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題名:貨幣總計數採行X-12 ARIMA季節調整之研究--兼論農曆春節移動節日之影響處理
書刊名:中央銀行季刊
作者:劉淑敏
出版日期:2007
卷期:29:1
頁次:頁31-60
主題關鍵詞:貨幣總計數貨幣政策季節調整X-12 ARIMA
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(6) 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:6
  • 共同引用共同引用:10
  • 點閱點閱:42
期刊論文
1.Findley, D. F.、Monsell, Brian C.、Shulman, Holly B.、Pugh, Marian G.(1990)。Sliding-Spans Diagnostics for Seasonal and Related Adjusted Adjustments。Journal of American Statistical Association,85(410),345-355。  new window
2.Findley, D.F. , , and、Monsell, Brian C.、Bell, William R.、Otto, Mark C.、Chen, Bor(1998)。New Capabilities and Methods of the X-12-ARIMA Seasonal Adjustment Program。Journal of Business and Economic Statistics,16,127-177。  new window
3.彭淮南(19820300)。貨幣供給額之季節調整:兼論移動日期之春節對通貨及存款貨幣季節影響之處理。中央銀行季刊,4(1),8-61。new window  延伸查詢new window
4.陳一端、李榮謙(19891200)。貨幣供給額之季節調整﹣﹣模型化移動節日之影響。中央銀行季刊,11(4),46-55。new window  延伸查詢new window
5.林金龍、劉天賜(20030300)。Modeling Lunar Calendar Holiday Effects in Taiwan。臺灣經濟預測與政策,33(2),1-37。new window  延伸查詢new window
研究報告
1.Chen, Philip Y. H.、David Lee、Maria Biec、Agnes Biec、國際商業暨經濟研究基金會(2003)。景氣指標季節調整及推估方法之研究。  延伸查詢new window
2.Hood, C.C.、Findley, D.F.(2001)。Comparing Direct and Indirect Seasonal Adjustments of Aggregate Series。Census of the Bureau。  new window
圖書
1.李岱青(2002)。貨幣總計數暨銀行存放款之X-12-ARIMA 季節調整。中央銀行經濟研究處。  延伸查詢new window
2.Bureau of the Census(1999)。X-12-ARIMA Reference Manual.。  new window
3.Dagum, E. B.(1988)。X-11-ARIMA/88 Seasonal Adjustment Method-Foundations and User Manual。Statistics Canada。  new window
4.Shiskin, J.、Young, A. H.、Musgrave, J. C.(1967)。The X-11 Variant of the Census Method II Seasonal, Adjustment Program。Washington, D.C.:U.S. Department of Commerce, Bureau of the Census。  new window
圖書論文
1.Findley, D.F.、Hood, C.C.(1999)。X-12-ARIMA and Its Application to some Italian Indicator Series。Seasonal Adjustment Procedures – Experiences and Perspectives, Istituto Nazionale di Statistica。ISTAT, Rome。  new window
2.Maravall, A.(1995)。Unobserved components in economic time series。The Handbook of Applied Econometrics。Oxford. U.K.:Basil Blackwell。  new window
3.Shiskin, Julius(1960)。Electronic Computer Seasonal Adjustments。Seasonal Adjustment on Electronic Computers。OECD。  new window
 
 
 
 
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