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https://ah.lib.nccu.edu.tw/handle/140.119/88075| 題名: | 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 | 作者: | 林立娟 Lin, Li-Juan |
貢獻者: | 李紀珠 Li, Ji-Zhu 林立娟 Lin, Li-Juan |
日期: | 1995 | 上傳時間: | 29-四月-2016 | 摘要: | 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。 | 參考文獻: | 李紀珠\"最通通貨籃制度設計兼論實質有效匯率指數\"經建會委託研究報告， 1991a.\r\n圖\"有效匯率指數之三于估與分析一以新台幣為例\"財稅研究，1991b.\r\n圖tl 可調整通貨籃匯率制度下最適匯率調整法則\"管理科學學報第九卷第一期，中華民國管理科學學會出版， 1992a, 51-69\r\n.`\"釘住通貨籃匯率制度設計\"經濟論文叢刊，第二十輯第三期，固立台灣大學經濟系出版， 1992b , 221-239.\r\n一，林立娟\"新台幣有效匯率指數新編一共積方法之應用Worldng Paper , 1996 ，國立政治大學經濟系.\r\n呂桂玲\"新台幣對美元匯率決定之實證研究逢甲大學經濟研究所碩士論文， 1989 .\r\n吳致寧\"匯率與單根-台灣之實證研究\"經濟論文， 1993 ， 101-133\r\n詐登芳共整合與蜻買力分析:台灣之實證研究逢甲大學碩士論文， 1993 .\r\n睞莉佩購買力平價撿定暨匯率決定相關因素之探討淡江大學金融研究所碩士論文， 1994\r\n陳信宏新台幣對美元匯率之決定與預測一貨幣學說之實證研究淡江大學金融研究所碩士論文， 1992\r\n曾應泉\"長期購買力平價理論之再驗證一台灣與主要工業國家問之實證研究\"固立中正大學國際經濟所碩士論文， 1994.\r\n蕭美珠\"購買力一台灣之實證研究國立政治大學碩士論文， 1983蔡鍾屏匯率預測模型的比較一以匯率決定理論為例\"國立台灣工業技街研究所工業管理組碩士論文， 1990\r\n潘璟靜\"台灣貨幣購買力于價成敗之探討\"國立中正大學國際經濟研究所碩士論文， 1992 .\r\n蘇富敏\"購買力平價說一台灣實證之研究\"文化大學經濟研究所碩士論文， 1989.\r\nAbuaf, Niso, and Philippe Jouron, \"Purchasing Power Parity in the Long Run,\" The Journal of Finance, 45, 1990, 157-l74.\r\nAdler, Michael and B. 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資料來源: | http://thesis.lib.nccu.edu.tw/record/#B2002003033 | 資料類型: | thesis |
| Appears in Collections: | 學位論文 |
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