1. NCCU Academic Hub
  2. 學術產出
  3. College of Commerce
  4. Theses
  5. Item

學術產出-Theses

Article View/Open

Publication Export

Google ScholarTM

政大圖書館

Citation Infomation

  • No doi shows Citation Infomation
題名 相對價格離散與通貨膨脹率之關係-台灣的實證研究
作者 李丹
貢獻者 劉錦添
李丹
日期 1990
1989
上傳時間 3-May-2016 14:12:31 (UTC+8)
參考文獻 參考文獻
     一、中文部分
     1.陳正倉(1982)，「台灣地區產業結構之研究」，企銀季刊，第五卷第三期，35-57頁。
     2.王春源(1985)，「理性預期下管價政策與貨幣供給政策相對價格離散之影響－台灣的經驗」，中國經濟學會年會論文集。
     3.陳文郎(1985)，「貨幣與物價－台灣的總體面與個體面之實體研究」，台大經研所博士論文。
     4.李秀芬(1986)，「相對價格離散之理論與驗證」，政大經研所碩士論文。
     5.周添城(1988)，「開放經濟的產業集中度－台灣製造業個案研究」，經濟論文，第一六卷，第一期，113-150頁。
     
     二、英文部分
     1 . Amihud, Y. ( 1982), " Unanticipated Ioflation and Economic Activity," Economics Letters, 9,327 -335 .
     2 . Ashley, R. ( 1981 ), " Inflation and the Distri-button of Price Changes acrossMarket:A Causal Analysis," Economic Inquiry, 19, 650-660.
     3. Balk, Bert M. (1983), Does There Exist a Relation Between Inflation and Relative-Price Change Variability?," Economic Letters, 13,173-180.
     4 .Balk, Bert M. (1985), " Inf1ation Variability and Relative-Price ChangeVariability in the
     Netherlands 1951-1981, " Economics Letters,19,27-30.
     5. Blejer, Maria I. and Leiderman, Leonardo. (1982) , " Inflation and RelativePrice Variablity in the Open Economy, European Economics Review, 18,387-402 .
     6. Barro, Robert J. (1976), Rational Expectians and the Role of MonetaryPolicy, Journal of Monetary Economics,2 ,1-32.
     7.Bordo, Michael David . (1980) , The Effects of Monetary Change on Relative Prices and the Role of Long-Term Contracts, Journa1 of Political Economy,1088-1109.
     8. Brown, R . L . and Durbin, J. (1968) , "Methods of Investigating Whether a Regression Relatianship Is Constant over Times ," Paper presented at the European Statistical Meeting, Amsterdam.
     9 , Buck, Andrrew J. and Gahlen .Bernhard. (1984 ), " The Real Effects of PriceVariability in the Federal Republic of Germany, 1953-1977, "Economics Letters, 15, 79-85.
     10.Chambers, E . J . and Hsu, Andy. (1987) , " Some Findings on Relative Price Change Variance and Inflation Rate Uncertainty in Canadian CPI, " Applied Economics,19, 285-303.
     11. Clements, Kenneth W. and Nguyen, Phuong. (1982) , " Inflation and RelativePrices a Decompositon Analysis, Economics Letters, 9,257-262.
     12. Cukierman, Alex. (1982), Relative Price Variability, Inflation and the Allocative
     Efficiency of the Price System, " Journal of Political Economy ,9, 131-162.
     13 . Cukierman, Alex . and Wachtel, Paul. ( 1979 ) ."Differential InflationaryExpectations and the Variablity of the Rate of Inflation:Theory and Evidence,"American Economic Review,69,595-609.
     14 .Cukierman, Alex. and Wachtel, Paul. (1982),"Relative Price Variability and Nonuniform Inflationary Expectations," Journal of Political Economy,1982,90,147-157 .
     15.Domberger,Simon.(1987) ,"Relative Price Variablity and Inflation:A Disaggregated Analysis,Journal of Political Economy,95(3), 547-566.
     16. Fischer, Stanley. (1981), "Relative Shocks,Relative Price Variability, and Inflation," Brookings Papers on Economic Activity, 2, 381-441.
     17. Foster, Edward (1978), " The Variability of Inflation," Review of Economics and Statistics, 3, 346-850.
     18. Frenkel, Jacob A. (1982), " Comments on Relative Price Variability and Inflation in the United States and Germany by Fischer,"European Economic Review 18, 197-205.
     19. Gallant, A. Fonald and Jorgensen, Dale W. (1979) , "Statistica1 Inference fora System of Simutaneous, Non-linear, Implicit Equations in the Context of Insturmental Variable Estimation ," Journa1 of Econometrics,11,275-302.
     20. Graham, Frark D. (1930), Exchange,Prices,and Production in Hyperinflation: Germany,
     1920-23, (Princenton University Press).
     21. Granger, C. W. J. (1969),"Investigating Causal Relations by Econometric Models and Cross Spectra1 Methods," Econometrica, 37,424-438.
     22. Hercowitz, Zvi. (1981),Money and the Dis-persian of Relative Prices, " Journal of Poitical Economy, 89, 328-356.
     23. Hercowitz, Zvi. (1982), "Money and Price Dispersion in the United States. "Journal of Monetary Economics, 10, 25-37.
     24. Van Hoomissen, Theresa. (1988), " Price Dispersian and Inflation Evidencefrom Israel,"Journal of Political Economy, 6,1303-1314.
     25. Hsiao, C. (1979) " Causality Tests in Econometrics, " Journal of Dynamics and Control,1, 321-346.
     26. Johnston, John. (1984), Econometric Methods,3rd ed.(McGraw-Hill. Press, Nell York).
     27. Lucas, Robert E. (1973), " Some International Evidence on Output, Inflation Tradeoffs," American Economic Review, 63, 326-334.
     28. Marquez, Jaime and Danie1 Vinilig (1983 ), A Note on the Variability of inflation and the Ralative Price Changes, Economics Letters,12, 243-249.
     29. Mills, Frederick C. (1927) , The Behavior of prices, (National Bureau of Economic Research,New York).
     30. Mussa, Michael. (1977)," The Welfare Cost of Inflation and the Role of Money as a Unit of Account, " Journal of Money, Credit and Banking, 9, 276-286.
     31. Pagano, Marco. (1985), " Relative Price Variability and Inflation the Italian Evidence," European Economic Review, 29, 193-223.
     32. Parks, Richard W. (1978), " Inflation and Relative Price Variability, " Journal of Political Economy, 86, 79-95.
     33. Quddus, Munir. Jin-Tan Liu and Butler, J.S. (1988), " Variability of Inflation and the Dispersion of Relative Prices Evidence from the Chinese Hyperinflation of 1946-1949,"Economics Letters, 27, 239-244.
     34. Ram, Rati. (1985), " Level and Variability of Inflation Time-series and Cross-section Evidence from 117 countries, " Econimoca,52,209-223.
     35. Saxonhouse , Gary R. (1977) ,"Regressions from Samples having Different Characteristics,"Review of Economics and Statistics, 59,234-237.
     36. Sheshinski, Eytan. and Weiss, Yoram. (1977)," Inflation and Cost of Price Adjustment, "Review of Economic Studies,64,287-303.
     37. Stigler, Gearge J.(1961),"The Economics of Information, "Journal of Political Economy,69,213-225.
     38. Stigler, George J. and James K. KindahI (1970), "The Dispersion of Price Movements," in The Behavior of Industrial Prices. ( New York:ColumbiaUniversity Press).
     39. Stockton, David J. (1985), " Unbiased Estimation of the Inflationary Effeets of Relative Price Disturbances, " Economics Letters,17, 335-340.
     40. Tabin James. (1971), "Inflation and Unemployment,American Economic Review, 62, 1-18.
     41. Vining, Daniel R. and Elwertcwski, Thomas C. (1976) " The Relationship Between Relative Prices and the General Price Level, " American Economic Review, 66,699-708.
描述 碩士
國立政治大學
國際經營與貿易學系
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002005347
資料類型 thesis
dc.contributor.advisor 劉錦添zh_TW
dc.contributor.author (Authors) 李丹zh_TW
dc.creator (作者) 李丹zh_TW
dc.date (日期) 1990en_US
dc.date (日期) 1989en_US
dc.date.accessioned 3-May-2016 14:12:31 (UTC+8)-
dc.date.available 3-May-2016 14:12:31 (UTC+8)-
dc.date.issued (上傳時間) 3-May-2016 14:12:31 (UTC+8)-
dc.identifier (Other Identifiers) B2002005347en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/90066-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 國際經營與貿易學系zh_TW
dc.description.tableofcontents 目錄
     表次
     圖次
     第一章 緒論………1
     第一節 研究動機與目的………1
     第二節 本文架構………2
     第二章 相對價格離散度與通貨膨脹關係之理論與實証文獻介紹………4
     第一節 前言………4
     第二節 相對價格離散度與通貨膨脹關係之理論介紹………4
     第三節 實証文獻回顧………7
     第四節 結論………8
     第三章 產業間相對價格離散度與通貨膨脹率關係之實証分析………15
     第一節 前言………15
     第二節 產業間相對價格離散度之測量及資料來源說明………16
     第三節 產業間相對價格離散度與通貨膨脹之因果關係檢定………17
     第四節 產業間相對價格離散度與通貨膨脹之函數關係………20
     第五節 產業間相對價格離散度與通貨膨脹迴歸參數之穩定性分析………21
     第六節 結論………23
     第四章 產業內相對價格離散度與平均物價上漲率關係之實証分析………42
     第一節 前言………42
     第二節 產業內相對價格離散度之測量與資料來源說明………44
     第三節 計量模型之建立………46
     第四節 各產業相對價格離散度之迴歸估計結果及分析………50
     第五節 結論………52
     第五章 結論與建議………66
     第一節 結論………66
     第二節 研究限制級後續研究建議………67
     參考文獻
     
     表次
     表2—1 產業間相對價格離散與通貨膨脹關係之理論──主要學派………9
     表2—1 (續一) ………10
     表2—1 (續二) ………11
     表2—2 產業間相對價格離散與通貨膨脹關係之理論──其他………12
     表2—3 相對價格離散度的實証研究………13
     表2—3 (續二) ………14
     表3—1 產業間相對價格離散度與通貨膨脹率(%)………25
     表3—2 產業間相對價格離散度與通貨膨脹之關係──民國59年1月至民國78年8月………26
     表3—3產業間相對價格離散度與通貨膨脹之關係──民國59年1月至民國69年12月期間………27
     表3—4產業間相對價格離散度與通貨膨脹之關係──民國70年1月至民國78年8月期間………28
     表3—5 FPE準則判定最適落後期(全部期間，應變數為相對價格離散) ………29
     表3—6 FPE準則判定最適落後期(全部期間，應變數為通貨膨脹率) ………30
     表3—7 相對價格離散度與通貨膨脹率之因果關係檢定………31
     表4—1 行政院主計處躉售物價指數中個別商品原始編號………53
     表4—1 (續) ………54
     表4—2 編製躉售價比指數之商品項數………55
     表4—3 產業內每月物價變化率與相對價格離散度之平均值(%)──依主計處分期………56
     表4—4 產業內每月物價變化率與相對價格離散度之平均值(%)──依物價漲跌分期………57
     表4—5 各產業β值不同之概似比率檢定………58
     表4—6 各產業β相對價格離散度與通貨膨脹率之迴歸分析………59
     表4—7 各產業β的決定因素──民國59年1月至民國78年8月………60
     表4—8 各產業β的決定因素──民國59年1月至民國69年12月………61
     表4—9 各產業β的決定因素──民國70年1月至民國78年8月調整前………62
     表4—10 各產業β的決定因素──民國70年1月至民國78年8月調整後………63
     
     圖次
     圖3—1 民國59年至78年躉售商品物價趨勢圖………31
     圖3—2 民國59年1月至民國78年8月，一般物價上漲率與相對價格離散度之變化………32
     圖3—3民國59年1月至民國69年12月，一般物價上漲率與相對價格離散度之變化………33
     圖3—4民國70年1月至民國78年8月，一般物價上漲率與相對價格離散度之變化………34
     圖3—5 產業間相對價格離散與通貨膨脹率函數關係之穩定性分析:模型1(5%顯著水準) ………35
     圖3—6產業間相對價格離散與通貨膨脹率函數關係之穩定性分析:模型1(10%顯著水準) ………36
     圖3—7產業間相對價格離散與通貨膨脹率函數關係之穩定性分析:模型2(5%顯著水準) ………37
     圖3—8產業間相對價格離散與通貨膨脹率函數關係之穩定性分析:模型2(10%顯著水準) ………38
     圖3—9產業間相對價格離散與通貨膨脹率函數關係之穩定性分析:模型3(5%顯著水準) ………39
     圖3—10產業間相對價格離散與通貨膨脹率函數關係之穩定性分析:模型3(10%顯著水準) ………40		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002005347en_US
dc.title (題名) 相對價格離散與通貨膨脹率之關係-台灣的實證研究zh_TW
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 參考文獻
     一、中文部分
     1.陳正倉(1982)，「台灣地區產業結構之研究」，企銀季刊，第五卷第三期，35-57頁。
     2.王春源(1985)，「理性預期下管價政策與貨幣供給政策相對價格離散之影響－台灣的經驗」，中國經濟學會年會論文集。
     3.陳文郎(1985)，「貨幣與物價－台灣的總體面與個體面之實體研究」，台大經研所博士論文。
     4.李秀芬(1986)，「相對價格離散之理論與驗證」，政大經研所碩士論文。
     5.周添城(1988)，「開放經濟的產業集中度－台灣製造業個案研究」，經濟論文，第一六卷，第一期，113-150頁。
     
     二、英文部分
     1 . Amihud, Y. ( 1982), " Unanticipated Ioflation and Economic Activity," Economics Letters, 9,327 -335 .
     2 . Ashley, R. ( 1981 ), " Inflation and the Distri-button of Price Changes acrossMarket:A Causal Analysis," Economic Inquiry, 19, 650-660.
     3. Balk, Bert M. (1983), Does There Exist a Relation Between Inflation and Relative-Price Change Variability?," Economic Letters, 13,173-180.
     4 .Balk, Bert M. (1985), " Inf1ation Variability and Relative-Price ChangeVariability in the
     Netherlands 1951-1981, " Economics Letters,19,27-30.
     5. Blejer, Maria I. and Leiderman, Leonardo. (1982) , " Inflation and RelativePrice Variablity in the Open Economy, European Economics Review, 18,387-402 .
     6. Barro, Robert J. (1976), Rational Expectians and the Role of MonetaryPolicy, Journal of Monetary Economics,2 ,1-32.
     7.Bordo, Michael David . (1980) , The Effects of Monetary Change on Relative Prices and the Role of Long-Term Contracts, Journa1 of Political Economy,1088-1109.
     8. Brown, R . L . and Durbin, J. (1968) , "Methods of Investigating Whether a Regression Relatianship Is Constant over Times ," Paper presented at the European Statistical Meeting, Amsterdam.
     9 , Buck, Andrrew J. and Gahlen .Bernhard. (1984 ), " The Real Effects of PriceVariability in the Federal Republic of Germany, 1953-1977, "Economics Letters, 15, 79-85.
     10.Chambers, E . J . and Hsu, Andy. (1987) , " Some Findings on Relative Price Change Variance and Inflation Rate Uncertainty in Canadian CPI, " Applied Economics,19, 285-303.
     11. Clements, Kenneth W. and Nguyen, Phuong. (1982) , " Inflation and RelativePrices a Decompositon Analysis, Economics Letters, 9,257-262.
     12. Cukierman, Alex. (1982), Relative Price Variability, Inflation and the Allocative
     Efficiency of the Price System, " Journal of Political Economy ,9, 131-162.
     13 . Cukierman, Alex . and Wachtel, Paul. ( 1979 ) ."Differential InflationaryExpectations and the Variablity of the Rate of Inflation:Theory and Evidence,"American Economic Review,69,595-609.
     14 .Cukierman, Alex. and Wachtel, Paul. (1982),"Relative Price Variability and Nonuniform Inflationary Expectations," Journal of Political Economy,1982,90,147-157 .
     15.Domberger,Simon.(1987) ,"Relative Price Variablity and Inflation:A Disaggregated Analysis,Journal of Political Economy,95(3), 547-566.
     16. Fischer, Stanley. (1981), "Relative Shocks,Relative Price Variability, and Inflation," Brookings Papers on Economic Activity, 2, 381-441.
     17. Foster, Edward (1978), " The Variability of Inflation," Review of Economics and Statistics, 3, 346-850.
     18. Frenkel, Jacob A. (1982), " Comments on Relative Price Variability and Inflation in the United States and Germany by Fischer,"European Economic Review 18, 197-205.
     19. Gallant, A. Fonald and Jorgensen, Dale W. (1979) , "Statistica1 Inference fora System of Simutaneous, Non-linear, Implicit Equations in the Context of Insturmental Variable Estimation ," Journa1 of Econometrics,11,275-302.
     20. Graham, Frark D. (1930), Exchange,Prices,and Production in Hyperinflation: Germany,
     1920-23, (Princenton University Press).
     21. Granger, C. W. J. (1969),"Investigating Causal Relations by Econometric Models and Cross Spectra1 Methods," Econometrica, 37,424-438.
     22. Hercowitz, Zvi. (1981),Money and the Dis-persian of Relative Prices, " Journal of Poitical Economy, 89, 328-356.
     23. Hercowitz, Zvi. (1982), "Money and Price Dispersion in the United States. "Journal of Monetary Economics, 10, 25-37.
     24. Van Hoomissen, Theresa. (1988), " Price Dispersian and Inflation Evidencefrom Israel,"Journal of Political Economy, 6,1303-1314.
     25. Hsiao, C. (1979) " Causality Tests in Econometrics, " Journal of Dynamics and Control,1, 321-346.
     26. Johnston, John. (1984), Econometric Methods,3rd ed.(McGraw-Hill. Press, Nell York).
     27. Lucas, Robert E. (1973), " Some International Evidence on Output, Inflation Tradeoffs," American Economic Review, 63, 326-334.
     28. Marquez, Jaime and Danie1 Vinilig (1983 ), A Note on the Variability of inflation and the Ralative Price Changes, Economics Letters,12, 243-249.
     29. Mills, Frederick C. (1927) , The Behavior of prices, (National Bureau of Economic Research,New York).
     30. Mussa, Michael. (1977)," The Welfare Cost of Inflation and the Role of Money as a Unit of Account, " Journal of Money, Credit and Banking, 9, 276-286.
     31. Pagano, Marco. (1985), " Relative Price Variability and Inflation the Italian Evidence," European Economic Review, 29, 193-223.
     32. Parks, Richard W. (1978), " Inflation and Relative Price Variability, " Journal of Political Economy, 86, 79-95.
     33. Quddus, Munir. Jin-Tan Liu and Butler, J.S. (1988), " Variability of Inflation and the Dispersion of Relative Prices Evidence from the Chinese Hyperinflation of 1946-1949,"Economics Letters, 27, 239-244.
     34. Ram, Rati. (1985), " Level and Variability of Inflation Time-series and Cross-section Evidence from 117 countries, " Econimoca,52,209-223.
     35. Saxonhouse , Gary R. (1977) ,"Regressions from Samples having Different Characteristics,"Review of Economics and Statistics, 59,234-237.
     36. Sheshinski, Eytan. and Weiss, Yoram. (1977)," Inflation and Cost of Price Adjustment, "Review of Economic Studies,64,287-303.
     37. Stigler, Gearge J.(1961),"The Economics of Information, "Journal of Political Economy,69,213-225.
     38. Stigler, George J. and James K. KindahI (1970), "The Dispersion of Price Movements," in The Behavior of Industrial Prices. ( New York:ColumbiaUniversity Press).
     39. Stockton, David J. (1985), " Unbiased Estimation of the Inflationary Effeets of Relative Price Disturbances, " Economics Letters,17, 335-340.
     40. Tabin James. (1971), "Inflation and Unemployment,American Economic Review, 62, 1-18.
     41. Vining, Daniel R. and Elwertcwski, Thomas C. (1976) " The Relationship Between Relative Prices and the General Price Level, " American Economic Review, 66,699-708.		zh_TW