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    政大機構典藏 > 商學院 > 金融學系 > 期刊論文 >  Item 140.119/73968


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    題名: Estimation of a Taiwan monetary reaction function with time varying parameters
    作者: Shen, Chung-Hua
    沈中華
    貢獻者: 金融系
    關鍵詞: Limited Dependent Variables;Monetary Policy;Time Varying Parameter;kalman filter;Time Varying
    日期: 2000
    上傳時間: 2015-03-24 11:44:25 (UTC+8)
    摘要: This paper employs a nonlinear Kalman filter to examine the time-varying responses of Taiwan`s monetary policy in the presence of a limited dependent variable. The Kalman filtered parameters reveal that the responses are not constant but change over time. Furthermore, a counter-cyclical reaction function is identified and a stronger than usual discretionary policy during the recessions is found.
    關聯: Applied Economics - APPL ECON , vol. 32, no. 4, pp. 459-466
    資料類型: article
    DOI 連結: http://dx.doi.org/10.1080/000368400322624
    DOI: 10.1080/000368400322624
    顯示於類別:[金融學系] 期刊論文

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