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

2012-10-03

Testing the Theory of Purchasing Power Parity for Slovenia and Hungary

Testing the Theory of Purchasing Power Parity for Slovenia and Hungary

文獻來源
U Maribor; U Maribor,Eastern European Economics, July-August 2006, v. 44, iss. 4, pp. 82-96  (原文連結)
基本理論
本篇文章主要應用的理論是購買力平價說。
研究方法與邏輯
本文主要的研究方法有，ADF單根檢定、AIC準則、T檢定、VAR(向量自我迴歸)、Johansen共整合檢定及虛擬變數。
需要的統計數據
使用的數據有Slovenia, Hungary, Austria, Germany, France, Italy的CPI、實質匯率、名目匯率，採用從1992年1月至2001年12月的月資料。
主要實證結果
—  檢定斯洛文尼亞托里拉和匈牙利福林的定態實質匯率表示沒有明確的證據支持的PPP理論 —  Johansen共整合檢定找到一個長期選擇名目匯率和各國之間時間序列和消費者物價指數的線性關係
困難處或遭遇之問題
自己讀英文論文翻譯的結果和作者所要表達的意義有時候不同；對於專有名詞的定及用法並不是很了解，甚至是Table出現的數值，其求算方法也還是懵懂
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
張貼者： 於
標籤： , , , ,

沒有留言:

張貼留言

訂閱： 張貼留言 (Atom)

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」