| dc.contributor | 經濟系 | |
| dc.creator (作者) | 王春源 | zh_TW |
| dc.creator (作者) | Wang, Chun-Yuan | |
| dc.date (日期) | 1991-03 | |
| dc.date.accessioned | 12-Oct-2016 14:51:21 (UTC+8) | - |
| dc.date.available | 12-Oct-2016 14:51:21 (UTC+8) | - |
| dc.date.issued (上傳時間) | 12-Oct-2016 14:51:21 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/102717 | - |
| dc.description.abstract (摘要) | 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. | |
| dc.format.extent | 473374 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | 國立政治大學學報, 62, 247-257 | |
| dc.title (題名) | The Position and Velocity Estimation Errors of Money Supply in Wiener Filtering State Space with Uncertain Parameters | |
| dc.type (資料類型) | article | |
