淡江大學機構典藏:Item 987654321/54267
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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/54267


    Title: 亞洲四小龍實質利率持續性之實證研究
    Other Titles: Changes in Real Interest Rate Persistence- Evidence from the Four Little Dragons
    Authors: 劉德芝
    Contributors: 淡江大學產業經濟學系
    Date: 2010
    Issue Date: 2011-07-05 23:20:55 (UTC+8)
    Abstract: 在此研究計畫中，我們使用Lee and Lumsdaine (2003a, 2003b)所發展的縱橫單 根檢定去探討實質實利率持續性的性質，探討對象包含13個OECD已開發國家與4 個新興國家-亞洲四小龍。其次，我們使用Kang et al. (2009)所發展的計量方 法去探討質實利率持續性之變化，研究結果將對資產定價理論與新古典理論模型 之建構具有實質貢獻。
    In this Project, we re-examine the stationarity of international real interest rates, an issue first investigated by Rose [Journal of Finance 43(5) (1988)], using a set of panel unit root tests developed by Lee and Lumsdaine (2003a, 2003b) in the 13 OECD industries countries and the 4 newly industrialising economy (NIE): Taiwan, Hong Kong, Singapore, and South Korea. Furthermore, we also employ recently developed econometric approach, proposed by Kang et al. (2009), to investigate the changes in real interest rate persistence. The research outcomes have important theoretical implications.
    Appears in Collections:[Graduate Institute & Department of Industrial Economics] Research Paper

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