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https://ah.lib.nccu.edu.tw/handle/140.119/58708| 題名: | 中央銀行獨立性與通貨膨脹─追蹤資料分量迴歸之應用 | 作者: | 洪偉傑 | 貢獻者: | 林馨怡 洪偉傑 |
關鍵詞: | 中央銀行獨立性 通貨膨脹 分量迴歸 追蹤資料 |
日期: | 2012 | 上傳時間: | 1-Jul-2013 | 摘要: | 本文使用 Koenker (2004) 的追蹤資料分量迴歸方法分析中央銀行獨立性 (Central bank independence, CBI) 對於通貨膨脹之影響。\r\n透過1974-2010年間93個國家的追蹤資料，以 CBI 的實際 (De facto) 指標 TOR (Turnover rate of central bank governors) 進行實證，\r\n結果顯示在通貨膨脹越高的情況下， CBI 與通貨膨脹間的負向效果越強且顯著；反之，在通貨膨脹較低時，負向效果較弱且不顯著。實證結果說明 CBI 與通貨膨脹間的負向關係並非是固定的，在通貨膨脹越高的環境下，政府擁有越高的誘因採行高通貨膨脹傾向的貨幣政策，故此負向關係越強；反之，在通貨膨脹較低的環境下，政府採行高通貨膨脹傾向的貨幣政策誘因較低，此負向關係較弱。 | 參考文獻: | 林馨怡、 陳佩玗, 2010。 通貨膨脹與貿易開放性之關係 — 分量迴歸於追蹤資料的應用。 經濟論文 38(1), 1–32。\r\n\r\nAlesina, A., 1988. Macroeconomics and politics. NBER Macroeconomics Annual 3, 13–52.\r\n\r\nAlesina, A., 1989. Politics and business cycles in industrial democracies. Economic Policy 8, 55–98.\r\n\r\nAlesina, A., Summers, L., 1993. Central bank independence and macroeconomic performance: some comparative evidence. Journal of Money, Credit and Banking 25(2), 151–162.\r\n\r\nArnone, M., Laurens, B. J., Segalotto, J.-F., 2006. 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Journal\r\nof Money, Credit, and Banking 43(6), 1186–1125.\r\n\r\nWalsh, C., 2005. Central bank independence. Prepared for the New Palgrave Dictionary, December 2005 (downloaded from: http://people.ucsc.edu/∼walshc/). | 描述: | 碩士 國立政治大學 經濟學系 99258001 101 |
資料來源: | http://thesis.lib.nccu.edu.tw/record/#G0992580011 | 資料類型: | thesis |
| Appears in Collections: | 學位論文 |
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