重要事項 Import Notes

重要事項 Import Notes
修習國際金融專題學生,
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2010-09-28

Economic integration among caribbean countries:Evidence from purchasing power parity,1980-2000

文獻來源

Raj Aggarwal and Walter Simmons, "Eonomic integration among caribbean countries: Evidence from purchasing power parity, 1980–2000," Journal of Policy Modeling, Volume 28, Issue 3, April 2006, Pages 277-280

(原文連結)


重點摘要(by ARTIE)



基本理論:
本篇文章主要應用的理論為PPP(Purchasing Power Parity)。

研究方法 (估計、檢定、指標) 與邏輯:

本文主要的研究方法有，Q-test、JB統計量、DF單根檢定和Johansen共整合檢定

1.使用Q-test檢定針對所估計模型之殘差進行是否存在「自我相關」；而JB統計量針對所估計模型之殘差進行是否符合「常態分配」。

2.再用DF 檢定是否為定態

3.最後利用Johansen共整合分析 ，探討變數間是否存在共整合的關系

需要的統計數據:

使用的數據有實質匯率、名目匯率、consumer price index(CPI)

主要實證結果:

1.只有在90年代有共整合向量，PPP成立；80年代和1980~2000並無共整合向量，PPP不成立。

2.在90年代經濟改革後，加勒比海三個國家實質匯率有共同移動趨勢 ；因為匯率的改變對跨國貿易和投資是很重要的，同時對國家政策和經營公司有很大影響。

書面提出的困難處或遭遇之問題:

1.論文中很多檢定都沒有很清楚，而論文的研究邏輯也是有待加強。

2.因為第一次接觸原文的論文，所以很多單字不了解，所以都靠google的翻譯，才能順利完成閱讀的工作，所以英文閱讀能力必須再加強。

其他參考資料:

1.時間序列分析-經濟與財務上之應用(二版) 楊奕農 著

2.Craigwell, R. C., & Samaroo, S. (1997). Dynamic modelling of the current accounts: evidence from the Caribbean.International Economic Journal, 11(Winter (4)), 39–50.

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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.

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== 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」