李政峯
姓名 李政峯
電子郵件
聯絡電話 17367(Yanchao) 17310(Jiangong)
傳真 燕巢 07-6151202 建工 07-396-1245
授課領域 1.統計學 2.經濟學 3.時間序列分析 4.計量方法 5.管理經濟學 6.高級財務計量
研究專長 1.計量經濟學 2.數理統計學與管理 3.分析方法 4.國際金融與兌換 5.國際企業與國際行銷
職稱 特聘教授
國家 學校名稱 系所 學位
台灣 國立政治大學 國貿系 博士
年度 論文名稱
2019 強/弱式財政永續性之研究:分量共整合模型之應用, 經濟研究, vol. 55, 1, 2019
2018 A parametric stationarity test with smooth breaks, Studies in Nonlinear Dynamics & Econometrics, vol. DOI 10.1515/snde-2015-0091, 2018
2016 The Fourier Approximation and Testing for the Null of Cointegration, Empirical Economics, vol. 51, pp. 1085-1113, 2016
2014 Testing for the Efficient Market Hypothesis in Stock prices: International Evidence from Non-linear Heterogeneous Panels, Macroeconomic Dynamics, vol. 18, 4, pp. 943-958, 2014
2014 Asymmetric dynamics in REIT prices: Further evidence based on quantile regression analysis, Economic Modelling, vol. 42, pp. 29-37, 2014
2013 Cheng-Feng Lee , Te-Chung Hu , Ping-Cheng Li , Ching-Chuan Tsong, Asymmetric behavior of unemployment rates: Evidence from the quantile covariate unit root test, 國科會經濟類B級期刊(2013), Dec. 2013
2013 Ching-Chuan Tsong* and Cheng-Feng Lee, Further Evidence on Real Interest Rate Equalization: Panel Information, Non-linearities and Structural Changes, Issue Supplement s1 pp, May. 2013
2013 Cheng-Feng Lee* and Ching-Chuan Tsong, Bootstrapping Covariate Unit Root Tests: An Application to Inflation Rates, Issue Supplement s1 pp, May. 2013
2013 Ching-Chuan Tsong and Cheng-Feng Lee, Quantile Cointegration Analysis of the Fisher Hypothesis, 國科會經濟類B+級期刊(2013), Mar. 2013
2013 Covariate Unit Root Tests under Structural Change and Asymmetric STAR Dynamics, Economic Modelling, 2013
2012 Ming-Chu Chiang,I-Chun Tsai,Cheng-Feng Lee, The Downside Risk of U.S. and U.K. Housing Markets, Dec. 2012
2012 I-Chun Tsai,Cheng-Feng Lee,Ming-Chu Chiang, The Asymmetric Wealth Effect in the US Housing and Stock Markets: Evidence from the Threshold Cointegration Model, Journal of Real Estate Finance and Economics, vol. 45, 4, pp. 1005-1020, Nov. 2012
2012 Ching-Chuan Tsong, Cheng-Feng Lee, and Chien-Chiang Lee, A Revisit to the Stationarity of OECD Inflation: Evidences from Panel Unit Root Tests and the Covariate Point Optimal Test, Japanese Economic Review, vol. 63, 3, pp. 380-396, Sep. 2012
2012 Cheng-Feng Lee and Ching-Chuan Tsong, A Revisit on Real Interest Rate Parity Hypothesis —Simulation Evidence from Efficient Unit Root Tests, Applied Economics, vol. 44, 24, pp. 3089-3099, Jun. 2012
2012 Ching-Chuan Tsong and Cheng-Feng Lee, Reexamining the Fisher Effect: An Application of Small Sample Distributions of the Covariate Unit Root Test, Global Economic Review, vol. 41, 2, pp. 189-207, May. 2012
2012 I-Chun Tsai, and Cheng-Feng Lee, The Convergent Behavior in REIT Markets, Journal of Property Investment & Finance, vol. 30, 1, pp. 42-57, Jan. 2012
2011 Cheng-Feng Lee and Ching-Chuan Tsong, Do Real Interest Rates Really Contain a Unit Root? More Evidence from a Bootstrap Covariate Unit Root Test, Pacific Economic Review, vol. 16, 5, pp. 616-637, Dec. 2011
2011 Ching-Chuan Tsong and Cheng-Feng Lee, Asymmetric Inflation Dynamics: Evidence from Quantile Regression Analysis, Journal of Macroeconomics, vol. 33, pp. 668-680, Dec. 2011
2011 江明珠、李政峰與欉清全, 台灣不動產市場的下方風險-以台灣四個縣市為例, 住宅學報, vol. 20, pp. 1-24, Jun. 2011
2011 Cheng-Feng Lee and Ching-Chuan Tsong, Covariate Selection for Testing Purchasing Power Parity, Applied Economics, vol. 43, pp. 1923-1933, Jun. 2011
2011 Ming-Chu Chiang, I-Chun Tsai, and Cheng-Feng Lee, Fundamental Indicators, Bubbles in Stock Returns and Investor Sentiment, The Quarterly Review of Economics and Finance, vol. 51, pp. 82-87, Jan. 2011
2010 Ching-Chuan Tsong and Cheng-Feng Lee, Testing for Stationarity of Inflation Rates with Covariates, South African Journal of Economics, vol. 78, 4, pp. 344-362, Dec. 2010
2010 Cheng-Feng Lee, Testing for Unemployment Hysteresis in Nonlinear Heterogeneous Panels: International Evidence, Economic Modelling, vol. 27, pp. 1097-1102, Sep. 2010
2009 Cheng-Feng Lee and Ching-Chuan Tsong, Bootstrapping Covariate Stationarity Tests for Inflation Rates, Economic Modelling, vol. 26, 6, pp. 1443-1448, Oct. 2009
2009 李政峰、連春紅、廖四郎與徐守德, 台灣短期利率模型樣本外預測之實證研究, 證券市場發展季刊, vol. 21, 2, pp. 151-182, Apr. 2009
2008 江明珠、李政峰、廖四郎與徐守德, 短期利率條件分配之尾部差異性檢定與風險值, 中山管理評論, vol. 17, 2, pp. 517-554, Jun. 2009
2006 欉清全、李政峰與郭炳伸, 過濾自體抽樣預測績效檢定量, 經濟論文叢刊, vol. 34, 3, pp. 317-334, Sep. 2006
2005 連春紅、廖四郎與李政峰, 估計與比較連續時間利率模型—台灣商業本票之實證分析, 管理評論, vol. 24, 1, 2005
2005 欉清全、李政峰與郭炳伸, 預測績效檢定：簡單迴歸之應用, 經濟論文, vol. 33, 1, pp. 1-33, 2005
2003 李政峰、連春紅、欉清全與郭炳伸, 估計並檢定短期利率波動性：確定抑或隨機？, 風險管理學報, vol. 7, 3, pp. 207-236, 2003
2001 郭炳伸、何祖平與李政峰, 台幣／美元遠期外匯風險溢酬有多大？, 經濟論文, vol. 29, 4, pp. 384-413, 2001
2001 李政峰與何祖平, 隨機趨勢抑或確定趨勢--再探台灣國民所得數列, 經濟論文, vol. 29, 3, pp. 341-364, 2001
年度 論文名稱
2013 欉清全、李政峰、與蔡麗茹, Testing for the Null of Cointegration with the Fourier Component, 台灣經濟學會2013年會, 2013
2012 李政峰、欉清全與蔡麗茹, Why Unemployment Rates Show Asymmetric Behavior? Evidence from Quantile Regression Analysis, 台灣經濟學會2012年會暨第13屆全國實證經濟學研討會、台灣效率與生產力學會及北美華人經濟學會發表, 2012
2011 欉清全與李政峰, Revisiting Inflation Dynamics: A Quantile Autoregression Approach, 第十二屆全國實證經濟學論文研討會發表, 2011
2011 欉清全與李政峰, Covariate Unit Root Tests under Asymmetric STAR Framework, 台灣經濟學會、台灣效率與生產力學會、台灣農業與資源經濟學會2011年聯合年會發表, 2011
2010 李政峰與欉清全, Re-examing the Relationship between Monetary Unification and Real Interest Rate Convergence --Evidence from Panel Unit Root Tests, 第十一屆全國實證經濟學論文研討會發表, 2010
2010 江明珠、李政峰、蔡怡純與林士貴, Is the Volatility of REITs Return More anomalous?, Application of Extreme Value Theory，The 15th Asian Real Estate Society (AsRES) International Conference (國際研討會), 2010
2010 欉清全與李政峰, On the Stationarity of Real Interest Rates: An Application of Small Sample Distributions of a Covariate Test, 台灣經濟學會 台灣效率與生產力學會2010年聯合年會, 2010
2009 欉清全與李政峰, The Fisher Hypothesis: A Revisit with Covariate Tests, 第十屆全國實證經濟學論文研討會, 2009
2009 欉清全與李政峰, Testing for Unemployment Hysteresis in Nonlinear Heterogeneous Panels: International Evidence, 台灣經濟學會，台灣健康經濟學會，台灣農業與資源經濟學會2009年聯合年會發表, 2009
2008 李政峰與欉清全, Does the Fisher Hypothesis Hold in the Long-Run? More Evidence from a Bootstrap Covariate Unit Root Test, 台灣經濟學會2008年年會發表, 2008
2006 江明珠、連春紅與李政峰, 台灣短期利率的厚尾性質與風險值分析--極值理論的應用與比較, 台灣經濟學會與北美華人經濟學會2006年聯合年會, 2006
2005 李政峰與欉清全, 非線性與恆常所得假說, 第六屆全國實證經濟學論文研討會, 2005
2004 欉清全與李政峰, 靴帶抽樣預測績效檢定量, 第五屆全國實證經濟研討會與台灣經濟學會2004年年會發表, 2004
2002 欉清全與李政峰, 預測績效檢定：簡單迴歸之應用, 台灣經濟學會2003年年會發表, 2002
2001 李政峰, 追蹤資料單根檢定型一誤差扭曲之改善, 台灣經濟學會2001年年會發表, 2001
年度 計畫名稱 參與人 職稱/擔任之工作 計畫期間 補助/委託或合作機構
2002 非線性多變量期間結構模型之匯率預測績效
2003 預測涵蓋檢定小樣本問題之改善-靴帶反覆抽樣法之應用
2004 名目匯率長期預測績效之評估-靴帶反覆抽樣法之應用
2005 共變量單根檢定之檢定力分析-台灣之實證研究
2006 風險值之估計風險解決方式--條件異質形式未知下自體抽樣的應用
2008 實質利率的持續性與實質利率平價說之再檢定
2010 從歐元看亞洲貨幣整合的可能性：實質利率收斂之應用
2011 失業率的不對稱行為:共變量分量單根檢定的證據
2012 財政永續性與債務上限估計:分量迴歸模型之應用
2013 強/弱式財政永續性之研究:分量、結構改變與非線性共整合模型之應用