4?6數據與實證研究(1 / 2)

5The effect of unanticipated money on the money and fn exge marketsJournal of Financial EiIELL. THORNTON

6The macroey and the yield curve: a dynamic latent factor approachJournal of EetricsF. X. Diebold, G. D. Rudebusch, S.B. Aruoba

國內刊物部分發表論文表

序號文章名稱來源年br期作者

1宏觀經濟的微觀視角:縣域金融案例研究金融研究2003.7宋立新任厚

2中國宏觀經濟波動實證分析:1952~2002統計研究2004.4錢士春

3收益遞增、發展戰略與區域經濟的分割經濟研究2004.1陸銘、陳釗、嚴冀

4中國宏觀經濟分析麵臨新挑戰經濟研究2004.11王誠

5GDP兩種測算結果差異原因的實證研究經濟研究2007.7劉軼芳

例如,-g Nieh和Hwey-Yun Yau在《Journal of Asian Eics 》發表的了《Time ries analysis for the i rates relationships among a, Hong Kong, and Taiwan money markets 》。該文的論文摘要如下所示。

“This paper aims at iigating the regional financial iion of e eic area (CEA), embrag Taiwan, Hong Kong and a after the Asian Financial Crisis. We empirically find that, in the long-run, the money markets of Taiwan, Hong Kong and a have to be mutually linked in order to ensure a long-run equilibrium relationship in the e eic society.

In the shot-run, as i rate has a signifit impa the i rates of Taiwan and Hong Kong, but not verly. The a money market is mid due to the existenarket barriers and the s ei in 1990s.

Siaiwan and Hong Kong are typical island-style eies with high degree of market liberalization and their business people have ied huge amount in a market i years, they tend to be more nsitive to the innovations and the volatilities from Mainland a market.”

5The effect of unanticipated money on the money and fn exge marketsJournal of Financial EiIELL. THORNTON