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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 27-九月-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，19752邱正雄：「臺灣貨幣與金融論文集」，聯經出版事業有限公司64,93.林鐘雄：「當代貨幣理論與政策」，三民書局；70,34.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, 65.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，65,126. Aoki, M. “Optimization of Stochastic Systems” Academic Press, New York. 19677. 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 826-8379.________,“Effect of Uncertainty on Optimal Control Policies” International Economic Review 14 p632-64510. Intriligator, M. D. ,“Frontiers of Quantiative Economics” Vol. A, B., North-Holland Book Co., 197711. ________,“Econometric Models, Techniques, & Applications” 197812. Kendrick, David, “Application of Control Theory to Macroeconomics in M.D. Intriligator ed. [10] , 197713. Phillips,A. W., “Stabilization Policy in a closed Economy” The Economic Journal, 64 pp 290-32314. Prescott, E. C. ,“The Multiperiod Control Problem Under Uncertainty Econometrica, 40(1972), pp 1043-105815. Pindyck, R. S. , “Optimal Planning for Economic Stabilization” North-Holland Book Co., 197316. Koyohei Sasaki “Statistics for Modern Business Decision Making” Wadsworth publishing Co. Inc. 197017. 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. 197119. 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) pp608-61620. 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 (作者) 陳士榮 dc.creator (作者) 陳士榮 dc.date (日期) 1982 dc.date.accessioned 27-九月-2018 13:29:47 (UTC+8) - dc.date.available 27-九月-2018 13:29:47 (UTC+8) - dc.date.issued (上傳時間) 27-九月-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531.控制模型532.目標數陣與懲罰數陣543.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，19752邱正雄：「臺灣貨幣與金融論文集」，聯經出版事業有限公司64,93.林鐘雄：「當代貨幣理論與政策」，三民書局；70,34.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, 65.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，65,126. Aoki, M. “Optimization of Stochastic Systems” Academic Press, New York. 19677. 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 826-8379.________,“Effect of Uncertainty on Optimal Control Policies” International Economic Review 14 p632-64510. Intriligator, M. D. ,“Frontiers of Quantiative Economics” Vol. A, B., North-Holland Book Co., 197711. ________,“Econometric Models, Techniques, & Applications” 197812. Kendrick, David, “Application of Control Theory to Macroeconomics in M.D. Intriligator ed. [10] , 197713. Phillips,A. W., “Stabilization Policy in a closed Economy” The Economic Journal, 64 pp 290-32314. Prescott, E. C. ,“The Multiperiod Control Problem Under Uncertainty Econometrica, 40(1972), pp 1043-105815. Pindyck, R. S. , “Optimal Planning for Economic Stabilization” North-Holland Book Co., 197316. Koyohei Sasaki “Statistics for Modern Business Decision Making” Wadsworth publishing Co. Inc. 197017. 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. 197119. 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) pp608-61620. 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
