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題名:Re-examining the Sources of Real Exchange Rate Fluctuations: A Rational Expectations Structural VAR Approach
書刊名:經濟論文叢刊
作者:李秀雲 引用關係林向愷 引用關係
作者(外文):Lee, Hsiu-yunLin, Kenneth S.
出版日期:2003
卷期:31:4
頁次:頁439-462
主題關鍵詞:理性預期結構性VAR模型實質匯率Rational expectationsStructural VARReal exchange rates
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:25
期刊論文
1.Papell, David H.(2002)。The Great Appreciation, the Great Depreciation, and the Purchasing Power Parity Hypothesis。Journal of International Economics,57,51-82。  new window
2.Bernanke, Ben S.(1986)。Alternative explanations of the money-income correlation。Carnegie-Rochester Conference Series on Public Policy,25(1),49-99。  new window
3.Zhou, S.(1995)。The Response of Real Exchange Rates to Various Economic Shocks。Southern Economic Journal,61(4),936-954。  new window
4.Evans, M. D. D.、Lothian, J. R.(1993)。The response of exchange rates to permanent and transitory shocks under floating exchange rates。Journal of International Money and Finance,12,563-586。  new window
5.Lastrapes, W. D.(1992)。Sources of fluctuations in real and nominal exchange rates。Review of Economics and Statistics,74,530-539。  new window
6.Blanchard, Oliver Jean、Quah, Danny(1989)。The Dynamic Effects of Aggregate Demand and Supply Disturbances。The American Economic Review,79(4),655-673。  new window
7.King, Robert G.、Plosser, Charles I.、Stock, James H.、Watson, Mark W.(1991)。Stochastic Trends and Economic Fluctuations。American Economic Review,81(4),819-840。  new window
8.Dornbusch, Rudiger(1976)。Expectations and Exchange Rate Dynamics。Journal of Political Economy,84(6),1161-1176。  new window
9.Frenkel, Jacob A.、Rodriguez, Carlos A.(1982)。Exchange Rate Dynamics and the Overshooting Hypothesis。IMF Staff Papers,29(1),1-30。  new window
10.Clarida, R.、Gali, J.(1994)。Sources of real exchange-rate fluctuations: How important are nominal shocks?。Carnegie-Rochester Conference Series on Public Policy,41,1-56。  new window
11.Stockman, A. C.(1987)。The Equilibrium Approach to Exchange Rates。Federal Reserve Bank of Richmond Economic Review,73,12-30。  new window
12.Keating, J. W.(1990)。Identifying VAR Models Under Rational Expectations。Journal of Monetary Economics,25(3),453-476。  new window
13.Ben-David, D.、Lumsdaine, R. L.、Papell, D. H.(2003)。Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks。Empirical Economics,28,303-319。  new window
14.Yoo, Byung-Sam、Wang, Ping、Ahmed, S.、Ickes, B. W.(1993)。International business cycles。The American Economic Review,83,335-359。  new window
15.Karfakis, C.、Apergis, N.(1996)。Sources of fluctuations in exchange rates: A structural VAR analysis。Applied Economics Letters,3,251-254。  new window
16.陳秀淋、吳致寧(1997)。Sources of real exchange-rate fluctuations: Empirical evidence from four Pacific Basin countries。Southern Economic Journal,63,776-787。  new window
17.Froot, K. A.、Rogoff, K.(1991)。The EMS, the EMU, and the transition to a common currency。NBER Macroeconomics Annual,6,269-371。  new window
18.Huizinga, J.(1987)。An empirical investigation of the long run behavior of real exchange rates。Carnegie-Rochester Conference Series on Public Policy,27,149-214。  new window
19.Wu, Yangru(1997)。The trend behavior of real exchange rates: Evidence from OECD countries。Weltwirtschaftliches Archiv,133,282-296。  new window
研究報告
1.Cumby, R.、Huizinga, J.(1990)。The predictability of real exchange rate changes in the short and the long run。沒有紀錄。  new window
圖書
1.Hodrick, R. J.(1987)。The Empirical Evidence on The Efficiency of Forward and Futures Foreign Exchange Markets。New York, NY:Scientific and Technical Book Service。  new window
其他
1.Lee, H. Y.,Lin, K. S.(1998)。Government spending and real exchange rate: A rational expectations structural VAR approach,Taiwan。  new window
 
 
 
 
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