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題名:臺灣民間消費支出與民眾信心調查之關係:混合頻率方法之應用
書刊名:中央銀行季刊
作者:吳俊毅
出版日期:2020
卷期:42:4
頁次:頁31-51
主題關鍵詞:民間消費支出消費者信心指數混合頻率
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:47
  • 點閱點閱:2
期刊論文
1.Batchelor, R.、Dua, P.(1998)。Improving macro-economic forecasts, the role of consumer confidence。International Journal of Forecasting,14,71-81。  new window
2.黃舜卿(20080300)。我國消費者信心指數與民間消費支出之研究。經濟研究,8,121-158。new window  延伸查詢new window
3.何泰寬、葉國俊(20140300)。資本流入對於資產價格的影響--臺灣的實證研究。中央銀行季刊,36(1),3-40。new window  延伸查詢new window
4.Guo, J. T.、Sturzenegger, F.(1998)。Crazy explanations of international business cycles。International Economic Review,39,111-133。  new window
5.Jansen, W. J.、Nahuis, N. J.(2003)。The stock market and consumer confidence: European evidence。Economics Letters,79,89-98。  new window
6.Utaka, A.(2003)。Confidence and the real economy: The Japanese case。Applied Economics,35,337-342。  new window
7.Schorfheide, F.、Song, D.(2015)。Real-time forecasting with a mixed-frequency VAR。Journal of Business & Economic Statistics,33(3),366-380。  new window
8.郭迺鋒、徐苑玲、林建廷(20131200)。消費者信心指數與經濟活動臨近預測。兩岸金融季刊,1(2),61-82。new window  延伸查詢new window
9.Carroll, C. D.、Fuhrer, J. C.、Wilcox, D. W.(1994)。Does consumer sentiment forecast household spending? If so, why?。The American Economic Review,84(5),1397-1408。  new window
10.Guérin, P.、Marcellino, M.(2013)。Markov-switching MIDAS Models。Journal of Business and Economic Statistics,31(1),45-56。  new window
11.Ghysels, E.、Hill, J. B.、Motegi, K.(2016)。Testing for Granger Causality with Mixed Frequency Data。Journal of Econometrics,192(1),207-230。  new window
12.郭迺鋒、劉名寰、林祝吉、林崑峯(20101200)。情緒因子在貨幣政策傳遞過程中所扮演的角色--結構因子擴充向量自迴歸模型之應用。臺灣金融財務季刊,11(4),67-103。new window  延伸查詢new window
13.Acemoglu, D.、Scott, A.(1994)。Consumer Confidence and Rational Expectations: Are Agents' Beliefs Consistent with Theory?。Economic Journal,104,154-194。  new window
14.Akhtar, S.、Faff, R.、Oliver, B.、Subrahmanyam, A.(2012)。Stock Salience and Asymmetric Market Effects of Consumer Sentiment News。Journal of Banking and Finance,36,3289-3301。  new window
15.Bok, B.、Caratelli, D.、Giannone, D.、Sbordone, A. M.、Tambalotti, A.(2018)。Macroeconomic Nowcasing and Forecasting with Big Data。Annual Review of Economics,10,615-643。  new window
16.Bruno, G.(2014)。Consumer Confidence and Consumption Forecast: A Non-parametric Approach。Empirica,41,37-52。  new window
17.Delorme, C. D.、Kamerschen, D. R.、Voeks, L. F.(2001)。Consumer Confidence and Rational Expectations in the United States Compared with the United Kingdom。Applied Economics,33,863-869。  new window
18.Doh, T.(2019)。Tracking U.S. GDP in Real Time。kcFED Economic Review,Third Quarter 2019,5-19。  new window
19.Dreger, C.、Kholodilin, K. A.(2011)。Forecasting Private Consumption by Consumer Surveys。Journal of Forecasting,32,10-18。  new window
20.Ferrer, E.、Salaber, J.、Zalewska, A.(2016)。Consumer Confidence Indices and Stock Market's Meltdowns。European Journal of Finance,22,195-220。  new window
21.Goncalves, S.、Killian, L.(2004)。Bootstrap Autoregressions with Conditional Heteroskedasticity of Unknown Form。Journal of Econometrics,123,89-120。  new window
22.Hsu, C. C.、Lin, H. Y.、Wu, J. Y.(2011)。Consumer Confidence and Stock Markets: The Panel Causality Evidence。International Journal of Economics and Finance,3,91-98。  new window
23.Klopocka, A. M.(2017)。Does Consumer Confidence Forecast Household Saving and Borrowing Behavior? Evidence for Poland。Social Indicators Research,133,693-717。  new window
24.Lahiri, K.、Monokroussos, G.、Zhao, Y.(2016)。Forecasting Consumption: The Role of Consumer Confidence in Real Time with Many Predictors。Journal of Applied Econometrics,31,1254-1275。  new window
25.MacKinnon, J. G.(1996)。Numerical Distribution Functions for Unit Toot and Cointegration Tests。Journal of Applied Econometrics,11,601-618。  new window
26.Miskin, F.(1978)。Consumer Sentiment and Spending on Durable Goods。Brooking Papers on Economic Activity,1,38-48。  new window
27.Throop, A. W.(1992)。Consumer Sentiment: Its Causes and Effects。Federal Reserve Bank of San Francisco Economic Review,1,35-60。  new window
28.Utaka, A.(2014)。Consumer Confidence and the Japanese Economy -Comparison of Pre- and Post-Bubble Period。Economic Bulletin,34,1165-1173。  new window
29.Wilcox, J. A.(2008)。Consumer Sentiment and Consumer Spending。FRBSF Economic Letter,19,25-28。  new window
30.Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。The Journal of Finance,61(4),1645-1680。  new window
31.Elliott, Graham、Rothenberg, Thomas J.、Stock, James H.(1996)。Efficient tests for an autoregressive unit root。Econometrica,64(4),813-836。  new window
32.Fisher, K. L.、Statman, M.(2003)。Consumer confidence and stock returns。Journal of Portfolio Management,30(1),115-128。  new window
33.Lee, Wayne Y.、Jiang, Christine X.、Indro, Daniel C.(2002)。Stock Market Volatility, Excess Returns, and the Role of Investor Sentiment。Journal of Banking & Finance,26(12),2277-2299。  new window
34.Ludvigson, Sydney C.(2004)。Consumer Confidence and Consumer Spending。The Journal of Economic Perspectives,18(2),29-50。  new window
35.Matsusaka, J. G.、Sbordone, A. M.(1995)。Consumer confidence and economic fluctuations。Economic Inquiry,33,296-318。  new window
36.Dufour, J-M.、Pelletier, D.、Renault, E.(2006)。Short Run and Long Run Causality in Time Series: Inference。Journal of Econometrics,132(2),337-362。  new window
研究報告
1.徐之強、葉錦徽(2009)。臺灣消費者信心指與景氣循環關係之探討。  延伸查詢new window
2.Otto, M. W.(1999)。Consumer Sentiment and the Stock Market。  new window
圖書
1.陳旭昇(2007)。時間序列分析:總體經濟與財務金融之應用。台北:東華書局。new window  延伸查詢new window
2.AKERLOF, GEORGE A.、SHILLER, ROBERT(2009)。Animal Spirits: How Human Psychology Drives the Economy, and Why It Matters for Global Capitalism。Princeton University Press。  new window
3.Ghysels, E.、Marcellino, M.(2018)。Applied Economic Forecasting using Time Series Methods。Oxford University Press。  new window
4.Keynes, John Maynard(1936)。The General Theory of Employment, Interest and Money。Macmillan。  new window
其他
1.Ghysels, E.,Santa-Clara, P.,Valkanov, R.(2004)。The MIDAS Touch: Mixed Data Sampling Regressions,UNC。  new window
 
 
 
 
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