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題名:臺灣地區利率之調整機制研究--以名目經濟成長率為門檻變數
書刊名:僑光學報
作者:鄭廳宜 引用關係翁逸群 引用關係吳季樹蔡明樺
作者(外文):Cheng, Ting-yiWeng, Yi-chunWu, Chi-shuTsai, Ming-hua
出版日期:2017
卷期:40
頁次:頁15-28
主題關鍵詞:ADF單根檢定Johansen共整合檢定門檻共整合檢定門檻向量誤差修正模型Augmented dickey-fuller unit root testJohansen cointegration testThreshold cointegration testThreshold vector error correction model
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)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:2
期刊論文
1.Chan, K. S.(1993)。Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model。The Annals of Statistics,21(1),520-533。  new window
2.Johansen, S.、Juselius, K.(1990)。Maximum likelihood estimation and inference on cointegration with applications to demand for money。Oxford Bulletin of Economics and Statistics,52(2),169-210。  new window
3.高崇瑋、萬哲鈺(20140300)。臺灣之利率轉嫁分析。臺灣經濟預測與政策,44(2),45-101。new window  延伸查詢new window
4.蔡怡純、陳明吉(20131200)。Asymmetric Correlation and Difference between the Volatility of Housing and Stock Price Indexes: Analysis Based on the Threshold Volatility and Cointegration Model。財務金融學刊,21(4),25-57。new window  new window
5.Bruna, K.(2008)。Monetary Policy Stabilization, Changes in the Banking System and Interest Rate Pass-Through。The Post-Communist Economics,20,413-429。  new window
6.Johansen, S.(1994)。The Role of the Constant and Linear Terms in Cointegration Analysis Nonstationary Variables。Econometric Reviews,13,205-230。  new window
7.Johansen, S.(1991)。Estimation and Hypothesis Testing of Cointegrated Vectors in Gaussian Vector Autoregressive Models。Econometrica,59,1551-1580。  new window
8.Holik, A.(2016)。Relationship of Economic Growth with Tourism Sector。Jurnal Ekonomi dan Kebijakan,9(1),16-33。  new window
9.Enders, Walter、Siklos, Pierre L.(2001)。Cointegration and Threshold Adjustment。Journal of Business & Economic Statistics,19(2),166-176。  new window
10.Kuosmanen, P.、Nabulsi, N.、Vataja, J.(2015)。Financial Variables and Economic Activity in the Nordic Countries。International Review of Economics & Finance,37,368-379。  new window
11.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
學位論文
1.呂湘恵(2012)。利率轉嫁與貨幣政策傳遞--動態異質追蹤資料模型之應用(碩士論文)。淡江大學。  延伸查詢new window
2.童湘婷(2015)。短、中及長期利率之不對稱調整機制研究(碩士論文)。僑光科技大學。  延伸查詢new window
3.吳書慧(2007)。長短期零售利率不對稱調整(碩士論文)。僑光技術學院。  延伸查詢new window
圖書
1.李榮謙(2000)。貨幣銀行學。台北:智勝文化。  延伸查詢new window
2.沈中華(2005)。金融市場。台北:新陸書局股份有限公司。  延伸查詢new window
3.黃志典(2010)。貨幣銀行學概論。前程文化舉業有限公司。  延伸查詢new window
其他
1.Wane, A.,Gilbert, S.,Dibooglu, S.(2004)。Critical Values of the Empirical F-Distribution for Threshold Autoregressive and Momentum Threshold Autoregressive Models。  new window
 
 
 
 
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