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題名:即時預報臺灣的經濟成長率:MIDAS模型之應用
書刊名:中央銀行季刊
作者:吳俊毅朱浩榜
出版日期:2020
卷期:42:1
頁次:頁59-84
主題關鍵詞:經濟成長率MIDAS模型混合頻率資料抽樣
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(2) 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:2
  • 共同引用共同引用:96
  • 點閱點閱:3
期刊論文
1.Paragi, G.、Golinelli, R.(2007)。The Use of Monthly Indicators to Forecast Quarterly GDP in the Short Run: An Application to the G7 Countries。Journal of Forecasting,26(2),77-94。  new window
2.Clements, M. P.、Galvão, A. B.(2008)。Macroeconomic forecasting with mixed-frequency data: forecasting output growth in the United States。Journal of Business and Economic Statistics,26(4),546-554。  new window
3.沈中華、劉瑞文(19940300)。使用不同頻率資料改善總體模型預測。經濟論文叢刊,22(1),63-94。new window  延伸查詢new window
4.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
5.Baffigi, Alberto、Golinelli, Roberto、Parigi, Giuseppe(2004)。Bridge models to forecast the euro area GDP。International Journal of Forecasting,20(3),447-460。  new window
6.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
7.張志揚(20130900)。臺灣總體經濟即期季模型之建立--運用月資料改善國民所得預測。中央銀行季刊,35(3),37-60。new window  延伸查詢new window
8.Stock, James H.、Watson, Mark W.(2003)。Forecasting Output and Inflation: The Role of Asset Prices。Journal of Economic Literature,41(3),788-829。  new window
9.Mariano, R. S.、Murasawa, Y.(2003)。A new coincident index of business cycles based on monthly and quarterly series。Journal of Applied Econometrics,18(4),427-443。  new window
10.Stock, J. H.、Watson, M. W.(2002)。Macroeconomic Forecasting Using Diffusion Indexes。Journal of Business & Economic Statistics,20(2),147-162。  new window
11.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
12.Aruoba, S. B.、Diebold, F. X.、Scotti, C.(2009)。Real-Time Measurement of Business Conditions。Journal of Business and Economic Statistics,27(4),417-427。  new window
13.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
14.Foroni, C.、Marcellino, M. G.(2014)。A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates。International Journal of Forecasting,30(3),554-568。  new window
15.Mariano, R.、Murasawa, Y.(2010)。A coincident index, common factors, and monthly real GDP。Oxford Bulletin of Economics and Statistics,72(1),27-46。  new window
16.Schorfheide, F.、Song, D.(2015)。Real-time forecasting with a mixed-frequency VAR。Journal of Business & Economic Statistics,33(3),366-380。  new window
17.林常青、洪茂蔚、管中閔(20020300)。臺灣短期利率的動態行為--狀態轉換模型的應用。經濟論文,30(1),29-55。new window  延伸查詢new window
18.彭素玲、周濟(20011000)。臺灣總體經濟即期季模型之建立與應用。臺灣經濟預測與政策,32(1),77-116。new window  延伸查詢new window
19.姚睿、洪嘉陽(20160600)。建構臺灣的混合頻率動態結構總體模型。中央銀行季刊,38(2),3-31。new window  延伸查詢new window
20.林依伶(20130900)。臺灣總體經濟即期季模型--考量月指標之農曆春節效果。中央銀行季刊,35(3),61-92。new window  延伸查詢new window
21.Alessi, L.、Ghysels, E.、Onorante, L.、Peach, R.、Potter, S.(2014)。Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences。Journal of Business and Statistics,32(4),483-500。  new window
22.Andreou, E.、Ghysels, E.、Kourtellos, A.(2013)。Should Macroeconomic Forecasters Use Daily Financial Data and How?。Journal of Business and Economic Statistics,31(2),240-251。  new window
23.Bai, J.、Ghysels, E.、Wright, J. H.(2013)。State Space Models and MIDAS Regressions。Econometric Reviews,32(7),779-813。  new window
24.Barsoum, F.、Stankiewicz, S.(2015)。Forecasting GDP Growth Using Mixed-frequency Models with Switching Regimes。International Journal of Forecasting,31(1),33-50。  new window
25.Bessec, M.、Bouabdallah, O.(2015)。Forecasting GDP over the Business Cycle in a Multi-frequency and Data-rich Environment。Oxford Bulletin of Economics and Statistics,77(3),360-384。  new window
26.Espinoza, R.、Fornari, F.、Lombardi, M. J.(2012)。The Role of Financial Variables in Predicting Economic Activity。Journal of Forecasting,31(1),15-46。  new window
27.Doz, Catherine、Giannone, Domenico、Reichlin, Lucrezia(2011)。A Two-step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering。Journal of Econometrics,164(1),188-205。  new window
28.Ferrara, L.、Marsilli, C.、Ortega, J. P.(2014)。Forecasting Growth during the Great Recession: Is Financial Volatility the Missing Ingredient?。Economic Modelling,36(1),44-50。  new window
29.Foroni, C.、Marcellino, M. G.、Schumacher, C.(2015)。Unrestricted Mixed Data Sampling (MIDAS): MIDAS Regressions with Unrestricted Lag Polynomials。Journal of the Royal Statistical Society: Series A,178(1),57-82。  new window
30.Giannone, D.、Reichlin, L.、Small, D.(2008)。Nowcasting: The Real-time Informational Content of Macroeconomic Data。Journal of Monetary Economics,55(4),665-676。  new window
31.Guérin, P.、Marcellino, M.(2013)。Markov-switching MIDAS Models。Journal of Business and Economic Statistics,31(1),45-56。  new window
32.Hofmann, B.、Takáts, E.(2015)。International Monetary Spillovers。BIS Quarterly Review,2015(Sep.),105-118。  new window
33.Kuzin, V.、Marcellino, M.、Schumacher, C.(2011)。MIDAS vs. Mixed-frequency VAR: Nowcasting GDP in the Euro Area。International Journal of Forecasting,27(2),529-542。  new window
34.Marcellino, M.、Schumacher, C.(2010)。Factor MIDAS for Nowcasting and Forecasting with Ragged-edge Data: A Model Comparison for German GDP。Oxford Bulletin of Economics and Statistics,72(4),518-550。  new window
35.Schumacher, C.(2016)。A Comparison of MIDAS and Bridge Equations。International Journal of Forecasting,32(2),257-270。  new window
36.Clark, Todd E.、West, Kenneth D.(2007)。Approximately Normal Tests for Equal Predictive Accuracy in Nested Models。Journal of Econometrics,138(1),291-311。  new window
37.Diebold, Francis X.、Mariano, Roberto S.(1995)。Comparing Predictive Accuracy。Journal of Business and Economic Statistics,13(3),253-263。  new window
38.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.Guérin, P.、Marcellino, M.(2011)。Markov-switching MIDAS Models。  new window
2.He, D.、McCauley, R. N.(2013)。Transmitting Global Liquidity to East Asia: Policy Rates, Bond Yields, Currencies and Dollar Credit。  new window
學位論文
1.涂育嘉(2015)。台灣經濟成長率之混合頻率預測--MIDAS迴歸應用(碩士論文)。國立中央大學。  延伸查詢new window
圖書
1.陳旭昇(2007)。時間序列分析:總體經濟與財務金融之應用。台北:東華書局。new window  延伸查詢new window
其他
1.Gebauer, S.(2017)。The Use of Financial Market Variables in Forecasting。  new window
2.Ghysels, E.,Santa-Clara, P.,Valkanov, R.(2004)。The MIDAS Touch: Mixed Data Sampling Regressions,UNC。  new window
圖書論文
1.Banbura, Marta、Giannone, Domenico、Modugno, Michele、Reichlin, Lucrezia(2013)。Now-casting and the Real-time Data Flow。Handbook of Economic Forecasting。Elsevier North-Holland。  new window
 
 
 
 
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