消息驅策之景氣循環模型與估計;On the News-Driven Business Cycles Modeling and Estimation

NCUIR > School of Management at National Central University > Department of Economics > Research Project > Item 987654321/62926

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/62926

Title:	消息驅策之景氣循環模型與估計;On the News-Driven Business Cycles Modeling and Estimation
Authors:	姚睿
Contributors:	國立中央大學經濟學系
Keywords:	經濟學
Date:	2012-12-01
Issue Date:	2014-03-17 14:14:27 (UTC+8)
Publisher:	行政院國家科學委員會
Abstract:	研究期間：10108~10207;In the news-driven business cycles literature, the canonical setup of news shocks to productivity assumes that such shocks are purely supply-side. In this research, we propose an alternative information structure of such news shocks. We allow news shocks to productivity play a role both at the supply-side and the demand-side, but with different timing. There are two objectives to achieve in this research. First, we try to understand whether our model can resolve the comovement problem or at least mitigate it. Second, we quantify the extent to which the macroeconomic fluctuation has been determined by the news shocks in productivity or any other sources of news shock identified. To achieve these goals, simulation and Bayesian estimation are required.
Relation:	財團法人國家實驗研究院科技政策研究與資訊中心
Appears in Collections:	[Department of Economics] Research Project

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML	459	View/Open

社群 sharing