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

2011-10-09

Estimating the equilibrium real exchange rate: the case of Turkey

文獻來源source :
Doroodian, K.,Chulho Jung, Yucel,Ahmet.(2002),”Estimating the equilibrium real exchange rate: the case of Turkey,” Applied Economics, Vol. 34 NO.14, pp1807-1812 [原文連至DOI]



點摘要Summary: (by囿蓉(2010.10.25))


基本理論 Theoretic Grounds:
本篇文章的主要理論為均衡實質匯率和實質有效匯率


研究方法 (估計、檢定、指標) 與邏輯 Methodology:

主要的研究方法為DF及ADF的單根檢定,以及迴歸模型 t檢定



需要的統計數據 Required Data:

使用的數據有貿易條件, 投資於GDP的比率 和GDP成長率



主要實證結果 Main Findings

主要的實證研究結果是藉由比較均衡實質匯率和有效實質匯來判定政府的匯率政策
是否洽當


困難處或遭遇之問題 Your Questions and Difficulties
由於本研究的變數較為抽象,並無實際數據可替代,必須追溯原作者之模型,但原作者的
paper的年 , 久遠資料有些難追尋.


有用的參考文獻 Other Useful Resources:
Walter Enders," Applied Econometric Time Series"
John Williamson," Estimating Equilibrium Exchange Rate"
楊奕農,時間序列分析,20090810日,台北: 雙葉書廊有限公司 



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範例]
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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