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政大典藏 > College of Social Science > Department of Economics > Theses > Item 140.119/88680

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/88680

Title:	台灣地區經常帳的實證研究－VAR模型的應用 The emperical research of current account in Taiwan - the application of the VAR model
Authors:	陳信忠 Chen, Shung Chung
Contributors:	曹添旺 Tsaur, Tian Wang 陳信忠 Chen, Shung Chung
Keywords:	經常帳向量自迴歸模型因果關係檢定衝擊反應預測誤差分解匯率消費節約 Current account VAR model Causality test Impulse response Forecast error variance decomposition
Date:	1994
Issue Date:	2016-04-29 16:30:06 (UTC+8)
Abstract:	本文是探討管理浮動匯率時期（1978年第三季至1993年第三季），台灣地區經常帳盈餘發生的原因，同時考慮匯率因素、貨幣市場及商品與勞務市場吸納的情況。利用兩個向量自迴歸模型，分別納入：(1)匯率、利率、經常帳、消費節約及貨幣供給，(2)匯率、利率、經常帳、財政盈餘及貨幣供給，藉由因果關係檢定、預測誤差分解、及衝擊反應，分析經常帳失衡的原因。
Description:	碩士國立政治大學經濟學系 G81258004
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002003870
Data Type:	thesis
Appears in Collections:	[Department of Economics] Theses

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