期刊論文1. | Nakajima, J.(2011)。Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach。The B.E. Journal of Macroeconomics,11(1),1-24。 |
2. | Bernanke, B. S.、Boivin, J.、Eliasz, P.(2005)。Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach。Quarterly Journal of Economics,120(1),387-422。 |
3. | Watson, Mark W.、Stock, James H.、Sims, Christopher A.(1990)。Inference in Linear Time Series Models with Some Unit Roots。Econometrica,58(1),113-144。 |
4. | Sims, Christopher A.(1992)。Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy。European Economic Review,36(5),975-1000。 |
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。 延伸查詢 |
6. | Kim, S.、Shephard, N.、Chib, S.(1998)。Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models。Review of Economic Studies,65(3),361-393。 |
7. | Bernanke, B. S.、Blinder, A. S.(1992)。The Federal Funds Rate and the Channels of Monetary Transmission。American Economic Review,82(4),901-921。 |
8. | Bernanke, Ben S.、Mihov, Ilian(1998)。Measuring Monetary Policy。Quarterly Journal of Economics,113(3),869-902。 |
9. | Banbura, Marta、Giannone, Domenico、Reichlin, Lucrezia(2010)。Large Bayesian Vector Auto Regressions。Journal of Applied Econometrics,25(1),71-92。 |
10. | Canova, F.、Forero, F.(2015)。Estimating Overidentified, Nonrecursive, Time-Varying Coefficients Structural Vector Autoregressions。Quantitative Economics,6(2),359-384。 |
11. | Cogley, T.、Sargent, T.(2005)。Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.。Review of Economic Dynamics,8(2),262-302。 |
12. | Fujiwara, I.(2006)。Evaluating Monetary Policy When Nominal Interest Rates Are Almost Zero。Journal of the Japanese and International Economies,20(3),434-453。 |
13. | Gelman, A.、Rubin, D.(1992)。Inference from Iterative Simulation Using Multiple Sequences。Statistical Science,7,457-511。 |
14. | Kimura, T.、Kobayashi, H.、Muranaga, J.、Ugai, H.(2003)。The Effect of the Increase in the Monetary Base of Japan's Economy at Zero Interest Rates: An Empirical Analysis。Monetary Policy in a Changing Environment,19,276-312。 |
15. | Koop, G.、Korobilis, D.(2010)。Bayesian Multivariate Time Series Methods for Empirical Macroeconomics。Foundations and Trends in Econometrics,3,267-358。 |
16. | Miyao, Ryuzo(2002)。The Effects of Monetary Policy in Japan。Journal of Money, Credit and Banking,34(2),376-392。 |
17. | Nakajima, J.(2011)。Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications。Monetary and Economic Studies,29,107-142。 |
18. | Primiceri, G.(2005)。Time Varying Structural Vector Autoregressions and Monetary Policy。Review of Economic Studies,72(3),821-852。 |
19. | Schenkelberg, H.、Watzka, S.(2013)。Real Effects of Quantitative Easing at the Zero Lower Bound: Structural VAR-Based Evidence from Japan。Journal of International Money and Finance,33,327-357。 |
20. | Baumeistera, C.、Benati, L.(2013)。Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound。International Journal of Central Banking,9(2),165-212。 |
21. | Carter, C. K.、Kohn, R.(1994)。On Gibbs Sampling for State Space Models。Biometrika,81(3),541-553。 |