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https://ah.lib.nccu.edu.tw/handle/140.119/85009| 題名: | 供給面干擾下之物價體制崩潰與產出波動 | 作者: | 陳桂穎 | 貢獻者: | 曹添旺 陳桂穎 |
關鍵詞: | 供給面干擾 體制崩潰 物價體制崩潰 物價上限 貨幣供給調整 總合供給函數 supply shock regime collapse price regime collapse supply function |
日期: | 2001 | 上傳時間: | 15-Apr-2016 | 摘要: | 本文設立一個採行浮動匯率制度、資本不完全移動且具有完全預知特性的的小型開放經濟體系，同時運用體制崩潰的方法，據以探導：當一個國家遭受未預料到商品供給面干擾，而對商品市場的供需產生變化，此時商品市場上因有超額需求的存在而使得物價持續上揚時，政府將會透過對名目貨幣供給數量的調整來抑制物價上揚的情況下，整體相關經濟變數的動態調整行為。由於民眾的預期具有完全預知的特性，因此當他們觀察經濟現象而事先掌握到貨幣當局於未來將採取的行動時，就會提前有所反應；也就是說，在貨幣當局尚未調整名目貨幣供給、體制尚未崩潰之前，經濟體系便會已先行調整。 | 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，頁45-49。\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，頁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，頁113-155。\r\n曹添旺、陳淑華（1999），「貨幣危機的研究：省思及啟示」，現代學術 研究專刊（Ⅸ），頁119-129。\r\n曹添旺、黃俊傑（2000），「國際金融衝擊、貨幣供給調整與體制崩潰」，經濟論文叢刊，28：3，頁323-349。\r\n陳憶萱（2000），「國際金融衝擊之產出緊縮效果」，政治大學經濟學系 研究所碩士論文。\r\n黃釋緯（1997），「貨幣危機下總體變數之實質效應」，中正大學國際經 濟學研究所碩士論文。\r\n曾瑞乾（2000），「國際金融干擾與匯率制度崩潰」，政治大學經濟學系 研究所碩士論文。\r\n賴景昌（1993），國際金融理論：基礎篇。台北：茂昌出版社。\r\n賴景昌（1994），國際金融理論：進階篇。台北：茂昌出版社。\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，頁61-93。\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.357-394.\r\nBall, L.（1991）,“The Genesis of Inflation and the Costs of Disinflation,” Journal of Money, Credit, and Banking, 23,pp.439-452.\r\nBlackburn, K.（1988）, “Collapsing Exchange Rate Regimes and Exchange Rates Dynamics：Some Futher Examples,” Journal of International Money Finance, 7, pp.373-385.\r\nBlanchard, O. J.（1981）,“Output, the Stock Market, and Interest Rates,” American Economic Review, 71（1）, pp.132-143.\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\nDevereux, M.B. and Purvis, D.D.（1990）,“Fiscal Policy and Real Exchange Rate,”European Economic Review, 34, pp.1201-1211.\r\nDjajic, S.（1989）,“Dynamics of Exchange Rate in Anticipation of Pegging,” Journal of International Money and Finance, 8, pp.559-571.\r\nDornbusch, R.（1976a）,“Expectations and Exchange Rate Dynamics,” Journal of Political Economy, 84（6）, pp.1161-1176.\r\nDornbusch, R.（1976b）,“Exchange Rate Expectation and Monetary Policy,” Journal of International Economics, 6, pp.231-244.\r\nFischer, S.（1988）,“Real Balance, the Exchange Rate, and Indexation：Real Variable in Disinflation,” Quarterly Journal of Economics, 103, pp.27-49.\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\nFlood, R. P. and P. M. Garber and C. Kramer（1996）,“Collapsing Exchange Rates Regimes：Another Linear Example,” Journal of International Economics,41, pp.223- 234.\r\nFrenkel, J. A., and C.A. Rodriguez（1982）,“Exchange Rate Dynamics and the Overshooting Hypothesis,”IMF Staff Papers, 29, pp.1-30.\r\nGandolfo, G.（1980）, Economic Dynamics：Methods and Models.Amsterdam：North-Holland. Krugman, P. R.（1979）,“A Model of Balance-of-Payments Crisis,”Journal of Money, Credit and Banking, 11, pp.311-325.\r\nKrugman, P.（1989）,“The J-Curve, the Fire Sale, and Hard Landing,” AEA Papers and Proceedings, 79, pp. 31-35. Lai,C C. and W.Y. Chang（1992）,“Do Self-Fulfilling Expectations of Currency Devaluation Improve the Balance of Payment? ” Journal of Economic Studies,19（4）, pp. 48-57.\r\nNiehans, J.（1975）,“Some Doubts about the Efficacy of Monetary Ploicy under Flexible Exchange Rate,” Journal of International Economics, 5, pp.275-281.\r\nObstfeld, M.（1984）,“Balance of Payments Crisis and Devaluation,”Journal of Money, Credit and Banking, 16, pp.208-217.\r\nObstfeld, M.（1988）,“Competitiveness, Realigment, and Speculation：The Role of Financial Markers,” in Giavazzi, F., Micossi, S. and Miller, M. eds., The European Monetary System, pp. 232-247. Cambridge University Press.\r\nPurvis, D. G.（1979）,“Wage Responsiveness and Insulation Properties of a Flexible Exchange Rate,” in Linbeck, A. ed., Inflation and Employment in Open Economics. Amsterdam： North-Holland.\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\nSalop, J.（1974）,“Devaluation and the Balance of Trade under Flexible Wages,” in Horwich, G. and Samuelson, P. a. eds., Trade, Stability, and Macroeconomics, pp.129-151. New York： Academic Press.\r\nSargent, T.（1982）, “The Ends of Four Big Inflations,” In R. Hall（ed.） Inflation：Causes and Effects. Chicago：University of Chicago Press.\r\nWillman, A.（1988）,“Balance-of-Payment 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 88258014 |
資料來源: | http://thesis.lib.nccu.edu.tw/record/#A2002001217 | 資料類型: | thesis |
| Appears in Collections: | 學位論文 |
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