Use Nonlinear Stationary Test to Examine PPP in Asian Countries - The analysis of STAR Model
碩士 === 南台科技大學 === 行銷與流通管理系 === 93 === Abstract Most of the empirical evidence relied mainly on using linear structure to explore PPP in the past. By using traditional ADF unit root test, the PPP is hard to be established. However, Dumas (1992) claims exchange rate demonstrates nonlinear adjustment s...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/59103977179350623873 |