The Empirical Studies on Economic Growth, Inflation and Employment Rate─Multivariate Threshold Models
碩士 === 東吳大學 === 經濟學系 === 105 === Economic growth, inflation, and employment rate are important variables for assessing the economic situation of a country. The paper is to explore the influence of the inflation target policy on the interaction among those important variables. The selected sample...
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ndltd-TW-105SCU003890282018-05-13T04:29:29Z http://ndltd.ncl.edu.tw/handle/ytfv58 The Empirical Studies on Economic Growth, Inflation and Employment Rate─Multivariate Threshold Models 經濟成長、通貨膨脹與就業率之實證研究-多變量門檻模型 YE, RONG 葉容 碩士 東吳大學 經濟學系 105 Economic growth, inflation, and employment rate are important variables for assessing the economic situation of a country. The paper is to explore the influence of the inflation target policy on the interaction among those important variables. The selected sample countries include the countries which adopt inflation target policy (UK, New Zealand, Canada) and countries which do not adopt inflation target policy (Germany, Hong Kong, Switzerland). The method adopted is applied to the multivariate threshold models of Tsay (1998). According to the empirical results, the countries which use inflation target policy have the following characteristics compared to those countries which do not use inflation target policy: 1.Economic variables (economic growth, inflation, employment rate) responded more quickly with a shorter number of lag length criteria. 2.The factors that affect the explanatory variables are parsimonious. 3.When the inflation rate is used as the dependent variable, the explanatory variables will be significant. And the forecast for the change in inflation is more effective. Chiun-lin Huang 黃瓊玲 2017 學位論文 ; thesis 70 zh-TW |
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碩士 === 東吳大學 === 經濟學系 === 105 === Economic growth, inflation, and employment rate are important variables for assessing the economic situation of a country. The paper is to explore the influence of the inflation target policy on the interaction among those important variables. The selected sample countries include the countries which adopt inflation target policy (UK, New Zealand, Canada) and countries which do not adopt inflation target policy (Germany, Hong Kong, Switzerland). The method adopted is applied to the multivariate threshold models of Tsay (1998).
According to the empirical results, the countries which use inflation target policy have the following characteristics compared to those countries which do not use inflation target policy:
1.Economic variables (economic growth, inflation, employment rate) responded more quickly with a shorter number of lag length criteria.
2.The factors that affect the explanatory variables are parsimonious.
3.When the inflation rate is used as the dependent variable, the explanatory variables will be significant. And the forecast for the change in inflation is more effective.
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Chiun-lin Huang |
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Chiun-lin Huang YE, RONG 葉容 |
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YE, RONG 葉容 |
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YE, RONG 葉容 The Empirical Studies on Economic Growth, Inflation and Employment Rate─Multivariate Threshold Models |
author_sort |
YE, RONG |
title |
The Empirical Studies on Economic Growth, Inflation and Employment Rate─Multivariate Threshold Models |
title_short |
The Empirical Studies on Economic Growth, Inflation and Employment Rate─Multivariate Threshold Models |
title_full |
The Empirical Studies on Economic Growth, Inflation and Employment Rate─Multivariate Threshold Models |
title_fullStr |
The Empirical Studies on Economic Growth, Inflation and Employment Rate─Multivariate Threshold Models |
title_full_unstemmed |
The Empirical Studies on Economic Growth, Inflation and Employment Rate─Multivariate Threshold Models |
title_sort |
empirical studies on economic growth, inflation and employment rate─multivariate threshold models |
publishDate |
2017 |
url |
http://ndltd.ncl.edu.tw/handle/ytfv58 |
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