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題名:購買力平價、Balassa-Samuelson效果與結構性變動:臺灣與美國、日本實質匯率的實證
書刊名:經濟研究. 臺北大學經濟學系
作者:賴美穎 引用關係劉宗欣 引用關係
作者(外文):Lai, Mei-yingLiu, Zong-shin
出版日期:2016
卷期:52:2
頁次:頁207-251
主題關鍵詞:購買力平價實質匯率Balassa-Samuelson效果結構性變動傅立葉形式檢定Purchasing power parityReal exchange rateBalassa-Samuelson effectStructural changeFourier form tests
原始連結:連回原系統網址new window
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  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:13
  • 點閱點閱:19
期刊論文
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2.Mussa, M.(1986)。Nominal Exchange Rate Regimes and the Behavior of Real Exchange Rates: Evidence and Implications。Carnegie-Rochester Conference Series on Public Policy,25(1),117-214。  new window
3.Park, J. Y.(2003)。Bootstrap Unit Root Tests。Econometrica,71(6),1845-1895。  new window
4.Taylor, A. M.(2002)。A Century of Purchasing-power Parity。The Review of Economics and Statistics,84(1),139-150。  new window
5.Taylor, M. P.、Samo, L.(1998)。The behavior of real exchange rates during the post-Bretton Woods period。Journal of International Economics,46(2),281-312。  new window
6.Frankel, J. A.、Rose, A. K.(1996)。A panel project on purchasing power parity: mean reversion within and between countries。Journal of International Economics,40(1/2),209-224。  new window
7.Hegwood, N. D.、Papell, D. H.(1998)。Quasi purchasing power parity。International Journal of Finance and Economics,3(4),279-289。  new window
8.Hansen, B. E.(1999)。Testing for Linearity。Journal of economic Surveys,13(5),551-576。  new window
9.陳美源、陳禮潭(20031000)。購買力平價說與結構性變動--美/臺實質匯率之實證研究。臺灣經濟預測與政策,34(1),93-112。new window  延伸查詢new window
10.Peel, D. A.、Venetis, I. A.(2003)。Purchasing power parity over two centuries: trends and nonlinearity。Applied Economics,35(5),609-617。  new window
11.Abuaf, Niso、Jorion, Philippe(199003)。Purchasing Power Parity in the Long Run。Journal of Finance,45(1),172。  new window
12.梁國樹(19940900)。外匯自由化與金融發展。中央銀行季刊,16(3),8-20。new window  延伸查詢new window
13.張銘仁(20070900)。實質匯率持續性的實證研究。中山管理評論,15(3),613-635。new window  延伸查詢new window
14.Becker, R.、Enders, W.、Lee, J.(2006)。A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks。Journal of Time Series Analysis,27(3),381-409。  new window
15.Bergin, P. R.、Glick, R.、Taylor, A. M.(2006)。Productivity, Tradability, and the Long-Run Price Puzzle。Journal of Monetary Economics,53(8),2041-2066。  new window
16.Caporale, G. M.、Kalyvitis, S.、Pittis, N.(1994)。Persistence in Real Variables under Alternative Exchange Rate Regimes: Some Multi-Country Evidence。Economics Letters,45(1),93-102。  new window
17.Carrion-i-Silvestre, J. L.、Sanso, A.(2006)。A Guide to the Computation of Stationarity Tests。Empirical Economics,31(2),433-448。  new window
18.Chang, T.、Li, D.、Lu, Y. C.、Lee, C. H.(2011)。Purchasing Power Parity for East-Asia Countries: Further Evidence Based on Panel Stationary Test with Multiple Structural Breaks。Applied Economics,43(24),3289-3298。  new window
19.Chinn, M. D.(2000)。The Usual Suspects? Productivity and Demand Shocks and Asia-Pacific Real Exchange Rates。Review of International Economics,8(1),20-43。  new window
20.Craighead, W. D.(2010)。Across Time and Regimes: 212 Years of the US-UK Real Exchange Rate。Economic Inquiry,48(4),951-964。  new window
21.Eichengreen, B.(1988)。Real Exchange Rate Behavior under Alternative International Monetary Regimes: Interwar Evidence。European Economic Review,32(2/3),363-371。  new window
22.Glen, J. D.(1992)。Real Exchange Rates in the Short, Medium, and Long Run。Journal of International Economics,33(1/2),147-166。  new window
23.Hasan, S.、Wallace, M.(1996)。Real Exchange Rate Volatility and Exchange Rate Regimes: Evidence from Long-Term Data。Economics Letters,52(1),67-73。  new window
24.Kalyvitis, S.、Lazaretou, S.(1997)。Persistence of Nominal and Real Variables under Fixed and Floating Exchange Rates: Evidence from Greece, 1954-1992。Bulletin of Economic Research,49(2),153-168。  new window
25.Lothian, J. R.(1997)。Multi-Country Evidence on the Behavior of Purchasing Power Parity under the Current Float。Journal of International Money and Finance,16(1),19-35。  new window
26.Paya, I.、Peel, D. A.(2003)。Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend。The Manchester School,71(s1),39-53。  new window
27.Sarno, L.(2005)。Viewpoint: Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand?。Canadian Journal of Economics,38(3),673-708。  new window
28.Sarno, L.、Taylor, M. P.(1998)。Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion。Economics Letters,60(2),131-137。  new window
29.Sul, D.、Phillips, P. C. B.、Choi, C. Y.(2005)。Prewhitening Bias in HAC Estimation。Oxford Bulletin of Economics and Statistics,67(4),517-546。  new window
30.Wu, J. L.、Chen, S. L.(1999)。Are Real Exchange Rates Stationary Based on Panel Unit-Root Tests? Evidence from Pacific Basin Countries。International Journal of Finance and Economics,4(3),243-252。  new window
31.Wu, J. L.、Chen, P. F.、Lee, C. N.(2009)。Purchasing Power Parity, Productivity Differentials and Non-Linearity。The Manchester School,77(3),271-287。  new window
32.吳致寧(19940300)。匯率與單根--臺灣之實證研究。經濟論文,22(1),101-133。new window  延伸查詢new window
33.Balassa, Bela(1964)。The Purchasing Power Parity Doctrine: A Reappraisal。Journal of Political Economy,72(6),584-596。  new window
34.Dornbusch, R.(1976)。Expectation and Exchange Rate Dynamics。Journal of Political Economy,84(6),1161-1176。  new window
35.Edison, H. J.(1987)。Purchasing Power Parity in the Long Run: A Test of the Dollar/Pound Exchange Rate (1890-1978)。Journal of Money, Credit and Banking,19(3),376-387。  new window
36.Lothian, James R.、Taylor, Mark P.(1996)。Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries。Journal of Political Economy,104(3),488-509。  new window
37.Lothian, James R.、Taylor, Mark P.(2000)。Purchasing Power Parity over Two Centuries: Strengthening the Case for Real Exchange Rate Stability: A Reply to Cuddington and Liang。Journal of International Money and Finance,19(5),759-764。  new window
38.Lothian, James R.、Taylor, Mark P.(2008)。Real Exchange Rates over the Past Two Centuries: How Important Is the Harrod-Balassa-Samuelson Effect?。The Economic Journal,118(532),1742-1763。  new window
39.Papell, D. H.(1997)。Searching for stationarity: Purchasing power parity under the current float。Journal of International Economics,43(3/4),313-332。  new window
40.Paya, I.、Venetis, I. A.、Peel, D. A.(2003)。Further Evidence on PPP Adjustment Speeds: The Case of Effective Real Exchange Rates and the EMS。Oxford Bulletin of Economics and Statistics,65(4),421-437。  new window
41.Rogoff, K.(1992)。Traded Goods Consumption Smoothing and the Random Walk Behavior of the Real Exchange Rate。Bank of Japan Monetary and Economic Studies,10(2),1-29。  new window
42.Rogoff, Kenneth(199606)。The Purchasing Power Parity Puzzle。Journal of Economic Literature,34,647-668。  new window
43.Samuelson, P. A.(1964)。Theoretical Notes on Trade Problems。Review of Economics and Statistics,46(2),145-154。  new window
44.Sarno, Lucio、Taylor, Mark P.(2002)。Purchasing power parity and the real exchange rate。IMF Staff Papers,49(1),65-105。  new window
45.Taylor, Alan M.、Taylor, Mark P.(2004)。The Purchasing Power Parity Debate。Journal of Economic Perspectives,18(4),135-158。  new window
46.Carrion-i-Silvestre, J. L.、Barrio-Castro, T. D.、Lopez-Bazo, E.(2005)。Breaking the Panels: An Application to the GDP Per Capita。Econometrics Journal,8(2),159-175。  new window
47.Bai, Jushan、Perron, Pierre(1998)。Estimating and Testing Linear Models with Multiple Structural Changes。Econometrica,66(1),47-78。  new window
48.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。  new window
49.Enders, Walter、Lee, Junsoo(2012)。A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks。Oxford Bulletin of Economics and Statistics,74(4),574-599。  new window
50.Kwiatkowski, Denis、Phillips, Peter C. B.、Schmidt, Peter、Shin, Yongcheol(1992)。Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?。Journal of Econometrics,54(1-3),159-178。  new window
51.Perron, Pierre(1989)。The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis。Econometrica: Journal of the Econometric Society,57(6),1361-1401。  new window
研究報告
1.Froot, K. A.、Rogoff, K.(1994)。Perspectives on PPP and Long-Run Real Exchange Rates。  new window
圖書
1.Greene, William H.(2008)。Econometric Analysis。Upper Saddle River, New Jersey:Pearson Prentice Hall。  new window
2.Enders, W.(2010)。Applied Econometric Time Series。New Jersey:John Wiley & Sons。  new window
單篇論文
1.Lee, J.,Strazicich, M. C.(1999)。Minimum LM Unit Root Test with Two Structural Breaks,University of Central Florida。  new window
圖書論文
1.吳致寧(1995)。臺灣長期購買力平價說之實證研究。開放總體經濟論文集。臺北:中央研究院經濟研究所。  延伸查詢new window
 
 
 
 
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