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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:[Department of Economics] Theses

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