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題名:公債殖利率曲線與實質經濟活動之關係--縱橫資料門檻效果檢定
書刊名:財稅研究
作者:謝安田聶建中 引用關係黃昱程
出版日期:2007
卷期:39:2
頁次:頁1-26
主題關鍵詞:公債殖利率利率期間結構經濟活動縱橫資料GPD
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:7
期刊論文
1.Estrella, Arturo、Mishkin, F. S.(1997)。The Predictive Power of the Term Structure of Interest Rates in Europe and the United States: Implications for the European Central Bank。European Economic Review,41(7),1375-1401。  new window
2.Stock, James H.、Watson, Mark W.(2003)。Forecasting Output and Inflation: The Role of Asset Prices。Journal of Economic Literature,41(3),788-829。  new window
3.Ang, A.、Piazzesi, M.(2003)。A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables。Journal of Monetary Economics,50(4),745-787。  new window
4.Estrella, Arturo、Rodrigues, A. P.、Schich, S.(2003)。How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States。The Review of Economics and Statistics,85(3),629-644。  new window
5.Harvey, C. R.(1988)。The real term structure and consumption growth。Journal of Financial Economics,22(2),305-333。  new window
6.Hansen, B. E.(1999)。Threshold effects in non-dynamic panels: estimation, testing, and inference。Journal of Econometrics,93(2),345-368。  new window
7.Bernanke, B. S.、Blinder, A. S.(1992)。The Federal Funds Rate and the Channels of Monetary Transmission。American Economic Review,82(4),901-921。  new window
8.Davis, E. P.、Fagan, G.(1997)。Are financial spreads useful indicators of future inflation and output growth in EU countries?。Journal of Applied Econometrics,12(6),701-714。  new window
9.Estrella, Arturo、Hardouvelis, Gikas A.(1991)。The Term Structure as a Predictor of Real Economic Activity。The Journal of Finance,46(2),555-576。  new window
10.Hamilton, J. D.、Kim, D. H.(2002)。A reexamination of the predictability of economic activity using the yield spread。Journal of Money, Credit, and Banking,34(2),340-360。  new window
11.Fama, E. F.(1990)。Term-Structure Forecasts of Interest Rates, Inflation, and Real Returns。Journal of Monetary Economics,25(1),59-76。  new window
12.Plosser, C. I.、Rouwenhorst, K. G.(1994)。International Term Structures and Real Economic Growth。Journal of Monetary Economics,33(1),133-155。  new window
13.Attah-Mensah, J.、Tkacz, G.(2001)。Predicting recessions and booms using financial variables。Canadian Business Economics,8(3),30-36。  new window
14.Kozicki, Sharon(1997)。Predicting real growth and inflation with the yield spread。Federal Reserve Bank of Kansas City Economic Review,82(4),39-57。  new window
15.Sharon, K.、Gordon, S.(2005)。Longer-term perspectives on the yield curve and monetary policy。Federal Reserve Bank of Kansas City Economic Review,90(4),5-33。  new window
16.Tkacz, G.(2004)。Inflation changes, yield spreads, and threshold effects。International Review of Economics and Finance,13(2),187-199。  new window
17.Hansen, B. E.(1996)。Inference when a nuisance parameter is not identified under the null hypothesis。Econometrica: Journal of the econometric society,64(2),413-430。  new window
18.Estrella, Arturo(2005)。Why dose the yield curve predict output and inflation?。The Economic Journal,115(505),722-744。  new window
19.Estrella, A.(2005)。The yield curve and recessions。The International Economy,19(3),8-38。  new window
20.Bernard, H.、Gerlach, S.(1998)。Does the Term Structure Predict Recession? The International Evidence。International Journal of Finance and Economics,3(3),195-215。  new window
21.Campbell, J. Y.(1995)。Some Lessons form the Yield Curve。Journal of Economic Perspective,9(3),129-152。  new window
22.Dotsey, M.(1998)。The Predictive Content of Interest Rate Term Spread for Future Economic Growth。Federal Reserve Bank of Richmond Economic Quarterly,84(3),31-51。  new window
23.Estrella, A.、Mishkin, F. S.(1998)。Predicting U. S. Recessions: Financial Variables as Leading Indicators。Review of Economics and Statistics,80(1),45-61。  new window
24.Haubrich, J. G.、Dombrosky, A. M.(1996)。Predicting Real Growth Using the Yield Curve。Federal Reserve Bank of Cleveland Economic Review,32(1),26-35。  new window
25.Stock, J.、Watson, M.(2003)。How Did Leading Indicator Forecasts Perform during the 2001 Recession?。Federal Reserve Bank of Richmond Economic Quarterly,89(3),71-90。  new window
26.Ang, Andrew、Piazzesi, Monika、Wei, Min(2006)。What Does the Yield Curve Tell Us about GDP Growth。Journal of Econometrics,131(1/2),359-403。  new window
27.Harvey, C. R.(1989)。Forecasts of economic growth from the bond and stock markets。Financial Analysts Journal,45(5),38-45。  new window
28.Galbraith, J. W.、Tkacz, G.(2000)。Testing for Asymmetry in the Link between the Yield Spread and Output in the G-7 Countries。Journal of International Money and Finance,19(5),657-672。  new window
29.Boulier, B. L.、Stekler, H. O.(2001)。The Term Spread as a Cyclical Indicator: A Forecasting Evaluation。Applied Financial Economics,11(4),403-409。  new window
30.Davis, E. P.、Henry, S. G. B.(1994)。The Use of Financial Spreads as Indicator Variables: Evidence for the United Kingdom and Germany。International Monetary Fund Staff Papers,41(3),517-525。  new window
31.Harvey, Campbell R.(1997)。The Relation between the Term Structure of Interest Rates and Canadian Economic Growth。Canadian Journal of Economics,30(1),169-193。  new window
32.McMillan, D. G.(2002)。Interest Rate Spread and Real Activity: Evidence for the UK。Applied Economics Letters,9(3),91-194。  new window
研究報告
1.Estrella, Arturo、Hardouvelis, Gikas(1989)。The Term Structure as a Predictor of Real Economic Activity。  new window
2.Wright, J. H.(2006)。The Yield Curve and Predicting Recessions。Washington:Board of Governors of Federal Reserve System Board。  new window
圖書
1.Estrella, A.、Mishkin, F. S.(1996)。The Yield Curve as a Predictor of Recessions in the United States and Europe, In the Determination of Long-Term Interest Rates and Exchange Rates and the Role of Expectations。Basel:Bank for International Settlements。  new window
 
 
 
 
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