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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2012-10-28

MULTIVARIATE COINTEGRATION ANALYSIS AND THE LONG-RUN VALIDITY OF PPP

原文連結

MULTIVARIATE COINTEGRATION ANALYSIS AND THE LONG-RUN VALIDITY OF PPP

文獻來源:http://0-www.jstor.org.cylis.lib.cycu.edu.tw/stable/pdfplus/2109645.pdf?acceptTC=true

搜尋引擎:JSTOR


Summary:

以匯率及國內.國外物價水準測試PPP的長期有效性



基本理論:







使用月(匯率及國內國外PRICE LEVEL資料)做共整合測試,判斷有無長期關係



需要的統計數據

1973/1-1990/11匯率.國內CPI.國外PRICE LEVEL



實證結果

6個國家接受PPP的長期假說
4個國家拒絕
5個國家混合性結果



碰到的問題

實證方法及公式要再加以研讀並熟悉
分析的能力及英文翻譯能力需加強


有用的參考文獻 

楊奕農,《時間序列分析:經濟與財務上之應用》,雙葉書廊有限公司,台北,20098 二版


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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