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題名:貨幣不確定對通貨膨脹的影響--實證強化性的考量
書刊名:經營管理論叢
作者:吳曼華 引用關係倪衍森 引用關係
作者(外文):Wu, Man-hwaNi, Yen-sen
出版日期:2014
卷期:9:2
頁次:頁55-75
主題關鍵詞:貨幣波動性通貨膨脹落後期Money volatilityInflationLag-length
原始連結:連回原系統網址new window
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  • 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)
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  • 點閱點閱:28
期刊論文
1.Ozcicek, Omer、McMillin, Douglas W.(1999)。Lag Length Selection in Vector Autoregressive Models: Symmetric and Asymmetric Lags。Applied Economics,31,517-524。  new window
2.Rissanen, J.(1978)。Modeling by Shortest Data Description。Automatica,14(5),465-471。  new window
3.Thornton, Daniel L.、Batten, Dallas S.(1985)。Lag-length selection and tests of Granger causality between money and income。Journal of Money, Credit, and Banking,17(2),164-178。  new window
4.Akaike, H.(1969)。Fitting autoregressive models for regression。Annals of the Institute of Statistical Mathematics,21,243-247。  new window
5.Akaike, H.(1970)。Autoregressive Model fitting for Contro。Annals of the Institute of Statistical Mathematics,22,163-180。  new window
6.Arize, A. C.、Malindretos, J.、Grivoyannis, E. C.(2005)。Inflation-rate Volatility and Money Demand: Evidence from less developed countries。International Review of Economics and Finance,14,57-80。  new window
7.Ball, L.(1992)。Why does High Inflation Raise Inflation Uncertainty。Journal of Monetary Economics,29,371-388。  new window
8.Balde, Thiemo A.、Rodriguez, Gabriel(2005)。Finite Sample Effects of Additive Outliers on the Granger-Causality Test with an Application to Money Growth and Inflation in Peru。Applied Economics Letters,12(13),841-844。  new window
9.Basco, E.、Amato, D. L.、Garegnani, L.(2009)。Understanding the Money-Prices Relationship under Low and High Inflation Regimes: Argentina 1977-2006。Journal of International Money and Finance,28(7),1182-1203。  new window
10.Brumm, H. J.(2005)。Money Growth,Output Growth,and Inflation: A Reexamination of the Modem Quantity Theory’s Linchpin Prediction。Southern Economic Journal,71(3),661-667。  new window
11.Budina, N.、Maliszewski, W.、De Menil, G.、Turlea, Geomina(2006)。Money, Inflation and Output in Romania,1992-2000。Journal of International Money and Finance,25(2),330-47。  new window
12.Das, S.(2003)。Modelling Money, Price and Output in India: A Vector Autoregressive and Moving Average (VARMA) Approach。Applied Economics,35,1219-1225。  new window
13.Fung, Ben Siu-cheong、Kasumovich, Marcel(1998)。Monetary Shocks in the G6 countries: is there a puzzle?。Journal of Monetary Economics,42,575-592。  new window
14.Grier, K.、Grier, R.(1998)。Inflation and its Uncertainty in Mexico,1960-1997。Trimestre Economic,65,407-426。  new window
15.Grier, K.、Perry, M.(1998)。On Inflation and Inflation Uncertainty in the G7 Countries。Journal of International Money and Finance,17,671-689。  new window
16.Jones, Jonathan D.(1989)。A Comparison of Lag-Length Selection Techniques in Tests of Granger Causality Between Money Growth and Inflation, Evidence for the U.S.1959-86。Applied Economics,21,809-822。  new window
17.Kandil, M.(2005)。Money,Interest, and Prices: Some International evidence。International Review of Economics and Finance,14,129-147。  new window
18.Kang, Heejoon(1985)。The Effects of Detrending in Granger Causality Tests。Journal of Business and Economic Statistics,3(4),344-349。  new window
19.Kang, Heejoon(1989)。The Optimal Lag Selection and Transfer Function Analysis in Granger Causality Tests。Journal of Economic Dynamics and Control,13,151-169。  new window
20.Kaufmann, S.、Kugler, P.(2008)。Does Money Matter for Inflation in the Euro Area?。Contemporary Economic Policy,26(4),590-606。  new window
21.Milas, Costas(2009)。Does High M4 Money Growth Trigger Large Increases in UK Inflation? Evidence from a Regime-Switching Model。Oxford Economic Papers,61(1),168-182。  new window
22.Moroney, J. R.(2002)。Money Growth, Output Growth, and Inflation: Estimation of a Modem Quantity Theory。Southern Economic Journal,69(2),398-413。  new window
23.Nikolic, Milan(2000)。Money Growth-Inflation Relationship in Postcommunist Russia。Journal of Comparative Economics,28(1),108-33。  new window
24.Sargent, Thomas J.、Wallace, Neil(1981)。Some Unpleasant Monetarist Arithmetic。Quarterly Review,5(3),1-17。  new window
25.Shibata, R.(1980)。Asymptotically Efficient Selection of the Order the Model for Estimating Parameters of a Linear Process。Annals of Statistics,8,147-164。  new window
26.Thornton, John(2008)。Money,Output and Inflation in African Economies。South African Journal of Economics,76(3),356-66。  new window
27.Friedman, Milton(1977)。Nobel Lecture: Inflation and Unemployment。The Journal of Political Economy,85(3),451-472。  new window
28.Hsiao, Cheng(1981)。Autoregressive Modeling and Money-Income Causality Detection。Journal of Monetary Economics,7(1),85-106。  new window
29.Hall, Alastair R.(1994)。Testing for a Unit Root in Time Series with Pretest Data-based Model Selection。Journal of Business and Economic Statistics,12(4),461-470。  new window
30.Johansen, S.(1991)。Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Model。Econometrica,59(6),1551-1580。  new window
31.Schwarz, Gideon(1978)。Estimating the Dimension of a model。The Annals of Statistics,6(2),461-464。  new window
32.Engle, Robert F.、Yoo, Byung Sam(1987)。Forecasting and Testing in Co-Integrated Systems。Journal of Econometrics,35(1),143-159。  new window
33.Hsiao, Cheng(1979)。Causality Tests in Econometrics。Journal of Economic Dynamics and Control,1(4),321-346。  new window
34.Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。  new window
35.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。  new window
36.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
37.Akaike, Hirotsugu(1974)。A new look at the statistical model identification。IEEE Transactions on Automatic Control,19(6),716-723。  new window
38.Cukierman, A.、Meltzer, A.(1986)。A theory of ambiguity, credibility, and inflation under discretion and asymmetric information。Econometrica,54,1099-1128。  new window
會議論文
1.Akaike, H.(1973)。Information Theory and an Extension of the Maximum Likelihood Principle。The Second International Symposium on Information Theory。Budapest:Akademiai Kiado。267-281。  new window
研究報告
1.Keating, J. W.(1995)。Vector Autoregressive Models with Asymmetric Lag Structure。Washington University。  new window
圖書
1.Engle, R.、Lee, G.(1993)。A Permanent and Transitory Component Model of Stock Returns Volatility。University of San Diego。  new window
2.Fisher, Irving(1922)。The Purchasing Power of Money。New York:Macmillan。  new window
單篇論文
1.Hacker S.,Hatemi-J, A.(2001)。Optimal Lag Length Choice in the Stable and Unstable VAR Models under Situations of Homoscedasticity and Heterscedasticity。  new window
 
 
 
 
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