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題名:J曲線效果是否存在--亞洲四小龍的實證研究
書刊名:臺灣銀行季刊
作者:陳仕偉 引用關係陳界中
出版日期:2009
卷期:60:3
頁次:頁242-276
主題關鍵詞:J曲線效果臺灣新加坡韓國香港匯率貿易收支
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 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:0
  • 共同引用共同引用:0
  • 點閱點閱:39
期刊論文
1.Bahmani-Oskooee, M.(1985)。Devaluation and the J-curve: some evidence from LDCs。The Review of Economics and Statistics,67,500-504。  new window
2.Bahmani-Oskooee, M.(1992)。What are the long-run determinants of the U.S. trade balance?。Journal of Post Keynesian Economics,15,85-97。  new window
3.Bahmani-Oskooee, M.(1998)。Cointergation approach to estimate the long-run trade elasticities in LDCs。International Economic Journal,12,89-96。  new window
4.Buluswar, M. D.、Thompson, H.、Upadhyaya, K. P.(1996)。Devaluation and the trade balance in India: stationarity and cointegration。Applied Economics,28,429-432。  new window
5.Chow, Gregory C.(1960)。Tests for equality between sets of coefficients in two linear regressions。Econometrica,28(3),591-605。  new window
6.Dickey, D. A.、Fuller, W. A.(1979)。Distribution of estimation for autoregressive time series with a unit root。Journal of American Statistical Association,74,427-431。  new window
7.Engle, R. F.、Granger, C. W. J.(1987)。Cointegration and error correction: represention, estimation and testing。Econometrica,55,251-276。  new window
8.Engle, R. F.、Yoo, B. S.(1987)。Forecasting and testing in cointegrated systems。Journal of Econometrics,35,143-159。  new window
9.Granger, C. W. J.、Newbold, P.(1974)。Spurious regression in economics。Journal of Econometrics,12,1045-1066。  new window
10.Gupta-Kapoor, A.、Ramakrishnan, U.(1999)。Is there a J-curve? A new estimation for Japan。International Economic Journal,13,71-79。  new window
11.Hacker, R. S.、Hatemi-J, A.(2003)。Is the J-Curve effect observable for small north European economies?。Open Economies Review,14,119-134。  new window
12.Hacker, R. S.、Hatemi-J, A.(2004)。The effect of exchange rate changes on trade balances in the short and long run。Economics of Transition,12,777-799。  new window
13.Hall, A. D.(1994)。Testing for a unit root in time series with pretest data based model selection。Journal of Business and Economic Statistics,12,461-470。  new window
14.Hansen, B. E.(1992)。Tests for parameter in stability in regressions with I(1) processes。Journal of Business and Economic Statistics,10,321-335。  new window
15.Himarios, D.(1989)。Do devaluation improve the trade balance? The evidence revisited。Economic Inquiry,27,143-168。  new window
16.Hsing, H.-M.(2005)。Re-examination of J-curve effect for Japan, Korea and Taiwan。Japan and the World Economy,17,43-58。  new window
17.Junz, H. B.、Rhomberg, R. R.(1973)。Price competitiveness in export trade among industrial countries。American Economic Review,63,412-418。  new window
18.Kale, P.(2001)。Turkey's trade balance in the short and the long run: error correction modeling and cointegration。The International Trade Journal,15,27-56。  new window
19.Miles, M. A.(1979)。The effects of devaluation on the trade balance and balance of payments: some new results。Journal of Political Economy,87,600-620。  new window
20.Narayan, P. K.(2004)。New Zealand's trade balance: evidence of the J-curve and Granger causality。Applied Economics Letters,11,351-354。  new window
21.Narayan, P. K.(2006)。Examining the relationship between trade balance and exchange rate: the case of China's trade with the USA。Applied Economics Letters,13,507-510。  new window
22.Narayan, P. K.、Narayan, S.(2004)。The J-curve: evidence from Fiji。International Review of Applied Economics,18,369-380。  new window
23.Perron, P.(1989)。The great crash, the oil prices hock and the unit root hypothesis。Econometrica,57,1361-1401。  new window
24.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for unit roots in time series regression。Biometrika,75,335-346。  new window
25.Rahman, M.、Mustafa, M.、Burckel, D. V.(1997)。Dynamics of the yen-dollar real exchange rate and the US-Japan real trade balance。Applied Economics,29,661-664。  new window
26.Rose, A. K.、Yellen, J. L.(1989)。Is there a J-Curve?。Journal of Monetary Economics,24,53-68。  new window
27.Said, S.、Dickey, D.(1984)。Testing for unit roots in autogressive moving average models with unknown order。Biometrica,71,599-604。  new window
28.Upadhyaya, K. P.、Dhakal, D.(1997)。Devaluation and the trade balance: estimating the long run effect。Applied Economics Letters,4,343-345。  new window
29.Wickens, R. W.、Breusch, T. H.(1988)。Dynamic specification, the long run and the estimation of the transformed regression models。Economic Journal,98,189-205。  new window
30.Wilson, P.、Tat, K. C.(2001)。Exchange rates and the trade balance: the case of Singapore 1970 to 1996。Journal of Asian Economics,12,47-63。  new window
31.Zivot, E.、Andrews, D. W. K.(1992)。Further evidence of the great crush, the oil price shock and the unitroot hypothesis。Journal of Business and Economic Statistics,10,251-270。  new window
32.Johansen, Soren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Application to the Demand for Money。Oxford Bulletin of Economics and Statistics,52(2),169-210。  new window
33.Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society,37(3),424-438。  new window
34.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
35.Pesaran, M. Hashem、Shin, Yongcheol、Smith, Richard J.(2001)。Bounds testing approaches to the analysis of level relationships。Journal of Applied Econometrics,16(3),289-326。  new window
會議論文
1.Lai, A. K.、Lowinger, T. C.(2001)。J-curve: evidence from East Asia。The 40th Annual Meeting of the Western Regional Science Association。Palm Springs, CA.。  new window
研究報告
1.Ahmad, J.、Yang, J.(2004)。Estimation of the J-Curve in China。  new window
學位論文
1.林容如(1988)。匯率變動對貿易,產出之影響--國際間的實證研究(碩士論文)。國立政治大學。  延伸查詢new window
2.李秋瑤(2000)。臺灣與主要貿易國家貿易收支之實證研究(碩士論文)。國立臺北大學。  延伸查詢new window
3.施俊男(1993)。臺灣是否存在J曲線?--Johansen校誤縮減模型之應用(碩士論文)。國立中正大學。  延伸查詢new window
4.姜玉苹(2001)。匯率變動對貿易收支餘額影響之台灣實證研究(碩士論文)。中原大學國際。  延伸查詢new window
圖書
1.賴景昌(1994)。國際金融理論。茂昌圖書有限公司。  延伸查詢new window
2.Enders, W.(2004)。Applied Econometric Time Series。  new window
單篇論文
1.Narayan, P. K.(2004)。Reformulating critical values for the bounds F-statistics approach to cointegration: an application to the tourism demand model for Fiji,Melbourne:Monash University。  new window
 
 
 
 
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