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題名:運用機器學習方法認定景氣轉折點
書刊名:經濟研究. 國家發展委員會經濟發展處
作者:廖銘傳
作者(外文):Liao, Ming-chuan
出版日期:2020
卷期:20
頁次:頁150-184
主題關鍵詞:機器學習景氣循環景氣轉折點
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(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:1
  • 點閱點閱:2
期刊論文
1.Banerji, A.(1999)。The Three Ps: Simple Tools for Monitoring Economic Cycles。Business Economics,34(4),72-76。  new window
2.Harding, D.、Pagan, A.(2002)。Dissecting the cycle: a methodological investigation。Journal of Monetary Economics,49,365-381。  new window
3.Harding, D.、Pagan, A.(2002)。A comparison of two business cycle dating methods。Journal of Economic Dynamics & Control,27,1681-1690。  new window
4.Harding, Don、Pagan, Adrian(2006)。Synchronization of cycles。Journal of Econometrics,132(1),59-79。  new window
5.Stock, James H.、Watson, Mark W.(2014)。Estimating turning points using large data sets。Journal of Econometrics,178(2),368-381。  new window
6.Kim, C. J.、Nelson, C. R.(1998)。Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model with Regime Switching。The Review of Economics and Statistics,80(2),188-201。  new window
7.Chauvet, Marcelle(1998)。An econometric characterization of business cycle dynamics with factor structure and regime switching。International Economic Review,39(4),969-996。  new window
8.Berge, Travis J.(2015)。Predicting Recessions with Leading Indicators: Model Averaging and Selection over the Business Cycle。Journal of Forecasting,34(6),455-471。  new window
9.Chauvet, Marcelle、Piger, Jeremy(2008)。A comparison of the real-time performance of business cycle dating methods。Journal of Business & Economic Statistics,26(1),42-49。  new window
10.Chauvet, M.、Potter, S.(2005)。Forecasting Recessions Using the Yield Curve。Journal of Forecasting,24(2),77-103。  new window
11.Harding, D.、Pagan, A.(2005)。A Suggested Framework for Classifying the Modes of Cycle Research。Journal of Applied Econometrics,20,151-159。  new window
12.Harding, D.、Pagan, A.(2003)。Business Cycles and Turning Points: A Survey of Statistical Techniques。National Institute Economic Review,183,90-106。  new window
13.Giusto, Andrea、Piger, Jeremy(2017)。Identifying Business Cycle Turning Points in Real Time with Vector Quantization。International Journal of Forecasting,33(1),174-184。  new window
14.劉欣姿(20190300)。臺灣第14次景氣循環谷底認定之研究。經濟研究,19,140-175。new window  延伸查詢new window
15.Fossati, Sebastian(2016)。Dating US Business Cycles with Macro Factors。Studies in Nonlinear Dynamics and Econometrics,20(5),529-547。  new window
16.Rudebusch, Glenn D.、Williams, John C.(2009)。Forecasting Recessions: the Puzzle of the Enduring Power of the Yield Curve。Journal of Business and Economic Statistics,27(4),492-503。  new window
17.Kauppi, H.、Saikkonen, P.(2008)。Predicting US Recessions with Dynamic Binary Response Models。The Review of Economics and Statistics,90(4),777-791。  new window
18.Ng, Serena(2014)。Boosting recessions。Canadian Journal of Economics,47(1),1-34。  new window
19.Menden, C.、Proaño, C. R.(2017)。Dissecting the financial cycle with dynamic factor models。Quantitative Finance,17(12),1965-1994。  new window
20.蔡佩珍(20170600)。精進景氣循環認定計量方法--轉折點判定之改善。經濟研究,17,63-84。new window  延伸查詢new window
研究報告
1.黃裕烈(2016)。精進景氣循環認定之計量方法。  延伸查詢new window
2.周大森(2019)。運用大量數據認定景氣轉折點。  延伸查詢new window
圖書
1.Burns, Arthur F.、Mitchell, W. C.(1946)。Measuring Business Cycles。NBER Books。  new window
2.Bry, G.、Boschan, C.(1971)。Cyclical Analysis of Time Series: Procedures and Computer Programs。New York:NBER。  new window
3.Kohonen, T.(2012)。Self-Organizing Maps。Springer。  new window
圖書論文
1.Chauvet, Marcelle、Hamilton, James D.(2006)。Dating Business Cycle Turning Points。Nonlinear Time Series Analysis of Business Cycles。Elsevier。  new window
 
 
 
 
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