EXCHANGE RATE DETERMINATION RELATIONSHIP BETWEEN EXCHANGE RATE , INTEREST RATE AND TRADE DEFICIT (Evidences from Sri Lanka)
- 발행기관 아주대학교
- 발행년도 2009
- 제출일 2009-4-24
- 학위수여년월 2009. 8
- 학위명 석사
- 학과 국제대학원 국제통상학과
- 실제URI http://www.dcollection.net/handler/ajou/000000009999
- 본문언어 영어
- 저작권 아주대학교 논문은 저작권에 의해 보호받습니다.
목차
Contents
I. Introduction ？？？？？.？？？？？？？..1 - 2
II. Critical review of previous research ？？？？？？？？？？？？...3 - 7
III. Methodology ？？？？？？？？？？？？...8 -10
3.1 Stationary tests ..？？？？？？？？？？？？.10- 11
3.2 Unit root test ？？？？？？？？？？？？...11 -12
3.2.1 ADF test ？？？？？？？？？..？？？.12- 13
3.2.2 Phillips-Perron test ？？？？？？？？..？？？？.13- 14
3.2.3The Kwiatkowski, Phillips, Schmidt, and Shin (KPSS) ..14- 15
3.3 Lag selection ？？？？..？？？？？？？？.15
3.3.1Akaike information criterion ？？？？？？..？？？？.16？ 17
3.3.2 Bayesian information criterion(BIC) ？？？？？？？...17
3.3.3 Akaike's Final Prediction Error (FPE)？？？？？？？..18
3.3.4 Hannan-Quinn information criterion (HQC) ？？？？18-19
3.4 Cointegration test ？？..？？？.？？？？？？？.19
3.5 Granger causality test ？？？？？？？？？？？？？20-21
3.6 Vector Error Correction Model (VECM) ？？？？..？？？？..22-23
VI. Empirical Results ？？？？？？？？？？？？？23
4.1 Empirical results of Unit root test ？？.？？？？？？？？？？.24- 25
4.2 Empirical Results of Cointegration test ..？？？？..？？？？？26
4.3 Empirical Study of Vector Error Correction model ？？.？？？..27
4.4 Empirical Study of Granger causality test ？？？？？..？？. ..27-30
V. Conclusion ？？？？？？？？？？？？？.31
Bibliography
