Menu

Faculty

(Last Updated: Dec 21, 2021 09:09)

Jau-er Chen

Department of Business Economics

Associate Professor

jechen@tiu.ac.jp


Education

  1. 2011 Ph.D. - Economics, New York University
  2. 2001 M.A. - Economics, National Chung Cheng University, Taiwan
  3. 1999 B.A. - Economics, National Chung Cheng University, Taiwan

Teaching and Research Interests:

Econometrics, Causal Machine Learning in Economics, Applied Finance

Academic Appointments/Professional Experience

2020

Adjunct Instructor, International Christian University

2018

Adjunct Instructor, National Graduate Institute for Policy Studies

2018

Associate Professor, Tokyo International University

2018 – 2020

Affiliate Researcher, CRETA, National Taiwan University

2015 – 2016

Visiting Scholar, Massachusetts Institute of Technology

2012 – 2012

Visiting Scholar, Columbia University 2011 – 2018 Assistant Professor with tenure, National Taiwan University

Fellowship & Grants

2020 – 2024

Grant-in-Aid for Scientific Research (C), Japan Society for the Promotion of Science (JSPS), “Quantile Treatment Effects estimated using Causal Machine Learning – Theory and Empirics”. Project number: 20K1593. Role: PI.

Selected Publications/Conference Papers

”Causal Random Forests Model using Instrumental Variable Quantile Regression,” Econometrics, 2019, 7(4), 1-22. (with C.-W. Hsiang)

”Nonparametric Regression with Multiple Thresholds: Estimation and Inference,” Journal of Econometrics, 2018, 206(2), 472-514. (with Y.-Y. Chiou and M.-Y. Chen)

”The Japanese Taylor Rule Estimated using Censored Quantile Regression,” Empirical Economics, 2017, 52(1), 357-371. (with M. Kashiwagi)

”Factor Instrumental Variable Quantile Regression,” Studies in Nonlinear Dynamics and Econometrics, 2015, 19(1), 71-92.

Institute for International Strategy

https://www.tiu.ac.jp/iis/members/chen.html

Personal Website

https://researchmap.jp/jauer