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Title: 一般化購買力平價說之檢定:新編有效匯率指數及共積方法之應用
Authors: 林立娟
Lin, Li-Juan
Contributors: 李紀珠
Li, Ji-Zhu
林立娟
Lin, Li-Juan
Date: 1995
Issue Date: 2016-04-29 09:57:17 (UTC+8)
Abstract: 鑑於以往對PPP的實証分析,多忽略了匯率及國際價格水準為非恆定(nonstationary),且採雙邊匯率來進行分析,然而採取雙邊匯率之缺點是並未將主要的貿易伙伴國均納入考慮,亦未考慮各國匯率間的相亙關係,故晚近學者於檢定PPP時,多用有效匯率指數取代雙邊匯率,而“一般化購買力平價說”即是考慮有效匯率指數及國內外物價指數之間的關係,然而國內既有的有效匯率指數之編製存有若干缺失,因此本文的目的是利用新編新台幣有效匯率指數及Johansen最大概似共積檢定法,對新台幣之一般化購買力平價說進行檢定。
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Description: 碩士
國立政治大學
經濟學系
Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002003033
Data Type: thesis
Appears in Collections:[經濟學系] 學位論文

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