| 期刊論文1. | Harding, Don、Pagan, Adrian R.(2002)。Dissecting the Cycle: A Methodological Investigation。Journal of Monetary Economics,49(2),365-381。 | 2. | Stock, J. H.、Watson, M. W.(2002)。Forecasting using principal components from a large number of predictors。Journal of the American Statistical Association,97(460),1167-1179。 | 3. | 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。 | 4. | Stock, J. H.、Watson, M. W.(1999)。Forecasting inflation。Journal of Monetary Economics,44(2),293-335。 | 5. | 陳淑玲、黃裕烈(20140300)。總體變數之領先、同時與落後性質之認定與指標構成項目之選取--LARS方法的運用。臺灣經濟預測與政策,44(2),133-170。 延伸查詢 | 6. | Amstad, M.、Fischer, A. M.(2009)。Are Weekly Inflation Forecasts Informative?。Oxford Bulletin of Economics and Statistics,71(2),237-252。 | 7. | Amstad, M.、Potter, S.、Rich, R.(2017)。The New York Fed Staff Underlying Inflation Gauge (UIG)。FRBNY Economic Policy Review,2017(Dec.)。 | 8. | Cristadoro, R.、Forni, M.、Reichlin, L.、Veronese, G.(2005)。A Core Inflation Indicator for the Euro Area。Journal of Money, Credit, and Banking,37(3),539-560。 | 9. | Hiromichi, S.、Takashi, S.(2017)。In Search of the "Underlying" Inflation Rate。Japan Economic Analysis,77。 | 10. | Stock, J. H.、Watson, M. W.(2016)。Core Inflation and Trend Inflation。The Review of Economics and Statistics,98(4),770-784。 | 11. | Forni, Mario、Hallin, Marc、Lippi, Marco、Reichlin, Lucrezia(2005)。The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting。Journal of the American Statistical Association,100(471),830-840。 | 研究報告1. | Amstad, M.、Huan, Y.、Ma, G.(2014)。Developing an Underlying Inflation Gauge for China。 | 2. | Khan, M.、Morel, L.、Sabourin, P.(2013)。The Common Component of CPI: An Alternative Measure of Underlying Inflation for Canada。 | 單篇論文1. | 徐士勛(2019)。以動態因子模型解構巨量資料的中長期波動。 延伸查詢 | 其他1. | Altissimo, F.,Bassanetti, A.,Cristadoro, R.,Forni, M.,Lippi, M.,Reichlin, L.,Veronese, G.(2001)。EuroCOIN: A Real-Time Coincident Indicator for the Euro Area Business Cycle。 | 2. | Amstad, M.,Potter, S.(2009)。Real Time Underlying Inflation Gauge for Monetary Policymakers。 | |