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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\r\n一、中文部分\r\n1.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。\r\n2.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。\r\n3.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。\r\n4.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。\r\n5.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。\r\n\r\n二、英文部分\r\n1 . Amihud, Y. ( 1982), \" Unanticipated Ioflation and Economic Activity,\" Economics Letters, 9,327 -335 .\r\n2 . Ashley, R. ( 1981 ), \" Inflation and the Distri-button of Price Changes acrossMarket:A Causal Analysis,\" Economic Inquiry, 19, 650-660.\r\n3. Balk, Bert M. (1983), Does There Exist a Relation Between Inflation and Relative-Price Change Variability?,\" Economic Letters, 13,173-180.\r\n4 .Balk, Bert M. (1985), \" Inf1ation Variability and Relative-Price ChangeVariability in the\r\nNetherlands 1951-1981, \" Economics Letters,19,27-30.\r\n5. Blejer, Maria I. and Leiderman, Leonardo. (1982) , \" Inflation and RelativePrice Variablity in the Open Economy, European Economics Review, 18,387-402 .\r\n6. Barro, Robert J. (1976), Rational Expectians and the Role of MonetaryPolicy, Journal of Monetary Economics,2 ,1-32.\r\n7.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.\r\n8. 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.\r\n9 , 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.\r\n10.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.\r\n11. Clements, Kenneth W. and Nguyen, Phuong. (1982) , \" Inflation and RelativePrices a Decompositon Analysis, Economics Letters, 9,257-262.\r\n12. Cukierman, Alex. (1982), Relative Price Variability, Inflation and the Allocative\r\nEfficiency of the Price System, \" Journal of Political Economy ,9, 131-162.\r\n13 . 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.\r\n14 .Cukierman, Alex. and Wachtel, Paul. (1982),\"Relative Price Variability and Nonuniform Inflationary Expectations,\" Journal of Political Economy,1982,90,147-157 .\r\n15.Domberger,Simon.(1987) ,\"Relative Price Variablity and Inflation:A Disaggregated Analysis,Journal of Political Economy,95(3), 547-566.\r\n16. Fischer, Stanley. (1981), \"Relative Shocks,Relative Price Variability, and Inflation,\" Brookings Papers on Economic Activity, 2, 381-441.\r\n17. Foster, Edward (1978), \" The Variability of Inflation,\" Review of Economics and Statistics, 3, 346-850. \r\n18. 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.\r\n19. 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.\r\n20. Graham, Frark D. (1930), Exchange,Prices,and Production in Hyperinflation: Germany,\r\n1920-23, (Princenton University Press).\r\n21. Granger, C. W. J. (1969),\"Investigating Causal Relations by Econometric Models and Cross Spectra1 Methods,\" Econometrica, 37,424-438.\r\n22. Hercowitz, Zvi. (1981),Money and the Dis-persian of Relative Prices, \" Journal of Poitical Economy, 89, 328-356.\r\n23. Hercowitz, Zvi. (1982), \"Money and Price Dispersion in the United States. \"Journal of Monetary Economics, 10, 25-37.\r\n24. Van Hoomissen, Theresa. (1988), \" Price Dispersian and Inflation Evidencefrom Israel,\"Journal of Political Economy, 6,1303-1314.\r\n25. Hsiao, C. (1979) \" Causality Tests in Econometrics, \" Journal of Dynamics and Control,1, 321-346.\r\n26. Johnston, John. (1984), Econometric Methods,3rd ed.(McGraw-Hill. Press, Nell York).\r\n27. Lucas, Robert E. (1973), \" Some International Evidence on Output, Inflation Tradeoffs,\" American Economic Review, 63, 326-334.\r\n28. Marquez, Jaime and Danie1 Vinilig (1983 ), A Note on the Variability of inflation and the Ralative Price Changes, Economics Letters,12, 243-249.\r\n29. Mills, Frederick C. (1927) , The Behavior of prices, (National Bureau of Economic Research,New York).\r\n30. 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.\r\n31. Pagano, Marco. (1985), \" Relative Price Variability and Inflation the Italian Evidence,\" European Economic Review, 29, 193-223.\r\n32. Parks, Richard W. (1978), \" Inflation and Relative Price Variability, \" Journal of Political Economy, 86, 79-95.\r\n33. 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.\r\n34. Ram, Rati. (1985), \" Level and Variability of Inflation Time-series and Cross-section Evidence from 117 countries, \" Econimoca,52,209-223.\r\n35. Saxonhouse , Gary R. (1977) ,\"Regressions from Samples having Different Characteristics,\"Review of Economics and Statistics, 59,234-237.\r\n36. Sheshinski, Eytan. and Weiss, Yoram. (1977),\" Inflation and Cost of Price Adjustment, \"Review of Economic Studies,64,287-303.\r\n37. Stigler, Gearge J.(1961),\"The Economics of Information, \"Journal of Political Economy,69,213-225.\r\n38. Stigler, George J. and James K. KindahI (1970), \"The Dispersion of Price Movements,\" in The Behavior of Industrial Prices. ( New York:ColumbiaUniversity Press).\r\n39. Stockton, David J. (1985), \" Unbiased Estimation of the Inflationary Effeets of Relative Price Disturbances, \" Economics Letters,17, 335-340.\r\n40. Tabin James. (1971), \"Inflation and Unemployment,American Economic Review, 62, 1-18.\r\n41. 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)	1990	en_US
dc.date (日期)	1989	en_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)	B2002005347	en_US
dc.identifier.uri (URI)	https://ah.lib.nccu.edu.tw/item?item_id=101985	-
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\r\n表次\r\n圖次\r\n第一章緒論………1\r\n第一節研究動機與目的………1\r\n第二節本文架構………2\r\n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\r\n第一節前言………4\r\n第二節相對價格離散度與通貨膨脹關係之理論介紹………4\r\n第三節實証文獻回顧………7\r\n第四節結論………8\r\n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\r\n第一節前言………15\r\n第二節產業間相對價格離散度之測量及資料來源說明………16\r\n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\r\n第四節產業間相對價格離散度與通貨膨脹之函數關係………20\r\n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\r\n第六節結論………23\r\n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\r\n第一節前言………42\r\n第二節產業內相對價格離散度之測量與資料來源說明………44\r\n第三節計量模型之建立………46\r\n第四節各產業相對價格離散度之迴歸估計結果及分析………50\r\n第五節結論………52\r\n第五章結論與建議………66\r\n第一節結論………66\r\n第二節研究限制級後續研究建議………67\r\n參考文獻\r\n\r\n表次\r\n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\r\n表2—1 (續一) ………10\r\n表2—1 (續二) ………11\r\n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\r\n表2—3 相對價格離散度的實証研究………13\r\n表2—3 (續二) ………14\r\n表3—1 產業間相對價格離散度與通貨膨脹率(%)………25\r\n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\r\n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\r\n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\r\n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\r\n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\r\n表3—7 相對價格離散度與通貨膨脹率之因果關係檢定………31\r\n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\r\n表4—1 (續) ………54\r\n表4—2 編製躉售價比指數之商品項數………55\r\n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\r\n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\r\n表4—5 各產業β值不同之概似比率檢定………58\r\n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\r\n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\r\n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\r\n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\r\n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\r\n\r\n圖次\r\n圖3—1 民國59年至78年躉售商品物價趨勢圖………31\r\n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\r\n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\r\n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\r\n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\r\n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\r\n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\r\n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\r\n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\r\n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/#B2002005347	en_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)	thesis	en_US
dc.relation.reference (參考文獻)	參考文獻\r\n一、中文部分\r\n1.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。\r\n2.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。\r\n3.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。\r\n4.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。\r\n5.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。\r\n\r\n二、英文部分\r\n1 . Amihud, Y. ( 1982), \" Unanticipated Ioflation and Economic Activity,\" Economics Letters, 9,327 -335 .\r\n2 . Ashley, R. ( 1981 ), \" Inflation and the Distri-button of Price Changes acrossMarket:A Causal Analysis,\" Economic Inquiry, 19, 650-660.\r\n3. Balk, Bert M. (1983), Does There Exist a Relation Between Inflation and Relative-Price Change Variability?,\" Economic Letters, 13,173-180.\r\n4 .Balk, Bert M. (1985), \" Inf1ation Variability and Relative-Price ChangeVariability in the\r\nNetherlands 1951-1981, \" Economics Letters,19,27-30.\r\n5. Blejer, Maria I. and Leiderman, Leonardo. (1982) , \" Inflation and RelativePrice Variablity in the Open Economy, European Economics Review, 18,387-402 .\r\n6. Barro, Robert J. (1976), Rational Expectians and the Role of MonetaryPolicy, Journal of Monetary Economics,2 ,1-32.\r\n7.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.\r\n8. 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.\r\n9 , 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.\r\n10.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.\r\n11. Clements, Kenneth W. and Nguyen, Phuong. (1982) , \" Inflation and RelativePrices a Decompositon Analysis, Economics Letters, 9,257-262.\r\n12. Cukierman, Alex. (1982), Relative Price Variability, Inflation and the Allocative\r\nEfficiency of the Price System, \" Journal of Political Economy ,9, 131-162.\r\n13 . 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.\r\n14 .Cukierman, Alex. and Wachtel, Paul. (1982),\"Relative Price Variability and Nonuniform Inflationary Expectations,\" Journal of Political Economy,1982,90,147-157 .\r\n15.Domberger,Simon.(1987) ,\"Relative Price Variablity and Inflation:A Disaggregated Analysis,Journal of Political Economy,95(3), 547-566.\r\n16. Fischer, Stanley. (1981), \"Relative Shocks,Relative Price Variability, and Inflation,\" Brookings Papers on Economic Activity, 2, 381-441.\r\n17. Foster, Edward (1978), \" The Variability of Inflation,\" Review of Economics and Statistics, 3, 346-850. \r\n18. 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.\r\n19. 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.\r\n20. Graham, Frark D. (1930), Exchange,Prices,and Production in Hyperinflation: Germany,\r\n1920-23, (Princenton University Press).\r\n21. Granger, C. W. J. (1969),\"Investigating Causal Relations by Econometric Models and Cross Spectra1 Methods,\" Econometrica, 37,424-438.\r\n22. Hercowitz, Zvi. (1981),Money and the Dis-persian of Relative Prices, \" Journal of Poitical Economy, 89, 328-356.\r\n23. Hercowitz, Zvi. (1982), \"Money and Price Dispersion in the United States. \"Journal of Monetary Economics, 10, 25-37.\r\n24. Van Hoomissen, Theresa. (1988), \" Price Dispersian and Inflation Evidencefrom Israel,\"Journal of Political Economy, 6,1303-1314.\r\n25. Hsiao, C. (1979) \" Causality Tests in Econometrics, \" Journal of Dynamics and Control,1, 321-346.\r\n26. Johnston, John. (1984), Econometric Methods,3rd ed.(McGraw-Hill. Press, Nell York).\r\n27. Lucas, Robert E. (1973), \" Some International Evidence on Output, Inflation Tradeoffs,\" American Economic Review, 63, 326-334.\r\n28. Marquez, Jaime and Danie1 Vinilig (1983 ), A Note on the Variability of inflation and the Ralative Price Changes, Economics Letters,12, 243-249.\r\n29. Mills, Frederick C. (1927) , The Behavior of prices, (National Bureau of Economic Research,New York).\r\n30. 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.\r\n31. Pagano, Marco. (1985), \" Relative Price Variability and Inflation the Italian Evidence,\" European Economic Review, 29, 193-223.\r\n32. Parks, Richard W. (1978), \" Inflation and Relative Price Variability, \" Journal of Political Economy, 86, 79-95.\r\n33. 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.\r\n34. Ram, Rati. (1985), \" Level and Variability of Inflation Time-series and Cross-section Evidence from 117 countries, \" Econimoca,52,209-223.\r\n35. Saxonhouse , Gary R. (1977) ,\"Regressions from Samples having Different Characteristics,\"Review of Economics and Statistics, 59,234-237.\r\n36. Sheshinski, Eytan. and Weiss, Yoram. (1977),\" Inflation and Cost of Price Adjustment, \"Review of Economic Studies,64,287-303.\r\n37. Stigler, Gearge J.(1961),\"The Economics of Information, \"Journal of Political Economy,69,213-225.\r\n38. Stigler, George J. and James K. KindahI (1970), \"The Dispersion of Price Movements,\" in The Behavior of Industrial Prices. ( New York:ColumbiaUniversity Press).\r\n39. Stockton, David J. (1985), \" Unbiased Estimation of the Inflationary Effeets of Relative Price Disturbances, \" Economics Letters,17, 335-340.\r\n40. Tabin James. (1971), \"Inflation and Unemployment,American Economic Review, 62, 1-18.\r\n41. 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