淡江大學機構典藏:Item 987654321/95279
English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 62822/95882 (66%)
造訪人次 : 4016662      線上人數 : 561
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋


    請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/95279


    題名: OKUN法則之再探討：一個結構性轉變方法
    其他題名: Okun's Law Revisited：A Structural Change Approach
    作者: 黃河泉
    貢獻者: 淡江大學財務金融學系
    關鍵詞: 奧岡法則;結構性轉變;帶寬過濾;結構性時間序列;過濾;Okun's Law;Structural Change;Band-Pass Filter;Structural Time Series;Hodrick-Prescott Filter
    日期: 2003-10
    上傳時間: 2014-02-12 00:02:51 (UTC+8)
    摘要: The empirical validity of Okun's law has been well documented in the literature but the magnitude of the Okun's coefficient does not seem to reach a consensus. This study provides a modeling strategy to allow for the Okun's coefficients being different in distinct regimes using the multiple structural change model. The approach considered here has the advantages that it can directly determine the number of breaks and, in the same time, estimate the break dates along with the corresponding confidence intervals. Using data of U.S. and Canada, we have the following findings when four filtered methods are considered. First, overwhelming evidence in support of structural changes is found irrespective of countries considered and filtered approaches used. Second, the estimated break dates are nearly identical in most cases, implying that the results are robust to techniques used to extract the cyclical data. Third, the process of the unemployment rate exhibits positive persistence but no indication of nonstationarity is found. Fourth, the estimates of the contemporaneous Okun's coefficient show a substantial disparity in different regimes but the values are all negative in the right direction and mostly are statistically significant. Last, the long-run estimates of Okun's coefficient are always larger than (in absolute values) the short-run counterparts, suggesting that the (un) employment is more responsive to economic growth in the long run.
    關聯: 世新經濟2003年學術研討會論文集：議題二經濟預測，37頁
    顯示於類別:[財務金融學系暨研究所] 會議論文

    文件中的檔案:

    檔案 大小格式瀏覽次數
    OKUN法則之再探討：一個結構性轉變方法_英文摘要.docx16KbMicrosoft Word134檢視/開啟

    在機構典藏中所有的資料項目都受到原著作權保護.

    TAIR相關文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回饋