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題名	以貝氏方法決定最適控制値之研究
作者	陳士榮
貢獻者	魏應澤陳士榮
日期	1982
上傳時間	27-Sep-2018 13:29:47 (UTC+8)
參考文獻	參考文獻 1.于宗先：「經濟預測」，中研院經研所，1975 2邱正雄：「臺灣貨幣與金融論文集」，聯經出版事業有限公司64,9 3.林鐘雄：「當代貨幣理論與政策」，三民書局；70,3 4.石齊平：「直線形／二次式」最適控制——經濟政策變數之控制與模擬，東海學報Vol.18，66, 6 5.何瑞坤：「計量經濟學之原理及其應用」，聯經出版事業有限公司，65,12 6. Aoki, M. “Optimization of Stochastic Systems” Academic Press, New York. 1967 7. CHOW, Gregory C. “Analysis and Control of Dynamic Economic Systems” John Wiley Sons, New York, 1975 8.________,“Problems of Economic Policy from the Viewpoint of Optimal Control ”American Economic Review, 63, (Dec. 1973) p 826-837 9.________,“Effect of Uncertainty on Optimal Control Policies” International Economic Review 14 p632-645 10. Intriligator, M. D. ,“Frontiers of Quantiative Economics” Vol. A, B., North-Holland Book Co., 1977 11. ________,“Econometric Models, Techniques, & Applications” 1978 12. Kendrick, David, “Application of Control Theory to Macroeconomics in M.D. Intriligator ed. [10] , 1977 13. Phillips,A. W., “Stabilization Policy in a closed Economy” The Economic Journal, 64 pp 290-323 14. Prescott, E. C. ,“The Multiperiod Control Problem Under Uncertainty Econometrica, 40(1972), pp 1043-1058 15. Pindyck, R. S. , “Optimal Planning for Economic Stabilization” North-Holland Book Co., 1973 16. Koyohei Sasaki “Statistics for Modern Business Decision Making” Wadsworth publishing Co. Inc. 1970 17. Box & Tiao, “Bayesian Inference in Statistical Analysis” 1st ed, 1973 chapterⅠ,Ⅱ,Ⅲ. 18. Zellner, A. “An Introduction to Bayesian Inference in Econometrics” New York, John Wiley & Sons Inc. 1971 19. Zellner, A. & Chetty, V. K. “Prediction and Decision Problems in Regression Models from the Bayesian Point of View” Journal of the American Statistical Association, 60(1965) pp608-616 20. Zellner, A. & Geisel, M. S. “Sensitivity of Control to uncertainty and form of the Criterion Function” In:the future of Statistics edited by D.C. Watts N.Y. 1968 p269-289
描述	碩士國立政治大學企業管理研究所 70
資料來源	http://thesis.lib.nccu.edu.tw/record/#B2002007586
資料類型	thesis

dc.contributor.advisor	魏應澤
dc.contributor.author (Authors)	陳士榮
dc.creator (作者)	陳士榮
dc.date (日期)	1982
dc.date.accessioned	27-Sep-2018 13:29:47 (UTC+8)	-
dc.date.available	27-Sep-2018 13:29:47 (UTC+8)	-
dc.date.issued (上傳時間)	27-Sep-2018 13:29:47 (UTC+8)	-
dc.identifier.uri (URI)	http://nccur.lib.nccu.edu.tw/handle/140.119/120148	-
dc.description (描述)	碩士
dc.description (描述)	國立政治大學
dc.description (描述)	企業管理研究所
dc.description (描述)	70
dc.description.tableofcontents	以貝氏方法決定最適控制值之研究目錄第壹章緒論1 第一節研究動機與研究目的1 第二節研究方法3 第三節研究範圍與研究限制4 第貳章貝氏推論之研討6 第一節貝氏方法的理論結構7 第二節事前情報的來源9 第三節事後情報的獲得13 第四節貝氏推定19 第五節貝氏迴歸分析22 第叁章以貝氏方法求解最適控制值理論之探討29 第一節最適控制理論的發展與功能29 第二節貝氏方法應用於一些簡單控制問題的分析30 第三節貝氏方法應用於求解單期最適控制值之研究35 第四節貝氏方法應用於求解二期最適控制值之研究41 第五節貝氏方法應用於求解多期長適控制值之探討44 第肆章以貝氏方法決定當前台灣經濟之最適貨幣政策49 第一節貨幣政策與經濟發展49 第二節最適貨幣政策的意義52 第三節控制解的求法53 1.控制模型53 2.目標數陣與懲罰數陣54 3.控制解57 第四節計算結果與檢討60 第伍章結論72
dc.format.extent	115 bytes	-
dc.format.mimetype	text/html	-
dc.source.uri (資料來源)	http://thesis.lib.nccu.edu.tw/record/#B2002007586
dc.title (題名)	以貝氏方法決定最適控制値之研究
dc.type (資料類型)	thesis
dc.relation.reference (參考文獻)	參考文獻 1.于宗先：「經濟預測」，中研院經研所，1975 2邱正雄：「臺灣貨幣與金融論文集」，聯經出版事業有限公司64,9 3.林鐘雄：「當代貨幣理論與政策」，三民書局；70,3 4.石齊平：「直線形／二次式」最適控制——經濟政策變數之控制與模擬，東海學報Vol.18，66, 6 5.何瑞坤：「計量經濟學之原理及其應用」，聯經出版事業有限公司，65,12 6. Aoki, M. “Optimization of Stochastic Systems” Academic Press, New York. 1967 7. CHOW, Gregory C. “Analysis and Control of Dynamic Economic Systems” John Wiley Sons, New York, 1975 8.________,“Problems of Economic Policy from the Viewpoint of Optimal Control ”American Economic Review, 63, (Dec. 1973) p 826-837 9.________,“Effect of Uncertainty on Optimal Control Policies” International Economic Review 14 p632-645 10. Intriligator, M. D. ,“Frontiers of Quantiative Economics” Vol. A, B., North-Holland Book Co., 1977 11. ________,“Econometric Models, Techniques, & Applications” 1978 12. Kendrick, David, “Application of Control Theory to Macroeconomics in M.D. Intriligator ed. [10] , 1977 13. Phillips,A. W., “Stabilization Policy in a closed Economy” The Economic Journal, 64 pp 290-323 14. Prescott, E. C. ,“The Multiperiod Control Problem Under Uncertainty Econometrica, 40(1972), pp 1043-1058 15. Pindyck, R. S. , “Optimal Planning for Economic Stabilization” North-Holland Book Co., 1973 16. Koyohei Sasaki “Statistics for Modern Business Decision Making” Wadsworth publishing Co. Inc. 1970 17. Box & Tiao, “Bayesian Inference in Statistical Analysis” 1st ed, 1973 chapterⅠ,Ⅱ,Ⅲ. 18. Zellner, A. “An Introduction to Bayesian Inference in Econometrics” New York, John Wiley & Sons Inc. 1971 19. Zellner, A. & Chetty, V. K. “Prediction and Decision Problems in Regression Models from the Bayesian Point of View” Journal of the American Statistical Association, 60(1965) pp608-616 20. Zellner, A. & Geisel, M. S. “Sensitivity of Control to uncertainty and form of the Criterion Function” In:the future of Statistics edited by D.C. Watts N.Y. 1968 p269-289