| 研究生: |
陳柏青 |
|---|---|
| 論文名稱: |
景氣循環的時間序列研究方法-台灣實證分析 |
| 指導教授: | 汪義育 |
| 學位類別: |
碩士
Master |
| 系所名稱: |
社會科學學院 - 財政學系 Department of Public Finance |
| 論文出版年: | 1989 |
| 畢業學年度: | 77 |
| 語文別: | 中文 |
| 論文頁數: | 96 |
| 相關次數: | 點閱:141 下載:0 |
| 分享至: |
| 查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
目錄
第一章 緒論………1
第一節 景氣循環之介紹………1
第二節 研究動機與目的………4
第三節 研究範圍及內容………5
第二章 序列的恒久與臨時成分………8
第一節 概說………8
第二節 單根檢定法………14
第三節 無母數之變異比率檢定………22
第四節 模型的實證研究………26
第三章 時間變形模型………40
第一節 概論………40
第二節 經濟時間的隨機過程………41
第三節 時距單位的轉換………44
第四節 循環時間的檢定方法………50
第五節 模型的實證分析………55
第四章 共累積分析………63
第一節 概述………63
第二節 Engle & Granger的共累積模式………64
第三節 共同趨勢模型………68
第四節 政府收支的共累積檢視………74
第五節 實證結果………79
第五章 結語………87
參考文獻………90
附錄 資料來源
參考文獻
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A. E. R. = American Economic Review
J.A.S.A. = Journal of the American Statistical Association
J.E.D.C. = Journal of Economic Dynamics and Control
J. M. E. = Journal of Monetary Economic
J. P. E. = Journal of Political Economy
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