| dc.contributor | 經濟系 | en_US |
| dc.creator (作者) | 徐士勛 | zh_TW |
| dc.creator (作者) | Hsu, Shih-Hsun | en_US |
| dc.date (日期) | 2005 | en_US |
| dc.date.accessioned | 14-Aug-2014 16:40:55 (UTC+8) | - |
| dc.date.available | 14-Aug-2014 16:40:55 (UTC+8) | - |
| dc.date.issued (上傳時間) | 14-Aug-2014 16:40:55 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/68757 | - |
| dc.description.abstract (摘要) | 本文以Stock and Watson(1995)的方法為基礎，建立一個兩步驟的「擴散指標」預測模型，並應用於經濟成長率的預測。除了依循Stock and Watson(1998)的作法外，我們也將變數依其特性區分為商品市場變數，貨幣市場變數與勞動市場變數，再分別針對各市場變數估計其擴散指標，然後根據這些指標進行預測。實證結果顯示，「擴散指標」預測模型具有相當好的預測績效，也優於國內一些經濟單位所作的預測，因此可以作為未來總體經濟預測上的另一種選擇。 | en_US |
| dc.description.abstract (摘要) | In this paper, we construct a two-step model for forecasting Taiwan`s economic growth rates based on the "diffusion indexes" method proposed by Stock and Watson (1998). In addition to Stock and Watson`s original approach, we also classify the macroeconomic variables into three markets (namely, the commodity, monetary and labor markets) and compute their respective diffusion indexes. A forecasting model is then constructed using these market-specific indexes. Our results show that, based on various evaluation criteria, the diffusion-index-based forecasting models usually perform better than those reported by other forecasting agencies in Taiwan. Hence, the models proposed here are good alternatives in macroeconomic forecasting. | en_US |
| dc.format.extent | 654520 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | 台灣經濟預測與政策, 36(1), 1-28 | en_US |
| dc.subject (關鍵詞) | 擴散指標;經濟成長率;因子;主成分分析 | en_US |
| dc.subject (關鍵詞) | Diffusion index;Economic growth rate;Factor;Principal component analysis | en_US |
| dc.title (題名) | 以擴散指標為基礎之總體經濟預測 | zh_TW |
| dc.title.alternative (其他題名) | Macroeconomic Forecasting Based on Diffusion Indexes | en_US |
| dc.type (資料類型) | article | en |
