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題名:International Economic Linkages between Taiwan and the World: A Global Vector Autoregressive Approach
書刊名:經濟論文
作者:陳淑玲 引用關係黃朝熙 引用關係黃裕烈 引用關係
作者(外文):Chen, Shu-lingHuang, Chao-hsiHuang, Yu-lieh
出版日期:2012
卷期:40:3
頁次:頁343-375
主題關鍵詞:貿易關聯臺灣Global vector autoregressionGVARInternational linkageTaiwan
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:6
  • 點閱點閱:30
期刊論文
1.林建甫(20100300)。總體經濟計量模型的建立與應用。經濟論文叢刊,38(1),1-64。new window  延伸查詢new window
2.Koop, Gary、Pesaran, M. H.、Potter, Simon M.(1996)。Impulse Response Analysis in Nonlinear Multivariate Models。Journal of Econometrics,74(1),119-147。  new window
3.Pesaran, M. H.、Shin, Y.、Smith, R. J.(2000)。Structural analysis of vector error correction models with exogenous I(1) variables。Journal of Econometrics,97,293-343。  new window
4.Ng, Serena、Perron, Pierre(2001)。Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power。Econometrica,69(6),1519-1554。  new window
5.Johansen, S.(1992)。Cointegration in Partial Systems and the Efficiency of Single-Equation Analysis。Journal of Econometrics,52,389-402。  new window
6.Ljung, Greta M.、Box, George E. P.(1978)。On a Measure of Lack of Fit in Time Series Models。Biometrika,65(2),297-303。  new window
7.Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。  new window
8.Dornbusch, Rudiger(1976)。Expectations and Exchange Rate Dynamics。Journal of Political Economy,84(6),1161-1176。  new window
9.Elliott, Graham、Rothenberg, Thomas J.、Stock, James H.(1996)。Efficient tests for an autoregressive unit root。Econometrica,64(4),813-836。  new window
10.Chung, C.-F.、Chan, V.-L.(2008)。Empirical Study of Macroeconomy and Banking Finance in Taiwan。Quarterly Bulletin, Central Bank of the Republic of China, Taiwan,30,15-44。  new window
11.Dees, S.、Holly, S.、Pesaran, H.、Smith, L. V.(2008)。Long Run Macroeconomic Relations in the Global Economy。Economics,1,1-56。  new window
12.Dees, S.、Di Mauro, F.、Pesaran, M. H.、Smith, L. V.(2007)。Exploring the International Linkages of the Euro Area: A Global VAR Analysis。Journal of Applied Econometrics,22,1-38。  new window
13.Fleming, J. M.(1962)。Domestic Financial Policies under Fixed and under Floating Exchange Rates。International Monetary Fund Staff Papers,9,369-380。  new window
14.Garratt, A.、Lee, K.、Pesaran, M. H.、Shin, Y.(2003)。A Long Run Structural Macroeconometric Model of the UK。Economic Journal,113(487),412-455。  new window
15.Granger, C. W. J.、Jeon, Y.(2007)。Evaluation of Global Models。Economic Modelling,24,980-989。  new window
16.Harbo, I.、Johansen, S.、Nielsen, B.、Rahbek, A.(1998)。Asymptotic Inference on Cointegrating Rank in Partial Systems。Journal of Business & Economic Statistics,16,388-399。  new window
17.Peng, S.-L.、Chou, J.(2001)。The Building and Application of the Current Quarterly Model (CQM) for Taiwan。Taiwan Economic Forecast and Policy,32,77-116。  new window
18.Pesaran, M. H.、Schnermann, T.、Weiner, S. M.(2004)。Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model。Journal of Business & Economic Statistics,22,129-162。  new window
圖書
1.Lin, J. L.(2003)。Transmission Mechanism of Interest Policy: An Empirical Analysis on Macroeconomic Effect。Taipei。  new window
 
 
 
 
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