以因子擴增向量自我回歸模型估計台灣貨幣政策之衝擊反應函數
林世昕 - 2009 - airitilibrary.com
… effects of monetary policy in Taiwan from 1981 through 2007 using Factor-Augmented Vector
Autoregressive Model (FAVAR) … One advantage of FAVAR is that we are able to obtain all …
Autoregressive Model (FAVAR) … One advantage of FAVAR is that we are able to obtain all …
混频数据信息下的时变货币政策传导行为研究——基于混频TVP-FAVAR 模型
尚玉皇， 赵芮， 董青马 - 金融研究, 2021 - jryj.org.cn
… varying parameter vector autoregression (TVP-VAR) model is proposed to capture the
behavior of monetary policies. The factor-augmented VAR (FAVAR) model is also used to analyze …
behavior of monetary policies. The factor-augmented VAR (FAVAR) model is also used to analyze …
中国金融形势的动态特征与演变机理分析: 1996-2016
罗煜， 甘静芸， 何青 - 金融研究, 2020 - jryj.org.cn
… factor-augmented vector autoregression (DMS-TVP-FAVAR) … -added, and the inflation rate
is measured by the change in CPI. … implement monetary policy and financial risk management. …
is measured by the change in CPI. … implement monetary policy and financial risk management. …
運用時變參數向量自我迴歸模型探討貨幣政策之有效性
陳俊廷， 張勝凱 - 經濟論文, 2019 - airitilibrary.com
… (MCMC) methods to estimate a Bayesian time-varying parameter vector autoregression
model and attempts to evaluate the effectiveness of Japanese monetary policies through the …
model and attempts to evaluate the effectiveness of Japanese monetary policies through the …
評估貨幣政策之利率管道於低利率環境下之有效性
陳俊廷 - 國立臺灣大學經濟學系學位論文, 2016 - airitilibrary.com
… (time-varying parameter vector autoregression) 得到以下… methods to estimate a time-varying
parameter model and attempts to evaluate the effectiveness of Japanese monetary policies …
parameter model and attempts to evaluate the effectiveness of Japanese monetary policies …
結構FAVAR 模型與台灣貨幣政策分析
CYU CHENG - 2010 - ir.lib.ncu.edu.tw
… 論文名稱 結構FAVAR模型與台灣貨幣政策分析 (Analying the measuring the effects of
monetary policy in Taiwan:An application of the structural FAVAR model) …
monetary policy in Taiwan:An application of the structural FAVAR model) …
情緒因子在貨幣政策傳遞過程中所扮演的角色-結構因子擴充向量自迴歸模型之應用
郭迺鋒， 林祝吉， 劉名寰， 林崑峯 - 台灣金融財務季刊, 2010 - airitilibrary.com
… 本文建構台灣[結構因子擴充向量自迴歸模型](Structural Factor-Augmented … monetary
policy transmission is influenced by the consumer or market sentiment. Structural Factor-Augmented …
policy transmission is influenced by the consumer or market sentiment. Structural Factor-Augmented …
[PDF][PDF] 企业家信心, 经济增长与通货膨胀
姜伟， 崔瑛， 孙树强 - 东方论坛—青岛大学学报(社会科学版), 2019 - dflt.qdu.edu.cn
… Abstract: The factor-augmented vector autoregressive model (FAVAR) is adopted to study
the relationship between entrepreneurial confidence, economic growth and inflation based on …
the relationship between entrepreneurial confidence, economic growth and inflation based on …
利率市场化改革与货币政策银行利率传导
陆军， 黄嘉 - 金融研究, 2021 - jryj.org.cn
… the monetary policy on bank interest rate transmission as a turning point, and comprehensively
investigates the effects of … of interest rate liberalization and the monetary policy price rule. …
investigates the effects of … of interest rate liberalization and the monetary policy price rule. …