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Andrew(2011)。Monitoring Financial Stability: A Financial Conditions Index Approach。Economic Perspectives，35(1)，22-43。 | | 14. | Brave, Scott A.、Butters, R. Andrew(2012)。Diagnosing the Financial System: Financial Conditions and Financial Stress。International Journal of Central Banking，8(2)，191-239。 | | 15. | Claessens, Stijn、Kose, M. Ayhan、Terrones, Marco E.(2012)。How Do Business and Financial Cycles Interact?。Journal of International Economics，87(1)，178-190。 | | 16. | Erdem, Magdalena、Tsatsaronis, Kostas(2013)。Financial Conditions and Economic Activity: a Statistical Approach。BIS Quarterly Review，2013(Mar.)，37-52。 | | 17. | Koop, Gary、Korobilis, Dimitris(2014)。A New Index of Financial Conditions。European Economic Review，71，101-116。 | | 18. | Matheson, Troy D.(2012)。Financial Conditions Indexes for the United States and Euro Area。Economics Letters，115(3)，441-446。 | | 19. | Koenker, Roger W.、Bassett, Gilbert W. Jr.(1978)。Regression Quantiles。Econometrica: Journal of the Econometric Society，46(1)，33-50。 | | 20. | Clark, Todd E.、West, Kenneth D.(2007)。Approximately Normal Tests for Equal Predictive Accuracy in Nested Models。Journal of Econometrics，138(1)，291-311。 | | 21. | Firpo, Sergio、Fortin, Nicole M.、Lemieux, Thomas(2009)。Unconditional quantile regressions。Econometrica，77(3)，953-973。 | | 22. | 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。 延伸查詢 | | 23. | Bai, Jushan、Ng, Serena(2004)。A Panic Attack on Unit Roots and Cointegration。Econometrica，72(4)，1127-1177。 | | 24. | Forni, Mario、Hallin, Marc、Lippi, Marco、Reichlin, Lucrezia(2005)。The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting。Journal of the American Statistical Association，100(471)，830-840。 | 會議論文| 1. | Dudley, William C.(2010)。Comments on Financial Conditions Indexes: A New Look after the Financial Crisis。The University of Chicago Booth School of Business Annual U. S. Monetary Policy Forum，(會議日期: February 26, 2010)。New York City。 | | 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。 | 研究報告| 1. | 臺大--國泰產學合作計畫(2011)。臺灣經濟與金融情勢指數(FCI)編製與應用。 延伸查詢 | | 2. | Gauthier, Céline、Graham, Christopher、Liu, Ying(2004)。Financial Conditions Indexes for Canada。Bank of Canada。 | | 3. | Swiston, Andrew J.(2008)。A U.S. Financial Conditions Index: Putting Credit Where Credit Is Due。 | | 4. | Osorio, Carolina、Pongsaparn, Runchana、Unsal, D. Filiz(2011)。A Quantitative Assessment of Financial Conditions in Asia。 | | 5. | Angelopoulou, Eleni、Balfoussia, Hiona、Gibson, Heather(2013)。Building a Financial Conditions Index for the Euro Area and Selected Euro Area Countries: What Does it Tell us About the Crisis?。 | | 6. | Brave, Scott A.、Butters, R. Andrew(2010)。Gathering Insights on the Forest from the Trees: A New Metric for Financial Conditions。 | | 7. | Solberger, Martin、Spånberg, Erik(2017)。Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother。 | | 8. | Wacker, Konstantin M.、Lodge, David、Nicoletti, Giulio(2014)。Measuring Financial Conditions in Major Non-Euro Area Economies。 | | 9. | Kapetanios, George、Price, Simon、Young, Garry(2017)。A UK Financial Conditions Index Using Targeted Data Reduction: Forecasting and Structural Identification。 | | 10. | Guichard, Stéphanie、Turner, David(2008)。Quantifying the effect of financial conditions on US activity。 | | 11. | Hatzius, Jan、Hooper, Peter、Mishkin, Frederic S.、Schoenholtz, Kermit L.、Watson, Mark W.(2010)。Financial Conditions Index: A Fresh Look after the Financial Crisis。 | | 12. | Mayes, David G.、Virén, Matti(2001)。Financial Conditions Indexes。 | 圖書| 1. | Hosmer, David W.、Lemeshow, Stanley(2000)。Applied Logistic Regression。John Wiley & Sons, Inc.。 | | 2. | Vonen, Nikka Husom(2011)。A financial conditions index for Norway。Norges Bank。 | 其他| 1. | Adrian, Tobias，Boyarchenko, Nina，Giannone, Domenico(2016)。Vulnerable Growth，London：Centre for Economic Policy Research。 | | 2. | Beaton, Kimberly，Lalonde, René，Luu, Corinne(2009)。A Financial Conditions Index for the United States。 | 圖書論文| 1. | International Monetary Fund(2017)。Are Countries Losing Control of Domestic Financial Conditions?。Global Financial Stability Report, April 2017。Washington, DC：International Monetary Fund。 | | 2. | International Monetary Fund(2017)。Financial Conditions and Growth at Risk。Global Financial Stability Report October 2017: Is Growth at Risk?。Washington, DC：International Monetary Fund。 | | 3. | Lack, Caesar P.(2003)。A financial conditions index for Switzerland。Monetary Policy in a Changing Environment。Basel：Bank for International Settlements。 | |
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