教師資料查詢 | 類別: 期刊論文 | 教師: 聶建中NIEH, CHIEN-CHUNG (瀏覽個人網頁)

標題:Does the Phillips Curve Dominant the Fluctuations of Inflation
學年101
學期1
出版(發表)日期2012/10/01
作品名稱Does the Phillips Curve Dominant the Fluctuations of Inflation
作品名稱(其他語言)
著者Nieh, Chien-Chung; Fan, Yi-Jen
單位淡江大學財務金融學系
出版者
著錄名稱、卷期、頁數International Business Research 5(10), pp.65-75
摘要We used the panel smooth transition regression (PSTR) model to investigate whether the relationship between inflation and macro variables remain consistent and identify the macro variables that dominate the fluctuations of inflation based on the uncertainty of interest rates and exchange rates for G7 over the period from 19841Q to 20114Q. The results of the empirical tests show that the real activity variables have superior explanatory power to CPI than unemployment rates based on the volatility of interest rates. The real activity variables have greater exploratory power to CPI because the volatility of the exchange rate is over than 40.95%.
關鍵字Phillips curve; CPI; PSTR model
語言英文(美國)
ISSN1913-9004; 1913-9012
期刊性質國外
收錄於
產學合作
通訊作者Nieh, Chien-Chung
審稿制度
國別加拿大
公開徵稿
出版型式紙本
相關連結
SDGs
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