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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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