A Study on Taiwan Business Cycles With Disequilibrium

碩士 === 輔仁大學 === 經濟學研究所 === 92 === This thesis estimates three cointegration relations embedded in Taiwan’s aggregate economic data. They are the consumption-income balanced-growth, the investment-income balanced-growth, and the long-run money demand function. A disequilibrium index is established to...

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Main Authors:	Jiang sheng chiun, 江盛全
Other Authors:	姚睿
Format:	Others
Language:	zh-TW
Published:	2004
Online Access:	http://ndltd.ncl.edu.tw/handle/56215185986141611746

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spelling	ndltd-TW-092FJU003890072016-01-04T04:09:15Z http://ndltd.ncl.edu.tw/handle/56215185986141611746 A Study on Taiwan Business Cycles With Disequilibrium 失衡指數與台灣景氣循環 Jiang sheng chiun 江盛全碩士輔仁大學經濟學研究所 92 This thesis estimates three cointegration relations embedded in Taiwan’s aggregate economic data. They are the consumption-income balanced-growth, the investment-income balanced-growth, and the long-run money demand function. A disequilibrium index is established to indicate the economic vulnerability state. A nonlinear error correction model based on the disequilibrium index is used to forecast the business cycles of Taiwan. We find that the improvement of this nonlinear forecast model over the conventional linear error correction model is however quite limited. 姚睿 2004 學位論文 ; thesis 0 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 輔仁大學 === 經濟學研究所 === 92 === This thesis estimates three cointegration relations embedded in Taiwan’s aggregate economic data. They are the consumption-income balanced-growth, the investment-income balanced-growth, and the long-run money demand function. A disequilibrium index is established to indicate the economic vulnerability state. A nonlinear error correction model based on the disequilibrium index is used to forecast the business cycles of Taiwan. We find that the improvement of this nonlinear forecast model over the conventional linear error correction model is however quite limited.
author2	姚睿
author_facet	姚睿 Jiang sheng chiun 江盛全
author	Jiang sheng chiun 江盛全
spellingShingle	Jiang sheng chiun 江盛全 A Study on Taiwan Business Cycles With Disequilibrium
author_sort	Jiang sheng chiun
title	A Study on Taiwan Business Cycles With Disequilibrium
title_short	A Study on Taiwan Business Cycles With Disequilibrium
title_full	A Study on Taiwan Business Cycles With Disequilibrium
title_fullStr	A Study on Taiwan Business Cycles With Disequilibrium
title_full_unstemmed	A Study on Taiwan Business Cycles With Disequilibrium
title_sort	study on taiwan business cycles with disequilibrium
publishDate	2004
url	http://ndltd.ncl.edu.tw/handle/56215185986141611746
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A Study on Taiwan Business Cycles With Disequilibrium

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