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

2011-10-04

Exchange Rate and Reserves in Asian Countries: Causality Test

文獻來源 source:



By: AFZAL, MOHAMMAD. "Exchange rate and Reservesin Asian Countries :Causality Test.,"By: AFZAL, MOHAMMAD. Global Economic Review, 2010, Vol. 39 Issue 2, p215-223,(原文連接至)








Exchange Rate and Reserves in Asian


Countries: Causality Test

基本理論

探討匯率和外匯存底長期之間是否有關係，一共是在六個亞洲地區的國家。

研究方法（估計，檢定，指標）與邏輯

主要研究方法Johansen trace test、Johansen maximum eigenvalue test兩種檢定方式、KPSS test、MWLAD檢定。

需要的統計數據

這篇paper用到的資料是1981-2003年匯率和外匯的資料，一共包括六個亞洲國家。

主要實證結果

印尼的虛無假設強烈被拒絕，代表其匯率和外匯兩者互相有關係，表示雙向的因果關係。


然後巴基斯坦、斯地蘭卡、泰國，則是外匯存底對利率有影響，則為單向的因果關係。

困難處或遭遇之問題

1、再選定paper時，抓不到paper中檢定方法的難易度，導致有點迷惑。


2、真正開始閱讀paper時，常常因為英文文法跟中文直間翻譯不同，導致會錯意思。

3、曾面臨要換paper的殘酷事實，但危機就是轉機，找到此篇適合的文章。


有用的參考文獻

1.楊奕農（2009年），“時間序列分析二版：經濟與財務上之應用”






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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.

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2. 你的學習紀錄頁, 見 [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」