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

2010-10-21

Dynamics of the yen-dollar real exchange rate and the US-Japan real trade balance

文獻來源 source: 原文連結
Department of Accounting and Finance, McNeese State University, L ake Charles,
L A 70609, USA and §Department of Agribusiness and Economics, South Carolina State
University, Orangeburg, SC 29117, USA

基本理論 Theoretic Grounds:

檢定台幣實值匯率與台灣-美國貿易收支兩變數間的關係

研究方法 (估計、檢定、指標) 與邏輯 Methodology:

ADF單根檢定
Engle-Granger共整合檢定
誤差修正模型

需要的統計數據 Required Data:

台幣實值匯率
台灣-美國貿易收支

主要實證結果 Main Findings:

兩變數皆為非定態
且一階差分後為定態
兩變數有共整合關係
誤差修正模型之誤差項皆為顯注

困難處或遭遇之問題 Your Questions and Difficulties

有用的參考文獻 Other Useful Resources:
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1 則留言:

黃小美 提到...

哈囉!你的篇名沒有打上去唷~

10/22/2010 12:47:00 下午

張貼留言

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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」