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政大機構典藏 > 商學院 > 統計學系 > 期刊論文 > Item 140.119/66054

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/66054

Title:	Consumption and Credit Market: Evidence from Taiwan
Authors:	吳中書;范芝萍 Wu, Chung-Shu;Fan, Chih-Ping
Contributors:	經濟系
Keywords:	Consumption;credit;excess sensitivity;liquidity constraint;Kalman filter
Date:	2007.12
Issue Date:	2014-05-16 17:17:05 (UTC+8)
Abstract:	The credit market in Taiwan has experienced a significant fluctuation during the last thirty years and provides an excellent background to investigate the relationship between consumption and credit. This paper uses a Kalman filter technique to allow the coefficient of current income to vary over time, and shows the existence of excess sensitivity of consumption. However, the evolution of a credit market cannot adequately explain the time-varying coefficients of current income with regard to liquidity constraint.
Relation:	中國統計學報, 45(4), 355-371
Data Type:	article
Appears in Collections:	[統計學系] 期刊論文

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