-812. [pdf]
Wu, Jyh-Lin and Show-Lin Chen (1999) “Are Real Exchange Rates Stationary? Evidence from Pacific Basin Countries, International Journal of Finance and Economics, 4, 243-252. [pdf]
Wu, Jyh-Lin (1999) “A Re-examination of the Exchange Rate-Interest Differential Relationship: Evidence from Germany and Japan ,” Journal of International Money and Finance, 18, 319-336. [NSC86-2415-H-194-002][pdf]
Wu, Jyh-Lin and Show-Lin Chen (1998) “A Re-Examination of Real Interest Rate Parity,” Canadian Journal of Economics 31, 837-851. [pdf]
Wu, Jyh-Lin and Show-Lin Chen (1998) “Foreign Exchange Market Efficiency Revisited,” Journal of International Money and Finance, 831-838. [pdf]
