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https://ah.lib.nccu.edu.tw/handle/140.119/76246| 題名: | 台灣經濟成長率與其組成因子之預測績效評估 The Forecast Performance of GDP and GDP components |
作者: | 陳建安 | 貢獻者: | 徐士勛 陳建安 |
關鍵詞: | 預測評估 | 日期: | 2014 | 上傳時間: | 1-Jul-2015 | 摘要: | 本篇論文以 Sinclair and Stekler (2013) 作為基本架構，以台灣主計總處每個二、五、八及十一月所發布新聞稿內的經濟成長作為研究對象，透過多個面向來探討檢驗主計總處所提供的經濟預測，本文除了探討經濟成長外，也一併探討其組成因子，並在最後\r\n做一個全面性的檢視。我們的實證結果顯示，主計總處在對於經濟成長及其組成因子的預測上，還具有進步的空間，其大多數的變數都不具效率性，即其預測值沒有將所有可用的訊息給包含進去。但若以組成份子的平均向量來看，主計總處的預測值和其後\r\n一季的實現值，兩者間並沒有顯著的差異，故我們可以確認，平均來看，主計總處所提供的預測值還是可以為研究者作為參考依據。 | 參考文獻: | 梁國源、周大森 (2002)，「臺灣經濟預測引用國際數據之檢視─以WEFA、 IMF 與 OECD 為例」，《臺灣經濟預測與政策》，33(1)，41-74。\r\n徐士勛，管中閔與羅雅惠 (2005), 「以擴散指標為基礎之總體經濟預測」，《臺灣經濟預測與政策》, 36(1), 1–28。\r\n\r\n陳宜廷，徐士勛，劉瑞文與莊額嘉 (2011)，「經濟成長率預測之評估與更新」， 《經濟論文叢刊》，39(1)， 1-44。 [Chen, Y.-T., S.-H. Hsu, R.-W. Liou, and O.-C. Chuang (2011),“Evaluating and Updating Economic Growth Rate Forecasts,” Taiwan Economic Review,39(1), 1-44.]\r\n\r\nAruoba, S. B. (2008). Data revisions are not well ehaved. Journal of Money,Credit and Banking, 40, 319–340.\r\n\r\nCapistran, Carlos and Gabriel Lopez-Moctezuma. 2010. Forecast Revisions of Mexican Inflation and GDP Growth. Working Paper 2010-11, Banco de Mexico.\r\n\r\nFaust, J., Rogers, J. H., \\& Wright, J. H. (2005). News and noise in G-7 GDP announcements. Journal of Money, Credit and Banking, 37(3), 403-419.\r\n\r\nJoutz, F. L., \\& Stekler, H. O. (1998). Data revisions and forecasting. Applied Economics, 30, 1011–1016.\r\n\r\nMankiw, N. G., Runkle, D. E., \\& Shapiro, M. D. (1984). Are preliminary announcements of the money stock rational forecasts? Journal of Monetary Economics, 14, 15-27.\r\n\r\nMankiw, N. G., \\& Shapiro, M. D. (1986). News or noise: an analysis of GNP revisions. Survey of Current Business, 66(May), 20-25.\r\n\r\nMincer, J., \\& Zarnowitz, V. (1969). The evaluation of economic forecasts. In J. Mincer (Ed.), Economic forecasts and expectations. New York: National Bureau of Economic Research.\r\n\r\nMorgenstern, O. (1963). On the accuracy of economic observations. Princeton: Princeton University Press.\r\n\r\nSinclair, T. M., Gamber, E. N., Stekler, H., and Reid, E. (2012). Jointly evaluating the federal reserve forecasts of gdp growth and inflation. International Journal of\r\nForecasting, 28(2):309-314.\r\n\r\n\r\nSinclair, Tara M. and Herman O. Stekler (2013), Examining the quality of early GDP component estimates, International Journal of Forecasting, 2013, 29 (4),\r\n736-750.\r\n\r\nStekler, H. O. (1967). Data revisions and economic forecasting. Journal of the American Statistical Association, 62, 470-483.\r\n\r\nZellner, A. (1958). A statistical analysis of provisional estimates of gross national product and its components, of selected national income components, and of personal saving. Journal of the American Statistical\r\nAssociation, 53, 54-65. | 描述: | 碩士 國立政治大學 經濟學系 102258027 103 |
資料來源: | http://thesis.lib.nccu.edu.tw/record/#G0102258027 | 資料類型: | thesis |
| Appears in Collections: | 學位論文 |
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