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題名:臺灣金融情勢指數與房價關係
書刊名:臺灣銀行季刊
作者:黃智家
出版日期:2016
卷期:67:2
頁次:頁1-24
主題關鍵詞:金融情勢指數線性迴歸模型向量自我迴歸模型Granger因果關係樣本外預測
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:0
  • 共同引用共同引用:72
  • 點閱點閱:4
期刊論文
1.徐千婷(20080900)。我國金融情勢指數之實證研究。中央銀行季刊,30(3),5-48。new window  延伸查詢new window
2.Bernanke, Ben S.、Gertler, Mark(2001)。Should Central Banks Respond to Movements in Asset Price?。American Economic Review,91(2),253-257。  new window
3.Engle, R. F.、Granger, C. W. J.(1987)。Co-Integration and the Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
4.林金龍(19991200)。The Monetary Conditions Index in Taiwan。經濟論文,27(4),459-479。new window  new window
5.陳旭昇、吳聰敏(20100300)。臺灣貨幣政策法則之檢視。經濟論文,38(1),33-59。new window  延伸查詢new window
6.Nelson, Charles R.、Plosser, Charles I.(1982)。Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications。Journal of Monetary Economics,10(2),139-162。  new window
7.管中閔、徐之強、黃裕烈、徐士勛(20140300)。臺灣金融情勢指數與總體經濟關係。臺灣經濟預測與政策,44(2),103-132。new window  延伸查詢new window
8.張天惠(20120600)。我國金融情勢指數與總體經濟預測。中央銀行季刊,34(2),11-41。new window  延伸查詢new window
會議論文
1.Haldane, Andrew G.(2014)。Ambidexterity。The American Economic Association Annual Meeting,Bank of England (會議日期: Jan. 3)。  new window
2.Goodhart, Charles、Hofmann, Boris(2001)。Asset Prices, Financial Conditions, and the Transmission of Monetary Policy。The conference on Asset Prices, Exchange rates, and Monetary Policy,(會議日期: 2001/03/02-03/03)。Stanford University。  new window
研究報告
1.Gauthier, Céline、Graham, Christopher、Liu, Ying(2004)。Financial Conditions Indexes for Canada。Bank of Canada。  new window
2.Osorio, Carolina、Pongsaparn, Runchana、Unsal, D. Filiz(2011)。A Quantitative Assessment of Financial Conditions in Asia。  new window
3.Borio, Claudio、Lowe, Philip(2002)。Asset Prices, Financial and Monetary Stability: Exploring the International Settlements。  new window
4.Guichard, Stéphanie、Turner, David(2008)。Quantifying the effect of financial conditions on US activity。  new window
5.Hatzius, Jan、Hooper, Peter、Mishkin, Frederic S.、Schoenholtz, Kermit L.、Watson, Mark W.(2010)。Financial Conditions Index: A Fresh Look after the Financial Crisis。  new window
6.Hooper, P.、Slok, T.、Dobridgr, C.(2010)。Improving Financial Conditions Bode Well for Growth。Frankfurt:Deutshe Bank。  new window
7.Matheson, T.(2011)。Financial Conditions Indexes for the United States and Euro Area。  new window
8.Skaarup, M.、Duschek-Hansen C.、Nielsen, S.(2010)。A financial conditions index for Denmark。The Danish Ministry of Finance。  new window
圖書
1.Shiller, Robert J.(2008)。The Subprime Solution: How Today's Global Financial Crisis Happened, and What to Do about It。Princeton University Press。  new window
2.Dudley, W.、Hatzius, J.(2000)。The Goldman Sachs Financial Conditions Index: The Right Tool for a New Monetary Policy Regime。New York:Goldman Sachs。  new window
3.Deutsche Bank(2007)。Global Economic Perspectives。  new window
4.陳旭昇(20130000)。時間序列分析:總體經濟與財務金融之應用。臺北:臺灣東華。new window  延伸查詢new window
5.Vonen, Nikka Husom(2011)。A financial conditions index for Norway。Norges Bank。  new window
其他
1.Mayes, D.,Viren, M.(2001)。Financial Conditions Indexes,Turku:Bank of Finland。  new window
2.Lagarde, Christine(2015)。Monetary Policy in the New Normal。  new window
3.Shinkai, J. I.,Kohsaka, A.(2010)。Financial Linkage and Business Cycles of Japan An Analysis Using Financial Conditions Index。  new window
4.Beaton, Kimberly,Lalonde, René,Luu, Corinne(2009)。A Financial Conditions Index for the United States。  new window
圖書論文
1.Lack, Caesar P.(2003)。A financial conditions index for Switzerland。Monetary Policy in a Changing Environment。Basel:Bank for International Settlements。  new window
 
 
 
 
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