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Please use this identifier to cite or link to this item: https://ah.lib.nccu.edu.tw/handle/140.119/51623
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dc.contributor.advisor黃俞寧博士zh_TW
dc.contributor.advisorHwang, Yu Ningen_US
dc.contributor.author何佩螢zh_TW
dc.contributor.authorHo, Pei Yingen_US
dc.creator何佩螢zh_TW
dc.creatorHo, Pei Yingen_US
dc.date2009en_US
dc.date.accessioned2011-10-11T09:02:43Z-
dc.date.available2011-10-11T09:02:43Z-
dc.date.issued2011-10-11T09:02:43Z-
dc.identifierG0097258023en_US
dc.identifier.urihttp://nccur.lib.nccu.edu.tw/handle/140.119/51623-
dc.description碩士zh_TW
dc.description國立政治大學zh_TW
dc.description經濟學系zh_TW
dc.description97258023zh_TW
dc.description98zh_TW
dc.description.abstract本文研究目的是在動態隨機一般均衡模型當中，加入銀行體系，並以台灣的參數值加以模擬，進一步討論台灣的最適貨幣政策。首先以均衡解進行分析，討論銀行體系如何影響台灣的經濟體，另外，本文探討四種貨幣政策，包含貨幣總數法則，利率法則，其中利率法則包含三種目標：CPI膨脹率目標、國內商品物價膨脹目標及名目匯率目標，模擬結果發現央行使用貨幣總數法則對經濟體的福利大於其他法則，且有助於穩定產出、物價、匯率的波動，另外，提高資本的移動程度以及提高貿易開放程度並不會改變政策福利排序的結果。zh_TW
dc.description.abstractThe objective of this paper is to investigate the optimal monetary policy of Taiwan by using a micro-based dynamic stochastic general equilibrium (DSGE) model with the banking sector. The results of steady state show that how the banking sector affects the Taiwanese economy. Furthermore, comparing the performance of alternative monetary policies, the monetary aggregate growth rate rule leads to the highest welfare and lowest volatility of output, inflation rates and exchange rate. It may be the optimal monetary policy of Taiwan. Also, with high degree of capital market friction and highly open market, the rank of these rules is the same.en_US
dc.description.tableofcontentsContents \n1. Introduction ................................................................................................... 1 \n1.1. Motivation .................................................................................................. 1 \n1.2. Literature review ........................................................................................ 4 \n2. The model ..................................................................................................... 6 \n2.1. Goods market ............................................................................................. 6 \n2.2. Household problem .................................................................................... 8 \n2.3. Bank ......................................................................................................... 10 \n2.4. Government.............................................................................................. 11 \n2.5. The First-order condition ......................................................................... 12 \n2.6. Exogenous variables ................................................................................ 13 \n2.7. Policy ....................................................................................................... 14 \n3. Interest rates ................................................................................................ 15 \n3.1. Interest rates relationship ......................................................................... 15 \n3.2. External finance premium ........................................................................ 17 \n4. Steady-state ................................................................................................. 18 \n4.1. Steady-state solution ................................................................................ 18 \n4.2. Parameterization and Calibration ............................................................. 19 \n4.3. Steady-state analysis ................................................................................ 20 \n5. Linearization ............................................................................................... 22 \n5.1. Nominal rigidity ....................................................................................... 22 \n5.2. Linearization ............................................................................................ 22 \n6. Welfare analysis .......................................................................................... 25 \n6.1. Welfare criterion ...................................................................................... 26 \n6.2. Welfare analysis ....................................................................................... 26 \n6.3. Sensitivity analysis.................................................................................... 27 \n6.3.1. Degree of capital mobility ..................................................................... 27 \n6.3.2. Degree of trade openness ...................................................................... 28 \n7. Conclusion .................................................................................................. 29 \nReference ........................................................................................................ 30 \nAppendix ........................................................................................................ 33zh_TW
dc.language.isoen_US-
dc.source.urihttp://thesis.lib.nccu.edu.tw/record/#G0097258023en_US
dc.subjectDSGEzh_TW
dc.subject貨幣政策zh_TW
dc.subject銀行zh_TW
dc.subject信用管道zh_TW
dc.subjectDSGEen_US
dc.subjectmonetary policyen_US
dc.subjectbanking sectoren_US
dc.subjectcredit channelen_US
dc.title台灣信用管道與最適貨幣政策之探討zh_TW
dc.titleThe credit channel and optimal monetary policy: the case of Taiwanen_US
dc.typethesisen
dc.relation.referenceReferencezh_TW
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