by Wong Tak Chuen. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaves 106-108). / Abstracts in English and Chinese. / ACKNOWLEDGMENT --- p.iii / LIST OF TABLES --- p.iv / LIST OF ILLUSTRATION --- p.v / CHAPTER / Chapter ONE --- INTRODUCTION --- p.1 / Chapter TWO --- THE LITERATURE REVIEW --- p.2 / Chapter THREE --- METHODOLOGY --- p.8 / Error Correction Model / Unit-Root Tests / Cointegration Tests / Structural Break Test / Chapter FOUR --- MODEL SPECIFICATION AND SIMULATION --- p.19 / Chapter FIVE --- SIMULATION ANALYSIS --- p.45 / Chapter SIX --- CONCLUSION --- p.51 / TABLES --- p.53 / ILLUSTRATIONS --- p.67 / APPENDIX --- p.81 / Chapter A --- THE ESTIMATED MODEL / Chapter B --- DATA DESCRIPTION / BIBLIOGRAPHY --- p.109

Abstract not available