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題名:再論臺灣非線性利率法則
書刊名:經濟論文
作者:吳致寧李慶男 引用關係張志揚林依伶陳佩玗林雅淇 引用關係
作者(外文):Wu, Jyh-linLee, Ching-nunChang, Chih-yangLin, Yi-lingChen, Pei-yuLin, Ya-chi
出版日期:2011
卷期:39:3
頁次:頁307-338
主題關鍵詞:泰勒法則貨幣政策政策慣性假說遺漏變數假說門檻模型Taylor ruleMonetary policyPolicy inertia hypothesisOmitted variable hypothesisThreshold 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(12) 博士論文(1) 專書(1) 專書論文(0)
  • 排除自我引用排除自我引用:12
  • 共同引用共同引用:24
  • 點閱點閱:54
期刊論文
1.Shen, C. H.(2000)。Estimation of a Taiwan Monetary Reaction Function with Time Varying Parameters。Applied Economics,32,459-466。  new window
2.Clarida, R.、Galí, J.、Gertler, M.(1998)。Monetary Policy Rules in Practice: Some International Evidence。European Economic Review,42(6),1033-1067。  new window
3.Goodhart, C.(199902)。Central Bankers and Uncertainty。Bank of England Quarterly Bulletin,39(1),102-114。  new window
4.Orphanides, A.(2003)。Monetary Policy Evaluation with Noisy Information。Journal of Monetary Economics,50(3),605-631。  new window
5.Rudebusch, G. D.(2006)。Monetary Policy Inertia: Fact or Fiction?。International Journal of Central Banking,2(4),85-135。  new window
6.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
7.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
8.Durbin, James(1954)。Errors in Variables。Review of the International Statistical Institute,22(1-3),23-32。  new window
9.陳旭昇、吳聰敏(20100300)。臺灣貨幣政策法則之檢視。經濟論文,38(1),33-59。new window  延伸查詢new window
10.Caner, Mehmet、Hansen, Bruce E.(2004)。Instrumental Variable Estimation of a Threshold Model。Econometric Theory,20(5),813-843。  new window
11.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
12.Hansen, B. E.(2000)。Sample splitting and threshold estimation。Econometrica,68(3),575-604。  new window
13.Hausman, Jerry A.(1978)。Specification tests in econometrics。Econometrica: Journal of the Econometric Society,46(6),1251-1271。  new window
14.Taylor, John B.(1993)。Discretion versus Policy Rules in Practice。Carnegie-Rochester Conference Series on Public Policy,39,195-214。  new window
15.Heckman, James Joseph(1979)。Sample Selection Bias as a Specification Error。Econometrica: Journal of the Econometric Society,47(1),153-162。  new window
16.Baum, Christopher F.、Schaffer, Mark E.、Stillman, Steven(2003)。Instrumental variables and GMM: estimation and testing。The Stata Journal,3(1),1-31。  new window
17.Chang, H. S.(2005)。Estimating the Monetary Policy Relation Function for Taiwan: A VAR Model。International Journal of Applied Economics,2,50-61。  new window
18.Gerlach-Kristen, P.(2004)。Interest-Rate Smoothing: Monetary Policy Inertia or Unobserved Variables。The B. E. Journal of Macroeconomics,4(1),(3)1-(3)19。  new window
19.Goodfriend, M.(1987)。Interest-Rate Smoothing and Price Level Trend Stationarity。Journal of Monetary Economics,19,335-348。  new window
20.Goodfriend, M.(1991)。Interest Rates and the Conduct of Monetary Policy。Carnegie-Rochester Conference Series on Public Policy,34,7-30。  new window
21.Rudebusch, G. D.(2001)。Is the Fed Too Timid? Monetary Policy in an Uncertain World。Review of Economics and Statistics,83,203-217。  new window
22.Rudebusch, G. D.(2002)。Term Structure Evidence on Interest-Rate Smoothing and Monetary Policy。Journal of Monetary Economics,49,1161-1187。  new window
23.Woodford, M.(1999)。Optimal Monetary Policy Inertia。The Manchester School,67,1-35。  new window
24.Wu, D.-M.(1973)。Alternative Teats of Independence between Stochastic Regressors and Disturbances。Econometrica,41,733-750。  new window
研究報告
1.Kazanas, T.、Tzavalis, E.(2009)。Threshold Models for Monetary Policy Rules for the Euro Area。  new window
2.Kourtellos, A.、Stengos, T.、Tan, C. M.(2007)。THRET: Threshold Regression with Endogenous Threshold Variables。  new window
3.Welz, P.、österholm, P.(2005)。Interest-Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the Test。  new window
4.Mohanty, M. S.、Klau, M.(2004)。Monetary Policy Rules in Emerging Market Economics: Issues and Evidence。  new window
5.Smets, F.(1998)。Output Gap Uncertainty: Does It Matter for the Taylor Rule。  new window
圖書
1.Hamilton, James D.(1994)。Time Series Analysis。Princeton University Press。  new window
 
 
 
 
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