PPP(Purchasing Power Parity) 이론의 실효성에 관한 실증 연구

• 영문명: An empirical research on the validity of PPP theory
• 발행기관: 한국무역연구원
• 저자명: 이양승(Yang-Seung Lee)
• 간행물 정보: 『무역연구』제9권 제7호, 457~472쪽, 전체 15쪽
• 주제분류: 경제경영 > 무역학
• 파일형태: PDF
• 발행일자: 2013.12.30

영문 초록

For a long time, PPP has been reputed Toward validity of PPP, supporters and critics coexist. Supporters believe that PPP plays a key role in determining an exchange rate while critics cast doubt on the validity of PPP. No one can assert whether PPP is valid at this time. The main objective of this research is not to limited within finding a validity of PPP but to provide some general direction for future researchers. To follow the objective, we, first, survey the literatures of PPP and other related papers. As a matter of fact, lots of researches have been performed since Cassel's article for PPP. Econometric methodologies also have been developed to test a validity of the PPP hypothesis. Accordingly, we see that to arrange and to organize existent researches should be requested for future research. Second, our research aims at finding some empirical results for discussion. This paper can contribute to letting people understand the trend of PPP studies and sharpen their works.

목차

Abstract

Ⅰ. 서론

Ⅱ. PPP 검증을 위한 계량 기법

Ⅲ. 단위근 검정

Ⅳ. 공적분 검정

Ⅴ. 결론

참고문헌

키워드

PPP International Finance Unit Root Cointegration Time Series