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題名：經驗解構法與臺灣經濟成長之預測
書刊名：經濟論文
作者：葉錦徽 引用關係／程英賓／王景南
作者(外文)：Yeh, Jin-huei／Cheng, Nick Y. P.／Wang, Jying-nan
出版日期：2012
卷期：40:4
頁次：頁559-598
主題關鍵詞：經濟成長；HP濾波法；預測方法；經驗解構；Economic growth；H-P filter；Forecasting；Empirical decomposition
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(0) 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:0
  • 共同引用共同引用:56
  • 點閱點閱:44
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.黃裕烈、徐之強、陳惠薇(20051200)。景氣基準循環指數之檢討與修訂。經濟論文叢刊，33(4)，295-319。new window  延伸查詢new window
3.Stock, J. H.、Watson, M. W.(2002)。Macroeconomic Forecasting Using Diffusion Indexes。Journal of Business & Economic Statistics，20(2)，147-162。  new window
4.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
5.Forni, M.、Hallin, M.、Lippi, M.、Reichlin, L.(2000)。The Generalized Dynamic-Factor Model: Identification and Estimation。The Review of Economics and Statistics，82(4)，540-554。  new window
6.Huang, N. E.、Shen, Z.、Long, S. R.、Wu, M. C.、Shih, H. H.、Zheng, Q.、Yen, N. C.、Tung, C. C.、Liu, H. H.(1998)。The Empirical Mode Decomposition and the Hilbert Spectrum for Nonlinear and Nonstationary Time Series Analysis。Mathematical, Physical and Engineering Science，454，903-995。  new window
7.Bai, J.(2003)。Inferential Theory for Factor Models of Large Dimensions。Econometrica，71(1)，135-171。  new window
8.Stock, J. H.、Watson, M. W.(2002)。Forecasting Using Principal Components from a Large Number of Predictors。Journal of American Statistic Association，97，1167-1179。  new window
9.Stock, J. H.、Watson, M. W.(1999)。Forecasting inflation。Journal of Monetary Economics，44(2)，293-335。  new window
10.徐士勛、管中閔(20011200)。九零年代臺灣的景氣循環：馬可夫轉換模型與紀卜斯抽樣法的應用。人文及社會科學集刊，13(5)，515-540。new window  延伸查詢new window
11.Mark, Nelson C.(1995)。Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability。American Economic Review，85(1)，201-218。  new window
12.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
13.林向愷、黃裕烈、管中閔(19981200)。景氣循環轉折點認定與經濟成長率預測。經濟論文叢刊，26(4)，431-457。new window  延伸查詢new window
14.Hodrick, Robert J.、Prescott, Edward C.(1997)。Postwar U.S. Business Cycles: An Empirical Investigation。Journal of Money, Credit and Banking，29(1)，1-16。  new window
15.Diebold, Francis X.、Mariano, Roberto S.(1995)。Comparing Predictive Accuracy。Journal of Business and Economic Statistics，13(3)，253-263。  new window
16.West, Kenneth D.、Newey, Whitney K.(1987)。Hypothesis Testing with Efficient Method of Moments Estimation。International Economic Review，28(3)，777-787。  new window
17.White, Halbert L. Jr.(1980)。A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity。Econometrica: Journal of the Econometric Society，48(4)，817-838。  new window
18.Hamilton, James D.(1989)。A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle。Econometrica: Journal of the Econometric Society，57(2)，357-384。  new window
研究報告
1.Stock, J. H.、Watson, M. W.(2005)。Implications of dynamic factor models for VAR analysis。  new window
2.Baxter, M. Marianne、King, Robert G.(1995)。Measuring business cycles: Approximate band-pass filters for economic time series。  new window
圖書
1.Stock, J. H.、Watson, M. W.(1998)。Diffusion Indexes。  new window
2.Kim, C. J.、Nelson, C. R.(1999)。State-space models with regime switching: classical and gibbs sampling approaches with applications。MIT Press。  new window
其他
1.Bai, J.(2002)。Determining the Number of Factor in Approximate Factor Models。  new window
2.Bai, J.(2008)。Forecasting Economic Time Series Using Targeted Predictors。  new window
3.Burns, A. and W. Mitchell(1946)。Measuring Business Cycle Turning Points，New York：National Bureau of Economic Research。  new window
4.Clark, T. E.(2006)。The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence。  new window
5.Diebold, F. X.(1996)。Measuring Business Cycles: A Modern Perspective。  new window
6.Durland, J. M.(1994)。Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth。  new window
7.Filardo, A. J.(1998)。Business Cycle Durations。  new window
8.Geweke, J.(1977)。The Dynamic Factor Analysis of Economic Time Series Models。  new window
9.Hansen, B. E.(1992)。The Likelihood Ratio Test under Nonstandard Conditions: Test the Markov Switching Model of GNP。  new window
10.Harvey, D.(1997)。Testing the Equality of Prediction Mean Squared Error。  new window
11.Hornik, K.(1989)。Multilayer Feed Forward Networks Are Universal Approximators。  new window
12.Huang, N. E.(2003)。A Confidence Limit for Empirical Mode Decomposition and Hilbert Spectral Analysis。  new window
13.Quah, D. T.(1993)。A Dynamic Index Model for Large Cross Sections。  new window
14.Sargent, T. J.(1977)。Business Cycle Modeling without Pretending to Have TooMuch a Priori Theory。  new window
15.Stock, J. H.(1993)。A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience。  new window
16.Wang, X.(2007)。Time Series Forecasting Energy-Efficient Organization of Wireless Sensor Networks。  new window
17.White, H.(1990)。Connectionist Nonparametric Regression: Multilayer Feedforward Networks Can Learn Arbitrary Mappings。  new window
18.Wu, Z.(2004)。A Study of the Characteristics of White Noise Using the Empirical Mode Decomposition Method。  new window
19.Xu, X.(2010)。Forecasting Demand of Commodities after Natural Disasters。  new window
20.Yogo, M.(2008)。Measuring Business Cycles: AWavelet Analysis of Economic Time Series。  new window
21.Yu, L.(2008)。Forecasting Crude Oil Price with an EMD-Based Neural Network Ensemble Learning Paradigm。  new window
圖書論文
1.Stock, J. H.、Watson, M. W.(1989)。New indexes of coincident and leading economic indicators。NBER Macroeconomics Annual。  new window
2.Stock, J. H.、Watson, M. W.(1991)。A Probability Model of Coincident Economic Indicators。Leading Economic Indicators: New Approaches and Forecasting Records。Cambridge：Cambridge University Press。  new window
 
 
 
 
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