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https://ah.lib.nccu.edu.tw/handle/140.119/89871| 題名: | 非線型動態模型檢定與在總體經濟模型之應用 | 作者: | 莊委桐 ZHUANG, WEI-TONG |
貢獻者: | 毛維凌 MAO, WEI-LING 莊委桐 ZHUANG, WEI-TONG |
關鍵詞: | 檢定 動態模型 |
日期: | 1992 | 上傳時間: | 2-May-2016 | 參考文獻: | 林和 譯(1991)混沌:不測風雲的背後，天下文化\nAshley, R. and Patterson, D. (1985) " Linear Versus Nonlinear Macroeconomies: A Statistical Test." Economics Department Working Paper No.85-12-01,\nVirginia polytechnic Institute.\nAshley, R. and Patterson, D. (1989) " Linear Versus Nonlinear Macroeconomies: A Statistical Test." International Economic Review Vol.30 ,No.3. pp.685-704.\nBala, V. & Majumdar, M. (1990) "Chaos in the Discrete-Time Tatonnement Process" Working Paper #431 , Cornell University.\nBarnett, W. & Chen, P. (1987)"The Aggregation-theoretic Monetary Aggregates are Chaotic and have Strange Attractors" in Barnett, Berndt & White eds. Dynamic Econometric Modelling, Cambridge University Press.\nBarnett, W. & Choi, S. (1988) "A Comparison Between the Convensional Econometric Approach to Structural Inference and the Nonparametric Chaotic Attractor Approach." In Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity, Proceedings of the Fourth International Symposium in Economic Theory\nand Econometrics, W. Barnett, J. Gewekw, and K. Shell, Eds. Cambridge: Cambridge Univ. Press.\nBrock, W., Dechert, W. & Scheinkman, J.(1987) "A Test for Independence Based on the Correlation Dimension." Department of Economics, Univ. of Wisconsin-Madison, Univ. of Houston, and Univ. of Chicago.\nBrock, W. & Sayers, C. (1988) "Is the Business Cycle Characterized by Deterministic Chaos", JL. of Monetary Economics, 22, pp.71-90.\nBrock, W. & Beak, E.(1991) "Some Theory of Statistical Inference for Nonlinear Science" Review of Economic Studies, 58, pp.697-716.\nChen, P. (1988) "Empirical and Theoretical Evidence of Economic Chaos" , System Dynamics Review, Vol. 4, pp.81-108.\nDay, Richard (1982) "Irregular Growth Cycles" The American Economic Review, vol.72, No.3, pp.406-14.\nDay, R. & Lin, T. (1991) "An Adaptive Neoclassical Models of Growth Fluctuations" In Dimitri ed., Alternative Approaches to Macroeconomics , Oxford University Press.\nDiebold, F. & Rudebusch, G. (1991) "Is Consumptions too Smooth ? Long Memory and the Deaton Paradox" The Reviews of Economics and Statistics, 1, PP.1-9.\nEckmann, J. & Ruelle, D. (1985) "Ergodic Theory of Chaos and Strange Attractors", Reviews of Modern Physics, 57, pp.617-56.\nEckmann, J., Kamphorst, S., Ruelle, D. & Giliberto, S. (1986) "Lyapunov Exponent for Time Series." Physical Review A, vol.34, pp.4971-9.\nGabisch & Lorenz (1989) Business Cycle Theory Springer-Verlag.\nGeorge, .Donald (1988) Mathematical Modelling .for Economists, Macmillan Press, London.\nGershenfeld, N. (1988) "An Experimentalist`s Introduction to the Observation of Dynamical\nSystems" in Direction in Chaos,vol.2, ed. by Hao Bai-Lin, pp.310 - 84.\nGoodwin, R. (1951) "The Nonlinear Accelerator and the Persistence of Business Cycles", Econometrica , 19:1, pp.78-92.\nGrandmont, J.M. (1985) "On Endogenous Competitive Business Cycle" Econometrica, pp.995-1045.\nGrassberger, P. & Procaccia, I. (1983) "Estimation of the Kol" mogorov Entropy from a Chaotic Signal", Physical Review A,vol.28, pp.2591-3\nHicks, J. (1950) A Contribution to the Theory of the Trade Cycle, Oxford: Oxford University Press\nHsieh, D. & LeBaron, B. (1988) "Finite Sample Properties of the BDS statistic I : Distribution under the Null Hypothesis." Gradute School of Business aand Department of Economics. The University of Chicago.\nRaldor, N. (1940) "A Model of the Trade Cycle" Economic Journal, 50:1, pp.78-92\nLiu, T., ·Granger, C. & Heller, W. (1991) "Using the Correlation Exponent to Decide if an Economic Series Is Chaotic" Discusion Paper #91-21,Dept. of Economics U. of California\nLorenz, Hans - Walter (1987) "Strange Attractors in a Multisector Business Cycle Model." Journal of Economic Behavior and Organization 8, pp.397-411.\nMedio, A.(1991) "Continuous - time Models of Choas in Economics" Journal of Economic Behavior and Organization 16, pp.115 - 151.\nNickell, S. & Wadhwani, S. (1990) "Insider Forces and Wage Determination" The Economic Journal, 100, pp.496-509.\nOhno, K.(1990) "Exchange Rate Fluctuation, Pass-Through ,and Market Share" International Monetary Fund, vol. 37, No.2, pp.294-310.\nOtt . E. (1981) "Strange Attractors and Chaotic Motions of Dynamical Systems" , Reviews of Modern Physics 53: pp.655-71.\nRuelle, O. & Takens, F. (1971) On the Nature of Turbulence, Communications in Math . Physics, 20, pp.167- 92.\nScheinkman (1990) "Nonlinearity in Economic Dynamics" Economic Journal, 100, pp.33 - 48.\nSchuster, H. (1984) Deterministic Chaos, Physik- Verlag. Takens, F . (1981) Lecture Notes on Math. 898, Springer , Heidelberg- New York.\nVarian,. H. (1979) "Catastrophe Theory and Business Cycle" Economic Inquiry, pp.14 - 28.\nWolf, A., Swift, J., Swinney, H. & Vastano, J . (1985) "Determining Lyapunov Exponents From A Time Series", Physica, 16D, pp.285 – 317. | 描述: | 碩士 國立政治大學 經濟學系 |
資料來源: | http://thesis.lib.nccu.edu.tw/record/#B2002004711 | 資料類型: | thesis |
| Appears in Collections: | 學位論文 |
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