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題名：股市表現與消費支出
書刊名：臺灣金融財務季刊
作者：方文碩 引用關係／吳政勳
作者(外文)：Fang, Wen-shwo／Wu, Cheng-hsun
出版日期：2003
卷期：4:4
頁次：頁87-108
主題關鍵詞：股票市場；消費支出；共整合分析；誤差修正模型；因果關係；一般化衝擊反應；變異數分解
原始連結：連回原系統網址new window
相關次數：
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:24
期刊論文
1.Fang, W. S.(2001)。Stock Return Process and Expected Depreciation over the Asian Financial Crisis。Applied Economics，33(7)，905-912。  new window
2.Koop, Gary、Pesaran, M. H.、Potter, Simon M.(1996)。Impulse Response Analysis in Nonlinear Multivariate Models。Journal of Econometrics，74(1)，119-147。  new window
3.Pesaran, M. H.、Shin, Y.(1998)。Generalised Impulse Response Analysis in Linear Multivariate Models。Economics Letters，58(1)，17-29。  new window
4.Phillips, P. C. B.(1998)。Impulse response and forecast error variance asymptotics in nonstationary VARs。Journal of Econometrics，83，21-56。  new window
5.Johansen, S.(1991)。Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Model。Econometrica，59(6)，1551-1580。  new window
6.Merton, R. C.(1980)。On Estimating the Expected Return on the Market。Journal of Financial Economics，8，323-361。  new window
7.Granger, C. W. J.(1988)。Some Recent Developments in a Concept of Causality。Journal of Econometrics，39(1/2)，199-211。  new window
8.Osterwald-Lenum, M.(1992)。A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics。Oxford Bulletin of Economics and Statistics，54(3)，461-471。  new window
9.Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society，37(3)，424-438。  new window
10.Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics，52(2)，169-210。  new window
11.Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society，48(1)，1-48。  new window
12.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics，31(3)，307-327。  new window
13.Bollerslev, Tim、Chou, Ray Y.、Kroner, Kenneth F.(1992)。ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence。Journal of Econometrics，52(1/2)，5-59。  new window
14.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica，55(2)，251-276。  new window
15.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association，74(366)，427-431。  new window
16.Kwiatkowski, Denis、Phillips, Peter C. B.、Schmidt, Peter、Shin, Yongcheol(1992)。Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?。Journal of Econometrics，54(1-3)，159-178。  new window
17.Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica，50(4)，987-1008。  new window
18.Sims, C. A.(1982)。Policy Analysis with Econometric Models。Brookings Papers on Economic Activity，1，107-152。  new window
圖書
1.Taylor, J. G.(1998)。Investment Timing and the Business Cycle。U.S.：John Wiley & Sons。  new window
其他
1.Abel, A. B. and Bemanke, B. S.(2001)。Macroeconomics，U.S.：Addsion Wesley。  new window
2.Carroll, C. D.(1994)。How Does Future Income Affect Current Consumption?。  new window
3.Ludvigson, S. and Steindel, C.(1999)。How Important Is the Stock Market Effect on Consumption?。  new window
4.Mankiw, N. G. and Zeldes, S. R.(1991)。The Consumption of Stockholders and Non-stockholders。  new window
5.Poterba, J. M. and Samwick, A. A.(1995)。Stock Ownership Patterns, Stock Market Fluctuations, and Consumption。  new window
6.Poterba, J. M.(2000)。Stock Market Wealth and Consumption。  new window
7.Romer, C. D.(1990)。The Great Crash and the Onset of the Great Depression。  new window
8.Shirvani, H. and Wilbratte, B.(2000)。Does Consumption Respond More Strongly to Stock Market Declines Than to Increases?。  new window
9.Starr-McCluer, M.(1998)。Stock Market Wealth and Consumer Spending。  new window
 
 
 
 
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