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研究生:周大森
論文名稱:台灣經濟二論:1.論台灣經濟預測模型外生變數預測值的預測績效2.美國經濟表現對台灣生產面的影響
指導教授:梁國源梁國源引用關係
學位類別:碩士
校院名稱:國立清華大學
系所名稱:經濟學系
學門:社會及行為科學學門
學類:經濟學類
論文種類:學術論文
論文出版年:2002
畢業學年度:90
語文別:中文
論文頁數:78
中文關鍵詞:台灣經濟預測預測評估WEFA預測景氣循環生產面分析跨國相關性誤差修正模型
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本論文結合兩篇論文,第一篇論文除完整地介紹面對各套點預測數據時,文獻上常用的預測評估方法,並以台灣總體經濟預測模型時常引用或參考的外生變數預測值為研究對象,實際進行預測精確度與預測誤差性質的分析。更具體地說,本文以多種觀點,評估了包括WEFA、IMF與OECD等機構,對相關變數的預測績效。
第二篇論文試圖探討台灣景氣循環受美國因素影響之方式與程度。本研究自國民所得帳的生產面出發,除採用跨國相關性的分析方法,檢視各別產業部門與國內外經濟因素相關性的大小;並更進一步以誤差修正模型的估計結果,檢視台灣個別產業部門與國內外產業存在何種長期或短期的關係,以期釐清個別部門受到國內外經濟因素影響的程度與傳遞過程。

論文壹、論台灣經濟預測模型外生變數預測值的預測績效
第一章 緒論...............................................1
第二章 點預測評估方法.....................................4
第三章 台灣經濟預測模型外生變數預測值的預測績效..........14
第四章 結論..............................................31
附錄一 個別機構在不同預測範圍下年預測的績效評估..........32
參考文獻.................................................41
論文貳、美國經濟表現對台灣生產面的影響
第一章 緒論...............................................1
第二章 台灣行業產出與美國的關連...........................6
第三章 行業產出關連的迴歸分析............................18
第四章 結論..............................................27
附錄一 生產資料的對應....................................28
附錄二 產出資料的時間序列性質............................29
參考文獻.................................................34

論文壹、論台灣經濟預測模型外生變數預測值的預測績效
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論文貳、美國經濟表現對台灣生產面的影響
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