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

2015-09-24

MOVEMENTS OF JAPANESE ECONOMY IN RELATION TO EXCHANGE RATE AND OIL PRICE VOLATILITY.












    作者:
    shafi, Khuram shafikhuram@yahoo.com
    Liu Hua
    資料來源:
    Science International. 2014, Vol. 26 Issue 5, p2447-2450. 4p.
    文件類型:
    Article
    主題術語:
    *FOREIGN exchange rates
    *PETROLEUM
    *VOLATILITY (Finance)
    *ECONOMIC impact
    *ECONOMIC development
    JAPAN
    SALES & prices
    作者提供的關鍵字:
    Economic growth
    Exchange rate volatility
    Oil prices shocks
    NAICS/產業代碼:
    486110 Pipeline Transportation of Crude Oil
    424720 Petroleum and Petroleum Products Merchant Wholesalers (except Bulk Stations and Terminals)
    424710 Petroleum Bulk Stations and Terminals
    211111 Crude Petroleum and Natural Gas Extraction
    412110 Petroleum and petroleum products merchant wholesalers
    摘要:
    The impact of exchange rate volatility on economic growth has a large impact and it affect all sectors of the economy. This research study identifies factor (inflation, interest rate, foreign direct investment, government consumption expenditure and balance of trade) affecting exchange rate volatility and the impact of oil prices on economic growth of Japanese economy from year 1971 to 2012. Co integration result indicates that relationship of oil prices shocks and exchange rate volatility on economic growth is significant in the long run and its error correction adjustment mechanism in short run is significant and correctly signed. Secondly, Vector error correction and vector auto regression model shows that factors (imports, exports, inflation, interest rate, government consumption expenditure and foreign direct investment) affecting on exchange rate volatility and it has a significant impact in the long run and short run. [ABSTRACT FROM AUTHOR]
     
    Copyright of Science International is the property of Asianet-Pakistan and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
    作者所屬機構:
    1School of Management, HuaZhong University of Science and Technology, China
    2Professor, School of Management, HuaZhong University of Science and Technology, China
    ISSN:
    1013-5316
    入藏號碼:
    103197650
    --------------------------------------------------------------------------------------------------------------

    研究方法與邏輯 :  單根檢定ADF    tset、落後期、誤差修正、共整合。

    需要的統計數據：1.  匯率     2.  通貨膨脹   3. 利率          4.  外國直接投資(FDI)        5. 政府消費支出  6.  進出口

    困難之處：
    1.    模型不太了解。
    2.    英文專有名詞有些看不懂，翻譯起來不順。
    3.    要花比較多時間去了解模型。
    4.     要盡快熟知單跟的ADF  TEST、誤差修正和共整合，三種檢定。
    5.    更要盡快熟悉Eview的操作。

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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」