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https://ah.lib.nccu.edu.tw/handle/140.119/102717
題名: | The Position and Velocity Estimation Errors of Money Supply in Wiener Filtering State Space with Uncertain Parameters | 作者: | 王春源 Wang, Chun-Yuan |
貢獻者: | 經濟系 | 日期: | Mar-1991 | 上傳時間: | 12-Oct-2016 | 摘要: | 本文利用Kalman-Schmidt (1963, 1966)之Wiener濾淨狀態空間不確定參數方法,來模擬估 計貨幣供給過程中之位置與變動速度之動態誤差。由此研究,可更清楚了解到含有衡量誤 差之貨幣供給之動態估計變化性質,亦可獲得一些有關CGRR政策之有趣重要命題。We use Kalman-Schmidt`s (1963, 1966) idea to measure the position and velocity estimation errors of money supply when measurement-errors uncertainty exists in the money supply process. Several interesting pro-positions about the constant growth rate rule (CGRR) of money supply policy are proposed in this paper. | 關聯: | 國立政治大學學報, 62, 247-257 | 資料類型: | article |
Appears in Collections: | 期刊論文 |
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