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題名:臺灣經濟成長率預測在景氣循環中的不對稱行為偏誤現象
書刊名:經濟論文
作者:謝子雄徐士勛 引用關係
作者(外文):Xie, Zi-xiongHsu, Shih-hsun
出版日期:2012
卷期:40:3
頁次:頁377-416
主題關鍵詞:經濟成長率景氣循環預測誤差預測行為偏誤偏誤修正預測Economic growth rateBusiness cycleForecasting errorBehavioral biasBias-corrected forecast
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:19
  • 點閱點閱:33
期刊論文
1.陳宜廷、徐士勛、劉瑞文、莊額嘉(20110300)。經濟成長率預測之評估與更新。經濟論文叢刊,39(1),1-44。new window  延伸查詢new window
2.Ang, Andrew、Bekaert, Geert、Wei, Min(2007)。Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?。Journal of Monetary Economics,54(4),1163-1212。  new window
3.徐士勛、管中閔、羅雅惠(20051000)。以擴散指標為基礎之總體經濟預測。臺灣經濟預測與政策,36(1),1-28。new window  延伸查詢new window
4.梁國源(19950300)。臺灣兩個主要總體經濟季模型預測能力之評估。經濟論文叢刊,23(1),43-82。new window  延伸查詢new window
5.Bai, Jushan、Perron, Pierre(1998)。Estimating and Testing Linear Models with Multiple Structural Changes。Econometrica,66(1),47-78。  new window
6.Bai, Jushan、Perron, Pierre(2003)。Computation and Analysis of Multiple Structural Change Models。Journal of Applied Econometrics,18(1),1-22。  new window
7.Diebold, Francis X.、Mariano, Roberto S.(1995)。Comparing Predictive Accuracy。Journal of Business and Economic Statistics,13(3),253-263。  new window
8.Amir, E.、Ganzach, Y.(1998)。Overreaction and Underreaction in Analysts' Forecasts。Journal of Economic Behavior and Organization,37(3),333-347。  new window
9.Newey, Whitney K.、West, Kenneth D.(1987)。A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。Econometrica,55(3),703-708。  new window
10.Ashiya, M.(2003)。Testing the Rationality of Japanese GDP Forecasts: The Sign of Forecast Revision Matters。Journal of Economic Behavior & Organization,50(2),263-269。  new window
11.Ashiya, M.(2007)。Forecast Accuracy of the Japanese Government: Its Year-Ahead GDP Forecast Is Too Optimistic。Japan and the World Economy,19(1),68-85。  new window
12.Batchelor, R.、Peel, D. A.(1998)。Rationality Testing under Asymmetric Loss。Economics Letters,61(1),49-54。  new window
13.Chauvet, M.、Guo, J. T.(2003)。Sunspots, Animal Spirits, and Economic Fluctuations。Macroeconomic Dynamics,7,140-169。  new window
14.Dopke, J.(2001)。Macroeconomic Forecasts and the Nature of Economic Shocks, in Germany。International Journal of Forecasting,17(2),181-201。  new window
15.Eames, M.、Glover, S. M.、Kennedy, J.(2002)。The Association between Trading. Recomendations and Broker-Analysts' Earnings Forecasts。Journal of Accounting Research,40(1),85-104。  new window
16.Eusepi, S.、Preston, B.(2011)。Expectations, Learning, and Business Cycle Fluctuations。American Economic Review,101(6),2844-2872。  new window
17.Gavin, W.(2003)。FOMC Forecast: Is All the Information in the Central Tendency?。Federal, Reserve Bank of St Louis Review,85(3),27-46。  new window
18.Granger, C.(1996)。Can We Improve the Perceived Quality of Economic Forecasts?。Journal of Applied Econometrics,11,455-473。  new window
19.Grunberg, E.、Modigliani, E.(1954)。The Predictability of Social Events。Journal of Political Economy,465-478。  new window
20.Holden, K.、Peel, D. A.(1990)。On Testing for Unbiasedness and Efficiency of Forecasts。Manchester School,58,120-127。  new window
21.Krause, G. A.、Corder, J. K.(2007)。Explaining Bureaucratic Optimism Theory and Evidence from U.S. Executive Agency Macroeconomic Forecasts。American Political Science Review,101(1),129-142。  new window
22.Liu, J.、Wu, S.、Zidek, V.(1997)。On Segmented Multivariate Regressions。Statistica Sinica,7,497-525。  new window
23.Loungani, P.(2001)。How Accurate Are Private Sector Forecasts? Cross-Country Evidence from Consensus Forecasts of Output Growth。International Journal of Forecasting,17(3),419-432。  new window
24.Patton, A. J.、Timmermann, A.(2007)。Properties of Optimal Forecasts under Asymmetric Loss and Nonlinearity。Journal of Econometrics,140(2),884-918。  new window
25.Patton, A. L.、Timmermann, A.(2007)。Testing Forecast Optimality under Unknown Loss。Journal of the American Statistical Association,102,1172-1184。  new window
26.Romer, C.、Romer, D.(2000)。Federal Reserve Information and the Behavior of Interest Rates。American Economic Review,90,429-457。  new window
27.Sinclair, T.、Joutz, F.、Stelder, H. O.(2010)。Can the Fed Predict the State of the Economy?。Economics Letters,108(1),28-32。  new window
28.Swanson, N. R.、van Dijk, D.(2006)。Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry。Journal of Business & Economic Statistics,24,2442。  new window
29.Wallis, K. F.、Whitley, J. D.(1991)。Sources of Error in Forecasts and Expectations: U.K. Economic Models, 1984-8。Journal of Forecasting,10,1984-8。  new window
30.Yao, Y. C.(1988)。Estimating the Number of Change-Points via Schwarz' Criterion。Statistics & Probability Letters,6(3),181-189。  new window
研究報告
1.Kishor, K.(2010)。The Superiority of Greenbook Forecasts and the Role of Recessions。  new window
圖書
1.Campbell, S.(2004)。Macroeconomic Volatility, Predictability and Uncertainty in the Great Moderation: Evidence from the Survey of Professional Forecasters。Federal Reserve Board Finance and Economics Discussion Series, No. 2004-52。  new window
2.Tulip, P.(2005)。Has Output Become More Predictable? Changes in Greenbook Forecast Accuracy。Federal Reserve Board Finance and Economics Discussion Series, No. 2005-31。  new window
其他
1.Döpke, F.,Langfeldt, E.(1995)。Zur Qualitat von Konjunkturprognosen far Westdeutsch- land 1976-1994。  new window
圖書論文
1.Mincer, J.、Zarnowitz, V.(1969)。The Evaluation of Economic Forecasts。Economic Forecasts and Expectations。New York:National Bureau of Economic Research。  new window
 
 
 
 
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