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題名:景氣對策信號構成項目與檢查值修正分析
書刊名:經濟研究
作者:蔡玉時
作者(外文):Tsai, Yu-Shih
出版日期:2004
卷期:5
頁次:頁55-83
主題關鍵詞:景氣對策信號
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(1) 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:2
  • 點閱點閱:15
為使景氣對策信號更能確實反映經濟情況,本文針對2000年至2004年間國內經濟情勢的變化,檢討既有景氣對策信號構成項目及檢查值。 並利用交叉相關分析(cross correlation)、Granger因果關係檢定、遞延迴歸分析(recursive regression)等方法選擇構成項目。再以bootstrap統計 方法重新評估個別構成項目及新指標的檢查值。主要發現為商業營業額變動率可做為取代票據交換及跨行通匯變動率的新指標。至於燈號檢查 值(check point)方面,建議宜參酌學者專家對未來五年經濟情勢可能變化做調整。
It is widely acknowledged that the Taiwan economy has been undergoing a structural change since the late 1980s. As business monitoring indicators are supposed to represent economic performance, it is important whether they are able to reflect such transitions of the economy. Given this concern, this paper first reviews past signals presented by individual monitoring indicators and their check points (the signaling system) from January 2000 to September 2004. The author then tries to find candidate variables for inclusion in the group, using cross correlation analysis, This is followed by application of the bootstrap method to evaluate the performance of current check points and establish check points for the candidate variables. The results show that the indicator for Commercial Sales performs better than that for Bank Clearings and Remittances, suggesting a replacement of the latter with the former as a monitoring indicator. The paper also suggests a revision of check points based on changes that scholars and experts forecast as likely to occur in the next five year.
期刊論文
1.馮美珍(19980100)。臺灣景氣指標之編製與比較。臺灣經濟研究月刊,21(1)=241,32-39。new window  延伸查詢new window
2.Pesaran M. H.、Timmermann, A.(1995)。Predictability of Stock Return: Robustness and Economic Significance。Journal of Finance,67,1201-1229。  new window
3.胡仲英、陳寶瑞、洪慧燕、胡經芳、陳麗釧(20020300)。景氣對策信號之檢討與修訂。經濟研究,2,1-12。new window  延伸查詢new window
研究報告
1.管中閔、黃裕烈、徐士勛(2000)。新一波景氣循環的認定與景氣對策信號的改進。  延伸查詢new window
2.Claus E.、Claus, I.(2002)。How Many Jobs? A Leading Indicator Model of New Zealand Employment。  new window
圖書
1.蕭峰雄、洪慧燕(1992)。景氣分析與對策。臺北:遠東經濟研究顧問社有限公司。  延伸查詢new window
2.Chen, Y. P.、Lee, D.(2003)。A Study of Seasonal Adjustment and Estimation on Business Indicators。CEPD。  new window
3.Enders, W.(1995)。Applied Econometrics Time Series。New York, NY:John Wiley & Sons, Inc.。  new window
4.Ng, Y. P.、Tu, S. P.、Robinson, E.(2004)。Using Leading Indicators to Forecast the Singapore Electronics Industry。  new window
 
 
 
 
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