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https://ah.lib.nccu.edu.tw/handle/140.119/52262| 題名: | 貨幣政策與信用管道---銀行資本適足性的總體經濟涵意 | 其他題名: | Mmonetary Policy and Credit Channel---The Macroeconomic Implications of Capital Adequacy | 作者: | 蕭明福 | 貢獻者: | 行政院國家科學委員會 國立政治大學經濟學系 |
關鍵詞: | 銀行資本適足性;貨幣政策;銀行信用管道;總體涵義 Capital Adequacy; Monetary Policy; Credit Channel |
日期: | Sep-2008 | 上傳時間: | 28-Nov-2011 | 摘要: | 本計劃發展一個包含銀行資產負債管理的一般均衡總體模型。在這個體系裡，家計、廠商均進行最適化決策，而且銀行在存款準備制度與資本適足性的管制下，進行最適的資產負債管理，以追求初始股東權益的最大。藉由這樣的架構，我們想了解底下的主要問題： (1) 銀行放款管道在貨幣政策的傳導過程中扮演了什麼樣的角色？ (2) 銀行資本適足性又如何影響貨幣政策的傳導？ (3) 它的總體經濟涵義是什麼？ (4) 銀行資本適足率又該訂多少？ Macroeconomic Implications This research develops a general equilibrium model consisting of a representative household, a representative firm, a representative commercial bank, a government, and a central bank. Based on the framework, we study the core questions: (1) what are the macroeconomic implications of a capital adequacy requirement system which links bank lending to bank equity? (2) does bank capital matter for monetary transmission? (3) what is the macroeconomic implications? (4) examine the optimal ratio of capital adequacy. |
關聯: | 基礎研究 學術補助 研究期間:9708~ 9807 研究經費:735仟元 |
資料來源: | http://grbsearch.stpi.narl.org.tw/GRB/result.jsp?id=1405511&plan_no=NSC97-2410-H004-008&plan_year=97&projkey=PF9709-0154&target=plan&highStr=*&check=0&pnchDesc=%E8%B2%A8%E5%B9%A3%E6%94%BF%E7%AD%96%E8%88%87%E4%BF%A1%E7%94%A8%E7%AE%A1%E9%81%93---%E9%8A%80%E8%A1%8C%E8%B3%87%E6%9C%AC%E9%81%A9%E8%B6%B3%E6%80%A7%E7%9A%84%E7%B8%BD%E9%AB%94%E7%B6%93%E6%BF%9F%E6%B6%B5%E6%84%8F | 資料類型: | report |
| Appears in Collections: | 國科會研究計畫 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 97-2410-H004-008.pdf | 1.3 MB | Adobe PDF2 | View/Open |
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