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：以分量迴歸評估臺灣央行的利率反應函數
書刊名：經濟論文
作者：周國偉 引用關係／曹添旺 引用關係
作者(外文)：Chou, Kuo-wei／Tsaur, Tien-wang
出版日期：2018
卷期：46:3
頁次：頁367-428
主題關鍵詞：利率反應函數；Taylor原則；逆分量迴歸；即時資料；不對稱政策反應；Interest rate reaction function；Taylor principle；Inverse quantile regression；Real-time data；Asymmetric policy reaction
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:37
  • 點閱點閱:2
期刊論文
1.Orphanides, Athanasios(2001)。Monetary Policy Rules Based on Real-Time Data。American Economic Review，91(4)，964-985。  new window
2.Orphanides, Athanasios(2003)。Historical Monetary Policy Analysis and the Taylor Rule。Journal of Monetary Economics，50，983-1022。  new window
3.Galí, J.、López-Salido, J. D.、Vallés, J.(2007)。Understanding the Effects of Government Spending on Consumption。Journal of the European Economic Association，5(1)，227-270。  new window
4.Taylor, M. P.、Davradakis, E.(2006)。Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom。Studies in Nonlinear Dynamics and Econometrics，10，1-18。  new window
5.吳致寧、李慶男、張志揚、林依伶、陳佩玗、林雅淇(20110900)。再論臺灣非線性利率法則。經濟論文，39(3)，307-338。new window  延伸查詢new window
6.林依伶、張志揚、陳佩玗(20120300)。臺灣利率法則之實證研究--考慮匯率變動之不對稱性效果。中央銀行季刊，34(1)，39-62。new window  延伸查詢new window
7.Clarida, Richard、Galí, Jordi、Gertler, Mark(2000)。Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory。Quarterly Journal of Economics，115，147-180。  new window
8.姚睿、朱俊虹、吳俊毅(20101000)。臺灣泰勒法則估計之資料訊息問題。臺灣經濟預測與政策，41(1)，85-119。new window  延伸查詢new window
9.吳中書(20090300)。論臺灣貨幣需求函數。經濟論文叢刊，37(1)，23-52。new window  延伸查詢new window
10.吳致寧、黃惠君、汪建南、吳若瑋(20120600)。再探臺灣匯率制度。經濟論文叢刊，40(2)，261-288。new window  延伸查詢new window
11.吳若瑋、吳致寧(20140300)。臺灣利率法則之估計--即時資料vs.修正資料。經濟論文，42(1)，31-78。new window  延伸查詢new window
12.Engel, Charles W.、West, Kenneth D.(2005)。Exchange Rates and Fundamentals。Journal of Political Economy，113(3)，485-517。  new window
13.Rudebusch, Glenn D.(2002)。Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia。Journal of Monetary Economics，49(6)，1161-1187。  new window
14.Stock, James H.、Watson, Mark W.(1993)。A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems。Econometrica，61(4)，783-820。  new window
15.Bernanke, Ben S.、Mishkin, Frederic S.(1997)。Inflation Targeting: A New Framework for Monetary Policy?。The Journal of Economic Perspectives，11(2)，97-116。  new window
16.Clarida, R.、Gali, J.、Gertler, M.(1999)。The Science of Monetary Policy: A New Keynesian Perspective。Journal of Economic Literature，37，1661-1707。  new window
17.Minford, Patrick、Perugini, Francesco、Srinivasan, Naveen(2002)。Are interest rate regressions evidence for a Taylor rule?。Economic Letters，76，145-150。  new window
18.Clarida, R.、Gali, J.、Gertler, M.(1998)。Monetary policy rules in practice: Some international evidence。European Economic Review，42，1033-1067。  new window
19.Svensson, Lars E. O.(2000)。Open-Economy Inflation Targeting。Journal of International Economics，50，155-183。  new window
20.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
21.Woodford, M.(2004)。Inflation Targeting and Optimal Monetary Policy。Federal Reserve Bank of St. Louis Review，86，15-41。  new window
22.Kim, T. H.、Muller, C.(2004)。Two-stage quantile regression when the first stage is based on quantile regression。Econometrics Journal，7(1)，218-231。  new window
23.Orphanides, A.、Wieland, V.(2000)。Efficient Monetary Policy Design Near Price Stability。Journal of the Japanese and International Economies，14，327-365。  new window
24.Koenker, R.、Xiao, Z.(2004)。Unit Root Quantile Autoregression Inference。Journal of the American Statistical Association，99，775-787。  new window
25.Judd, J. P.、Rudebusch, G. D.(1998)。Taylor's rule and the Fed: 1970-1997。Federal Reserve Bank of San Francisco Economic Review，3，3-16。  new window
26.Koenker, R.、Hallock, K. F.(2001)。Quantile Regression: An Introduction。Journal of Economic Perspectives，15(4)，143-156。  new window
27.Adam, K.、Billi, R. M.(2006)。Optimal Monetary Policy under Commitment with a Zero Lower Bound on Nominal Rates。Journal of Money, Credit and Banking，38，1877-1905。  new window
28.Amato, J.、Laubach, T.(1999)。The Value of Interest Rate Smoothing: How the Private Sector Helps the Federal Reserve。Economic Review, Federal Reserve Bank of Kansas City，84，47-64。  new window
29.Amemiya, T.(1982)。Two Stage Least Absolute Deviations Estimators。Econometrica，50，689-711。  new window
30.Benassy, J. P.(2006)。Interest Rate Rules, Inflation and the Taylor Principle: An Analytical Exploration。Economic Theory，27，143-162。  new window
31.Bomfim, A.、Rudebusch, G. D.(2000)。Opportunistic and Deliberate Disinflation under Imperfect Credibility。Journal of Money, Credit and Banking，32，707-721。  new window
32.Bunzel, H.、Enders, W.(2010)。The Taylor Rule and 'Opportunistic' Monetary Policy。Journal of Money, Credit and Banking，42，931-949。  new window
33.Canzoneri, M. B.、Diba, B.(2005)。Interest Rate Rules and Price Determinacy: The Role of Transaction Services of Bonds。Journal of Monetary Economics，52，329-343。  new window
34.Caplin, A.、Leahy, J.(1996)。Monetary Policy as a Process of Search。American Economic Review，86，689-702。  new window
35.Chemozhukov, V.、Hansen, C.(2005)。An IV Treatment Model of Quantile Treatment Effects。Econometrica，73，245-261。  new window
36.Chevapatrakul, T.、Kim, T. H.、Mizen, P.(2009)。The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan。Journal of Money, Credit and Banking，41，1705-1723。  new window
37.Chevapatrakul, T.、Paez-Farrell, J.(2014)。Monetary Policy Reaction Functions in Small Open Economies: A Quantile Regression Approach。The Manchester School，82，237-256。  new window
38.Civcir, I.(2003)。Money Demand, Financial Liberalization and Currency Substitution in Turkey。Journal o f Economic Studies，30，514-534。  new window
39.Croushore, D.、Stark, T.(2001)。A Real-Time Data Set for Macroeconomists。Journal of Econometrics，105，111-130。  new window
40.Cukierman, A.、Gerlach, S.(2003)。The Inflation Bias Revised: Theory and Some International Evidence。The Manchester School，71，541-565。  new window
41.Cukierman, A.、Muscatelli, A.(2008)。Nonlinear Taylor Rules and Asymmetric Preferences in Central Banking: Evidence from the United Kingdom and the United States。The B.E. Journal of Macroeconomics，8，1-31。  new window
42.Dolado, J. J.、Maria-Dolores, R.、Naveira, M.(2005)。Are Monetary-Policy Reaction Functions Asymmetric? The Role of Nonlinearity in the Phillips Curve。European Economic Review，49，485-503。  new window
43.Domenech, R.、Ledo, M.、Taguas, D.(2002)。Some New Results on Interest Rate Rules in EMU and in the US。Journal of Economics and Business，54，431-446。  new window
44.Erler, A.、Drescher, C.、Krizanac, D.(2013)。The Fed's Trap: A Taylor-Type Rule with Asset Prices。Journal of Economic Finance，37，136-149。  new window
45.Florio, A.(2006)。Asymmetric Interest Rate Smoothing: The Fed Approach。Economics Letters，93，190-195。  new window
46.Gerdesmeier, D.、Roffia, B.(2004)。Empirical Estimates of Reaction Functions for the Euro Area。Swiss Journal of Economics and Statistics，140，37-66。  new window
47.Ghatak, S.、Moore, T.(2011)。Monetary Policy Rules for Transition Economies: An Empirical Analysis。Review of Development Economics，15，714-728。  new window
48.Ghatak, S.、Spanjers, W.(2007)。Monetary Policy Rules, Transition Economies and the Impact of Ambiguity。International Journal of Development Issues，6，26-37。  new window
49.Goodfriend, M.、King, R. G.(1997)。The New Neoclassical Synthesis and the Role of Monetary Policy。NBER Macroeconomics Annual，12，231-283。  new window
50.Goodhart, C.(1999)。Central Bankers and Uncertainty。Bank of England Quarterly Bulletin，39，102-115。  new window
51.Gorter, J.、Jacobs, J.、De Haan, J.(2008)。Taylor Rules for the ECB Using Expectations Data。The Scandinavian Journal of Economics，110，473-488。  new window
52.Greenspan, A.(2004)。Risk and Uncertainty in Monetary Policy。American Economic Review，94(2)，33-40。  new window
53.Jung, T.、Teranishi, Y.、Watanabe, T.(2005)。Optimal Monetary Policy at the Zero-Interest- Rate Bound。Journal of Money, Credit and Banking，37，813-835。  new window
54.Kato, R.、Nishiyama, S.(2005)。Optimal Monetary Policy When Interest Rates Are Bounded at Zero。Journal of Economic Dynamics and Control，29，97-134。  new window
55.Kharel, R. S.、Martin, C.、Milas, C.(2010)。The Complex Response of Monetary Policy to the Exchange Rate。Scottish Journal of Political Economy，57，103-117。  new window
56.Koustas, Z.、Lamarche, J. F.(2012)。Instrumental Variable Estimation of a Nonlinear Taylor Rule。Empirical Economics，42，1-20。  new window
57.Linnemann, L.、Schabert, A.(2012)。Fiscal Rules, Interest Payments on Debt, and the Irrelevance of the Taylor Principle。Scottish Journal of Political Economy，59，250-265。  new window
58.McCallum, B. T.(1987)。The Case for Rules in the Conduct of Monetary Policy: A Concrete Example。Weltwirtschaftliches Archiv，123，415-429。  new window
59.McCallum, B. T.(1988)。Robustness Properties of a Rule for Monetary Policy。Camegie- Rochester Conference Series on Public Policy，29，53-84。  new window
60.McCallum, B. T.、Nelson, E.(1999)。An Optimizing IS-LM Specification for Monetary Policy and Business Cycle Analysis。Journal of Money, Credit, and Banking，21，296-316。  new window
61.Miles, W.、Schreyer, S.(2012)。Is Monetary Policy Non-Linear in Indonesia, Korea, Malaysia, and Thailand? A Quantile Regression Analysis。Asian Pacific Economic Literature，26，155-166。  new window
62.Miles, W.、Schreyer, S.(2014)。Is Monetary Policy Non-Linear in Latin America? A Quantile Regression Approach to Brazil, Chile, Mexico and Peru。Journal of Developing Areas，48，169-183。  new window
63.Nikolsko-Rzhevskyy, A.(2011)。Monetary Policy Estimation in Real Time: Forward-Looking Taylor Rules without Forward-Looking Data。Journal of Money, Credit, and Banking，43，871-897。  new window
64.Orphanides, A.(2004)。Monetary Policy Rules, Macroeconomic Stability, and Inflation: A View from the Trenches。Journal of Money, Credit and Banking，36，151-175。  new window
65.Orphanides, A.、Van Norden, S.(2005)。The Reliability of Inflation Forecasts Based on Output Gaps in Real Time。Journal of Money, Credit and Banking，37，583-601。  new window
66.Orphanides, A.、Wilcox, D.(2002)。An Opportunistic Approach to Disinflation。International Finance，5，47-71。  new window
67.Powell, J. L.(1983)。The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators。Econometrica，51，1569-1575。  new window
68.Rotemberg, Julio J.、Woodford, Michael(1997)。An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy。NBER Macroeconomics Annual，12，297-346。  new window
69.Sack, B.、Wieland, V.(2000)。Interest Rate Smoothing and Optimal Monetary Policy: A Review of Recent Empirical Evidence。Journal of Economics and Business，52，205-228。  new window
70.Siklos, P. L.、Bohl, M. T.(2009)。Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule。Open Economic Review，20，39-59。  new window
71.Spanjers, W.(2008)。Central Bank and Ambiguity。International Review of Economics and Finance，17，85-102。  new window
72.Sugo, T.、Teranishi, Y.(2005)。The Optimal Monetary Policy Rule under the Non-Negativity Constraint on Nominal Interest Rates。Economics Letters，89，95-100。  new window
73.Surico, P.(2007)。The Fed's Monetary Policy Rule and U.S. Inflation: The Case of Asymmetric Preferences。Journal of Economic Dynamics and Control，31，305-324。  new window
74.Svensson, L. E. O.(1998)。Inflation Targeting as a Monetary Policy Rule。Journal of Monetary Economics，43，607-654。  new window
75.Svensson, L. E. O.(2003)。What Is Wrong with Taylor Rules? Using Judgement in Monetary Policy through Targeting Rules。Journal of Economic Literature，41，427-477。  new window
76.Taylor, J. B.(1999)。The Robustness and Efficiency of Monetary Policy Rules as Guidelines for Interest Rate Setting by the European Central Bank。Journal of Monetary Economics，43，655-679。  new window
77.Wolters, M. H.(2012)。Estimating Monetary Policy Reaction Functions Using Quantile Regression。Journal of Macroeconomics，34，342-361。  new window
78.Woodford, M.(1999)。Optimal Monetary Policy Inertia。The Manchester School，67，1-35。  new window
79.Woodford, M.(2001)。Control of the Public Debt: A Requirement for Price Stability。Journal of Money, Credit, and Banking，33，669-728。  new window
80.陳旭昇(20160600)。央行「阻升不阻貶」？--再探臺灣匯率不對稱干預政策。經濟論文叢刊，44(2)，187-213。  延伸查詢new window
81.Taylor, John B.(1993)。Discretion versus Policy Rules in Practice。Carnegie-Rochester Conference Series on Public Policy，39，195-214。  new window
82.Koenker, Roger W.、Bassett, Gilbert W. Jr.(1978)。Regression Quantiles。Econometrica: Journal of the Econometric Society，46(1)，33-50。  new window
83.Koenker, Roger W.、Bassett, Gilbert W. Jr.(1982)。Robust Tests for Heteroscedasticity Based on Regression Quantiles。Econometrica，50(1)，43-61。  new window
84.Newey, Whitney K.、West, Kenneth D.(1987)。A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。Econometrica，55(3)，703-708。  new window
研究報告
1.Domenech, R.、Ledo, M.、Taguas, D.(2001)。A Small Forward-Looking Macroeconomic Model for EMU。  new window
2.Rudebusch, G. D.、Svensson, L. E. O.(1998)。Policy Rule for Inflation Targeting。  new window
3.Svensson, L. E. O.(2009)。Evaluating Monetary Policy。  new window
圖書
1.Hill, R. C.、Griffiths, W. E.、Lim, G. C.(2009)。Principles of Econometrics。New York：John Wiley & Sons。  new window
2.Gali, J.(2008)。Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework and Its Applications。Princeton, NJ：Princeton University Press。  new window
3.Stock, J. H.、Watson, M. W.(2003)。Introduction to Econometrics。New York：Prentice Hall。  new window
4.Surico, P.(2004)。Inflation Targeting and Nonlinear Policy Rules: The Case of Asymmetric Preferences。Bocconi University。  new window
5.Walsh, C. E.(2003)。Monetary Theory and Policy。London：The MIT Press。  new window
6.Koenker, Roger(2005)。Quantile Regression。Cambridge University Press。  new window
其他
1.Adam, C.，Cobham, D.(2004)。Real-Time Output Gaps in the Estimation of Taylor Rules: A Red Herring?，Department of Economics, University of Oxford。  new window
2.Kim, T. H.，Muller, C.(2008)。Bias Transmission and Variance Reduction in Two-Stage Estimation，Yonsei University。  new window
圖書論文
1.Svensson, L. E. O.、Woodford, M.(2005)。Implementing Optimal Policy through Inflation-Forecast Targeting。The Inflation--Targeting Debate。Chicago：University of Chicago Press。  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：991（臺灣：961，外國：30） ／ 本年度總使用人次：1806188 ／ 訪客人次（自102年09月）：67613884
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