臺灣人文及社會科學引文索引資料庫系統

:::

詳目顯示

回上一頁
第 1 筆 / 總合 1 筆   第一頁 上一頁 下一頁 最後一頁
/1頁
題名：以分數共整合分析臺灣交易性貨幣需求函數
書刊名：臺灣銀行季刊
作者：李慶男 引用關係／郭姿君
出版日期：1999
卷期：50:1
頁次：頁65-87
主題關鍵詞：分數共整合分析；臺灣；交易性；貨幣需求函數
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(1) 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:1
  • 共同引用共同引用:8
  • 點閱點閱:6
期刊論文
1.Phillips, P. C. B.(1986)。Understanding Spurious Regressions in Econometrics。Journal of Econometrics，33，311-340。  new window
2.Jarque, Carlos M.、Bera, Anil K.(1980)。Efficient Tests for Normality, Homoscedasticity and Serial Independence of Regression Residuals。Economics Letters，6(3)，255-259。  new window
3.Chow, Gregory C.(1966)。On the Long-Run and short-Run Demand for Money。Journal of Political Economy，74(2)，111-131。  new window
4.Geweke, J. F.、Porter‐Hudak, S.(1983)。The estimation and application of long memory time series models。Journal of Time Series Analysis，4(4)，221-238。  new window
5.Sowell, F.(1992)。Modeling Long-Run Behavior with the Fractional ARMA Model。Journal of Monetary Economics，29，277-302。  new window
6.Johansen, S.(1988)。Statistical Analysis of Co-integration Vectors。Journal of Economic Dynamic and Control，12，231-254。  new window
7.Nelson, C. R.、Plosser, C. I.(1982)。Trend and random walks in macroeconomic time series。Journal of Monetary Economics，10，139-162。  new window
8.Granger, Clive W. J.(1981)。Some properties of time series data and their use in econometric model specification。Journal of Econometrics，16，121-130。  new window
9.Granger, C. W. J.、Joyeux, Roselyne(1980)。An introduction to long-memory time series models and fractional differencing。Journal of Time Series Analysis，1(1)，15-29。  new window
10.Granger, Clive W. J.(1986)。Developments in the study of co-integrated Economic Variables。Oxford Bulletin of Economics and Statistics，48(3)，213-228。  new window
11.Phillips, P. C. B.、Perron, P.(1988)。Testing for Unit Root in Time Series Regression。Biometrika，75(2)，335-346。  new window
12.Granger, C. W. J.(1980)。The long memory relationships and the aggregation of dynamic models。Journal of Econometrics，14，227-238。  new window
13.Hosking, J. R. M.(1981)。Fractional differencing。Biometrika，68，165-176。  new window
14.Cooley, Thomas F.、LeRoy, Stephen F.(1981)。Identification and Estimation of Money Demand。American Economic Review，71(5)，825-844。  new window
15.Schwert, G. W.(1987)。Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data。Journal of Monetary Economics，20(1)，73-103。  new window
16.Johansen, Soren、Juselius, Katarina(1990)。Maximum likelihood estimation and inference on co-integration with application to the demand for money。Oxford Bulletin of Economics and Statistics，52(2)，169-210。  new window
17.Ljung, T.、Box, G.(1979)。The Likelihood Function for a Stationary Autoregressive Moving average Process。Biometrika，66，265-270。  new window
18.簡濟民(19920900)。臺灣地區貨幣需求函數之實證研究--誤差修正模型之應用。中央銀行季刊，14(3)，19-44。new window  延伸查詢new window
19.Engle, Robert F.、Yoo, Byung Sam(1987)。Forecasting and Testing in Co-Integrated Systems。Journal of Econometrics，35(1)，143-159。  new window
20.李慶男(19961200)。臺灣交易性貨幣需求函數的結構和其穩定性之研究。臺灣銀行季刊，47(4)，64-86。new window  延伸查詢new window
21.Rose, Andrew K.(1985)。An Alternative Approach to the American Demand for Money。Journal of Money, Credit, and Banking，17(4)。  new window
22.Agiakloglou, C.、Newbold, P.、Wohar, M.(1992)。Bias in an estimator of the fractional difference parameter。Journal of Time Series Analysis，14，235-246。  new window
23.Baillie, Richard T.(1996)。Long Memory Processed and Fractional Integration in Econometrics。Journal of Econometrics，73，5-59。  new window
24.Cheung, Yin-Wong、Lai, Kon S.(1993)。A Fractional Co-integration Analysis of Purchasing Power Parity。Journal of Business and Economic Statistics，11(1)，103-112。  new window
25.Cheung, Y. W.、Diebold, F. X.(1994)。On maximum likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean。Journal of Econometrics，62，301-316。  new window
26.Dahlhaus, R.(1988)。Small sample effects in time series analysis: A new asymptotic theory and a new estimator。Annals of Statistics，16，808-841。  new window
27.Dahlhaus, R.(1989)。Efficient parameter estimation for self similar processes。Annals of Statistics，17，1749-1766。  new window
28.Dickey, D. A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregression Time Series Unit Root。Journal of American Statistical Association，74，724-432。  new window
29.Gordon, T. F.(1984)。The Short-Rum Demand for Money: A Reconsideration。Journal of Money, Credit, and Banking，16(4)。  new window
30.Masih, Rumi、Masih, Abul M. M.。A Fractional Cointegration Approach to Empirical Tests of PPP: New Evidence and Methodological Implications from and Application to the Taiwan/US Dollar Relationship。Weltwirtschaftliches Archiv。  new window
31.McLeod, A. I.、Hipel, K. W.(1978)。Preservation of the rescaled adjusted rang, 1: A reassessment of the Hurst phenomenon。Water Resources Research，14，491-508。  new window
32.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
33.Engle, Robert F.、Granger, Clive W. J.(1987)。Co-integration and Error Correction: Representation, Estimation, and Testing。Econometrica: Journal of the Econometric Society，55(2)，251-276。  new window
34.Johansen, Søren(1991)。Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models。Econometrica，59(6)，1551-1580。  new window
35.Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics，2(2)，111-120。  new window
36.Mankiw, N. G.、Campbell, J. Y.(1987)。Are Output Fluctuations Transitory?。The Quarterly Journal of Economics，102，857-880。  new window
37.Taqqu, M. S.、Fox, R.(1986)。Large-Sample Properties of Parameter Estimates for Strongly Dependent Stationary Gaussian Time Series。Annals of Statistics，14(2)，517-532。  new window
38.Li, W. K.、McLeod, A. I.(1986)。Fractional Time Series Modeling。Biometrika，73，217-221。  new window
39.Chung, Ching-Fan、Baillie, Richard T.(1993)。Small Sample Bias in Conditional Sum-of-squares Estimators of Fractionally Integrated ARMA Models。Empirical Economics，18(4)，791-806。  new window
研究報告
1.Moehring, R.(1990)。Parameter estimation in Gaussian intermediate memory time series。Hamburg：Institut für Mathematische Stochastik, University of Hamburg。  new window
學位論文
1.蔡明宏(1994)。台灣狹義貨幣需求之探討(碩士論文)。國立中興大學。  延伸查詢new window
2.陳姿妙(1992)。臺灣實質貨幣需求長期所得、利率彈性之研究：共整合分析與多變數向量誤差修正模型之應用(碩士論文)。東吳大學。  延伸查詢new window
3.羅時殷(1993)。臺灣地區長期貨幣需求函數結構變動之研究(碩士論文)。東吳大學。  延伸查詢new window
4.林慶忠(1995)。臺灣貨幣需求超外生性探討(碩士論文)。東吳大學。  延伸查詢new window
5.林世昌(1995)。結構性改變之下的單根檢定：平滑轉換迴歸模型的應用(碩士論文)。國立臺灣大學。  延伸查詢new window
6.周志賢(1996)。黃金與白銀的平價及價差交易：共整合與分數共整合分析(碩士論文)。國立中興大學。  延伸查詢new window
圖書
1.梁明義、陳坤銘、劉壽祥(1982)。臺灣貨幣需求之再分析。中華經濟研究院。  延伸查詢new window
2.Hamilton, James Douglas(1994)。Time Series Analysis。Princeton University Press。  new window
3.吳柏林(1995)。時間數列分析導論。華泰文化事業股份有限公司。  延伸查詢new window
4.李榮謙(1995)。貨幣銀行學。智勝出版公司。  延伸查詢new window
5.張家宜(1989)。臺灣貨幣需求之實証研究。淡江大學出版部。  延伸查詢new window
6.Whittle, P.(1951)。Hypothesis testing in time series analysis。Uppsala：Almquist and Wiksells。  new window
7.Greene, William H.(1990)。Econometric Analysis。New York University。  new window
8.Lailder, D.(1982)。Monetarist Perspectives。The Camelot Press。  new window
9.McCallum, B. T.(1989)。Monet ray Economics。Macmillan。  new window
其他
1.Granger, C. W. J.(1983)。Co-Integration Variables and Error Correction Models。  new window
圖書論文
1.柳復起(1975)。論臺灣貨幣需求。臺灣貨幣與金融論文集。  延伸查詢new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE

臺灣人文及社會科學引文索引資料庫

目前上線人數：828（臺灣：828，外國：0） ／ 本年度總使用人次：1855660 ／ 訪客人次（自102年09月）：67657042
國家圖書館著作權聲明 Copyright © 2013 All rights reserved.
本館地址: 100201臺北市中山南路20號． 本館地圖及交通資訊．
總機：(02)23619132．最佳瀏覽解析度為1024x768以上