Chen, C.C., Y.L. Huang and Yang, F. (2024), “Semantics Matter: An Empirical Study on Economic Policy Uncertainty Index,” International Review of Economics and Finance, 89, 1286-1302.
Chen, C.C., Huang, H.H., Takamura, H., Kato, M.P., Y.L. Huang (2022), “FinTech on theWeb,” ACM Transactions on the Web, 17,1-3.
Huang, Y.L. and C.M. Kuan (2021), “Economic Prediction with the FOMC Minutes: An Application of Text Mining,” International Review of Economics and Finance, 71, 751-761.
Huang, Y.L., J.H. Yeh and C.C. Chen (2021), “Economic Policy Uncertainty Index for Taiwan,” Taiwan Economic Review, 49, 307-334. (in Chinese)
Huang, Y.L. and C.M. Kuan (2019), “Text Mining of the FOMC Minutes and Forecasts of Taiwan Economic Variables,” Taiwan Economic Review, 47, 363-391. (in Chinese)
Wu, J.Y. and Y.L. Huang (2017), “Impact of US and Japan Quantitative Easing Policies on Taiwan: A GVAR Approach,” Taiwan Economic Forecast and Policy, 48, 1-39. (in Chinese)
Chen, J-H, Y.L. Huang and J.R. Chang (2017), “Robust Good-Deal Bounds in Incomplete Markets: The Case of Taiwan,” Hitotsubashi Journal of Economics, 58, 53-67.
Lu, T.S., J.R. Chang and Y.L. Huang (2016), “Can Anomalies be Explained by Technical Analysis? Evidence from Candlestick Patterns,” Advances in Investment Analysis and Portfolio Management, 7, 65-83.
Chen, S.L. and Y.L. Huang (2015), “Taiwan Business Reference Series Re-examination,” Taiwan Economic Forecast and Policy, 46, 1-42.
Huang, Y.L. and C.H. Huang (2015), “Uncertain Effect of Shocks vs. Uncertain Unit Root: An Alternative View of U.S. Real GDP,” Hitotsubashi Journal of Economics, 56, 117-134.
Chen, S.L. and Y.L. Huang (2014), “Actuarial Implications of Structural Changes in El Nino-Southern Oscillation Index Dynamics,” Annals of Financial Economics, 9, 125-138.
Bao, Xiaohue, Y.L. Huang, and P.T. Lin (2014), “Volatility Clustering in Land Markets,” Property Management, 32, 378-385.
Huang, Y.L. (2014), “Testing Markov Switching Models,” Applied Economics, 46, 2047-2051.
Huang, Y.L., J. T. Tsay, S.S. Yang, and H. W. Cheng (2014), “Price Bounds of Mortality-Linked Security in Incomplete Insuarance Market,” Insurance: Mathematics and Economics, 55, 30-39.
Kuan, C.M, C. C. Hsu, Y.L. Huang and S. H. Hsu (2014), “Financial Conditions and the Macroeconomy in Taiwan,” Taiwan Economic Forecast and Policy, 44, 103-132. (in Chinese)
Chen, S.L. and Y.L. Huang (2014), “An Evaluation of Component Series of Business Indicators: An Application of LARS Method,” Taiwan Economic Forecast and Policy, 44, 133-170. (in Chinese)
Chen, S.L., C.H. Huang and Y.L. Huang (2012), “International Economic Linkages between Taiwan and the World: A Global Vector Autoregressive Approach,” Academia Economic Papers, 40, 343-375.
Lin, C.C., Y.L. Huang and C. Lu (2012), “Estimating Mortgage Prepayment Rates using the Gibbs-Sampling Approach,” Advances in Financial Planning and Forecasting, 5, 215-230.
Huang, Y.L. (2012), “Measuring Business Cycles: A Temporal Disaggregation Model with Regime Switching,” Economic Modelling, 29, 283-290.
Huang, Y.L. (2010), “Estimating Taiwan’s Monthly GDP in an Exact Kalman Filter Framework: A Research Note,” Taiwan Economic Review, 38, 147-160.
Huang, Y.L. (2009), “Identifying Turbulent and Calm Regimes in Stock Prices: Evidence from the Taiwan Stock Market,” Applied Economics Letters, 14, 1477-1481.
Huang, Y.L., C.H. Huang and C.M. Kuan (2008), “Re-examining the Permanent Income Hypothesis with Uncertainty in Permanent and Transitory Innovation States,” Journal of Macroeconomics, 3, 1816-1836.
Huang, Y.L. and C.W. Ho (2008), “Beyond the Bull and the Bear: Demarcating Stable and Turbulent Regimes in Stock Markets,” Economic Bulletin, 3, 1-11.
Huang, Y.L. (2008), “An Alternative Estimation Algorithm for Innovation Regime-Switching Models,” Applied Economics Letters, 15, 225-229.
Huang, Y.L. and C.H. Huang (2007), “The Persistence of Taiwan’s Output Fluctuations: An Empirical Study using Innovation Regime-Switching Model,” Applied Economics, 39, 2673-2679.
Huang, Y.L. (2007), “On the Pricing of Collateralized Debt Obligation: A Copula Function Approach,” Academia Economic Papers, 35, 21-52. (in Chinese)
Kuan, C.M., Y.L. Huang and R.S. Tsay (2005), “An Unobserved-Component Model with Switching Permanent and Ttransitory Innovations,” Journal of Business and Economic Statistics, 23, 443-454.
Huang, Y.L., C.C. Hsu and H.W. Chen (2005), “Reference Cycles: The CEPD Methodology Revisited,” Taiwan Economic Review, 33, 295-319. (in Chinese)
Huang, Y.L., C.M. Kuan, and K. Lin (1998), “Identifying the Turning Points of Business Cycles and Forecasting Economic Growth Rates in Taiwan,” Taiwan Economic Review, 26, 431-457. (in Chinese)