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Title: 利率指標與不確定政策宣示
Interest Rate Targeting and Announced Policy with Uncertainty
Authors: 林鴻文
Lin,Hung Wen
Contributors: 賴景昌
Lin,Hung Wen
Keywords: 利率指標
Date: 2006
Issue Date: 2009-09-18 16:00:07 (UTC+8)
Abstract: 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。

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Data Type: thesis
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