碩士 / 大葉大學 / 管理學院碩士在職專班 / 99 / After the financial Tsunami occurs, the global finance is under the serious impact,
the Eurozone country also receives affects. Has the debt letter crisis along with Greece, Spanish, Portuguese and the Italian debt letter crisis risk also with the sharp increase. T- his research selection economic structure good Germany, France and the economic stru-
cture are bad has Greece, Spain, Portugal and Italy the debt letter crisis risk, after the re-search finance Tsunami, the unemployment rate, the interest rate, the currency supply c- apacity and the exchange rate the interaction relations, expected that the interaction has to the overall economical factor penetrates the understanding, the discussion financial st-
orm occurs when may adopt the strategy.
This research constitutive changes using the Chow examination knowing time seri- es the moving point, discrimination research period before the financial Tsunami after the financial Tsunami, and uses the ADF Test, Granger Causality Test,Cointegration Te- st and so on Vector Error Correlation Model, take the European Union Germany,French,
Italian, Greek, Spanish and the Portuguese area unemployment rate, the interest rate cu- rrency supply capacity and the exchange rate month material as the object of study, discusses relations of its interaction.
The empirical analysis result knew that the Eurozone interest rate is in the lead the influence exchange rate, the interest rate to be in the lead one way the influence curren- cy supply capacity, the interest rate to be in the lead one way the influence unemploy-ment rate, the currency supply capacity to be in the lead one way one way the influence exchange rate and French, Greek, Italian Spain and the Portuguese unemployment rate produces to Germany is in the lead one way the influence relations.
The comprehensive survey this research knowing unemployment rate, the interest rate, the currency supply capacity and the exchange rate each other existence long and short term interaction relations, it is in the lead one way or the bidirectional back coupl-ing relations, will affect the monetary policy appropriate, the adjustment will be help- ful to the economic unequality the control.
| Identifer | oai:union.ndltd.org:TW/099DYU01121162 |
| Date | January 2011 |
| Creators | Lin jhe kann, 林智幹 |
| Contributors | Lai wen quai, 賴文魁 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 136 |
Page generated in 0.0132 seconds