期刊論文
| 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 | en_US |
| ISSN | 1913-9004; 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 | 是 |
| 國別 | CAN |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/92921 ) |