DC 欄位 | 值 | 語言 |
dc.contributor | 國立臺灣大學國家發展研究所 | zh_TW |
dc.contributor.author | 杜震華 | zh_TW |
dc.creator | 杜震華 | zh_TW |
dc.date | 2000-07-31 | - |
dc.date.accessioned | 2006-07-25T04:38:33Z | - |
dc.date.accessioned | 2018-06-28T15:56:15Z | - |
dc.date.available | 2006-07-25T04:38:33Z | - |
dc.date.available | 2018-06-28T15:56:15Z | - |
dc.date.issued | 2000-07-31 | - |
dc.identifier | 892415H002007 | zh_TW |
dc.identifier.uri | http://ntur.lib.ntu.edu.tw//handle/246246/1807 | - |
dc.description.abstract | 1997 年的亞洲金融危機造成亞洲
經濟的蕭條。但是各種關於金融危機的
研究多半以全球為研究對象,並且以年
資料來進行分析,其政策上的實用性有
限。本研究針對東亞九個國家十年
( 1990-1999 ) 的季資料進行
Multivariate Logit 模型和類神經網路
系統(Neural Networks System) 的研
究,發現通貨膨脹率、M1B 貨幣供給
量、國內生產毛額成長率、匯率變動
率、存款保險制度和外匯存底五種變數
依序是影響金融危機發生的最重要因
素。本模型的預測正確率達到七成以
上,具有政策上的重要價值。 | zh_TW |
dc.description.abstract | The 1997 Asian Financial Crisis led
to a serious recession in East Asia.
Various studies on financial crisis have
focused on the whole world by using
yearly data. That approach has limited
policy relevance for Asian countries.
This research project aims to find a
useful model to “predict” Asian financial
crisis, using seasonal data from 9 Asian
countries for 1990-1999 in a Multivariate
Logit and a Neural Networks System
Model. The most significant variables
to induce Asian financial crisis are found
to be inflation rate, M1b, GDP growth
rate, exchange rate change rate, deposit
insurance system and foreign exchange
reserve. The “prediction” accuracy of
this model exceeds 70%, thus making it a
useful model for policy-making. | en |
dc.format | application/pdf | zh_TW |
dc.format.extent | 29895 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language | zh-TW | zh_TW |
dc.language.iso | zh_TW | - |
dc.publisher | 臺北市:國立臺灣大學三民主義研究所 | zh_TW |
dc.rights | 國立臺灣大學三民主義研究所 | zh_TW |
dc.subject | 東亞金融危機 | zh_TW |
dc.subject | 預警系統 | zh_TW |
dc.subject | 多元邏輯模型 | zh_TW |
dc.subject | 類神經網路
系統 | zh_TW |
dc.subject | Asian financial crisis | en |
dc.subject | alert
system | en |
dc.subject | Multivariate Logit Model | en |
dc.subject | Neural Networks System Model | en |
dc.title | 亞洲金融風暴之成因研究 | zh_TW |
dc.type | report | en |
dc.identifier.uri.fulltext | http://ntur.lib.ntu.edu.tw/bitstream/246246/1807/1/892415H002007.pdf | - |
dc.coverage | 計畫年度:89
第一期;起迄日期:1999-08-01/2000-07-31 | zh_TW |
item.fulltext | with fulltext | - |
item.languageiso639-1 | zh_TW | - |
item.openairecristype | http://purl.org/coar/resource_type/c_93fc | - |
item.cerifentitytype | Publications | - |
item.openairetype | report | - |
item.grantfulltext | open | - |
顯示於: | 國家發展研究所
|