资源描述：
《计量经济学2--时间序列报告--美元兑换韩币的汇率分析(英语)》由会员上传分享，免费在线阅读，更多相关内容在教育资源-天天文库。
1、LESE408-00계량분석론2Project32012-11-21TheForecastandAnalysesofKoreaWon/DollarExchangerateName:두탁한,최인형ID:2010140537,2010140511IntroductionAstheNo.1tradepartnerofKorea,theexchangeratebetweentwocountrieshasatremendouslysignificantmeaninginbilateraltrade,whicheffectsandreflectsalotonthesituationo
2、fKoreaeconomy.Frompeggedratetothefloatingsystem,theKoreaexchangeexperiencesseveralstepswithdifferentpatterns.Thereporttargetstofindoutthecharacteristicsofwonexchangerate,andmakeanappropriateforecastbycurrentsampleupto2020withlessinterruptionofsuddenchange.Content;Part.1---OverviewofNomina
3、lKoreaversusUSdollars(Page1-2)Part.2---EstimationofNominalExchangerate(Page2-4)a.FindouttheBreakpointb.FactorsandCharacteristicsofKoreaExchangeRatecanseefromtheBreakShockPeriodPart.3--ForecastingoftheFuture(Page5)Part.4--Reference1.OvereviweofNominalKoreaExchangeRateversusUSdollarsInterms
4、ofthediagramofmonthlywon/dollar,theentiretrendappearsincreasingpattern.Thistrendstabilizedfrom1970tosomepointsat1980,afterward,slightlyfluctuated,andabruptlyskyrocketedinthemoment,aperiodcanbeeasilytakenaguess,1998,IFMcrisisinKorea.Afteralluptonow,thestablepatternhasdisappeared;itwentupag
5、ainat2008duetothecreditcrisesandrealestatebubblehappenedinUSandotherpartsoftheworld.GobacktotheKoreacurrencyhistory,thiskindofpatternsfollowupwiththesystemtransition.Since1970,BOK(BankofKorea)decidestopegthewontoUSdollars,andgaveupthefixedexchangeratesystemafterBretonWoodssystemcollapseda
6、round1980.AfterDec.1997,theKoreawonwasabletofloatbiasesofsupplydemand(IMF1998p.491)(1).Plusglobalcrisesof1998and2008,exchangeratemovedinanextremelytypicalway,waveandabruptincreaseanddecrease.Asthepreviousdescriptionofcharacteristicsofexchangerateindifferentperiods.Itistremendouslyimportan
7、ttoknowwhenshouldbethebreakpoint,thegreatestshockaffectingtheexchangeratewith6LESE408-00계량분석론2Project32012-11-21statisticalevidence,thelinkageofexchangeratewithotherfactorsinordertoobtainaseasonalfutureskeleton.2.TheEstimationofKoreawon/USdollarNominalExchangeRatea.
