Empirical analysis of interest rate channel between Taiwan and U.S

碩士 === 國立中山大學 === 經濟學研究所 === 100 === This paper applies a Factor-augmented error correction model proposed by Banerjee. A, Marcellino. M(2009)to measure the impact of the United States’ monetary policy on Taiwan. The FECM model has the following advantages. First, it has refined the dynami...

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Bibliographic Details
Main Authors: Wen-ren Chen, 陳穩仁
Other Authors: Wu, Jyh-Lin
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/77850418244610555150