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題名:通貨膨脹持續性--分量自我迴歸模型之應用
書刊名:經濟論文
作者:林馨怡 引用關係彭竣永
作者(外文):Lin, Hsin-yiPeng, Jun-yong
出版日期:2012
卷期:40:4
頁次:頁525-558
主題關鍵詞:通貨膨脹持續性分量自我迴歸分量單根檢定Inflation persistenceQuantile autoregressionQuantile unit root test
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(2) 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:2
  • 共同引用共同引用:0
  • 點閱點閱:51
期刊論文
1.Culver, S. E.、Papell, D. H.(1997)。Is there a unit root in the inflation rate? Evidence from sequential break and panel data models。Journal of Applied Econometrics,12(4),435-444。  new window
2.Cogley, T.、Sbordone, A. M.(2008)。Trend inflation, indexation, and inflation persistence in the new keynesian phillips curve。American Economic Review,98(5),2101-2126。  new window
3.Taylor, J. B.(1980)。Aggregate dynamics and staggered contracts。Journal of Political Economy,88(1),1-23。  new window
4.Nelson, C. R.、Plosser, C. I.(1982)。Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications。Journal of Monetary Economics,10(2),139-162。  new window
5.O'Reilly, G.、Whelan, K.(2005)。Has Euro-Area Inflation Persistence Changed over Time?。Review of Economics and Statistics,87(4),709-720。  new window
6.Taylor, John B.(2000)。Low inflation, pass-through, and the pricing power of firms。European Economic Review,44(7),1389-1408。  new window
7.Koenker, Roger W.、Bassett, Gilbert W. Jr.(1978)。Regression Quantiles。Econometrica: Journal of the Econometric Society,46(1),33-50。  new window
8.Calvo, Guillermo A.(1983)。Staggered prices in a utility-maximizing framework。Journal of Monetary Economics,12(3),383-398。  new window
其他
1.Aksoy, Y.(2006)。A Quantitative Exploration of the Opportunistic Approach to Disinflation。  new window
2.Bassett, G.(1982)。An Empirical Quantile Function for Linear Models with iid Errors。  new window
3.Benati, L.(2008)。Investigating Inflation Persistence Across Monetary Regimes。  new window
4.Cogley, T.(2007)。Inflation-Gap Persistence in the US。  new window
5.Cogley, T.(2001)。Evolving Post-World War II US Inflation Dynamics。  new window
6.Cogley, T.(2005)。Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US。  new window
7.Coleman, S.(2010)。Inflation Persistence in the Franc Zone: Evidence from Disaggregated Prices,。  new window
8.Cook, S.(2009)。A Re-Examination of the Stationarity of Inflation。  new window
9.Cuestas, J. C.(2010)。Inflation Persistence and Nonlinearities in Central and Eastern European Countries。  new window
10.Fuhrer, J.(1995)。Inflation Persistence。  new window
11.Gadea, M. D.(2006)。The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach。  new window
12.Galvao, A. F.(2009)。Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns。  new window
13.Hall, R.(1999)。Comment on Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty。  new window
14.Koenker, R.(2004)。Unit Root Quantile Autoregression Inference。  new window
15.Koenker, R.(2006)。Quantile Autoregression。  new window
16.Kouretas, G. P.(2009)。The Dynamics of Inflation: A Study of a Large Number of Countries。  new window
17.Kumar, M. S.(2007)。Dynamics of Persistence in International Inflation Rates。  new window
18.Lee, H.-Y.(2001)。Mean Reversion of Inflation Rates: Evidence from 13 OECD Countries。  new window
19.Levin, A. T.(2004)。Is Inflation Persistence Intrinsic in Industrial Economies?。  new window
20.Lima, L. R.(2008)。Debt Ceiling and Fiscal Sustainability in Brazil: A Quantile Autoregression Approach。  new window
21.Lucas, R. E.(1976)。Econometric Policy Evaluation: A Critique。  new window
22.Machado, J. A. F.(1993)。Robust Model Selection and M-Estimation。  new window
23.Mourelle, E.(2009)。Inflation Persistence and Asymmetries: Evidence for African Countries。  new window
24.Nelson, C. R.(1977)。Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest Is Constant。  new window
25.Nikolaou, K.(2008)。The Behaviour of the Real Exchange Rate: Evidence from Regression Quantiles。  new window
26.Nobay, B.(2010)。Inflation Dynamics in the US: Global but Not Local Mean Reversion。  new window
27.Phelps, E. S.(1978)。Disinflation without Recession: Adaptive Guideposts and Monetary Policy。  new window
28.Pivetta, F.(2007)。The Persistence of Inflation in the United States。  new window
29.Sargent, T. J.(1999)。The Conquest of American Inflation,Princeton, NJ:Princeton University Press。  new window
30.Siddiqui, M.(1960)。Distribution of Quantiles Form a Bivariate Population。  new window
31.Stock, J. H.(2001)。Evolving Post-World War II US Inflation Dynamics: Comment。  new window
32.Taylor, J. B.(1998)。Monetary Policy Guidelines for Employment and Inflation Stability。  new window
33.Tsong, C.-C.(2011)。Asymmetric Inflation Dynamics: Evidence from Quantile Regression Analysis。  new window
 
 
 
 
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