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題名 有限樣本下預測合理性檢定的性質評估
作者 荒井夏來
貢獻者 國際經營與貿易學系
關鍵詞 美國國會預算局;預測評估;有條件預測;專家預測者調查
Congressional Budget Office (CBO); Forecast Evaluation; Conditional Forecasts; Survey of Professional Forecasters (SPF); Asymmetric Loss Function
日期 2016
上傳時間 25-十二月-2017 14:17:36 (UTC+8)
摘要 本研究旨在評估美國國會預算局(Congressional Budget Office, CBO)經濟及預算預測之效率,並探討其無效率之肇因。國預算局之預測,儘管支出方面是被接受的,在歲入以及經濟預測上,則出入甚大。預算預測無效率之原因,部分是由於基本的經濟預測無效之故。本研究以專家預測者調查(Survey of Professional Forecasters, SPF)之經濟預測數據,調整國會預算局之預算預測,並發現此調整能使原國會預算局之預算預測的精確性在部分情況下獲得極大的改善。
This paper evaluates the efficiency of the Congressional Budget Office`s (CBO) budgetary and economic projections, and investigates the causes of the inefficiency in its projections. While the efficiency is accepted for the CBO`s projections for outlays, it is strongly rejected for its revenue and economic projections. The inefficiency in the budgetary projections is partially due to the inefficiency in the underlying economic projections. By adjusting the CBO`s budgetary projections using the Survey of Professional Forecasters` (SPF) economic forecast, I find that the accuracy CBO`s budgetary projections is significantly improved in some cases.
關聯 執行起迄:2016/08/01~2017/07/31
105-2410-H-004-016
資料類型 report
dc.contributor 國際經營與貿易學系zh_Tw
dc.creator (作者) 荒井夏來zh_TW
dc.date (日期) 2016en_US
dc.date.accessioned 25-十二月-2017 14:17:36 (UTC+8)-
dc.date.available 25-十二月-2017 14:17:36 (UTC+8)-
dc.date.issued (上傳時間) 25-十二月-2017 14:17:36 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/115344-
dc.description.abstract (摘要) 本研究旨在評估美國國會預算局(Congressional Budget Office, CBO)經濟及預算預測之效率,並探討其無效率之肇因。國預算局之預測,儘管支出方面是被接受的,在歲入以及經濟預測上,則出入甚大。預算預測無效率之原因,部分是由於基本的經濟預測無效之故。本研究以專家預測者調查(Survey of Professional Forecasters, SPF)之經濟預測數據,調整國會預算局之預算預測,並發現此調整能使原國會預算局之預算預測的精確性在部分情況下獲得極大的改善。zh_TW
dc.description.abstract (摘要) This paper evaluates the efficiency of the Congressional Budget Office`s (CBO) budgetary and economic projections, and investigates the causes of the inefficiency in its projections. While the efficiency is accepted for the CBO`s projections for outlays, it is strongly rejected for its revenue and economic projections. The inefficiency in the budgetary projections is partially due to the inefficiency in the underlying economic projections. By adjusting the CBO`s budgetary projections using the Survey of Professional Forecasters` (SPF) economic forecast, I find that the accuracy CBO`s budgetary projections is significantly improved in some cases.en_US
dc.format.extent 487815 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) 執行起迄:2016/08/01~2017/07/31zh_TW
dc.relation (關聯) 105-2410-H-004-016zh_TW
dc.subject (關鍵詞) 美國國會預算局;預測評估;有條件預測;專家預測者調查zh_TW
dc.subject (關鍵詞) Congressional Budget Office (CBO); Forecast Evaluation; Conditional Forecasts; Survey of Professional Forecasters (SPF); Asymmetric Loss Functionen_US
dc.title (題名) 有限樣本下預測合理性檢定的性質評估_TW
dc.type (資料類型) report