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
|
Files in This Item:
File |
Description |
Size | Format | |
62-247-257.pdf | | 462Kb | Adobe PDF | 417 | View/Open |
|
All items in 學術集成 are protected by copyright, with all rights reserved.