| 研究生: |
劉耿明 |
|---|---|
| 論文名稱: |
在未知損失函數的情況下探討台灣經濟預測的最適性 Testing Forecast Optimality of Taiwan Under Unknown Loss Function |
| 指導教授: | 徐士勛 |
| 學位類別: |
碩士
Master |
| 系所名稱: |
社會科學學院 - 經濟學系 Department of Economics |
| 論文出版年: | 2015 |
| 畢業學年度: | 103 |
| 語文別: | 中文 |
| 論文頁數: | 32 |
| 中文關鍵詞: | 最適預測 、損失函數 、台灣經濟預測 |
| 相關次數: | 點閱:130 下載:5 |
| 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 |
本論文依據 Patton and Timmermann (2007) 之模型架構,透過最適預測檢定探討台灣主計總處公佈之經濟預測最適問題。研究結果發現,主計總處 GDP 之預測違反較多本文所假設的最適預測推論,因而 GDP 預測為非最適預測。主計總處 CPI 之預測在本文的最適預測推論架構下,雖相較於 GDP 預測符合較多推論,但仍然違反了其中一條最適推論,因而 CPI 預測仍為非最適預測。
1 緒論 2
1.1 研究動機與目的 2
2 文獻回顧 3
2.1 國外預測評測相關文獻探討 3
2.2 國內預測評測相關文獻探討 3
3 研究方法 5
3.1 條件動態平均方程式 5
3.2 條件動態均數與變異數方程式 7
3.3 分量檢定 9
4 實證結果 10
4.1 實質國內生產毛額GDP 12
4.2 消費者物價指數CPI 19
5 結論 26
參考文獻 28
6 附錄 31
6.1 PACF圖 31
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