声明
摘要
Abstract
Contents
Chapter 1 Introduction
1．1 Background
1．2 Motivation
1．3 Purpose of Research-Questions
1．4 Scope
Chapter 2 Literature Reviews
2．1 International Researches
2．1．1 Campbell and Clarida(1987)
2．1．2 Prabirjit Sarkar(2001)
2．1．3 Ng Yuen-Ling，Har Wai-Mun，Tan Geoi-Mei(2003)
2．1．4 Joseph P. Byrne and Jun Nagayasu(2008)
2．2 Researches in Thailand
2．2．1 Alida Wattanachai(2001)
2．2．2 Dr.Taninrata Rattanapongpinyo(2010)
Chapter 3 Theories
3．1 Purchasing Power Parity(PPP)
3．2 Uncovered Interest rate Parity(UIP)
3．3 Marshall-Lerner Condition
Chapter 4 Empirical Results
4．1 Data
4．1．1 The Calculation of Real Foreign Exchange Rate
4．1．2 Model
4．2 The Unit Root test
4．2．1 Augmented Dickey Fuller Test(ADF Test)
4．2．2 Unit Root Testing Results
4．3 Cointegrating Test
4．3．1 The conclusion of the cointegration results
4．3．2 Re-Estimation of Regressions
4．4 Explanation
Chapter 5 Conclusion
5．1 The conclusion of empirical study
5．2 The BOT’s intervention
References
Acknowledgement
