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題名:臺灣利率法則之估計--即時資料vs.修正資料
書刊名:經濟論文
作者:吳若瑋吳致寧
作者(外文):Wu, Jo-weiWu, Jyh-lin
出版日期:2014
卷期:42:1
頁次:頁31-78
主題關鍵詞:利率法則即時資料反景氣循環利率平滑門檻模型Interest rate ruleReal-time dataCounter-cyclical monetary policyInterest-rate smoothingThreshold model
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(7) 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:7
  • 共同引用共同引用:29
  • 點閱點閱:59
期刊論文
1.Gerberding, C.、Seitz, F.、Worms, A.(2005)。How the Bundesbank Really Conducted Monetary Policy。The North American Journal of Economics and Finance,16(3),277-292。  new window
2.Huang, H. C.、C. H. Shen(2002)。Estimation of Taiwan’s Binary Monetary Policy Reaction Function。Journal of Economic Studies,29,222-239。  new window
3.Orphanides, Athanasios(2001)。Monetary Policy Rules Based on Real-Time Data。American Economic Review,91(4),964-985。  new window
4.Orphanides, Athanasios(2003)。Historical Monetary Policy Analysis and the Taylor Rule。Journal of Monetary Economics,50,983-1022。  new window
5.Shen, C. H.(2000)。Estimation of a Taiwan Monetary Reaction Function with Time Varying Parameters。Applied Economics,32,459-466。  new window
6.吳致寧、李慶男、張志揚、林依伶、陳佩玗、林雅淇(20110900)。再論臺灣非線性利率法則。經濟論文,39(3),307-338。new window  延伸查詢new window
7.林依伶、張志揚、陳佩玗(20120300)。臺灣利率法則之實證研究--考慮匯率變動之不對稱性效果。中央銀行季刊,34(1),39-62。new window  延伸查詢new window
8.姚睿、朱俊虹、吳俊毅(20101000)。臺灣泰勒法則估計之資料訊息問題。臺灣經濟預測與政策,41(1),85-119。new window  延伸查詢new window
9.Clarida, R.、Galí, J.、Gertler, M.(1998)。Monetary Policy Rules in Practice: Some International Evidence。European Economic Review,42(6),1033-1067。  new window
10.Clausen, J. R.、Meier, C.(2005)。Did the Bundesbank Follow a Taylor Rule? An Analysis Based on Real-Time Data。Swiss Journal of Economics and Statistics,141(2),213-246。  new window
11.Engel, Charles W.、West, Kenneth D.(2005)。Exchange Rates and Fundamentals。Journal of Political Economy,113(3),485-517。  new window
12.Goodhart, C.(199902)。Central Bankers and Uncertainty。Bank of England Quarterly Bulletin,39(1),102-114。  new window
13.Orphanides, A.(2003)。Monetary Policy Evaluation with Noisy Information。Journal of Monetary Economics,50(3),605-631。  new window
14.Rudebusch, Glenn D.(2002)。Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia。Journal of Monetary Economics,49(6),1161-1187。  new window
15.Rudebusch, G. D.(2006)。Monetary Policy Inertia: Fact or Fiction?。International Journal of Central Banking,2(4),85-135。  new window
16.Sauer, S.、Sturm, J.(2007)。Using Taylor Rules to Understand European Central Bank Monetary Policy。German Economic Review,8(3),375-398。  new window
17.Shen, Chung-Hua、Hakes, David R.(1995)。Monetary policy as a decision-making hierarchy: the case of Taiwan。Journal of Macroeconomics,17(2),357-368。  new window
18.陳旭昇、吳聰敏(20100300)。臺灣貨幣政策法則之檢視。經濟論文,38(1),33-59。new window  延伸查詢new window
19.Caner, Mehmet、Hansen, Bruce E.(2004)。Instrumental Variable Estimation of a Threshold Model。Econometric Theory,20(5),813-843。  new window
20.Davies, Robert B.(1977)。Hypothesis Testing When a Nuisance Parameter Is Present Only Under the Alternative。Biometrika,64(2),247-254。  new window
21.Hansen, B. E.(1996)。Inference when a nuisance parameter is not identified under the null hypothesis。Econometrica: Journal of the econometric society,64(2),413-430。  new window
22.Molodtsova, Tanya、Papell, David H.(2009)。Out-of-Sample Exchange Rate Predictability with Taylor Rule Fundamentals。Journal of International Economics,77(2),167-180。  new window
23.Taylor, John B.(1993)。Discretion versus Policy Rules in Practice。Carnegie-Rochester Conference Series on Public Policy,39,195-214。  new window
研究報告
1.Kourtellos, A.、T. Stengos、C. M. Tan(2012)。The Effect of Public Debt on Growth in Multiple Regimes。Department of Economics and Finance, University of Guelph。  new window
2.Lai, H. P.、Lin, C. C.(2012)。Estimation of the Generalized Endogenous Threshold Model。Department of Economics, National Chung Cheng University。  new window
3.Kourtellos, A.、Stengos, T.、Tan, C. M.(2013)。Structural Threshold Regression。University of Cyprus Department of Economics。  new window
4.Nikolsko-Rzhevskyy, A.(2008)。Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules without Forward-Looking Data。  new window
圖書
1.行政院主計總處(1978)。國民經濟動向統計季報。台北:行政院主計總處。  延伸查詢new window
 
 
 
 
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