The Position and Velocity Estimation Errors of Money Supply in Wiener Filtering State Space with Uncertain Parameters

Please use this identifier to cite or link to this item: https://ah.nccu.edu.tw/handle/140.119/102717

Title:	The Position and Velocity Estimation Errors of Money Supply in Wiener Filtering State Space with Uncertain Parameters
Authors:	王春源 Wang, Chun-Yuan
Contributors:	經濟系
Date:	1991-03
Issue Date:	2016-10-12 14:51:21 (UTC+8)
Abstract:	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.
Relation:	國立政治大學學報, 62, 247-257
Data Type:	article
Appears in Collections:	[第62期] 期刊論文

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