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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/60341


    Title: 通貨膨脹持續性:分量單根檢定之應用
    Inflation persistence:the application of quantile unit root test
    Authors: 彭竣永
    Contributors: 林馨怡
    彭竣永
    Keywords: 通貨膨脹持續性
    分量自我回歸
    分量單根檢定
    Date: 2010
    Issue Date: 2013-09-05 14:21:51 (UTC+8)
    Abstract: 通貨膨脹持續性在總體經濟學中是一個相當重要的議題,特別是針對貨幣政策的研究。本文使用 Koenker and Xiao (2004, 2006) 的分量單根檢定以及分量自我迴歸模型,分析35個國家1958--2010年的通貨膨脹持續性。實證結果發現在這35個國家的通貨膨脹持續性估計值會隨著分量不同而不同,同時通貨膨脹持續性與通貨膨脹具有正向關係,這顯示通貨膨脹持續性具有不對稱性質。所有國家分量單根檢定的結果顯示通貨膨脹率在不同分量下具有定態與非定態性質。本文也將部分國家依地區與政策制度等特性區分成不同時期並進行討論,實證結果可以發現大部分國家的通貨膨脹持續性在現今已有下降的趨勢。
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    Description: 碩士
    國立政治大學
    經濟學系
    98258020
    99
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0982580201
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

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