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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/88674


    Title: 連續時間計量方法在台灣經濟實證上的應用:對耐久財消費、非自願儲蓄與匯率決定的研究
    Authors: 林振文
    Lin, Jeng Wen
    Contributors: 陳樹衡
    Cheng, Shu Heng
    林振文
    Lin, Jeng Wen
    Keywords: 隨機微分方程
    隨機測度
    真實離散模型
    耐久財消費
    非自願儲蓄
    匯率
    stochastic differential equation
    random measure
    exact discrete model
    involutary saving
    Date: 1994
    Issue Date: 2016-04-29 16:29:51 (UTC+8)
    Abstract:   連續時間計量方法在國外已廣泛被使用於經濟理論的實證上,而國內相關的研究猶付之如闕。本文首先簡述連續時聞計量方法的緣起及其優點;接著介紹其研究方法;最後以此法對耐久財需求、非自願儲蓄及匯率的決定三個主題進行研究。
    Description: 碩士
    國立政治大學
    經濟學系
    81258006
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002003864
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

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