臺灣人文及社會科學引文索引資料庫系統

:::

詳目顯示

回上一頁
第 1 筆 / 總合 1 筆   第一頁 上一頁 下一頁 最後一頁
/1頁
題名：Bayesian Estimates of Potential Output and the NAIRU for Taiwan
書刊名：經濟論文
作者：陳馨蕙／林金龍 引用關係
作者(外文)：Chen, Shin-hui／Lin, Jin-lung
出版日期：2012
卷期：40:4
頁次：頁483-523
主題關鍵詞：潛在產出；自然失業率；貝氏方法；季節單根；正向濾波反向取樣法；馬可夫鏈蒙地卡羅法；Potential output；NAIRU；Bayesian approach；Seasonal unit root；Forward filtering backward sampling；FFBS；Markov Chain Monte Carlo；MCMC
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:0
  • 點閱點閱:22
期刊論文
1.Jackman, Simon(2000)。Estimation and Inference via Bayesian Simulation: An Introduction to Markov Chain Monte Carlo。American Journal of Political Science，44(2)，375-404。  new window
2.Watson, M. W.(1986)。Univariate detrending methods with stochastic trends。Journal of Monetary Economics，18，49-75。  new window
3.Lubik, T.、Schorfheide, F.(2005)。A Bayesian Look at New Open Economy Macroeconomics。NBER Macroeconomics Annual，20，313-366。  new window
4.Chib, Siddhartha、Greenberg, Edward(1995)。Understanding the Metropolis-Hastings Algorithm。American Statistician，49(4)，327-335。  new window
圖書
1.Gilks, W. R.、Richardson, S.、Spiegelhalter, D. J.(1996)。Markov Chain Monte Carlo in Practice。Chapman & Hall。  new window
其他
1.An, S.(2007)。Bayesian Analysis of DSGE Models。  new window
2.Apel, M.(1999)。System Estimates of Potential Output and NAIRU。  new window
3.Apel, M.(1999)。A Theory-Consistent Approach for Estimating Potential Output and the NAIRU。  new window
4.Basistha, A.(2008)。Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Cycle Approach。  new window
5.Berger, T.(2008)。Unemployment Persistence and the NAIRU: A Bayesian Approach。  new window
6.Blanchard, O.(1986)。Hysteresis and the European Unemployment Problem。  new window
7.Cargnoni, C.(2010)。Bayesian Forecasting of Multinomial Time Series Through Conditional Gaussian DynamicModels。  new window
8.Carter, C. K.(1994)。On Gibbs Sampling for State Space Models。  new window
9.Chib, S.(1993)。Bayes Regression with Autoregressive Errors。  new window
10.Chib, S.(1994)。Bayes Inference in Regression Models with ARMA (p, q) Errors。  new window
11.Christiano, L. J.(2002)。The Conventional Treatment of Seasonality Business Cycle Analysis: Does It Create Distortions?。  new window
12.Clemente, D. L.(2010)。Financial Crisis and Potential Output。  new window
13.Cross, R.(1997)。Uncertainties Surrounding Natural Rate Estimates in the G7。  new window
14.Doucet, A.(2000)。Stochastic Sampling Algorithms for State Estimation of Jump Markov Linear Systems。  new window
15.Durbin, J.(2002)。A Simple and Efficient Simulation Smoother for State Space Time Series Analysis。  new window
16.Ehrmann, M.(2003)。Uncertain Potential Output: Implications for Monetary Policy。  new window
17.Elekdag, S.(2006)。An Estimated Small Open Economy Model of the Financial Accelerator。  new window
18.Fabiani, S.(2001)。A System Approach for Measuring the Euro Area NAIRU。  new window
19.Fitzenberger, B.(2008)。The Phillips Curve and NAIRU Revisited: New Estimates for Germany。  new window
20.Fok, D.(2005)。Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results。  new window
21.Frühwirth-Schnatter, S.(1994)。Data Augmentation and Dynamic Linear Models。  new window
22.Geweke, J.(2001)。Bayesian Estimation of State-Space Models Using the Metropolis-Hastings Algorithm within Gibbs Sampling。  new window
23.Harvey, A. C.(2007)。Trends and Cycles in Economic Time Series: A Bayesian Approach。  new window
24.Hjelm, G.(2010)。In Search of a Method forMeasuring the Output Gap of the Swedish Economy。  new window
25.Kim, C. J.(1999)。Friedman’s Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components。  new window
26.Koop, G.(2003)。Bayesian Econometrics，Chichester; Hoboken, NJ：John Wiley & Sons Ltd。  new window
27.Koopman, S. J.(2006)。Forecasting Daily Time Series Using Periodic Unobserved Components Time Series Models。  new window
28.Laubach, T.(2001)。Measuring the NAIRU: Evidence from Seven Economies。  new window
29.Lin, J. L.(2011)。Estimating Potential Output for Taiwan with Seasonally Unadjusted Data。  new window
30.Maliszewski, W.(2010)。Vietnam: Bayesian Estimation of Output Gap。  new window
31.Matas-Mir, A.(2008)。The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes。  new window
32.Nemec, D.(2008)。Estimating NAIRU in Small Open Economies: Models with Adaptive and Rational Expectations。  new window
33.Orphanides, A.(2002)。The Unreliability of Output-Gap Estimates in Real Time。  new window
34.Petris, G.(2009)。Dynamic Linear Models with R，New York：Springer。  new window
35.Planas, C.(2008)。Bayesian Analysis of the Output Gap。  new window
36.Richardson, R.(2000)。The Concept, Policy Use and Measurement of Structural Unemployment。  new window
37.Schumacher, C.(2008)。Measuring Uncertainty of the Euro Area NAIRU: Monte Carlo and Empirical Evidence for Alternative Confidence Intervals in a State Space Framework。  new window
38.Smets, F.(2003)。An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area。  new window
39.Staiger, D.(1997)。How Precise Are Estimates of the Natural Rate of Unemployment?。  new window
40.Staiger, D.(1997)。The NAIRU, Unemployment and Monetary Policy。  new window
41.Stephanides, G.(2006)。Measuring the NAIRU: Evidence from the European Union, USA and Japan。  new window
42.Stock, J. H.(1998)。Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model。  new window
43.West, M. and J. Harrison(1997)。Bayesian Forecasting and Dynamic Models，New York：Springer。  new window
44.Wu, C. S.(2002)。Estimating Potential GDP for Taiwan and Its Application to Policies。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE

臺灣人文及社會科學引文索引資料庫

目前上線人數：977（臺灣：963，外國：14） ／ 本年度總使用人次：2446764 ／ 訪客人次（自102年09月）：68244074
國家圖書館著作權聲明 Copyright © 2013 All rights reserved.
本館地址: 100201臺北市中山南路20號． 本館地圖及交通資訊．
總機：(02)23619132．最佳瀏覽解析度為1024x768以上