The long-run relationship between real exchange rates and real interest differentials— The application of a Band-pass filter.

碩士 === 國立中山大學 === 經濟學研究所 === 104 === The purpose of this paper is to apply the method of band-pass filtering to extract medium and low frequency information from raw data, and then applied the extracted data to examine the long-term relationships of real exchange rates and interest rate differential...

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Bibliographic Details
Main Authors: Chia-chin Su, 蘇佳婧
Other Authors: Jyh-Lin Wu
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/x7he3h