政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/3811

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政大機構典藏 > 商學院 > 國際經營與貿易學系 > 國科會研究計畫 > Item 140.119/3811

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/3811

Title:	檢定工業國家之購買力平價假說與橫斷面依賴
Other Titles:	Testing for PPP in a Panel of Industrial Countries Allowing for Cross-sectional Dependence
Authors:	郭炳伸
Keywords:	橫斷面依賴;購買力平價說;工業國家;多變量單根;匯率 Cross-sectional dependence;Purchasing power parity (PPP);Industrial country;Panel unit root;Exchange rate
Date:	1999
Issue Date:	2007-04-18 16:36:19 (UTC+8)
Publisher:	臺北市：國立政治大學國際貿易學系
Abstract:	This article presents evidence on mean reversion in industrial countries` real exchange rates in a setup that accounts naturally for cross-sectional dependence, is invariant to the benchmark currency and actually tests for the null of interest, i.e. purchasing power parity. Our results are based on the Kwiatkowski et al. (1992) test for the stationarity null generalized in a multivariate random walk plus noise model by Nyblom and Harvey (2000).
Description:	核定金額：665800元
Data Type:	report
Appears in Collections:	[國際經營與貿易學系 ] 國科會研究計畫

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