| dc.contributor.advisor | 賴景昌 | zh_TW |
| dc.contributor.advisor | Lai,Ching-Chong | en_US |
| dc.contributor.author (Authors) | 林鴻文 | zh_TW |
| dc.contributor.author (Authors) | Lin,Hung Wen | en_US |
| dc.creator (作者) | 林鴻文 | zh_TW |
| dc.creator (作者) | Lin,Hung Wen | en_US |
| dc.date (日期) | 2006 | en_US |
| dc.date.accessioned | 18-Sep-2009 16:00:07 (UTC+8) | - |
| dc.date.available | 18-Sep-2009 16:00:07 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-Sep-2009 16:00:07 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0094258037 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/35778 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 經濟研究所 | zh_TW |
| dc.description (描述) | 94258037 | zh_TW |
| dc.description (描述) | 95 | zh_TW |
| dc.description.abstract (摘要) | 本文擬以Fleming(1962)模型作為本文的理論架構，並延續張文雅、溫學華與賴景昌(1994)對於不確定政策變動的研究，釋放完全預知的強烈假定，討論「利率調幅不確定」的貨幣政策，並加入「名目利率指標」設定。本文明確地指出在央行實施不確定性貨幣政策的期間，民眾修正預期利率的結果，將導致匯率和產出之預期動態調整路徑，與經濟體系真實動態路徑不會有完全重合的可能性。本文此一結論，與上述文獻認為預期與實際調整路徑完全重疊之論述，已明顯迥然不同。 在本文的推導與証明過程中，我們發現在理性預期下，央行的不確定性貨幣政策可能使民眾的預期匯率及預期產出，產生高估或低估的現象；此外，本文亦提出，當新的訊息進入情報集合時，民眾立即充分運用訊息，且修正先前的利率預期值，此時預期調整路徑可有「非水平」躍動方式。 | zh_TW |
| dc.description.tableofcontents | 第一章 前言 第一節 研究動機與目的 1 第二節 文獻回顧 2 第三節 章節內容 4第二章 理論模型 第一節 緒論 5 第二節 模型介紹 5 第三節 模型推導 8第三章 匯率與產出動態調整路徑 第一節 模型真實調整路徑 14 第二節 預期調整路徑 20第四章 不確定政策宣 第一節 動態路徑調整特質 27 第二節 利率調整時機不確定政策 40第五章 結論 47數學附錄 49參考文獻 53 | zh_TW |
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| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0094258037 | en_US |
| dc.subject (關鍵詞) | 利率指標 | zh_TW |
| dc.subject (關鍵詞) | 不確定政策 | zh_TW |
| dc.subject (關鍵詞) | 宣示效果 | zh_TW |
| dc.title (題名) | 利率指標與不確定政策宣示 | zh_TW |
| dc.title (題名) | Interest Rate Targeting and Announced Policy with Uncertainty | en_US |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | １．張文雅、溫學華、賴景昌，1994。「宣示效果與不確定的政策變動」。 83年度行政院國科會經濟學門專題研究成果發表會會議論文，台北： 國科會。 | zh_TW |
| dc.relation.reference (參考文獻) | ２．賴景昌(1994)，<<國際金融理論：進階篇>>。台北：茂昌。 | zh_TW |
| dc.relation.reference (參考文獻) | ３．賴景昌(2006)，<<經體經濟學>>。台北：雙葉。 | zh_TW |
| dc.relation.reference (參考文獻) | １．Balduzzi, P., Bertola, G. , Foresi, S. and Klapper, L., 1998. ‘‘Interest Rate Targeting and the Dynamics of Short-Term Rates,’’ Journal of Money, Credit and Banking 30: 26-50. | zh_TW |
| dc.relation.reference (參考文獻) | ２．Bonser-Neal, C., Roley, V. V. and Sellon, G. H., 2000. ‘‘The Effect of Monetary Policy Actions on Exchange Rates under Interest-Rate Targeting,’’ Journal of International Money and Finance 19: 601- 631. | zh_TW |
| dc.relation.reference (參考文獻) | ３．Boyce, W. E., 2001. Elementary Differential Equations and Boundary Value Problems, 3rd Edition. New York: Addison Wiley. | zh_TW |
| dc.relation.reference (參考文獻) | ４．Daniel, B. C., 1989. ‘‘One-Sided Uncertainty about Future Fiscal Policy,’’ Journal of Money, Credit and Banking 21: 176-189. | zh_TW |
| dc.relation.reference (參考文獻) | ５．Diamond, D. and Dybvig, P., 1983. “Bank Runs, Deposit Insurance, and Liquidity.” Journal of Political Economy 91: 401-419. | zh_TW |
| dc.relation.reference (參考文獻) | ６．Dornbusch, R., 1976. ‘‘Expectations and Exchange Rate Dynamics,’’ Journal of Political Economy 84: 1161- 1176. | zh_TW |
| dc.relation.reference (參考文獻) | ７．Garfinkel, M. R. and Oh, S., 1993. “Strategic Discipline in Monetary Policy with Private Information：Optimal Targeting Horizons,” American Economic Review 83: 99-117. | zh_TW |
| dc.relation.reference (參考文獻) | | zh_TW |
| dc.relation.reference (參考文獻) | ８．Gray, M. and Turnovsky, S. J. (1979), “The Staility of Exchange Rate Dynamics under Perfect Myopic Foresight,” International Economic Review 20, pp. 643-660. | zh_TW |
| dc.relation.reference (參考文獻) | ９．Huang, K. X. D. and Liu, Z., 2005. “Inflation targeting: What inflation rate to target ? ” Journal of Monetary Economics 52: 1435-1462. | zh_TW |
| dc.relation.reference (參考文獻) | 10．Kobayashi, T., 2004. ‘‘Monetary Policy Uncertainty and Interest Rate Targeting,’’ Journal of Macroeconomics 26: 725-735. | zh_TW |
| dc.relation.reference (參考文獻) | 11.Leitemo, K., 2006. “Targeting Inflation by Forecast Feedback Fules in Small Open Economies, ” Journal of Economic Dynamics & Control 30: 393-413. | zh_TW |
| dc.relation.reference (參考文獻) | 12.Mishkin, F. S., 2004 . The Economics of Money, Banking, and Financial Markets, 6th Edition. New York: Addison Wesley. | zh_TW |
| dc.relation.reference (參考文獻) | 13.Muth, J. F. (1961), “Rational Expectations and the Theory of Price Movements,” Econometrica 29: 315- 335. | zh_TW |
| dc.relation.reference (參考文獻) | 14.Poole, W., 1970. ‘‘Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model,’’ Quarterly Journal of Economics 84: 197-216. | zh_TW |
| dc.relation.reference (參考文獻) | 15.Wilson, C. A. (1979), “Anticipated Shocks and Exchange Rate Dynamics,” Journal of Political Economy 87, pp. 639-647. | zh_TW |
