The net effect of exchange rate depreciation and its risk on exports in Taiwan between 1979 and 2001 is investigated in a bivariate GARCH-M model that stimultaneously estimates time varying risk.
英
美
释义
摘要:本文建立双变量GARCH-M模型,使用1979至2001年的月资料,联立估计汇率贬值及其随时间变动汇率风险对台湾出口贸易的影响,并据以评估汇率贬值刺激出口的效果。
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