| dc.contributor | 金融系 | |
| dc.creator (作者) | Shen, Chung-Hua | |
| dc.creator (作者) | 沈中華 | zh_TW |
| dc.date (日期) | 2000 | |
| dc.date.accessioned | 24-Mar-2015 11:44:25 (UTC+8) | - |
| dc.date.available | 24-Mar-2015 11:44:25 (UTC+8) | - |
| dc.date.issued (上傳時間) | 24-Mar-2015 11:44:25 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/73968 | - |
| dc.description.abstract (摘要) | This paper employs a nonlinear Kalman filter to examine the time-varying responses of Taiwan`s monetary policy in the presence of a limited dependent variable. The Kalman filtered parameters reveal that the responses are not constant but change over time. Furthermore, a counter-cyclical reaction function is identified and a stronger than usual discretionary policy during the recessions is found. | |
| dc.format.extent | 135 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | Applied Economics - APPL ECON , vol. 32, no. 4, pp. 459-466 | |
| dc.subject (關鍵詞) | Limited Dependent Variables; Monetary Policy; Time Varying Parameter; kalman filter; Time Varying | |
| dc.title (題名) | Estimation of a Taiwan monetary reaction function with time varying parameters | |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.1080/000368400322624 | en_US |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1080/000368400322624 | en_US |
