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題名:Google搜尋趨勢與名目匯率之可預測性
書刊名:臺灣銀行季刊
作者:陳禹中王翊全
出版日期:2021
卷期:72:4
頁次:頁90-121
主題關鍵詞:匯率向外預測Google搜尋趨勢追蹤資料迴歸分析
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.Choi, Hyunyoung、Varian, Hal R.(2012)。Predicting the Present with Google Trends。Economic Record,88(1),2-9。  new window
2.Mark, Nelson C.、Sul, Donggyu(2001)。Nominal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel。Journal of International Economics,53(1),29-52。  new window
3.Engel, Charles W.、West, Kenneth D.(2005)。Exchange Rates and Fundamentals。Journal of Political Economy,113(3),485-517。  new window
4.Clark, T. E.、West, K. D.(2006)。Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis。Journal of Econometrics,135(1/2),155-186。  new window
5.Frenkel, Jacob A.(1976)。A monetary approach to the exchange rate: doctrinal aspects and empirical evidence。Scandinavian Journal of Economics,78(2),200-224。  new window
6.Engel, C.、Mark, N. C.、West, K. D.(2007)。Exchange Rate Models Are Not as Bad as You Think。NBER Macroeconomics Annual,22,381-441。  new window
7.Kilian, L.(1999)。Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions。Journal of Applied Econometrics,14(5),491-510。  new window
8.Rossi, B.(2005)。Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle。International Economic Review,46(1),61-92。  new window
9.Meese, Richard A.、Rogoff, Kenneth S.(1983)。Empirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample?。Journal of International Economics,14(1/2),3-24。  new window
10.Mark, Nelson C.(1995)。Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability。American Economic Review,85(1),201-218。  new window
11.Hooper, Peter、Morton, John E.(1982)。Fluctuations in the dollar: A model of nominal and real exchange rate determination。Journal of International Money and Finance,1,39-56。  new window
12.Kilian, Lutz、Taylor, Mark P.(2003)。Why is it So Difficult to Beat the Random Walk Forecast of Exchange Rates?。Journal of International Economics,60(1),85-107。  new window
13.Mark, N. C.、Sul, D.(2003)。Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand。Oxford Bulletin of Economics and Statistics,65(5),655-680。  new window
14.Cheung, Yin-Wong、Chinn, Menzie D.、Pascual, Antonio Garcia(2005)。Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?。Journal of International Money and Finance,24(7),1150-1175。  new window
15.Rossi, Barbara(2013)。Exchange Rate Predictability。Journal of Economic Literature,51(4),1063-1119。  new window
16.Obstfeld, Maurice、Rogoff, Kenneth(2000)。The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?。NBER Macroeconomics Annual,15,339-390。  new window
17.Levin, Andrew、Lin, Chien-Fu、Chu, Chia-Shang James(2002)。Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties。Journal of Econometrics,108(1),1-24。  new window
18.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
19.Dornbusch, Rudiger(1976)。Expectations and Exchange Rate Dynamics。Journal of Political Economy,84(6),1161-1176。  new window
20.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
21.Diebold, Francis X.、Mariano, Roberto S.(1995)。Comparing Predictive Accuracy。Journal of Business and Economic Statistics,13(3),253-263。  new window
22.Bulut, L.(2018)。Google Trends and the Forecasting Performance of Exchange Rate Models。Journal of Forecasting,37(3),303-315。  new window
23.Im, Kyung So、Pesaran, M. Hashem、Shin, Yongcheol(2003)。Testing for Unit Roots in Heterogeneous Panels。Journal of Econometrics,115(1),53-74。  new window
 
 
 
 
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