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題名:我國殖利率曲線與經濟活動間關係之實證分析
書刊名:中央銀行季刊
作者:吳懿娟
出版日期:2007
卷期:29:3
頁次:頁23-63
主題關鍵詞:殖利率曲線貨幣政策利率
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:1
  • 點閱點閱:44
期刊論文
1.Stock, James H.、Watson, Mark W.(2003)。How did leading indicator forecasts perform during the 2001 recession?。Federal Reserve Bank of Richmond Economic Quarterly,89(3),71-90。  new window
2.Estrella, Arturo(2005)。Why Does the Yield Curve Predict Output and Inflation。Economic Journal,115,722-744。  new window
3.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
4.Wu, Tao(200609)。Globalization's effect on interest rates and the yield curve。Federal Reserve Bank of Dallas Economic Letter,1(9)。  new window
5.朱美智(20061200)。剖析全球長期利率走低的因素。國際金融參考資料,52,42-71。new window  延伸查詢new window
6.吳懿娟(200506)。台灣中性短期實質利率的估測。中央銀行季刊,27(2),41-70。new window  延伸查詢new window
7.Anderson, Richard G.(200605)。Yield Curve Inversions and Cyclical Peaks。Monetary Trends,May。  new window
8.Berk, Jan Mark(1998)。The Information Content of the Yield Curve for Monetary Policy A Survey。De Economist,146(2),303-320。  new window
9.Basdevant Olivier、Bjorksten,Nils、Karafgedikli, Ozer(200402)。Estimating a Time Varying Neutral Real Interest Rate for New Zealand。Reserve Bank of New Zealand Discussion Paper Series,DP2004(1),1-29。  new window
10.Bemanke, Ben S.、Gertler,Alan S.(1992)。The Federal Funds Rate and the Channels of Moneatry Transmission。American Economic Review,82(4),901-21。  new window
11.BIS(2004)。Global Liquidity: the Role of Monetary Policy。Annual Report,2003/2004,71-73。  new window
12.Dueker, Michael J.(1997)。Strengthening the Case for the Yield Curve as a Predicator of US Recessions。Federal Reserve Bank of St. Louis Review,79(2),41-51。  new window
13.ECB(200602)。Does the Flattening of the US Yield Curve Signal Lower Growth Ahead ?。ECB monthly Bulletin,February,25-28。  new window
14.ECB(200504)。Recent Developments in Long-Term Real Interest Rates。ECB Monthly Bulletin,April,22-24。  new window
15.Estrella, Arturo、Mishikin, Frederic S.(1996)。The Yield Curve as a Predictor of US Recessions。Current Issues in Economics and Finance,June。  new window
16.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
17.Estrella, Arturo(2005)。The Yield Curve and Recessions。The International Economy,19(3),8-38。  new window
18.FDIC(20060222)。What the Yield Curve Does (and Doesn't) Tell US。FYI: An Update on Emerging Issues in Banking。  new window
19.Haubrich, Joseph G.(2006)。Does the Yield Curve Signal Recession。Economic Commentary,April。  new window
20.Haubrich, Joseph G.(1995)。Federal Reserve Interest Rate Targeting, Rational Expectations, and the Term Structure。Journal of Monetary Economics,24,245-274。  new window
21.Kozicki, Sharon(1997)。Predicting Real Growth and Inflation with the Yield Spread。Economic Review,82,39-57。  new window
22.Poole, William(2005)。Understanding the Term Structure of Interest Rates。Federal Reserve Bank of St. Louis Review,87(5),589-596。  new window
23.Slok, Torsten、Dobridge, Christine(200601)。What is the Yield Curve Telling Us? That Long Yields are Too Low。US Economic Weekly,Deutsche,6-9。  new window
24.Slok, Torsten、Dobridge, Christine(20060324)。The Flat Yield Curve's Message is Weakening。US Economic Weekly,Deutsche,6-8。  new window
25.Harvey, C. R.(1988)。The real term structure and consumption growth。Journal of Financial Economics,22(2),305-333。  new window
26.Dotsey, Michael(1998)。The Predictive Content of the Interest Rate Term Spread for Future Economic Growth。Federal Reserve Bank of Richmond Economic Quarterly,84(3),31-51。  new window
27.Haubrich, Joseph G.、Dombrosky, Ann M.(1996)。Predicting Real Growth Using the Yield Curve。Economic Review: Federal Reserve Bank of Cleveland,32(1),26-35。  new window
28.Chen, Nai-Fu(1991)。Financial Investment Opportunities and the Macroeconomy。Journal of Finance,46(2),529-554。  new window
29.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
30.Estrella, Arturo、Mishkin, Frederic S.(1998)。Predicting U.S. Recessions: Financial Variables as Leading Indicators。Review of Economics and Statistics,80(1),45-61。  new window
31.Taylor, John B.(1993)。Discretion versus Policy Rules in Practice。Carnegie-Rochester Conference Series on Public Policy,39,195-214。  new window
32.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
33.Plosser, C. I.、Rouwenhorst, K. G.(1994)。International Term Structures and Real Economic Growth。Journal of Monetary Economics,33(1),133-155。  new window
會議論文
1.Knight, Malcolm D.(2006)。Why Have Long-Term Interest Rates Been So Low? Is the Global Interest Rate Cycle Beginning toTurn?。General Manager of the BIS,National Bank of Slovakia, Bratislava (會議日期: 2006, 12 May)。  new window
2.Greenspan, Alan(20050216)。Federal Reserve Board's Semiannual Monetary Policy Report to the Congress(會議日期: 2005 February 16)。  new window
圖書
1.央行經研處金融統計科(20050406)。近來長短期利率走勢分歧問題之研析。  延伸查詢new window
2.田慧琦(2002)。我國十年期中央公債殖利率之重要影響因素分析。  延伸查詢new window
3.Wright, H. Jonathan(2006)。The Yield Curve and Predicting Recessions,。Washington, D.C:Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board。  new window
其他
1.Bemanke, Ben S.(2006)。Reflections on the Yield Curve and Monetary Policy,New York:Economic Club of New York。  new window
2.Economist(2007)。The Global Gusher,Economist.com, January 14th 2007。  new window
3.Economist(2006)。Spread too Thinly--Beware the Overpriced Debt Markets in 2007,Economist.com, 2006/12/19。  new window
4.Estrella, Arturo(2005)。The Weld Curve as a Leading Indicator: Frequently Asked Questions,http://www.newyorkfed.org.。  new window
5.Greenspan, Alan(20051108)。Letter to the Honorable Jim Saxton。  new window
6.Kroszner, Randall S.(2006)。Why Are Yield Curves So Flat and Long Rates So Low Globally。  new window
7.Poole, William(2006)。Inversio。  new window
8.Yellen Janet L.(2005)。Views on the Economy and Implications for Monetary Policy。  new window
9.Bernanke, B.(2005)。The Global Saving Glut and the US Current Account Deficit,Richmond, Virginia。  new window
圖書論文
1.Bernanke, Ben S.、Gertler, Mark、Gilchrist, Simon(1999)。The financial accelerator in a quantitative business cycle framework。Handbook of Macroeconomics。Amsterdam:Elsevier Press。  new window
2.William, Dudley(20060106)。Low Bond Risk Premium: The Collapse of Inflation Volatility。U.S. Economics Analyst。Goldman Sachs。  new window
3.Rudebusch, G.D.、Svensson, L.E.O.(1999)。Svensson, 1999, Policy Rules for Inflation Targeting。Monetary Policy Rules。Chicago University Press。  new window
4.Stock, James H.、Watson, Mark W.(1993)。Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience?。New Research on Business Cycles,Indicators and Forecasting。Chicago:University of Chicago Press。  new window
5.Stock, J. H.、Watson, M. W.(1989)。New indexes of coincident and leading economic indicators。NBER Macroeconomics Annual。  new window
 
 
 
 
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