Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/70796
DC Field | Value | Language |
---|---|---|
dc.contributor | 金融系 | en_US |
dc.creator | 黃台心; 沈中華 | zh_TW |
dc.creator | Huang, Tai-Hsin; Shen, Chung-Hua | en_US |
dc.date | 1999-01 | en_US |
dc.date.accessioned | 2014-10-27T02:43:03Z | - |
dc.date.available | 2014-10-27T02:43:03Z | - |
dc.date.issued | 2014-10-27T02:43:03Z | - |
dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/70796 | - |
dc.description.abstract | A dynamic demand function for international reserves based on the seasonal difference is derived. Our model of using seasonal difference distinguishes the present study from previous studies in three aspects. First, the dependent variable is seasonally differenced instead of being first order differenced. Next, the local money market disequilibrium included is also in fourth difference form. Finally, given the existence of stochastic seasonality, a new model, using a seasonal error correction rather than the conventional error correction, is specified and estimated. Based on this new specification, the results yielded are more sensible than those of using a differenced model. | - |
dc.format.extent | 305751 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en_US | - |
dc.relation | Journal of International Money and Finance,18,107-131 | en_US |
dc.subject | International reserve; Seasonal unit root; Seasonal cointegration | - |
dc.title | Applying the Seasonal Error Correction Model to the Demand for International Reserves in Taiwan | en_US |
dc.type | article | en |
dc.identifier.doi | 10.1016/S0261-5606(98)00039-4 | en_US |
dc.doi.uri | http://dx.doi.org/10.1016/S0261-5606(98)00039-4 | en_US |
item.fulltext | With Fulltext | - |
item.languageiso639-1 | en_US | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.openairetype | article | - |
item.grantfulltext | restricted | - |
item.cerifentitytype | Publications | - |
Appears in Collections: | 期刊論文 |
Files in This Item:
File | Description | Size | Format | |
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107-131.pdf | 298.58 kB | Adobe PDF2 | View/Open |
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