| dc.contributor | 經濟系 | en_US |
| dc.creator (作者) | 吳中書;范芝萍 | zh_TW |
| dc.creator (作者) | Wu, Chung-Shu;Fan, Chih-Ping | en_US |
| dc.date (日期) | 2007.12 | en_US |
| dc.date.accessioned | 16-May-2014 17:17:05 (UTC+8) | - |
| dc.date.available | 16-May-2014 17:17:05 (UTC+8) | - |
| dc.date.issued (上傳時間) | 16-May-2014 17:17:05 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/66054 | - |
| dc.description.abstract (摘要) | The credit market in Taiwan has experienced a significant fluctuation during the last thirty years and provides an excellent background to investigate the relationship between consumption and credit. This paper uses a Kalman filter technique to allow the coefficient of current income to vary over time, and shows the existence of excess sensitivity of consumption. However, the evolution of a credit market cannot adequately explain the time-varying coefficients of current income with regard to liquidity constraint. | en_US |
| dc.format.extent | 593330 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | 中國統計學報, 45(4), 355-371 | en_US |
| dc.subject (關鍵詞) | Consumption ; credit ; excess sensitivity ; liquidity constraint ; Kalman filter | en_US |
| dc.title (題名) | Consumption and Credit Market: Evidence from Taiwan | en_US |
| dc.type (資料類型) | article | en |
