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:The Smooth-Saving-Retention-Coefficient with Country-Size
學年94
學期2
出版(發表)日期2006/03/01
作品名稱The Smooth-Saving-Retention-Coefficient with Country-Size
作品名稱(其他語言)
著者Ho, Tsungwu; 黃河泉; Huang, Ho-chuan(River)
單位淡江大學財務金融學系
出版者Routledge
著錄名稱、卷期、頁數Applied Economics Letters 13(4), pp.247-250
摘要It has been empirically shown in the USA that a positive slope of the yield curve is associated with a future increase in real economic activity. However, the present study's empirical examination reveals that the term structure in Japan has almost no predictive power for real economic changes, whereas it does in Canada and the USA. Further, the additional investigation, which exploits spectral analysis, clarifies that the yield-curve's slope and real economic growth in the USA and Canada have similar cyclical components. However, the term structure in Japan exhibits few business cycle components, and this may account for the lack of predictive power.
關鍵字
語言英文
ISSN1350-4851
期刊性質國外
收錄於SSCI
產學合作
通訊作者
審稿制度
國別ENG
公開徵稿
出版型式
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