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題名 股票市場與匯率動態調整
作者 簡美瑟
貢獻者 朱美麗
簡美瑟
日期 1988
上傳時間 4-May-2016 17:13:26 (UTC+8)
參考文獻 參考書目
一、中文部分:
1.朱美麗、曹添旺，「產出水準、股票市場與匯率動態調整」，經濟論文，第十五卷第二期，民國七十六年九月，頁45-59。
2.徐學忍，「價格僵固性與匯率動態調整」，國立台灣大學經濟研究所碩士論文，民國七十三年十二月。
3.許純碧，「選擇性貨幣政策與匯率動態調整」，國立中興大學經濟研究所碩士論文，民國七十四年八月。
4.曹添旺，「通貨替代、通貨膨脹、匯率調整與貨幣中立性」，經濟論文叢刊，第十五輯第二卷，民國七十六年六月，頁367-98。
5.董醒亞，「通貨替代與匯率之動態調整」，國立台灣大學經濟研究所碩士論文，民國七十二年七月。
6.鄭怡嵩，「匯率之決定與動態調整－資產結構平衡學派之探討」，國立台灣大學經濟研究所碩士論文，民國七十三年七月。
7.賴景昌、張文雅，「管理浮動匯率、部分沖銷措施與總體經濟政策」，台北市銀月刊，第14卷第5期，民國七十二年五月二十五日，頁31-39。

二、英文部分
8. Bernholz, P., Gartner, N. and Heri, “Historical Experiences with Flexible Exchanhe Rates: A Simulation of Common Qualitative Characteristics,” Journal of International Economics, Vol. 19, 1985, pp.21-45.
9. Blanchard, O.J., “Output, the Stock Market and Interest Rates,” American Economic Review, Vol. 71, 1981, pp.132-43.
10. Carlozzi, N. and Taylor, J., “International Capital Mobility and the Coordination of Monetary Rules,” in Bhandari, J.S. ed., Exchange Rate Management under Uncertainty, Cambridge University Press, Cambridge, U.K., 1985.
11. Chen, C.N., “The Monetary Effect of Devaluation: An Alternative Interpretation of the Cooper Paradox,” Western Economic Journal, Vol. XI, 1973, pp. 475-80.
12. Chu, M.L., “Exchange Rate and Asset Price Dynamics in a Small Open Economy,” Ph. D. dissertation, University of Ohio, 1986.
13. Currie, D. and Levine, F., “Macroeconomic policy Design in an Interdependent World,” in Buiter, W.H. and Narston, R.C. eds., International Economic Policy Coordination, Cambridge University Press, Cambridge, U.K., 1985.
14. Dornbusch, R., “Expectations and Exchange Rate Dynamics,” Journal of Political Economy, Vol. 84, 1976, pp.1161-76.
15. Eithier, W., “Expectations and the Asset-Market Approach to the Exchange Rate,” Journal of Monetary Economics, Vol. 5, 1979, pp. 259-82.
16. Frenkel, J.A., “Monetary and Portfolio-Balance Models of Exchange Rate Determination,” in Bhandari, J.S. and Putnam, B.H. eds., Economics Independence and Flexible Exchange Rate, 1983.
17. Gavin, M.K., “The Stock Market and Exchange Rate Dynamics,” International Finance Discussion Papers, No. 278, 1986.
18. Goldfeld, S., “The Demand for Money Reviesd,” Brookings Pap. Econ. Act. 3, 1973, pp.577-638.
19. Gray, M.R. and Turnovsky, S.J., “The Stability of Exchange Rate Dynamics under Prefect Myopic Foresight,” International Economic Review, Vol. 20, 1979, pp.643-60.
20. Marion, N.C., “The Exchange Rate Effects of Real Disturbance with Rational Expectations and Variable Terms of Trade,” Canadian Journal of Economics, Vol. 15, 1982, pp. 104-18.
21. Marston, R.C., “Wages, Relative Prices, and the Choice between Fixed and Flexible Exchange Rates,” Canadian Journal of Economics, Vol. 15, 1982, pp.87-103.
22. Miller, M. and Salmon, H., “Policy Coordination and Dynamics Games,” in Buiter, W.H. and Marston, R.C. eds., International Economic Policy Coordination, Cambridge University Press, Cambridge, U.K., 1985.
23. Mundell, R.A., International Economics, Macmillan Company, New York, 1968.
24. Murphy, R.C. and Duyne, C.V., “Asset Market Approach to Exchange Rate Determination: A Comparative Analysis,” Welt, Archiv, Vol. 116, 1980, pp.627-56.
25. Niehans, J., Internation Monetary Economics, Chapter 10, Baltimore: The John Hopkins University Press, 1984.
26. Niehans, J., “Monetary Policy and Investment Dynamics in Interdependent Economics,” Journal of Money, Credit and Banking, Vol. 19, 1987, pp. 33-45.
27. Obstfeld, M. and Rogoff, K., “Exchange Rate Dynamics with Sluggish Prices under Alternative Price-Adjustment Rules,” International Economic Review, Vol.25, 1984, pp.159-74.
28. Pindyek, R. and Rubinfeld, D., Econometric Models and Economic Forecasts, Chapter 11-14, New York, McGraw-Hill Book Company, 1985.
29. Turnovsky, S.J., “Monetary Policy and Foreign Disturbances under Flexivle Exchange Rates,” Journal of Money, Credit, and Banking, Vol. 13, 1981, pp. 156-76.
30. Turnovsky, S.J., “Short-term and Long-term Interest Rates in a Monetary Model of a Small Open Economy,” Journal of International Economics, Vol. 20, 1986, pp. 291-311.
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/#B2002005962
資料類型 thesis
dc.contributor.advisor 朱美麗zh_TW
dc.contributor.author (Authors) 簡美瑟zh_TW
dc.creator (作者) 簡美瑟zh_TW
dc.date (日期) 1988en_US
dc.date.accessioned 4-May-2016 17:13:26 (UTC+8)-
dc.date.available 4-May-2016 17:13:26 (UTC+8)-
dc.date.issued (上傳時間) 4-May-2016 17:13:26 (UTC+8)-
dc.identifier (Other Identifiers) B2002005962en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/90922-
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.tableofcontents 目錄
圖表目次
第一章 緒論………1
第一節 研究目的………1
第二節 研究方法與範圍………2
第二章 文獻回顧與模型設立………4
第一節 文獻回顧………4
第二節 模型設立………6
第三章 財政政策………19
第一節 理論分析………19
第二節 數值分析………26
第四章 貨幣政策………35
第一節 理論分析………35
第二節 數值分析………45
第五章 結論………58
附錄………61
參考文獻………65

圖表目次
表次
3-l 在不同w值下股權價值的調整型態和幅度(財政政策) ………27
3-2 在不同w值匯率調整不足幅度(財政政策) ………28
4-l 在不同w值下股權價值的調整型態和幅度(貨幣政策，α=0.25) ………46
4-2 在不同w值下匯率過度調整幅度(貨幣政策，α=0.25) ………47
4-3 在不同w值下股權價值的調整型態和幅度(貨幣政策，α=0.4) ………48
4-4 在不同w值下匯率的調整型態和幅度(貨幣政策，α=0.4) ………49

圖次
2-1 以e－y平面表示的馬鞍路徑………14
2-2 以q－y平面表示的馬鞍路徑………15
3-1 擴張性財政政策下匯率的動態調整………23
3-2 擴張性財政政策下股權價值的動態調整………24
3-3 擴張性財政政策下利率的變化………25
3-4 不同w值下股權價值過度調整的幅度(財政政策) ………32
3-5 不同w值下股權價值調整不足的幅度(財政政策) ………33
3-6 不同w值下匯率調整不足的幅度(財政政策) ………34
4-1 貨幣供給增加下匯率的動態調整………41
4-2 貨幣供給增加下股權價值的動態調整………43
4-3 貨幣供給增加下利率的變化………45
4-4 不同w值下股權價值過度調整的幅度(貨幣政策，α=0.25) ………51
4-5 不同w值下股權價值調整不足的幅度(貨幣政策，α=0.25) ………52
4-6 不同w值下匯率過度調整的幅度(貨幣政策，α=0.25) ………53
4-7 不同w值下股權價值過度調整的幅度(貨幣政策，α=0.4) ………54
4-8 不同w值下股權價值調整不足的幅度(貨幣政策，α=0.4) ………55
4-9 不同w值下匯率反向調整的幅度(貨幣政策，α=0.4) ………56
4-10 不同w值下匯率調整不足的幅度(貨幣政策，α=0.4) ………57
A1 y_e和q_e均衡線之關係………62
A2 y_e和q_e均衡線之關係－e_q為正斜率………63
A3 y_q和e_q線之關係－e_q線較y_q線陡直………64
A4 y_q和e_q線之關係－e_q線較y_q線水平………64		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002005962en_US
dc.title (題名) 股票市場與匯率動態調整zh_TW
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 參考書目
一、中文部分:
1.朱美麗、曹添旺，「產出水準、股票市場與匯率動態調整」，經濟論文，第十五卷第二期，民國七十六年九月，頁45-59。
2.徐學忍，「價格僵固性與匯率動態調整」，國立台灣大學經濟研究所碩士論文，民國七十三年十二月。
3.許純碧，「選擇性貨幣政策與匯率動態調整」，國立中興大學經濟研究所碩士論文，民國七十四年八月。
4.曹添旺，「通貨替代、通貨膨脹、匯率調整與貨幣中立性」，經濟論文叢刊，第十五輯第二卷，民國七十六年六月，頁367-98。
5.董醒亞，「通貨替代與匯率之動態調整」，國立台灣大學經濟研究所碩士論文，民國七十二年七月。
6.鄭怡嵩，「匯率之決定與動態調整－資產結構平衡學派之探討」，國立台灣大學經濟研究所碩士論文，民國七十三年七月。
7.賴景昌、張文雅，「管理浮動匯率、部分沖銷措施與總體經濟政策」，台北市銀月刊，第14卷第5期，民國七十二年五月二十五日，頁31-39。

二、英文部分
8. Bernholz, P., Gartner, N. and Heri, “Historical Experiences with Flexible Exchanhe Rates: A Simulation of Common Qualitative Characteristics,” Journal of International Economics, Vol. 19, 1985, pp.21-45.
9. Blanchard, O.J., “Output, the Stock Market and Interest Rates,” American Economic Review, Vol. 71, 1981, pp.132-43.
10. Carlozzi, N. and Taylor, J., “International Capital Mobility and the Coordination of Monetary Rules,” in Bhandari, J.S. ed., Exchange Rate Management under Uncertainty, Cambridge University Press, Cambridge, U.K., 1985.
11. Chen, C.N., “The Monetary Effect of Devaluation: An Alternative Interpretation of the Cooper Paradox,” Western Economic Journal, Vol. XI, 1973, pp. 475-80.
12. Chu, M.L., “Exchange Rate and Asset Price Dynamics in a Small Open Economy,” Ph. D. dissertation, University of Ohio, 1986.
13. Currie, D. and Levine, F., “Macroeconomic policy Design in an Interdependent World,” in Buiter, W.H. and Narston, R.C. eds., International Economic Policy Coordination, Cambridge University Press, Cambridge, U.K., 1985.
14. Dornbusch, R., “Expectations and Exchange Rate Dynamics,” Journal of Political Economy, Vol. 84, 1976, pp.1161-76.
15. Eithier, W., “Expectations and the Asset-Market Approach to the Exchange Rate,” Journal of Monetary Economics, Vol. 5, 1979, pp. 259-82.
16. Frenkel, J.A., “Monetary and Portfolio-Balance Models of Exchange Rate Determination,” in Bhandari, J.S. and Putnam, B.H. eds., Economics Independence and Flexible Exchange Rate, 1983.
17. Gavin, M.K., “The Stock Market and Exchange Rate Dynamics,” International Finance Discussion Papers, No. 278, 1986.
18. Goldfeld, S., “The Demand for Money Reviesd,” Brookings Pap. Econ. Act. 3, 1973, pp.577-638.
19. Gray, M.R. and Turnovsky, S.J., “The Stability of Exchange Rate Dynamics under Prefect Myopic Foresight,” International Economic Review, Vol. 20, 1979, pp.643-60.
20. Marion, N.C., “The Exchange Rate Effects of Real Disturbance with Rational Expectations and Variable Terms of Trade,” Canadian Journal of Economics, Vol. 15, 1982, pp. 104-18.
21. Marston, R.C., “Wages, Relative Prices, and the Choice between Fixed and Flexible Exchange Rates,” Canadian Journal of Economics, Vol. 15, 1982, pp.87-103.
22. Miller, M. and Salmon, H., “Policy Coordination and Dynamics Games,” in Buiter, W.H. and Marston, R.C. eds., International Economic Policy Coordination, Cambridge University Press, Cambridge, U.K., 1985.
23. Mundell, R.A., International Economics, Macmillan Company, New York, 1968.
24. Murphy, R.C. and Duyne, C.V., “Asset Market Approach to Exchange Rate Determination: A Comparative Analysis,” Welt, Archiv, Vol. 116, 1980, pp.627-56.
25. Niehans, J., Internation Monetary Economics, Chapter 10, Baltimore: The John Hopkins University Press, 1984.
26. Niehans, J., “Monetary Policy and Investment Dynamics in Interdependent Economics,” Journal of Money, Credit and Banking, Vol. 19, 1987, pp. 33-45.
27. Obstfeld, M. and Rogoff, K., “Exchange Rate Dynamics with Sluggish Prices under Alternative Price-Adjustment Rules,” International Economic Review, Vol.25, 1984, pp.159-74.
28. Pindyek, R. and Rubinfeld, D., Econometric Models and Economic Forecasts, Chapter 11-14, New York, McGraw-Hill Book Company, 1985.
29. Turnovsky, S.J., “Monetary Policy and Foreign Disturbances under Flexivle Exchange Rates,” Journal of Money, Credit, and Banking, Vol. 13, 1981, pp. 156-76.
30. Turnovsky, S.J., “Short-term and Long-term Interest Rates in a Monetary Model of a Small Open Economy,” Journal of International Economics, Vol. 20, 1986, pp. 291-311.		zh_TW