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題名 檢定工業國家之購買力平價假說與橫斷面依賴
其他題名 Testing for PPP in a Panel of Industrial Countries Allowing for Cross-sectional Dependence
作者 郭炳伸
關鍵詞 橫斷面依賴;購買力平價說;工業國家;多變量單根;匯率
Cross-sectional dependence;Purchasing power parity (PPP);Industrial country;Panel unit root;Exchange rate
日期 1999
上傳時間 18-Apr-2007 16:36:19 (UTC+8)
Publisher 臺北市：國立政治大學國際貿易學系
摘要 This article presents evidence on mean reversion in industrial countries` real exchange rates in a setup that accounts naturally for cross-sectional dependence, is invariant to the benchmark currency and actually tests for the null of interest, i.e. purchasing power parity. Our results are based on the Kwiatkowski et al. (1992) test for the stationarity null generalized in a multivariate random walk plus noise model by Nyblom and Harvey (2000).
描述 核定金額：665800元
資料類型 report
dc.coverage.temporal 計畫年度：88 起迄日期：19980801～20000731en_US
dc.creator (作者) 郭炳伸zh_TW
dc.date (日期) 1999en_US
dc.date.accessioned 18-Apr-2007 16:36:19 (UTC+8)en_US
dc.date.accessioned 8-Sep-2008 15:49:44 (UTC+8)-
dc.date.available 18-Apr-2007 16:36:19 (UTC+8)en_US
dc.date.available 8-Sep-2008 15:49:44 (UTC+8)-
dc.date.issued (上傳時間) 18-Apr-2007 16:36:19 (UTC+8)en_US
dc.identifier (Other Identifiers) 882415H004010.pdfen_US
dc.identifier.uri (URI) http://tair.lib.ntu.edu.tw:8000/123456789/3811en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/3811-
dc.description (描述) 核定金額：665800元en_US
dc.description.abstract (摘要) This article presents evidence on mean reversion in industrial countries` real exchange rates in a setup that accounts naturally for cross-sectional dependence, is invariant to the benchmark currency and actually tests for the null of interest, i.e. purchasing power parity. Our results are based on the Kwiatkowski et al. (1992) test for the stationarity null generalized in a multivariate random walk plus noise model by Nyblom and Harvey (2000).-
dc.format applicaiton/pdfen_US
dc.format.extent bytesen_US
dc.format.extent 2984705 bytesen_US
dc.format.extent 2984705 bytes-
dc.format.extent 928 bytes-
dc.format.mimetype application/pdfen_US
dc.format.mimetype application/pdfen_US
dc.format.mimetype application/pdf-
dc.format.mimetype text/plain-
dc.language zh-TWen_US
dc.language.iso zh-TWen_US
dc.publisher (Publisher) 臺北市：國立政治大學國際貿易學系en_US
dc.rights (Rights) 行政院國家科學委員會en_US
dc.subject (關鍵詞) 橫斷面依賴;購買力平價說;工業國家;多變量單根;匯率-
dc.subject (關鍵詞) Cross-sectional dependence;Purchasing power parity (PPP);Industrial country;Panel unit root;Exchange rate-
dc.title (題名) 檢定工業國家之購買力平價假說與橫斷面依賴zh_TW
dc.title.alternative (其他題名) Testing for PPP in a Panel of Industrial Countries Allowing for Cross-sectional Dependence-
dc.type (資料類型) reporten