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題名:臺灣地區貨幣市場利率期限結構與物價上漲率關係之實證研究
書刊名:臺灣銀行季刊
作者:莊武仁張福興
出版日期:1993
卷期:44:3
頁次:頁101-140
主題關鍵詞:上漲率利率物價貨幣市場期限結構臺灣地區
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:0
  • 點閱點閱:8
期刊論文
1.Shiller, R. J.、Campbell, J. Y.、Schoenholtz. K. L.(1983)。Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates。Brookings papers on Economic Activity,1,173-223。  new window
2.Gregory, M. N.、Summers, L. H.(1984)。Do Long-Term Interest Rates Overreact To Short-Term Interest Rates?。Brookings Papers on Economic Activity,15(1),223-242。  new window
3.曾麗弘(19841200)。名目利率、實質利率與通貨膨脹率之探討。中央銀行季刊,6(4),31-50。new window  延伸查詢new window
4.林炯垚(19900500)。臺灣地區利率費雪效果的實証研究。管理科學學報,7(1),1-13。  延伸查詢new window
5.Engle, R. F.、Granger, C. W. J.(1987)。Cointegration, estimation, and testing。Econometrica,55,251-276。  new window
6.Campbell, J. Y.、Shiller, R. J.(1987)。Cointegration and tests of present value models。Journal of Political Economy,95,1062-1088。  new window
7.Brown, R. L.、Durbin, J.、Evans, J. M.(1975)。Techniques for Testing the Constancy of Regression Relationships Over Time。Journal of the Royal Statistical Society,37,149-190。  new window
8.Bondt, W. F. M. D.、Bange, M. M.(1992)。Inflation Forecast Error and Time Variation in Term Premia。Journal of Financial and Quantitative Analysis,27,479-496。  new window
9.Blanchard, O.(1984)。The Lucas critique and the Volcker deflation。American Economic Review,74,211-215。  new window
10.Fama, E. F.、Bliss, R. R.(1987)。The Information in long-maturity forward rates。American Economic Review,77,680-692。  new window
11.Fama, E. F.(1990)。Term structure forecast of interest rates, Inflation and, Real Returns。Journal of Monetary Economic,25,59-76。  new window
12.Fama, E. F.(1984)。The information in the term structure?。Journal of Financial Economic,13,509-528。  new window
13.Fama, E. F.(1975)。Short term interest as predictors of inflation。American Economic Review,65,269-282。  new window
14.Hardouvelis, G. A.(1988)。The predictive power of the term structure during recent monetary regimes。Journal of Finance,43,339-356。  new window
15.Hansen, L. P.、Hodrick, R. J.(1980)。Forward exchange rates as optimal predictors of future spot rates: An econometric analysis。Journal of Political Economy,88,829-853。  new window
16.Jones, D. S.、Roley, V. V.(1983)。Rational expections and the expections model of the term structure: A test using weekly data。Journal of Monetary Economics,12,453-465。  new window
17.Huizinga, J.、Mishkin, F. S.(1986)。Monetary policy regime shifts and the unusual behavior of real interest rates。Carnegie-Rochester Conference Series on Public Policy,24,231-274。  new window
18.Huizinga, J.、Mishkin, F. S.(1984)。Inflation and real interest rate on assets with different risk characteristics。Journal of Finance,39,699-712。  new window
19.Hendry, D. F.(1984)。Monte Carlo Experimentation in Econometrics。Handbook of Econometrics,2,939-975。  new window
20.Mishkin, F. S.(1988)。The information in the term structure: Some further results。Journal of Applied Econometrics,3,307-314。  new window
21.Mishkin, F. S.(1981)。The real rate of interest: A empirical investigation。Carnegie-Rochester Conference Series on Public Policy,15,151-200。  new window
22.Sargan, J. D.(1958)。The Estimation of Economic relations using instrumental variables。Econometrics,26,393-415。  new window
23.Newey, W.、West, K.(1987)。A simple positive definite heteroskedasticity and autocorrelation consistent covariance matrix。Econometrica,53,703-708。  new window
24.Mishkin, F. S.(1992)。Is the Fisher effect for real?。Journal of Monetary Economics,30,195-215。  new window
25.Mishkin, F. S.(1990)。What does the term structure tell us about future inflation?。Journal of Monetary Economics,25,77-95。  new window
26.White, H.(1980)。A heteroskedasticity-consistent variance matrix estimator and direct tests for heteroscedasticity。Econometrica,48,817-838。  new window
27.Startz, R.(1982)。Do forecast error or term premia really make the difference between long and short rates?。Journal of Financial Economics,10,323-329。  new window
28.Hansen, Lars Peter(1982)。Large Sample Properties of Generalized Method of Moments Estimators。Econometrica: Journal of the Econometric Society,50(4),1029-1054。  new window
研究報告
1.Mishkin, F. S.(1989)。The information in the longer-maturity term structure about future inflation。  new window
2.Mishkin, F. S.(1988)。What does the term structure tell us about future inflation?。  new window
學位論文
1.蔡逸炫(1992)。名目利率、實質利率與通貨膨脹率變動關係之探討--臺灣地區費雪效果之實證研究(碩士論文)。淡江大學。  延伸查詢new window
圖書
1.張家宜(1989)。台灣貨幣需求函數之實證研究。淡江大學出版部。  延伸查詢new window
2.Evans, M. D.(1989)。What does the term structure tell us about expected inflation? A theoretical analysis。Mimes:N. Y. U.。  new window
3.Greene, W. H.(1990)。Econometric Analysis。New York:Macmillan Publishing Co.。  new window
4.Fisher, I.(1930)。The Theory of Interest。New York, NY:Macmillan。  new window
5.Judge(1988)。Introduction to the Practice of Econometrics。New York。  new window
6.Pesaran, M. H.、Pesaran, B.(1991)。An Interactive Econometric Software Package, user manual。Oxford University press。  new window
圖書論文
1.楊承厚(1986)。台灣地區之利率自由化。貨幣市場十年。中興票券金融公司。  延伸查詢new window
 
 
 
 
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