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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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在未知損失函數的情況下探討台灣經濟預測的最適性 / Testing Forecast Optimality of Taiwan Under Unknown Loss Function

劉耿明 Unknown Date (has links)
本論文依據 Patton and Timmermann (2007) 之模型架構，透過最適預測檢定探討台灣主計總處公佈之經濟預測最適問題。研究結果發現，主計總處 GDP 之預測違反較多本文所假設的最適預測推論，因而 GDP 預測為非最適預測。主計總處 CPI 之預測在本文的最適預測推論架構下，雖相較於 GDP 預測符合較多推論，但仍然違反了其中一條最適推論，因而 CPI 預測仍為非最適預測。
最適預測
損失函數
台灣經濟預測

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