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

2010-10-20

New evidence of the validity of purchasing power parity from Turkey

文獻來源 source: Huseyin Kalyoncu.(2009),"New evidence of the validity of purchasing power parity from Turkey,"Applied Economics Letters,Vol 16 Issue 1, P63-67
[原文連結]

基本理論 Theoretic Grounds:
Purchasing power parity (PPP) 理論

研究方法 (估計、檢定、指標) 與邏輯 Methodology:
單根檢定
→ Augmented Dickey-Fuller (ADF)
→ Phillpis - Perron (PP)
→ Kwiatkwski, Phillips, Schmidt, and Shin (KPSS)

需要的統計數據 Required Data:
土耳其兌換六國→英國、美國、法國、日本、荷蘭、德國 的實質匯率

主要實證結果 Main Findings:
說明當使用不同檢定方法時，所產生的結果也會不同，
如果選用的基準國維不同時，所產生的結果也有可能不同。

困難處或遭遇之問題 Your Questions and Difficulties:
英文文法看不懂，有時候會誤會意思。
一些檢定方法還沒接觸過，有不了解的地方。

有用的參考文獻 Other Useful Resources:
時間序列分析─經濟與財務上之應用，楊奕農著
Time series Analysts ，Enders著
張貼者： 於
標籤： , , ,

1 則留言:

黃小美 提到...

哈囉!你的作者和篇名沒打上去，麻煩補一下唷~

10/22/2010 12:47:00 下午

張貼留言

訂閱： 張貼留言 (Atom)

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」