學術產出-學位論文
| 題名 | 財政政策的有效性 : St. Louis方程式在我國之應用 |
| 作者 | 朱衛華 |
| 貢獻者 | 黃明聖 朱衛華 |
| 日期 | 1991 1990 |
| 上傳時間 | 2-五月-2016 17:03:36 (UTC+8) |
| 摘要 | Leonall C. Andersen & Jerry L. Jordan(1968) 建立了一條單一迴歸縮減式，以實證分析檢視究竟貨幣政策抑或財政政策對整個經濟活動的影響較顯著，較可靠且較 |
| 參考文獻 | 一、 中文部分: (一)林華德著，計量經濟學導論，台北:三民書局，民國七十七年十二月再版。 (二)吳榮義、王塗發及周添城，台灣貿易長期出超及其對策研究，台灣銀行季刊第三十九卷第三期，民國七十七年九月，頁38–51。 (三)徐偉初，華格納法則及貝克假設之實證檢定:台灣地區公共支出水準成長趨勢研究，國立政治大學學報第五十期，民國七十三年十二月，頁205-224 。 (四) ???，我國國民所得與公共支出:因果關係之實證檢定，國立政治大學學報第五十四期，民國七十五年十二月，頁65-86 。 (五)莊春發，貿易集中度、出口不穩定、經濟成長??台灣之研究，經濟研究第二十三期，民國七十年十二月，頁139-151。 (六)陳師孟著，總體經濟演義，台北:新陸書局，民國七十九年九月。 (七)郭崑謨、魏啟林，台灣貿易成長的經濟策略分析，台灣經濟金融月刊第二十四卷第十二期，民國七十七年十二月，頁25-34 。 (八)解立亞，貨幣政策的目標，台灣經濟金融月刊第二十三卷第九期，民國七十六年九月，頁2-5 。 (九)賴建誠，依賴經濟下的市場結構??以台灣為反例1952?1981 ，經濟研究第二十七期，民國七十六年一月，頁119-130 。 二、外文部份: 1. Andersen, Leonall C., and Keith M. Carlson, "A Monetarist Model for Economic Stabi1ization."Federal Reserve Bank of St. Louis, Review, 52 (April 1970),7-25. 2. ???, and ???, " St. Louis Model Revisited ."International Economic Review, 15CJune 1974),305-327. 3. ???, and Jerry L. Jordan. "Monetary and Fiscal Actions: A Test of Their Relative Importance in Economic Stabilization." Federal Reserve Bank of St. Louis, Review, 50(Novernber 1968), 11-24. 4. Batten, Dallas S., and Daniel L. Thornton, "Polynominal Distributed Lags and the Estimation of the St. Louis Equation." Federal Reserve Bank of St. Louis, Review, 65: 4(April 1983),13-25. 5. Carlson, Keith M., "The St. Louis Equation and Monthly Data." .Federal ? Reserve Bank of St .Louis, Review, 57(January 1975),14-17. 6. ???, "Does the St. Louis Equation Now Believe in Fiscal Policy?" Federal Reserve Bank of St. Louis, Review, 60(February 1978), 13-19. 7. ??? , "Money, Inflation, and Economic Growth:Some Updated Reduced Form Results and Their Implications."Federal Reserve Bank of St. Louis, Review, 62(April 1980). 13-19. 8. ???, and Scott` E. Hein, "Monetary Aggregates as Monetary Indicators." Federal Reserve Bank of St. Louis. Review. 62 (November 1980). 12-21. 9 . ???, and ???. "Four Econometric Mode1s and Monetary Policy: The Long-Run View."Federal Reserve Bank of St. Louis. Review, 65:1(January. 1983), 13-24. 10. Corrigan. E. Gerald. "The Measurement and Importance of Fiseal Policy Changes." Federal Reserve Bank of New York. Monthly Review (June 1970), 133-145. 11. Davis, G. Richard. "How Much Does Money Matter? A Look at Some Recent Evidence. " Federal Reserve Bank of New York, Monthly Review (June,1969), 119-131. ? 12. Deleeuw, Frank. and John Kalchbrenner, "Monetary and Fiscal Actions: A Test of Their Relative Importance in Economic Stabilization Comment." Federal Reserve Bank of St. Louis,Review. 51 (April 1969),6-11. 13. Dickey, David A., William R. Bell, and Robert B. Miller, "Unit Roots in Time Series Models:Test and Implications." The American Statistician,40:1(February 1986), 12-26. 14. ??? , and Wayne A. Fuller, "Distribution of the Estimators for Autoregressive Time Series with a Unit Root." Journal of the American Statistical Association, 74:366(June 1979), 427-431. 15. Elliott, J.W., "The Influence of Monetary and Fiscal Actions on Total Spending-The St. Louis Total Spending Equation Revisited." Journal of Money. Credit. and Banking, 7(May 1975),181-192. 16. Friedman. Benjamin M., "Even the St. Louis Model Now Believes in Fiscal Policy. " Journal of Money, Credit, and Banking, 9(May 1977),365-367. 17. Fuller, Wayne A., Introduction to Statistical Time Series, New York:John Wiley & Sons, 1976. 18. Goldfeld, Stephen M., and Richard E. Quandt,"Some Tests for Homoscedasticity." Journal of American Statistical Association, 60:310 (June 1965), 539-547. 19. Gordon, Robert J., "Notes on Money, Income, and Gramlich." Journal of Money, Credit, and Banking, 3(May 1971),533-545. 20. Gramlich, Edwa rd M., "The Useful ness of Monetary and Fiscal Policy as Discretionary Stabilization Tools." Journal of Money, Credit,and Banking, 3(May 1971),506-532. 21. Granger, C. W. J., "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods. " Econometrica, 37:3 (July 1969),424-438. 22. Hafer, R.W., "Selecting a Monetary Indicator:A Test of the New Monetary Aggregates." Federal Reserve Bank of St. Louis, Review, 63 (February 1981), 12-18. 23. ??? , "The Role of Fiscal Policy in the St.Louis Equation." Federal Reserve Bank of St.Louis, Review, 64 (January 1982), 17-22. 24. Johnston, J., Economic Methods, 3th ed., New York: McGraw-Hill, Inc. Press,1984 . 25. Maddala, G.S ., Introduction to Econometrics,New York: Macmillan Publishing Company, Inc. Press, 1988. 26. Mehra, Yash P., and David E. Spencer, "The St.Louis Equation and Reserve Causation: The Evidence Reexamined." Southern Economic Journal 45:4 (April 1979), 1104-1120. 27. Meyer, Laurence H., and Chris Varvares, "A Comparison of the St. Louis Model and Two Variations:Predictive- Performance and Policy Implications."Federal Reserve Bank of St. Louis,Review, 63 (December 1981), 13-25. 28. Pagano. Marcello, and Michael J. Hartley, "On Fitting Distributed Lag Models Subject to Polynominal Restrictions." Journal of Econometrics.16 (June 1981), 171-198. 29. Pindyck, Robert S., and Daniel L. Rubinfeld, Econometric Model and Economic Forecasts, 2th ed., New York: McGraw-Hill, Inc. Press. 1981. 30. Sargan, J. D., and Alok Bhargava" "Testing Residuals from Least Squares Regression for Being Generated by the ` Gaussian Random Walk." Econometrica, 51:1 (January 1983), 153-174. 31. Schmidt, Peter, "A Modification of the Almon Distributed Lag." Journal of the American Statistical Association, 69:347(September 1974),679-681. 32. ??? ,and Roger N. Waud, "The Almon Lag Technique and Monetary Versus Fiscal Policy Debate." Journal of the American Statistical Association, 68:341 (March 1973), 11-19. 33. Shiller, Robert J ., "A Distributed Lag Estimator Derived from Smoothness Priors."Econometrica, 41:4 (July 1973), 775-788. 34. Silber, William L., "The St. Louis Equation:`Democratic` and `Republican `Versions and Other Experiments." The Review of Economic and Statistics, 53:4 (November 1971), 362-367. 35. Sims, Christopher A., "Money, Income, and Causality."The American Economic Review, 62:4(September 1972), 540-552. 36. Vrooman, John, "Does the St. Louis Equation Even Believe in Itself? " Journal of Money,Credit, and Banking, 11 (February 1979), 111-117. 37. Williams, David, C.A.E. Goodhart, and D.H. Gowland, "Money, Income, and Causality: The U.K.Experience." The American Economic Review,66:3 (June 1976), 417-423. |
| 描述 | 碩士 國立政治大學 財政學系 |
| 資料來源 | http://thesis.lib.nccu.edu.tw/record/#B2002004959 |
| 資料類型 | thesis |
| dc.contributor.advisor | 黃明聖 | zh_TW |
| dc.contributor.author (作者) | 朱衛華 | zh_TW |
| dc.creator (作者) | 朱衛華 | zh_TW |
| dc.date (日期) | 1991 | en_US |
| dc.date (日期) | 1990 | en_US |
| dc.date.accessioned | 2-五月-2016 17:03:36 (UTC+8) | - |
| dc.date.available | 2-五月-2016 17:03:36 (UTC+8) | - |
| dc.date.issued (上傳時間) | 2-五月-2016 17:03:36 (UTC+8) | - |
| dc.identifier (其他 識別碼) | B2002004959 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/89662 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 財政學系 | zh_TW |
| dc.description.abstract (摘要) | Leonall C. Andersen & Jerry L. Jordan(1968) 建立了一條單一迴歸縮減式，以實證分析檢視究竟貨幣政策抑或財政政策對整個經濟活動的影響較顯著，較可靠且較 | zh_TW |
| dc.description.tableofcontents | 第一章 緒論.................... 1 第一節 研究動機與目的.................... 1 第二節 研究範圍、方法與限制.................... 1 第三節 本文架構.................... 3 第二章 理論背景與文獻回顧.................... 5 第一節 理論背景.................... 5 第二節 文獻回顧---創始之初.................... 6 第三節 文獻回顧--- 1975 年後之新發展.................... 23 第四節 文獻回顧--- 1980 年後之研究.................... 34 第三章 實證程序.................... 46 第一節 外生性檢定.................... 47 第二節 單根檢定.................... 48 第三節 lag 與degree 之決定.................... 54 第四節 變異數不齊一檢定.................... 56 第四章 實證結果及分析.................... 60 第五章 結論與建議.................... 70 參考書目.................... 73 | zh_TW |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#B2002004959 | en_US |
| dc.title (題名) | 財政政策的有效性 : St. Louis方程式在我國之應用 | zh_TW |
| dc.type (資料類型) | thesis | en_US |
| dc.relation.reference (參考文獻) | 一、 中文部分: (一)林華德著，計量經濟學導論，台北:三民書局，民國七十七年十二月再版。 (二)吳榮義、王塗發及周添城，台灣貿易長期出超及其對策研究，台灣銀行季刊第三十九卷第三期，民國七十七年九月，頁38–51。 (三)徐偉初，華格納法則及貝克假設之實證檢定:台灣地區公共支出水準成長趨勢研究，國立政治大學學報第五十期，民國七十三年十二月，頁205-224 。 (四) ???，我國國民所得與公共支出:因果關係之實證檢定，國立政治大學學報第五十四期，民國七十五年十二月，頁65-86 。 (五)莊春發，貿易集中度、出口不穩定、經濟成長??台灣之研究，經濟研究第二十三期，民國七十年十二月，頁139-151。 (六)陳師孟著，總體經濟演義，台北:新陸書局，民國七十九年九月。 (七)郭崑謨、魏啟林，台灣貿易成長的經濟策略分析，台灣經濟金融月刊第二十四卷第十二期，民國七十七年十二月，頁25-34 。 (八)解立亞，貨幣政策的目標，台灣經濟金融月刊第二十三卷第九期，民國七十六年九月，頁2-5 。 (九)賴建誠，依賴經濟下的市場結構??以台灣為反例1952?1981 ，經濟研究第二十七期，民國七十六年一月，頁119-130 。 二、外文部份: 1. Andersen, Leonall C., and Keith M. Carlson, "A Monetarist Model for Economic Stabi1ization."Federal Reserve Bank of St. Louis, Review, 52 (April 1970),7-25. 2. ???, and ???, " St. Louis Model Revisited ."International Economic Review, 15CJune 1974),305-327. 3. ???, and Jerry L. Jordan. "Monetary and Fiscal Actions: A Test of Their Relative Importance in Economic Stabilization." Federal Reserve Bank of St. Louis, Review, 50(Novernber 1968), 11-24. 4. Batten, Dallas S., and Daniel L. Thornton, "Polynominal Distributed Lags and the Estimation of the St. Louis Equation." Federal Reserve Bank of St. Louis, Review, 65: 4(April 1983),13-25. 5. Carlson, Keith M., "The St. Louis Equation and Monthly Data." .Federal ? Reserve Bank of St .Louis, Review, 57(January 1975),14-17. 6. ???, "Does the St. Louis Equation Now Believe in Fiscal Policy?" Federal Reserve Bank of St. Louis, Review, 60(February 1978), 13-19. 7. ??? , "Money, Inflation, and Economic Growth:Some Updated Reduced Form Results and Their Implications."Federal Reserve Bank of St. Louis, Review, 62(April 1980). 13-19. 8. ???, and Scott` E. Hein, "Monetary Aggregates as Monetary Indicators." Federal Reserve Bank of St. Louis. Review. 62 (November 1980). 12-21. 9 . ???, and ???. "Four Econometric Mode1s and Monetary Policy: The Long-Run View."Federal Reserve Bank of St. Louis. Review, 65:1(January. 1983), 13-24. 10. Corrigan. E. Gerald. "The Measurement and Importance of Fiseal Policy Changes." Federal Reserve Bank of New York. Monthly Review (June 1970), 133-145. 11. Davis, G. Richard. "How Much Does Money Matter? A Look at Some Recent Evidence. " Federal Reserve Bank of New York, Monthly Review (June,1969), 119-131. ? 12. Deleeuw, Frank. and John Kalchbrenner, "Monetary and Fiscal Actions: A Test of Their Relative Importance in Economic Stabilization Comment." Federal Reserve Bank of St. Louis,Review. 51 (April 1969),6-11. 13. Dickey, David A., William R. Bell, and Robert B. Miller, "Unit Roots in Time Series Models:Test and Implications." The American Statistician,40:1(February 1986), 12-26. 14. ??? , and Wayne A. Fuller, "Distribution of the Estimators for Autoregressive Time Series with a Unit Root." Journal of the American Statistical Association, 74:366(June 1979), 427-431. 15. Elliott, J.W., "The Influence of Monetary and Fiscal Actions on Total Spending-The St. Louis Total Spending Equation Revisited." Journal of Money. Credit. and Banking, 7(May 1975),181-192. 16. Friedman. Benjamin M., "Even the St. Louis Model Now Believes in Fiscal Policy. " Journal of Money, Credit, and Banking, 9(May 1977),365-367. 17. Fuller, Wayne A., Introduction to Statistical Time Series, New York:John Wiley & Sons, 1976. 18. Goldfeld, Stephen M., and Richard E. Quandt,"Some Tests for Homoscedasticity." Journal of American Statistical Association, 60:310 (June 1965), 539-547. 19. Gordon, Robert J., "Notes on Money, Income, and Gramlich." Journal of Money, Credit, and Banking, 3(May 1971),533-545. 20. Gramlich, Edwa rd M., "The Useful ness of Monetary and Fiscal Policy as Discretionary Stabilization Tools." Journal of Money, Credit,and Banking, 3(May 1971),506-532. 21. Granger, C. W. J., "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods. " Econometrica, 37:3 (July 1969),424-438. 22. Hafer, R.W., "Selecting a Monetary Indicator:A Test of the New Monetary Aggregates." Federal Reserve Bank of St. Louis, Review, 63 (February 1981), 12-18. 23. ??? , "The Role of Fiscal Policy in the St.Louis Equation." Federal Reserve Bank of St.Louis, Review, 64 (January 1982), 17-22. 24. Johnston, J., Economic Methods, 3th ed., New York: McGraw-Hill, Inc. Press,1984 . 25. Maddala, G.S ., Introduction to Econometrics,New York: Macmillan Publishing Company, Inc. Press, 1988. 26. Mehra, Yash P., and David E. Spencer, "The St.Louis Equation and Reserve Causation: The Evidence Reexamined." Southern Economic Journal 45:4 (April 1979), 1104-1120. 27. Meyer, Laurence H., and Chris Varvares, "A Comparison of the St. Louis Model and Two Variations:Predictive- Performance and Policy Implications."Federal Reserve Bank of St. Louis,Review, 63 (December 1981), 13-25. 28. Pagano. Marcello, and Michael J. Hartley, "On Fitting Distributed Lag Models Subject to Polynominal Restrictions." Journal of Econometrics.16 (June 1981), 171-198. 29. Pindyck, Robert S., and Daniel L. Rubinfeld, Econometric Model and Economic Forecasts, 2th ed., New York: McGraw-Hill, Inc. Press. 1981. 30. Sargan, J. D., and Alok Bhargava" "Testing Residuals from Least Squares Regression for Being Generated by the ` Gaussian Random Walk." Econometrica, 51:1 (January 1983), 153-174. 31. Schmidt, Peter, "A Modification of the Almon Distributed Lag." Journal of the American Statistical Association, 69:347(September 1974),679-681. 32. ??? ,and Roger N. Waud, "The Almon Lag Technique and Monetary Versus Fiscal Policy Debate." Journal of the American Statistical Association, 68:341 (March 1973), 11-19. 33. Shiller, Robert J ., "A Distributed Lag Estimator Derived from Smoothness Priors."Econometrica, 41:4 (July 1973), 775-788. 34. Silber, William L., "The St. Louis Equation:`Democratic` and `Republican `Versions and Other Experiments." The Review of Economic and Statistics, 53:4 (November 1971), 362-367. 35. Sims, Christopher A., "Money, Income, and Causality."The American Economic Review, 62:4(September 1972), 540-552. 36. Vrooman, John, "Does the St. Louis Equation Even Believe in Itself? " Journal of Money,Credit, and Banking, 11 (February 1979), 111-117. 37. Williams, David, C.A.E. Goodhart, and D.H. Gowland, "Money, Income, and Causality: The U.K.Experience." The American Economic Review,66:3 (June 1976), 417-423. | zh_TW |