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

2009-10-20

Exchange rate regimes and the linkage between money and output in Greece

Papadopoulos, Athanasios P. and Gregory T. Papanikos (2002) "Exchange rate regimes and the linkage between money and output in Greece," Journal of Policy Modeling, Volume: 24, Issue: 2, pp. 103-117
[原文連結]


重點摘要by阿光(2009.10.26)

基本理論
本文探討了產出，貨幣，價格，貿易額和匯率的浮動和固定匯率制度之間可能存在的長期關係。
以Johansen’s最大概似法來估計名目和實質的變量，國外和國內的變量，固定和浮動匯率在長期均衡關係的存在和意義。
研究方法 (估計、檢定、指標) 與邏輯
研究的方法有單根檢定，共整合分析，VAR(自我向量回歸)。
在單根檢定中，只有定態變數可以共整合，如果變數為非定態，可作一皆差分轉換成定態以做共整合分析

需要的統計數據
需要使用到貨幣，產出，價格，貿易額，固定匯率和浮動匯率

主要實證結果
本文獻實證結果顯示不論在何匯率制度下，產出，貨幣，貿易額，價格有長期均衡的關係
所有的變量都是有共整合性。

困難處或遭遇之問題
第一次閱讀原文文獻覺得很不容易，覺得有必要好好練習

有用的參考文獻

  • 楊亦農教授，2009年，時間序列分析二版:經濟與財務上之運用
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每位同學必需建立與維護 2 個網頁: (updated on 2010.9.19)
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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」