| dc.contributor | 國貿系 | en_US |
| dc.creator (作者) | 黃恩恩; 藍青玉; 郭炳伸 | zh_TW |
| dc.creator (作者) | Huang, En-En ; Lan, Ching-Yu ; Kuo, Biing-Shen | en_US |
| dc.date (日期) | 2007-12 | en_US |
| dc.date.accessioned | 10-Dec-2013 17:10:57 (UTC+8) | - |
| dc.date.available | 10-Dec-2013 17:10:57 (UTC+8) | - |
| dc.date.issued (上傳時間) | 10-Dec-2013 17:10:57 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/62341 | - |
| dc.description.abstract (摘要) | 本文應用門檻迴歸模型(threshold regression model)檢驗台灣進口物價是否因匯率變動幅度不同，而產生不同程度的匯率轉嫁。實證結果顯示，當匯率變動幅度小於3%時，有顯著的匯率轉嫁；反之，則匯率轉嫁不顯著。我們認為上述不對稱匯率轉嫁的可能成因為菜單成本的存在。當匯率變動時，出口商必須在調價所產生的菜單成本，與不調價對其價格競爭力的減損中，進行權衡取捨(trade-off)。因此，出口商唯有在匯率變動幅度夠大時，才會因應匯率變動進行調價。我們並透過理論模型嚴謹說明菜單成本存在時，上述的匯率「不對稱轉嫁」現象。 This study investigates whether there is an asymmetry in exchange rate pass-through using threshold regression technique. We found significant evidence for the pass-through effect only when the changes in exchange rates are smaller than 3%. The asymmetry is consistent with the predictions from a simple theory where altering prices to accommodate exchange rate fluctuations by exporters may incur fixed menu cost. Hence, despite a loss in competitiveness, exporters tend to maintain their exporting prices when the degrees of exchange rate movements are mild, resulting in the observed exchange rate pass-through. | - |
| dc.format.extent | 1526342 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | 經濟論文,35(4),439-472 | en_US |
| dc.subject (關鍵詞) | 不對稱 ; 匯率轉嫁 ; 菜單成本 ; 門檻迴歸模型 | en_US |
| dc.subject (關鍵詞) | Asymmetry ; Exchange rate pass-through ; Menu cost ; Threshold regression model | en_US |
| dc.title (題名) | 菜單成本與不對稱匯率轉嫁－以台灣進口物價為例 | zh_TW |
| dc.title.alternative (其他題名) | Asymmetry in Exchange Rate Pass-Through to Taiwan Import Prices: The Potential Role of Menu Costs | en_US |
| dc.type (資料類型) | article | en |
