重要事項 Import Notes

重要事項 Import Notes
修習國際金融專題學生,
請務必參見 課程網頁維護重要事項 Import Notes
Registered students MUST see the Import Notes

2009-10-16

The cointegrating relationship between productivity, real exchange rates and purchasing power parity

文獻來源
Strauss, Jacka (1996), "The cointegrating relationship between productivity, real exchange rates and purchasing power parity ," Journal of Macroeconomics Vol: 18, Issue: 2, Spring, 1996 ,pp. 299-313. [原文連至DOI]

重點摘要 by Cairns(2009-10-26)

基本理論
此篇論文主要應用購買力平價說，說明生產率差異對購買力平價說的影響。

研究方法與邏輯
1.以ADF檢定判斷變數是否為非定態變數
2.再以概似比檢定確定生產率差異對解釋PPP模型是有貢獻的
3.最後以Johansen共整合檢定實質匯率與生產率差異存在共整合關係

需要的統計數據
1.名目匯率
2.貿易財與非貿易財的生產力指數

主要實證結果
1.國內外生產率差異會影響名目匯率和相對價格的長期均衡關係
2.國內外生產率差異和實質匯率存在共整合關係

遭遇到的困難
1.在圖表的分析中，因圖表每項所附含的意義，作者並未說明太多，使得在理解上增加不少困難
2.因文獻內容長度不少，在閱讀時又需能前後連貫才能明白作者的用意，而在翻譯時花頗多時間

有用的參考文獻
1.自學書院:資訊的資訊 翻譯工具[連結]
2.楊奕農，2009年，時間序列分析─經濟與財務上之應用。
3.Copeland (2008), Laurence S. Exchange Rates and International Finance.
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PO 文注意事項 (Notes about your posts required for this course)

每位同學必需建立與維護 2 個網頁: (updated on 2010.9.19)
Every registered student MUST post and maintain TWO pages at this site.

1. 你的期末報告想要仿照的原始 paper 重點摘要頁, 見 [範例]
A summary of the paper you choose to follow in your term-project. (see a suggestive [summary example ]).

2. 你的學習紀錄頁, 見 [範例]
A "learning weblog" of your progress during this course (see [example]). This example is demonstrative rather than required to conform to.

3. 記得每一頁要在頁尾處輸入你的「標籤」, 包含學號後5碼, 名字或暱稱, 和 其它你自訂的關鍵字, 例 ADF、共整合、PPP、等
When you edit your pages, be sure to write appropriate "Tags" (as many as you wish) (around the bottom of editing screen) for your posted pages to let me identify your required contributions. The tags should at least include your last 5-digit student ID and keywords about the page.

4. 請同學在你所選的 paper 加上標籤:「已選」
If you have already decided a paper to follow and post a page for it. Please be sure to attach that page a specific tag named "selected or 已選." It is of course possible that two or more students may choose the same paper to follow as their term-project. BUT only one of them can be authorized to follow the specific paper. The decision will be based on a first-come-first-serve rule. That is, the one who posts the summary page of a paper gets the first priority to follow that paper posted with a tag named"selected" paper .

5. 在你的 學習紀錄頁加上標籤:「學習記事」
Don't forget to stick a tag "weblog" with your "learning weblog" page in addition to your last 5-digit student ID.


== Posted on 2009.10.05 ==
請同學在你所選的 paper 加上標籤:「已選」
在你的 學習紀錄頁加上標籤:「學習記事」