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題名:美日跨期經常帳動態之非線性分析
書刊名:亞太經濟管理評論
作者:翁銘章高昆照
出版日期:2006
卷期:9:2
頁次:頁43-60
主題關鍵詞:經常帳非線性VSTAR模型Current accountNonlinearVSTAR model
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(0) 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:0
  • 共同引用共同引用:8
  • 點閱點閱:41
期刊論文
1.Camacho, M.(2004)。Vector Smooth Transition Regression Models for US GDP and the Composite Index of Leading Indicators。Journal of Forecasting,23(3),173-196。  new window
2.Ageno, P. R.、Bismut, C.、Cashin, P.、McDermott, C. J.(1999)。Consumption Smoothing and the Current Account: Evidence for France, 1970--1996。Journal of International Money and Finance,18,1-12。  new window
3.Escribano, A.、Jorda, O.(2001)。Testing Nonlinearity: Decision Rules for Selecting between Logistic and Exponential STAR Models。Spanish Economic Review,3,193-209。  new window
4.Teräsvirta, T.(1995)。Modeling Nonlinearity in U.S. Gross National Product 1889-1987。Empirical Economics,20(4),577-597。  new window
5.Eitrheim, Ǿ.、Teräsvirta, T.(1996)。Testing the Adequacy of Smooth Transition Autoregressive Models。Journal of Econometrics,74,59-75。  new window
6.Otto, G.(1992)。Testing a present-value model of the current account: Evidence from US and Canadian time series。Journal of International Money and Finance,11,414-430。  new window
7.Campbell, John Y.、Shiller, Robert J.(1987)。Cointegration and Tests of Present Value Models。Journal of Political Economy,95(5),1062-1088。  new window
8.Luukkonen, R.、Saikkonen, P.、Teräsvirta, T.(1988)。Testing Linearity against Smooth Transition Autoregressive Model。Biometrika,75(3),491-499。  new window
9.Tsay, R. S.(1998)。Testing and Modeling Threshold Autoregressive Processes。Journal of American Statistical Association,84(405),231-240。  new window
10.Teräsvirta, T.(1994)。Specification Estimation and Evaluation of Smooth Transition Autoregressive Models。Journal of the American Statistical Association,89,208-218。  new window
11.Teräsvirta, T.、Anderson, H. M.(1992)。Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models。Journal of Applied Econometrics,7(2),119-136。  new window
12.吳致寧(19950300)。貨幣學派之匯率決定模型與匯率預測--臺灣之實證研究。經濟論文,23(1),159-187。new window  延伸查詢new window
13.Sheffrin, Steven M.、Woo, Wing Thye(1990)。Testing an Optimizing Model of the Current Account via the Consumption Function。Journal of International Money and finance,9,220-233。  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.Ghosh, A.(1995)。International Capital Mobility amongst the Major Industrialised Countries: Too Little or Too Much?。The Economic Journal,105,107-128。  new window
16.Sheffrin, S. M.、Woo, Wing-Thye(1990)。Present Value Tests of an Intertemporal Model of the Current Account。Journal of International Economics,29,237-253。  new window
17.Tiao, George C.、Tsay, Ruey S.(1994)。Some Advances in Non-linear and Adaptive Modeling in Time Series Analysis。Journal of Forecasting,13,109-131。  new window
18.Milbourne, Ross、Otto, Glenn(1992)。Consumption Smoothing and the Current Account。Australian Economic Papers,32(59),369-384。  new window
19.Bergin, P. R.、Sheffrin, S. M.(2000)。Interest Rates, Exchange Rates and Present Value Models of the Current Account。Economic Journal,110,535-558。  new window
20.Cashin, P.、McDermott, C. J.(1998)。Are Australia's Current Account Deficits Excessive?。Economic Record,74(2),346-361。  new window
學位論文
1.林家民(2005)。亞太地區未拋補利率平價說之檢定:STAR模型之應用(碩士論文)。南台科技大學。  延伸查詢new window
2.吳若瑋(2005)。以STAR模型探討歐洲工業國家之實質利率平價說(碩士論文)。國立中山大學。  延伸查詢new window
3.蕭惠如(2001)。日本與美國近來的經常帳關聯(碩士論文)。國立暨南國際大學。  延伸查詢new window
圖書
1.Granger, C. W. J.、Terflsvirta, T.(1993)。Modeling Nonlinear Economic Relations。Oxford:Oxford University Press。  new window
2.楊奕農(2005)。時間序列分析--經濟與財務上之應用。臺北:雙葉書廊有限公司。  延伸查詢new window
3.Enders, Walter(2004)。Applied Econometric Time Series。New York:John Wiley & Sons。  new window
 
 
 
 
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