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題名:央行公開市場操作對貨幣市場利率的影響
書刊名:財務金融學刊
作者:沈中華 引用關係李卿企
作者(外文):Shen, Chung-huaLee, Chin-chi
出版日期:2005
卷期:13:1
頁次:頁99-137
主題關鍵詞:公開市場操作利率流動性效果Open market operationInterest ratesDaily liquidity effect
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(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:6
  • 點閱點閱:21
期刊論文
1.沈中華、陳華倫(19961200)。貨幣政策指標的建立與貨幣政策反應函數。經濟論文,24(4),559-590。new window  延伸查詢new window
2.Shen, Chung-Hua、Hakes, David R.(1995)。Monetary policy as a decision-making hierarchy: the case of Taiwan。Journal of Macroeconomics,17(2),357-368。  new window
3.Dua, Pami(1988)。A Policy Reaction Function for Nominal Interest Rates in the U. K. 1972:Q3-1982:Q4。Bulletin of Economic Research,40,57-71。  new window
4.Gibson, William E.(1970)。Interest rates and monetary policy。Journal of Political economy,78(3),431-455。  new window
5.Mishkin, F. S.(1982)。Monetary policy and short-term interest rates: an efficient markets-rational expectations approach。Journal of Finance,37(1),63-72。  new window
6.Tallis, G. M.(1961)。The Moment Generating Functions of the Truncated Multi-normal Distribution。Journal of the Royal Statistical Society,23(1),223-229。  new window
7.Sims, Christopher A.(1992)。Interpreting and Macroeconomic Time Series Facts: The Effects of Monetary Policy。European Economic Review,36(5),975-1000。  new window
8.Cagan, Phillip(1966)。Changes in the cyclical behavior of interest rates。Review of Economics and Statistics,48,219-250。  new window
9.Feinman, J.(1993)。Estimating the Open Market Desk's daily reaction function。Journal of Money, Credit and Banking,25,231-247。  new window
10.Carmichael, Calum M.(1991)。Shifts in the Indicators Used by the Monetary Authorities in Canada。Journal of Macroeconomics,13(3),523-524。  new window
11.Gibson, William E.(1970)。The lag in the effect of monetary policy on income and interest rates。Quarterly Journal of Economics,84,288-300。  new window
12.Hamilton, James D.(1997)。Measuring the Liquidity Effect。American Economic Review,87,80-97。  new window
13.Hen, John C.(1982)。Estimation of a Labour Supply Model with Censoring Due to Unemployment and Underemployment。The Review of Economic Studies,49(3),335-354。  new window
14.Lucas, Robert E. Jr.(1990)。Liquidity and Interest Rates。Journal of Economics Theory,50,237-264。  new window
15.Lee, Lung-Fei(1979)。On the First and Second Moments of the Truncated Multi-Normal Distribution and a Simple Estimator。Economics Letters,3,165-169。  new window
16.Lee, Lung-Fei(1979)。Identification and Estimation in Binary Choice Models with Limited (Censored) Dependent variables。Econometrica,47(4),977-996。  new window
17.Melvin, Michael(1983)。The vanishing liquidity effect of money on interest: Analysis and implications for policy。Economic Enquiry,21,188-202。  new window
18.Mishkin, F. S.(1981)。Monetary Policy and Long-Term Interest Rates: An Efficient Markets Approach。Journal of Monetary Economics,7(1),29-55。  new window
19.Reichenstein, William(1987)。The impact of money on short-term interest rates。Economic Inquiry,25(1),67-82。  new window
20.Poirier, Dale J.(1980)。Partial observability in bivariate probit model。Journal of Economietrics,12(2),209-217。  new window
21.Taylor, John B.(2001)。Expectations, Open Market Operations, and Changes in the Federal Funds Rate。Federal Reserve Bank of St. Louis Review,2001(Jul./Aug.),33-47。  new window
22.Witte, Willard E.(1984)。Cyclical Variation in the Short-run Federal Reserve Reaction Function, 1969-1978。Journal of Macroeconomics,6,457-464。  new window
23.Thornton, Daniel L.(2001)。Identifying the Liquidity Effect at the Daily Frequency。Federal Reserve Bank of St. Louis Review,2001(Jul./Aug.),59-78。  new window
24.Koskela, Erkki、Viren, Matti(1991)。Monetary Policy Reaction Functions and Saving-Investment Correlation: Some Cross-Country Evidence。Weltwirtschaftliches Archiv,127,452-470。  new window
25.Fung, B. S. C.、Gupta, R.(1997)。Cashsetting, the call loan rate and the liquidity effect in Canada。Canadian Journal of Economics,30,1057-1082。  new window
26.Abrams, R. F.、Waud, R. N.(1980)。Monetary Policy Reaction Function, Consistent Expectations and Thee Burns Era。Journal of Money, Credit and Banking,12(1),30-42。  new window
27.Huang, H. C.、Shen, C. H.(2002)。Estimation of Taiwan's Binary Monetary Policy Reaction Function。Journal of Economic Studies,29,222-239。  new window
28.Shen, C. H.、Hakes, D. R.、Brown, K.(1999)。Time varying response of monetary policy to macroeconomic conditions。Southern Economic Journal,65,584-593。  new window
29.Shen, C. H.、Chiang, T. C. H.(1999)。Retrieving the Vanishing Liquidity Effect--A Threshold Vector Autoregressive Model。Journal of Economics and Business,51(3),259-277。  new window
30.Pagan, Adrian R.、Robertson, John C.(1995)。Resolving the Liquidity Effect。Federal Reserve Bank of St. Louis Review,1995(May/Jun.),33-54。  new window
31.Halabi, Chaudia E.、Lastrapes, William D.(2003)。Estimating the liquidity effect in post-reform Chile: do inflationary expectations matter?。Journal of international money and finance,22(2),813-833。  new window
32.Guthrie, Graeme、Wright, Julian(2000)。Open Mouth Operations。Journal of Monetary Economics,42(2),489-516。  new window
33.Fung, B. S. C.、Kasumovich, M.(1998)。Monetary shocks in the G-6 countries: Is there a Puzzle。Journal of Monetary Economics,42,575-592。  new window
34.Fishe, R. P. H.、Trost, R. P.、Lurie, P.(1981)。Selectivity Bias and Comparative Advantage: A Generalized Approach。Economics of Education Review,1,169-191。  new window
35.Cagan, P.、Gandolfi, A.(1969)。The lag in monetary policy as implied by the time pattern of monetary effects on interest rates。American Economic Review Paper and Proceeding,59,277-284。  new window
36.Bernanke, Ben S.、Blinder, Alan S.(1992)。The Federal Funds Rate and the Channels of Monetary Transmission。American Economic Review,82(4),901-921。  new window
37.Abowd, J. M.、Farber, H. S.(1982)。Job Queues and the Union Status of Workers。Industrial and Labor Relations Review,35(3),354-367。  new window
38.Strongin, Steven(1995)。The Identification of Monetary Policy Disturbances: Explaining The Liquidity Puzzle。Journal of Monetary Economics,35(3),463-497。  new window
39.Leeper, Eric M.、Gordon, David B.(1992)。In Search of the Liquidity Effect。Journal of Monetary Economics,29(3),341-369。  new window
40.Heckman, James Joseph(1979)。Sample Selection Bias as a Specification Error。Econometrica: Journal of the Econometric Society,47(1),153-162。  new window
圖書
1.Maddala, G. S.(1983)。Limited-dependent and Qualitative Variables in Econometics。Cambridge University Press。  new window
圖書論文
1.Christiano, L. J.、Eichenbaum, M.(1992)。Identification and the liquidity effect of a monetary policy shock。Business Cycle, Growth and Political Economy。Cambridge:MIT Press。  new window
 
 
 
 
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