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題名:貨幣對產出的敏感性檢定--SVAR-VECM模型的應用
書刊名:臺灣銀行季刊
作者:沈中華 引用關係
出版日期:1995
卷期:46:4
頁次:頁71-95
主題關鍵詞:貨幣SVAR-VECM模型
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(3) 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:3
  • 共同引用共同引用:14
  • 點閱點閱:4
期刊論文
1.Mankew, N. G.(1989)。Real Business Cycles: a New Keynesian Perspective。Journal of Economic Perspectives,Summer。  new window
2.Gardner, E. S.(1985)。Exponential smoothing: The state of the art。Journal of Forecasting,4(1),1-28。  new window
3.Cooley, T. A.、LeRoy, S. F.(1985)。Atheoretical macroeconomics: A critique。Journal of Monetary Economics,16(3),283-308。  new window
4.Darby, M. R.(1982)。The price of oil and world inflation and recession。American Economic Review,72(4),738-751。  new window
5.Fackler, James S.(1990)。Federal Credit, Private Credit, and Economic Activity。Journal of Money, Credit and Banking,22(4),444-464。  new window
6.Sims, C. A.(1986)。Are Forecasting Models Usable for Policy Analysis?。Quarterly Review,10(1),2-16。  new window
7.Blanchard, Oliver Jean、Quah, Danny(1989)。The Dynamic Effects of Aggregate Demand and Supply Disturbances。The American Economic Review,79(4),655-673。  new window
8.Johansen, S.、Juselius, K.(1992)。Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK。Journal of Econometrics,52,211-244。  new window
9.McMillin, W. D.、Parker, R. E.(1991)。Federal Debt, Tax-adjusted q, and Macroeconomic Activity。Journal of Money, Credit and Banking,23,100-109。  new window
10.沈中華(1992)。兩階段菲力甫曲線。企銀季刊,16(2),1-24。  延伸查詢new window
11.李榮謙(19890300)。貨幣及銀行信用在貨幣政策目標中扮演之角色--兼論選擇性信用管制。中央銀行季刊,11(1),53-70。new window  延伸查詢new window
12.賴惠子(19910600)。臺灣之貨幣、信用與經濟活動--VAR 模型之應用與因果關係之測定。臺灣銀行季刊,42(2),109-148。new window  延伸查詢new window
13.Ambler, S.(1989)。Does Money Matter in Canada? Evidence from A Vecior error Correction Model。The Review of Economics and Statistics,651-658。  new window
14.Anderson, G. H.、Bryan, M. F.、Pike, C. J.(1990)。Oil, the Economy, and Monetary Policy。Economic Commentary,1-5。  new window
15.Blanchard, Oliver J.(1989)。A Traditional Interpretation of Macroeconomic Fluctuations。American Economic Review,79(5),1146-1164。  new window
16.Butter, F. A. G.、Mourik, T. J.(1990)。Seasonal Adjustment Using Structural Time Scries Models: An Application and a Comparison with the Census X-11 Method。Journal of Business, Economics and Statistics,8(4),385-394。  new window
17.Faroque, A.、Veloce, W.(1991)。The Relative Importance of Direct Investment and Policy Shocks for an Open Economoy。Applied Economics,23,1183-1192。  new window
18.Hendry, D. F.(1986)。Econometric Modelling with Cointegration Variables: An Overview。Oxford Bulletin of Economics and Statistics,48(3),201-221。  new window
19.Judd, J. P.、Trehan, B.(1989)。Unemployment-Rate Dynamics: Aggregate-Demand and Supply Interactions。Economic Review,1989(Fall),20-37。  new window
20.Kahn, G. A.、Hampton, R.(1990)。Possible Monetary Policy Responses to the Iraqi Oil Shock。Economic Review,1990(Nov./Dec.),19-32。  new window
21.Keating, J.(1990)。Identifying VAR Models Under Rational Experctation。Journal of Monetary Economics,25,453-476。  new window
22.King, R. G.、Plossor, C.、Stock, J.、Watson, M.(1991)。Stockastic Trends and Econometric Fluctuations。American Economic Review,81,819-840。  new window
23.Kydland, F.、Prescott, E. C.(1982)。Time to Build and the Persistence of Unemployment。Econometrica,50,1345-1370。  new window
24.McCalIum, B. T.(1986)。On "Real" and "Sticky Price" Theories of the Business Cycle。Journal of Money, Credit and Banking,12,716-746。  new window
25.Plosser, C. I.(1989)。Understanding Real Business Cycles。Journal of Economic Perspectives,3,51-59。  new window
26.Reinhart, C. M.、Reinhart, V. R.(1991)。Output Fluctuations and Monetary Shocks: Evidence from Colombia。IMF Staff Papers,38(4),705-735。  new window
27.Spencer, D. E.(1989)。Does Money Matter? The Robustness of Evidence from Vector Autoregressions。Journal of Money, Credit and Banking,3(21),442-454。  new window
28.Stockman, A. C.(1988)。Real Business Cyde Theory: A Guide, an Evaluation and New Directions。Economic Review。  new window
29.Todd, R. M.(1990)。Vector Autoregressive Evidence on Monetarism: Another Look at the Robustness Debate。Quarterly Review。  new window
30.Webb, R. H.(1988)。Commodity Prices as Prediciois of Aggregate Prics Change。Economic Review。  new window
31.Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。  new window
32.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
33.Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics,52(2),169-210。  new window
34.Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。  new window
35.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
36.黃朝熙(19890100)。Post-War Taiwan Business Cycles: Evidence from International Factors。經濟論文叢刊,17(1),1-19。new window  new window
37.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。  new window
會議論文
1.Tallman, E. W.、Wang, P.(1992)。Money Demand and Relative Prices in Hyper-inflations: Evidence from Germany and China。Macro Conference,(會議日期: 1992(Nov.))。Taichung。  new window
研究報告
1.Cody, B. J.、Mills, L. O.(1990)。The Role of Commodity Prices in Formulating Monetary Policy。Federal Reserve Bank of Philadelphia。  new window
2.Keating, J.(1989)。Monetary Policy Regimes and Macroeconomics。  new window
3.Moreno, R.(1992)。Are the Forces Shaping Business Cycles Alike? Evidence from Japan。Center for Pacific Basin Monetary and Economic Studies:Fed of Francisco。  new window
4.West, K. D.(1991)。Sources of Cycles in Japan, 1975-1987。NBER。  new window
學位論文
1.鄭麗玲(1991)。台灣地區貨幣,信用與經濟活動--結構化向量自我迴歸之實證研究(碩士論文)。淡江大學。  延伸查詢new window
圖書
1.Abel, A. B.、Beroanke, B.(1991)。Macroeconomics。Oxford。  new window
2.Gordon, R. J.(1989)。Macroeconomics。Boston:Scott, Foresman and Company。  new window
3.Mankiw, N. G.(1991)。The Reincarnation of Keynesian Economics。NBER。  new window
4.McCallum, B. T.、Barro, R. J.(1989)。Real Business Cycle ModeIs。Oxford:Basil Blackwell。  new window
5.Roberts, J. M.(1990)。The Sources of Business Cycles: A Montarist Interpretation。Board of Governors of the Fed。  new window
6.Shen, C. H.(1991)。Testing for the Effects of Oil Price Changes Different Regimes Usikng Structural Vector Autoregressions。St. Louis:Washington University。  new window
單篇論文
1.許振明(1991)。台灣經濟中實質因素及貨幣因素與所得成長之關係--一個VAR實證分析。  延伸查詢new window
圖書論文
1.Blanchard, O. J.、Watson, M.(1986)。Are business cycle alike?。The American Business Cycle: Continuity And Change。NBER:University Of Chicago。  new window
2.黃仁德(1990)。美國經濟干擾對台海經濟波動的影響--兼論固定匯率與管理浮動匯率的比較,1961年--1987年。中國經濟學會論文集。  延伸查詢new window
3.Bemanke, B.(1986)。Alternative Explanations of the Money-Income Correlatiom。Carnegie-Rochester Conference Series on Public Policy。North Holland, Amsterdam。  new window
4.Romer, C. D.、Romer, D. H.(1989)。Does Monetary Policy Matter? A New Test in the Spirit of Firedman and Schwartz。NBER Macroeconomics Annual。Cambridge, Mass:MIT Press。  new window
5.Shapiro, M. D.、Watson, M.(1988)。Sources of Business Cycle Fluctuations。NBER Macroeconomics Annual 1988。MIT Press。  new window
 
 
 
 
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