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https://ah.lib.nccu.edu.tw/handle/140.119/83466| 題名: | 國際金融衝擊之產出緊縮效果 | 作者: | 陳憶萱 Chen, Yi-Shuan |
貢獻者: | 曹添旺 Tsaur, T.W. 陳憶萱 Chen, Yi-Shuan |
關鍵詞: | 國際金融衝擊 產出緊縮效果 體制崩潰 |
日期: | 2000 | 上傳時間: | 31-Mar-2016 | 摘要: | 本文設立一個資本不完全移動且採行浮動匯率的小型開放經濟模型，同時運用體制崩潰的分析方法，據以探討總體經濟變數的動態行為。我們研究的前提設定：經濟體系遭受未預料到的國際金融的衝擊，對商品市場及外匯市場產生干擾使得產出持續銳減的情況下，理性預期的民眾知悉，一旦產出減少到政策當局所能忍受的門檻水準，政府將透過調整貨幣供給量的措施以防止產出進一步遞減。我們以經濟體系遭受衝擊導致產出持續減少作為體制崩潰的原因，民眾在預知貨幣當局於未來會有所行動時，探討民眾事先的因應將如何主導經濟體系的動態調整。研究的結果指出，長期產出與匯率的變化取決於國際金融衝擊對商品市場的干擾與對外匯市場的干擾之比例。政府所能忍受的產出水準下限與體制是否崩潰、體制崩潰的時機息息相關。政府所能忍受的產出門檻水準及資本移動性大小會左右體制崩潰過程中，匯率的動態調整路徑。 | 參考文獻: | 朱美麗、曹添旺(1987)，「產出水準、股票市場與匯率動態調整」，經濟論文，15：2，45-59。\r\n屈筱琳(1998)，「金融風暴後韓國經濟結構改革與經濟情勢之探討」，中央銀行季刊，20：3，47-63。\r\n胡春田(1999)，「由東亞金融風暴看資本帳之結構問題與開放政策─中、泰、印、韓之比較」，中央銀行季刊，21：3，13-48。\r\n秦宗春(1998)，「國際化與東南亞金融危機的政策面初探」，東南亞季刊，3：1，80-90。\r\n曹添旺、張文雅(1999)，「金融危機的研究及其對台灣的啟示-兼論未來的研究方向」，台灣經濟預測與政策，30：1，91-102。\r\n曹添旺、張植榕(1998)，「國際金融衝擊、匯率干預與物價波動」，經濟論文， 26：2，113-155。\r\n曹添旺、陳淑華(1999)，「貨幣危機的研究：省思與啟示」，現代學術研究專刊(IX)，119-129。\r\n曹添旺、黃俊傑(1999)，「國際金融衝擊、政府支出調整與體制崩潰」，手稿。\r\n曹添旺、黃俊傑(2000)，「國際金融衝擊、貨幣供給調整與價格體制崩潰」，經濟論文叢刊，28：3。\r\n楊雅惠(1999)，「國際貨幣基金在亞洲金融風暴中之角色」，經濟前瞻，62，58-62。\r\n劉遵義(1998)，「東亞貨幣危機」，中央銀行季刊，20：1，24-27。\r\n賴景昌(1993)，國際金融理論：基礎篇。台北：茂昌。\r\n賴景昌(1994)，國際金融理論：進階篇。台北：茂昌。\r\n賴景昌、謝宜倪、張文雅(1996)，「雙元匯率的套匯活動與體制崩潰」，經濟論文叢刊，24：1，61-93。\r\n羅慧君(1998)，「由IMF的角色轉變看資本管制與匯率政策的適當性」，東南亞經貿報導87年10月號。\r\nAgenor, P. R., Bhandari, J. S. and Flood, R. P. (1992), “Speculative Attacks and Models of Balance-of-Payments Crises,” IMF Staff Papers, 39, pp.357-398.\r\nBlackburn, K. (1988), “Collapsing exchange rate regimes and exchange rate dynamics：some futher examples,” Journal of International Money and Finance, 7, pp. 373-385.\r\nBlackburn, K. and Sola, M. (1993), “Speculative Currency Attacks and Balance of Payments Crises,” Journal of Economics Surveys, 7, pp.119-144.\r\nBuiter, W. H. (1987), “Borrowing to Defend the Exchange Rate and the Timing of and Magnitude of Speculative Attacks,” Journal of International Economics, 23, pp. 221-239.\r\nCarlozzi, N. and Taylor, J. (1985), “International Capital Mobility and the Coordination of Monetary Rules,” in Bhandari, J. (ed.), Exchange Rate Management under University, Cambridge University Press, Cambridge, U.K..\r\nCurrie, D. and Levine, P. (1985), “Macroeconomic Policy Design in an Independent World,” in Buiter, W. H. and Marston, R.C. (eds), International Economic Policy Coordination, Cambridge University Press, Cambridge, U.K..\r\nDjajic, S. (1989), “Dynamics of the Exchange Rate in Anticipation of Pegging,” Journal of International Money and Finance, 8, pp.559-571.\r\nDornbusch, R. (1976b), “Exchange Rate Expectation and Monetary Policy,” Journal of International Economics, 6, pp.231-244.\r\nFleming, J. (1962), “International Capital Control Flows and Domestic Economic Policies,” IMF Staff Papers, 9:3, 369-379.\r\nFlood, R. P. and Garber, P. M. (1984), “Collapse Exchange-Rate Regimes：Some Linear Examples,” Journal of International Economics,17, pp.1-13.\r\nGandolfo, G. (1980), Economic Dynamics : Methods and Models. Amsterdam : North-Holland.\r\nGoldfeld, S. (1973), “The Demand for Money Revisited,” Brooking Pap. Econ. Act, 3, pp. 577-638.\r\nKrugman, P. R. (1979), “A Model of Balance-of-Payments Crisis,” Journal of Money, Credit, and Banking, 11, pp.311-325.\r\nKrugman, P. R. (1989), “The J-curve, the First Sale, and Hard Landing,” AEA Papers and Proceeding, 79, pp.31-35.\r\nMiller, M. and Salmon, M. (1985), “Policy Coordination and Dynamic Games,” in Buiter, W. H. and Marston, R. C. (eds.), International Economic Policy Coordination, Cambridge University Press, Cambridge, U. K..\r\nNiehans, J. (1975), “Some Doubts about the Efficacy of Monetary Policy under Flexible Exchange Rates,” Journal of International Economics, 5, pp.275-281.\r\nObstfeld, M. (1984), “Balance-of-Payments Crises and Devaluation,” Journal of Money, Credit, and Banking, 16, pp.208-217.\r\nObstfeld, M. (1988), “Competitiveness, Realigment, and Speculation : The Role of Financial Markets,” in Giavazzi, F., Micossi, S. and Miller, M. eds., The European Monetary System, pp.232-247. Cambridge :Cambridge University Press.\r\nSalant, S. W. and Henderson, D. W. (1978), “Market Anticipation of Government Policy and the Price of Gold,” Journal of Political Economy, 86, pp. 627-648.\r\nWillman, A. (1988), “Balance-of-Payments Crises and Monetary Policy Reactions in a Model with Imperfect Substitutability between Domestic and Foreign Bonds,” Economics Letters, 26, pp.77-81.\r\nWillman, A. (1989), “Devaluation Expectations and Speculative Attacks on the Currency,” Scandinavian Journal of Economics, 91, pp.97-116. | 描述: | 碩士 國立政治大學 經濟學系 87258010 |
資料來源: | http://thesis.lib.nccu.edu.tw/record/#A2002001797 | 資料類型: | thesis |
| Appears in Collections: | 學位論文 |
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