教師資料查詢 | 類別: 期刊論文 | 教師: 黃河泉 HO-CHUAN HUANG (瀏覽個人網頁)

標題:Investigating Okun's Law by the Structural Break with Threshold Approach: Evidence from Canada
學年94
學期1
出版(發表)日期2005/09/01
作品名稱Investigating Okun's Law by the Structural Break with Threshold Approach: Evidence from Canada
作品名稱(其他語言)
著者黃河泉; Chang, Y. K.
單位淡江大學財務金融學系
出版者
著錄名稱、卷期、頁數Manchester School 73(5), pp.599-611
摘要This study proposes a structural change with threshold approach to re-evaluate the empirical validity of Okun's law using data from Canada. Based on the Hodrick–Prescott and band-pass filtered data, we find strong support of structural change as well as threshold nonlinearity. This suggests that the use of purely linear specifications for analyzing Okun's law may lead to misleading results. The implications of the empirical results for macroeconomic policy are also briefly discussed.
關鍵字
語言英文
ISSN1463-6786;1467-9957
期刊性質國外
收錄於
產學合作
通訊作者
審稿制度
國別英國
公開徵稿
出版型式,電子版,紙本
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