The Relationship Between Macroeconomic Index and Exchange- An Empirical Study Of Taiwan
碩士 === 世新大學 === 經濟學系 === 92 === Since 1980, financial markets trend free and international. And exchange rate always plays an import role in macroeconomics. How to keep stability between exchange rate and financial markets always economists discuss questions. In this papper, I use Johanse...
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2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58603213981740331729 |
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ndltd-TW-092SHU003890052016-06-15T04:17:28Z http://ndltd.ncl.edu.tw/handle/58603213981740331729 The Relationship Between Macroeconomic Index and Exchange- An Empirical Study Of Taiwan 我國匯率與總體經濟指標關係之實證研究 Wu Jiing Mei 吳景梅 碩士 世新大學 經濟學系 92 Since 1980, financial markets trend free and international. And exchange rate always plays an import role in macroeconomics. How to keep stability between exchange rate and financial markets always economists discuss questions. In this papper, I use Johansen cointegration to test if exchange rate and marcoeconomic index exit long-run equilibrium relation, and use error correction model to discuss short-run dynamic adjust processes of these variables. Results appear: First, there are four cointegrated relationships in these six variables. Second, the long-run relationships of these variables are contributed by money supply, rate, price, industry and stock. 陳世能 2004 學位論文 ; thesis 68 zh-TW |
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NDLTD |
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zh-TW |
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Others
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NDLTD |
| description |
碩士 === 世新大學 === 經濟學系 === 92 === Since 1980, financial markets trend free and international. And exchange rate always plays an import role in macroeconomics. How to keep stability between exchange rate and financial markets always economists discuss questions.
In this papper, I use Johansen cointegration to test if exchange rate and marcoeconomic index exit long-run equilibrium relation, and use error correction model to discuss short-run dynamic adjust processes of these variables.
Results appear: First, there are four cointegrated relationships in these six variables. Second, the long-run relationships of these variables are contributed by money supply, rate, price, industry and stock.
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| author2 |
陳世能 |
| author_facet |
陳世能 Wu Jiing Mei 吳景梅 |
| author |
Wu Jiing Mei 吳景梅 |
| spellingShingle |
Wu Jiing Mei 吳景梅 The Relationship Between Macroeconomic Index and Exchange- An Empirical Study Of Taiwan |
| author_sort |
Wu Jiing Mei |
| title |
The Relationship Between Macroeconomic Index and Exchange- An Empirical Study Of Taiwan |
| title_short |
The Relationship Between Macroeconomic Index and Exchange- An Empirical Study Of Taiwan |
| title_full |
The Relationship Between Macroeconomic Index and Exchange- An Empirical Study Of Taiwan |
| title_fullStr |
The Relationship Between Macroeconomic Index and Exchange- An Empirical Study Of Taiwan |
| title_full_unstemmed |
The Relationship Between Macroeconomic Index and Exchange- An Empirical Study Of Taiwan |
| title_sort |
relationship between macroeconomic index and exchange- an empirical study of taiwan |
| publishDate |
2004 |
| url |
http://ndltd.ncl.edu.tw/handle/58603213981740331729 |
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