Analysis for Purchasing Power Parity of nonlinear smooth transition switching model
碩士 === 淡江大學 === 財務金融學系碩士班 === 97 === In this paper, we examine the Purchasing Power Parity(PPP) in Japan, applying linearity tests by Teräsvirta (1994). Our results clearly reject linear model in favor of the nonlinear smooth transition switching model with two thresholds of transition variables. We...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/21964403414136445287 |