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題名:臺灣景氣領先及同時指標之探討
書刊名:經濟研究
作者:利秀蘭陳惠薇
作者(外文):Lee, Shiu-lanChen, Hui-wei
出版日期:2004
卷期:5
頁次:頁27-54
主題關鍵詞:景氣動向指標
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(7) 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:7
  • 共同引用共同引用:5
  • 點閱點閱:32
景氣動向指標乃衡量一國景氣變動的測度,隨著整體經濟結構的變遷,景氣指標構成項目應做適度的修正,使正確反應景氣的變動。本研 究除了利用峰谷對應法與交叉相關係數分析,挑選景氣指標構成項目,另應用Granger因果關係檢定以及遞歸模型等計量方法作為篩選指標的依 據。
Business composite indices are devised to monitor economic vitality. It is important, therefore, that these indicators are adjusted from time to time in line with the changing structure of the economy so that they remain able to properly reflect changes in the economic situation. This paper first re-examines the relevance of Taiwan's current leading and coincident indices. It then employs more recent econometric methods, such as cross-correlation analysis, the Granger causality test, and the recursive model, to find better components among candidate data series for the composite leading and coincident indices.
期刊論文
1.洪慧燕、利秀蘭(20020300)。我國此波景氣衰退之探討。經濟研究,2,13-32。new window  延伸查詢new window
2.Pesaran, M. Hashem、Timmermann, Allan(1995)。Predictability of stock returns: Robustness and economic significance。Journal of Finance,50,1201-1228。  new window
3.Granger, C. W. J.(1969)。Investigating Causal Relation by Econometric Models and Cross Spectral Methods。Econometrica,37,424-438。  new window
4.Sims, C. A.(1972)。Money, income and causality。American Economic Review,62,540-552。  new window
研究報告
1.Singapore Department of Statistics(2004)。Singapore’s Growth Chronology, Coincident and Leading Indicators。  new window
2.Stock, James H.、Watson, Mark W.(1989)。New Indexes of Coincident and Leading Economic Indicators。  new window
3.Monetary Authority of Singapore(2004)。Using Leading Indicators to Forecast the Singapore Electronics Industry。  new window
4.Bry, G.、Boschan, C.(1971)。Cyclical Analysis of Time Series : Selected Procedures and Computer Program。New York, NY:Columbia University Press。  new window
圖書
1.蕭峰雄、洪慧燕(1992)。景氣分析與對策。臺北:遠東經濟研究顧問社有限公司。  延伸查詢new window
2.Moore, Geoffrey H.、Shiskin, Julius(1967)。Indicators of Business Expansions and Contractions。New York:National Bureau of Economic Research。  new window
3.胡經芳(2002)。景氣動向指標之檢討及修訂之研究。行政院經建會經研處。  延伸查詢new window
4.Burns, A. F.、Mitchell, W. C.(1946)。Measuring Business Cycles。New York:National Bureau of Economic Research。  new window
圖書論文
1.US Department of Commerce(1977)。Composite Indexes: A Brief Explanation and the Method of Construction。Handbook of Cyclical Indicators。Washington, D.C.。  new window
 
 
 
 
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