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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/4946

    Title: 銀行、股市與收斂假說:一個雙元半母數平滑係數方法
    Other Titles: Banks, Stock Markets, and the Convergence Hypothesis: A Bivarite Semiparametric Smooth-Coefficient Approach
    Authors: 黃河泉;林淑琴
    Contributors: 淡江大學財務金融學系
    Date: 2006
    Issue Date: 2009-03-16 11:21:46 (UTC+8)
    Abstract: 本研究結合「財務」與「經濟」兩重要領域,探討「金融發展」對「收斂假說」的影響--- 也就是說,貧窮國家的經濟成長率會比富有的國家來的快,所以在長期間,他們的每人所得或產出會收斂到同一水準。有別於既存少數文章「線性」設定,我們首先利用一個「單元」的半母數平滑係數方法來刻畫一全面的「金融發展」指標對收斂係數之影響情形,而此影響程度則以一無母數函數來衡量。更進一步,我們依據晚近文獻的發現,而將「金融發展」分為兩個層面:一為「銀行體系」的發展,另一則為「股票市場」之發展;並以一「雙元」的半母數平滑係數模型來求得此兩股力量分別對「收斂速度」之影響是否為顯著地正,而其個別之影響程度是否有不同。所有的估計與檢定都是利用貝氏 Gibbs sampler 的模擬方法來執行,而且我們也求出其執行時所需的完全條件分配。
    Appears in Collections:[Graduate Institute & Department of Banking and Finance] Research Paper

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