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    Title: 台灣大型總體經濟研究資料庫及應用
    A large Taiwan database for macroeconomic analysis
    Authors: 陶芷敏
    Tao, Chih-Min
    Contributors: 林馨怡
    Lin, Hsin-Yi
    陶芷敏
    Tao, Chih-Min
    Keywords: 大數據
    機器學習
    景氣循環
    預測
    Date: 2024
    Issue Date: 2024-08-05 13:36:33 (UTC+8)
    Abstract: 本論文選取118個台灣具有代表性的月度總體經濟變數,建置台灣大型總體
    經濟資料庫(TW-MD),並以一站式窗口方式提供資料,以減輕研究資料蒐集與處理的負擔,增進研究成果比較與複製的效率。除建置資料庫外,本論文將該資料庫應用於以下總體經濟實證議題:首先,我們透過該資料庫的因子結構,得以識別出驅動台灣經濟的重要變數。再者,我們發現利用該資料庫豐富的資訊,結合不同大數據分析方法,除有助於判定景氣循環的轉折點,並藉由模型的變數選擇機制,發掘對判定景氣循環轉折點較重要的變數,亦有助於預測實質及名目活動相關變數時,提升預測準確性。
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    Description: 碩士
    國立政治大學
    經濟學系
    111258010
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0111258010
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

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