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

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，2009年8月 二版


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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.

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」