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
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2011-10-09

Currency devaluation, aggregate output, and the long run: an empirical study

文獻來源


Kam al P. Upadhyaya* 〝Currency devaluation, aggregate output, and the long run: an empirical study〞Economics Letters, Received 1 May 1998; accepted 27 April 1999, P.O. Box 7009, Reading, PA 19610, USA 原文連結



重點摘要summary(by 惠喬)
基本理論
本文章使用單根檢定和共整合檢定法，檢定在長期下貨幣貶值對總產出所造成的影響。


研究方法
檢定方法採用單根檢定(Unit root)、ADF (Augmented Dicky-Fuller test)、共整合(Cointegration)、自我相關(D-W test)、迴歸模型設定錯誤的檢定(RESET test)。


統計數據
採用年資料1963~1993年，並使用實質國內生產毛額和實質交換匯率，並對六個亞洲國家來做測試。


實證結果
在長期下，貨幣貶值對總體經濟的影響是中立的，六國中有四國是如此，只有巴基斯坦和泰國在長期下會有緊縮效果，論文中提到，可以再增加國家進行評估，這樣在長期下會貨幣貶值對經濟影響的效果會更準確。


困難處或遭遇之問題
論文中的模型還不是完全了解，需要再對Wickens(1988)，再詳加閱讀。


參考資料
楊奕農〝時間序列分析〞
Robert S. Pindyck &Daniel L. Rubinfeld〝ECONETRIC MODELS and ECONOIC FORECASTS〞
Walter Enders 〝Applied Econometric Time Series〞
張貼者： 於
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1 則留言:

林小葦 提到...

你好~^^~
文獻來源的格式不對喔!!~請參考公告中的範例喔!!~
謝謝~^^~

10/20/2011 12:42:00 下午

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== Posted on 2009.10.05 ==
請同學在你所選的 paper 加上標籤:「已選」
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