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題名 相對價格變異與通貨膨脹及資源分派效率之關係的研究
作者 李金炫
貢獻者 汪義育
李金炫
日期 1987
上傳時間 4-May-2016 17:27:18 (UTC+8)
參考文獻 參考文獻
1. Arnihud ,Y. & H. Mendelson , "The Output-Inflation Relationship :An Inventory-Adjustment Approach , " JME 9 , 1982 a , 163~184 .
2.__________, "Relative Price Dispersion and Economic Shocks : An Inventory-Adjustment Approach , " JMCB, Aug. 1982 b , 390~398.
3. Barro , R.J. , "Rational Expectations and the Role of Monetary Policy , " JME 2 , 1976 , 1~32 .
4. Benveniste , L. & J. Scheinkman , "On the Differentiability of the Value Function in Dynamic Models of Economics," Econometrica 47, No. 3 , 1979, 727~732
5. Blinder , A. S. , " Inventories and Sticky Prices: More on the Microfoundations of Macroeconomics , " AER 72 , No. 3 , Jun. 1982 , 334~348 .
6. Blinder , A.S. , "Can the Production Smoothing Model of Inveni tory Behanior Be Saved ? " QJE 101, Aug. 1986 , 431~453 .
7. Blinder, A.S. & S. Fischer , "Inventories, Rational Expectations , and the Business Cycle , " JME 8 , 1981 , 277~304
8. Bordo , M. D. , " The Effects of Monetary Change on Relative Commodity Prices and the Role of Long-Term Contracts , " JPE 88 , No. 6 , 1980 , 1088~1109.
9. Chu , C. Y. Cyrus , "On Saving the Production Smoothing Model of Inventory Behavior , " Discussion Paper , No. 8606 , Taipei : Institute of Economics , Academia
Sinica , Dec. 1986.
10. Cukierman , A., "Rational Expectations and the Role of Monetary Policy :A Generalization , " JME 5, 1979a , 213~229 .
11.__________, "The Relationship between Relative Prices and the General Price Level :A Suggested Interpretation," AER 69, No.3 ,Jun. 1979 b, 444~447.
12._________ , Inflation, Stagflation, Relative Prices, and Imperfect Information , N. Y.: Cambridge University Press , 1984 .
13. _________, "Relative Price Variability, Inflation and the Allocative Efficiency of the Price System , " JME 9 , 1982 , 131~162 .
14.Cukierman, A. & P. Wachtel, "Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence, "AER 69, No.4, Sep. 1979 , 595~609 .
15.________, "Relative Price Variability and Nommiform Inflationary Expectations , " JPE 90, No. 1, 1982, 146~157 .
16. Davidson , L. S. & R. W. Hafer , " Relative Price Variabi1ity Evidence from Supply and Demand Events , " JME 15,1985, 333~341
17. Fischer , S. , "Long-Term Contracts , Rationa1 Expectations, and the Optimal Money Supply Rule , " JPE 85, No. 1 , 1977 .
18._________, "Relative Shocks, Relative Price Variability and Inflation , " Brookings Papers on Economic Activity, No. 2 , 1981 , 381~431 .
19._________, "Relative Price Variability and Inflation in the U.S. a.1d Germany , " European Economic Review 18,171~196。
20. Friedman , M., "The Demand for Money : Some Theoretical and Empirical Results," JPE 67, No . 4, Aug. 1959 , 327~351
21._________, " Nobel Leeture Inflation and Unemployment, " JPE 85, No. 3, 1177, 451~472 .
22.Glezakos, C. & J.B.Nugent, "Inflation and Relative Price Variability Once Again," JPKE 8 , No. 4, 1986 , 607~613 .
23.Hercowitz, Z., "Money and the Dispersion of Relative Prices , " JPE 89, No. 2 , 1981 , 328~355.
24. Lucas , R.E. , Jr. , "Some International Evidence on Output-Inflation Trade-Offs," AER 63 , No. 3, Jun. 1973,326~332 .
25._________, " Understanding Business Cycle , " in : Studies in Business-Cycle Theory , The MIT Press , 1981.
26.Muth , J. F., " Optimal Properties of Exponentially Weighted Forecasts , " JASA 55 , Jun , 1960 , 299~306.
27. Parkin , M . , Macroeconomics , Prentice- Hall , Inc., 1984 .
28. Parks , R. W., " Inflation and Relative Price variability," JPE 86, No. 1, 1978, 79~ 95.
29. Sellekaerts W. & B. Sellekaerts, "Both Anticipated and Unanticipated Inflation Determine Relative Price Variability," JPKE 6, No.4, 1984, 500~508.
30._________, "The Impact of Anticipated and Unanticipated Inflation on Relative Price Variability :Further Results , " JPKE 8 , No. 4 , 1986 , 614~622 .
31. Vining , D. R. & T. C. Elwertowski , "The Relationship between Relative Prices and the General Price Level , " AER 66 , No. 4 , Sep. 1976 , 699~708 .
32.王春源:“理性預期下管債政策與貨幣供給政策對相對價格離散之影響",中國經濟學會,民國74年(1985)11月。
33.李秀芬“相對價格離散之理論與驗證",政大碩士論文,民國75年1月。
描述 碩士
國立政治大學
經濟學系
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002006285
資料類型 thesis
dc.contributor.advisor 汪義育zh_TW
dc.contributor.author (Authors) 李金炫zh_TW
dc.creator (作者) 李金炫zh_TW
dc.date (日期) 1987en_US
dc.date.accessioned 4-May-2016 17:27:18 (UTC+8)-
dc.date.available 4-May-2016 17:27:18 (UTC+8)-
dc.date.issued (上傳時間) 4-May-2016 17:27:18 (UTC+8)-
dc.identifier (Other Identifiers) B2002006285en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/91079-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 經濟學系zh_TW
dc.description.tableofcontents 目錄
第一章 緒論………1
第二章 文獻回顧與檢討………5
第一節 Parks系列與Barro系列之區分………5
第二節 總體變數與個體變數之混淆………12
第三節 內生變數與外生變數之混淆………18
第四節 不同經濟結構假定之影響………21
附錄A………29
第三章 存貨調整、久暫混淆與相對價格變異………35
第一節 A&M動態規劃模型之一般化………36
第二節 通貨膨脹率之變異與相對價格變動之變異………49
第三節 關於資源分派效率………64
第四章 結論………79
附錄B………83
附錄C………105
參考文獻……… 117
zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002006285en_US
dc.title (題名) 相對價格變異與通貨膨脹及資源分派效率之關係的研究zh_TW
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 參考文獻
1. Arnihud ,Y. & H. Mendelson , "The Output-Inflation Relationship :An Inventory-Adjustment Approach , " JME 9 , 1982 a , 163~184 .
2.__________, "Relative Price Dispersion and Economic Shocks : An Inventory-Adjustment Approach , " JMCB, Aug. 1982 b , 390~398.
3. Barro , R.J. , "Rational Expectations and the Role of Monetary Policy , " JME 2 , 1976 , 1~32 .
4. Benveniste , L. & J. Scheinkman , "On the Differentiability of the Value Function in Dynamic Models of Economics," Econometrica 47, No. 3 , 1979, 727~732
5. Blinder , A. S. , " Inventories and Sticky Prices: More on the Microfoundations of Macroeconomics , " AER 72 , No. 3 , Jun. 1982 , 334~348 .
6. Blinder , A.S. , "Can the Production Smoothing Model of Inveni tory Behanior Be Saved ? " QJE 101, Aug. 1986 , 431~453 .
7. Blinder, A.S. & S. Fischer , "Inventories, Rational Expectations , and the Business Cycle , " JME 8 , 1981 , 277~304
8. Bordo , M. D. , " The Effects of Monetary Change on Relative Commodity Prices and the Role of Long-Term Contracts , " JPE 88 , No. 6 , 1980 , 1088~1109.
9. Chu , C. Y. Cyrus , "On Saving the Production Smoothing Model of Inventory Behavior , " Discussion Paper , No. 8606 , Taipei : Institute of Economics , Academia
Sinica , Dec. 1986.
10. Cukierman , A., "Rational Expectations and the Role of Monetary Policy :A Generalization , " JME 5, 1979a , 213~229 .
11.__________, "The Relationship between Relative Prices and the General Price Level :A Suggested Interpretation," AER 69, No.3 ,Jun. 1979 b, 444~447.
12._________ , Inflation, Stagflation, Relative Prices, and Imperfect Information , N. Y.: Cambridge University Press , 1984 .
13. _________, "Relative Price Variability, Inflation and the Allocative Efficiency of the Price System , " JME 9 , 1982 , 131~162 .
14.Cukierman, A. & P. Wachtel, "Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence, "AER 69, No.4, Sep. 1979 , 595~609 .
15.________, "Relative Price Variability and Nommiform Inflationary Expectations , " JPE 90, No. 1, 1982, 146~157 .
16. Davidson , L. S. & R. W. Hafer , " Relative Price Variabi1ity Evidence from Supply and Demand Events , " JME 15,1985, 333~341
17. Fischer , S. , "Long-Term Contracts , Rationa1 Expectations, and the Optimal Money Supply Rule , " JPE 85, No. 1 , 1977 .
18._________, "Relative Shocks, Relative Price Variability and Inflation , " Brookings Papers on Economic Activity, No. 2 , 1981 , 381~431 .
19._________, "Relative Price Variability and Inflation in the U.S. a.1d Germany , " European Economic Review 18,171~196。
20. Friedman , M., "The Demand for Money : Some Theoretical and Empirical Results," JPE 67, No . 4, Aug. 1959 , 327~351
21._________, " Nobel Leeture Inflation and Unemployment, " JPE 85, No. 3, 1177, 451~472 .
22.Glezakos, C. & J.B.Nugent, "Inflation and Relative Price Variability Once Again," JPKE 8 , No. 4, 1986 , 607~613 .
23.Hercowitz, Z., "Money and the Dispersion of Relative Prices , " JPE 89, No. 2 , 1981 , 328~355.
24. Lucas , R.E. , Jr. , "Some International Evidence on Output-Inflation Trade-Offs," AER 63 , No. 3, Jun. 1973,326~332 .
25._________, " Understanding Business Cycle , " in : Studies in Business-Cycle Theory , The MIT Press , 1981.
26.Muth , J. F., " Optimal Properties of Exponentially Weighted Forecasts , " JASA 55 , Jun , 1960 , 299~306.
27. Parkin , M . , Macroeconomics , Prentice- Hall , Inc., 1984 .
28. Parks , R. W., " Inflation and Relative Price variability," JPE 86, No. 1, 1978, 79~ 95.
29. Sellekaerts W. & B. Sellekaerts, "Both Anticipated and Unanticipated Inflation Determine Relative Price Variability," JPKE 6, No.4, 1984, 500~508.
30._________, "The Impact of Anticipated and Unanticipated Inflation on Relative Price Variability :Further Results , " JPKE 8 , No. 4 , 1986 , 614~622 .
31. Vining , D. R. & T. C. Elwertowski , "The Relationship between Relative Prices and the General Price Level , " AER 66 , No. 4 , Sep. 1976 , 699~708 .
32.王春源:“理性預期下管債政策與貨幣供給政策對相對價格離散之影響",中國經濟學會,民國74年(1985)11月。
33.李秀芬“相對價格離散之理論與驗證",政大碩士論文,民國75年1月。
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