1. NCCU Academic Hub
  2. Publications
  3. College of Social Science
  4. Theses
  5. Item

Publications-Theses

Article View/Open

Publication Export

Google ScholarTM

NCCU Library

Citation Infomation

Related Publications in TAIR

題名 貨幣需求失誤反饋與緩衝存量模型之研究 : 臺灣的實證分析
作者 黃道政
貢獻者 高明瑞
黃道政
日期 1987
上傳時間 4-May-2016 17:27:22 (UTC+8)
參考文獻 參考文獻
中文部分
? 吳中書，"台灣短期貨幣需求函數之再探討"，經濟論文，14卷2期，75年9月。
? 邱正雄(編), "台灣貨幣金融論文集"，台北:聯經，64年9月。
? 施遵驊，"貨幣需求之部分調整模型與衝擊吸收模型研究"，台灣大學經濟研究所碩士論文，72年7月。
? 柳復起，"論台灣之貨幣需求"，中研院經濟研究所論文專著選刊之九，59年6月。重刊於邱正雄(?)。
? 陳晨鐘，"台灣貨幣需求之實證研究－由傳統到開放性"，台灣大學經濟研究所碩士論文，71年7月。
? 許嘉棟，"台灣貨幣需求的所得彈性"，經濟論文，11卷2期，72年9月。
? 陳昭南 許日和，"台灣的貨幣需求"，行政院經設會經濟叢刊之八十四，63年9月。重刊於邱正雄(?)。
? 梁明義、陳坤銘、劉壽祥，"台灣貨幣需求之再分析"，中華經濟研究院專論十一，71年9月。
? 梁明義、陳坤銘，"比較實質與名目貨幣需求函數之設定"，中國經濟學會年會論文集，70年11月。
? 楊雅惠，"貨幣需求實證之剖析－時間數列模型與?歸分析之綜合應用"，台北市銀月刊，14卷11期，72年11月。
? 劉家祿，"我國貨幣需求函數之再探討"。中央銀行季刊
? 鄭張國，"貨幣需求與利率結構"，政治大學經濟研究所碩士論文,73年6月。


英文部分
1. Artis, M. J. & Lewis, M. K. (1984) "How-unstable is the demand for money in the United Kindom?" Econometrica, 51, pp. 473–6.
2. Barro, R.J. (1977) "Unanticipated money growth and unemployment in the United States" A.E.R. 67 (2) pp. 101-15.
3. Barro, R. J. (1978) "Unanticipated money, output and the price level in the United States" J. P.E. 86 pp. 549-80.
4. Betancourt, R. & Kelejian, H. "Lagged endogenous variables and the Cochrane-Orcutt procedure" Econometrica (1981, July) pp. 1073–78.
5. Baumol, W.J. (1952) "The transactions demand for cash – an inventory theoretic approach" Q. J. E. 66 pp. 545-56.
6. Box & Jenkins (1970) "Time series analysis: forecasting and control." Holden-Day Inc.
7. Carr. J & Darby, M.R. (1981) "The role of money supply shocks in the short-run demand for money" J.M.E. 8(2) pp. 183—200.
8. Carr, J. & Darby M.R. & Thornton D. L. (1985) "Monetary anticipations and the demand for money"--reply to Mackinnon and Mibourne. J.M. E. 16 ??. 251-7
9. Chow, G.C. (1966) "On the long-run and short-run and short-run demand for money" J. P.E. 74(2).
10. Coats, W. L. (1982) "Modelling the short-run demand for money with exogenous supply" Economic Inquiry 20, pp. 222-39.
11. Cooley, T. & Leroy, s. (1981) "Identification and estimation of money demand" A.E.R. 71, 825-44.
12. Currie, D. (1981) "Some long-run features of dynamic time series models." E.J. 91 704–15.
13. Cuthbertson, K. (1985) "The supply and demand for money"
14. Cuthbertson, K. (1985) "Price expectations and lags in the demand for money" Scottish Journal of political economy 33(4), pp. 335-54.
15. Cuthbertson, K. & Taylor M.P. (1987a). "The demand for money: A dynamic rational expectations model" E.J. 97, pp. 65—76.
16. Cuthbertson, K. & Taylor M.P. (1987b) "Buffer-stock money: An appraisal" In C. Goodhart (ed.)." The operation & regulations of financial markets"
17. Darby M.R. (1972) "The allocation of transitory income among consumer assets" A. E.R. 62 pp. 928-41.
18. Davidson, J., Hendry, D. R. Srba, F. & Yeo, S. (1978) "Econometric modelling of the aggregate time series relationship between consumers` expenditure and income in the UK." E.J. 88 (4.) pp. 661–91
19. Davidson, J. (1987) "Disequilibrium money: some further results with a monetary model of the UK". In C. Goodhart (ed.)." The operations & regulations of financial markets"
20. Fareley J. & Hinch, M. & Mccuire (1975) "some comparisons of tests for a shift in the slopes of a multivariate linear time series model." Journal of Econometrics 3, pp. 297-318.
21. Friedman, M. (1956) "The quantity theory of money: a restatement". In M. Friedman (ed.) "Studies in the quantity theory of money." Chicago.
22. Friedman, M. (1968) "The role of monetary policy" A. E. R. 58 pp. 1-17.
23. Goldfeld s. M. (1973) "The demand for money revisited." Brookings papers on economic activity". 3 pp. 577-638.
24. Goldfeld S.M. (1976) "The case of the missing money" Brookings papers on economic activity" 3, pp. 683– 730.
25. Goodfriend, M. (1985) "Reinterpreting money demand regressions" Carnegie-Rochester conference series on public policy 22, pp. 207-242.
26. Goodhart C. (1984) "Monetary theory and practice: the UK experience" London: Macmillan.
27. Gordon, R.J. (1984) "The short-run demand for money A reconsideration. " J. M. C. B. XVI, 4, pp. 403—34.
28. Granger C. & Newbold, P. (1977) Forecasting economic time series. London: academic press.
29. Hafer, R. W. & Hein S.E. (1979, Dec. ) "Evidence on the temporal stability of the demand for money relationship in the United States" Federal reserve bank of ST. Louis.
30. _____. (1980, March) "The dynamics and estimatios of short-run money demand" Federal reserve bank of St. Louis.
31. Hein S.E. (1980 June/July) "Dynamic forecasting and the demand for money", Federal reserve bank of ST. Louis.
32. Hafer R. W. & Hein s. E. (1982 February) "The shift in money demand: what really happened?" Federal reserve bank of ST. Louis.
33. Hendry, D. & Mizon, G. (1978) "Serial correlation as a convenient simplification, not a nuisance: a comment on a study of the demand for money by the bank of England" E.J. 88 pp. 549–563.
34. Hendry, D. (1979) "Predictive failure and econometric modelling in macroeconomics: the transactions demand for money." In P. Ormerod (ed.) "Economic modelling" London.
35. Hendry, D. & Richard J. F. (1982) "on the formulation of empirical models in dynamic econometrics" Journal of Econometries 20, pp. 3-33
36. Hendry, D. (1983) "Econometric modelling: the consumption function in retrospect." Scottish Journal of political economy 30 (3). pp. 193-220.
37. Hendry, D. Pagan A. R. & Sargan J.D. (1984) "Dynamic specification." In Z. Grilliches and M. Intrilligator (ed.) Handbook of econometrics, Vol. 2, Amsterdam North Holland.
38. Hester, D.D. & Pierce J. L. (1975) "Bank management and portfolio behavior. Cowles foundation monograph No. 25, Yale University Press.
39. Hetzel R.C. (1984) "Estimating money demand functions" JMCB l6(2) pp. 185-93.
40. Hicks (1982) "Money, interest and wages: collected essays in economic theorey Vol. 11, Cambridge Mass.: Harvard university press.
41. Johnston, J. (1984, third edition) "Econometric methods."
42. Judd, J. & Scadding T. (1982) "The search for a stable money demand function" Journal of economic literature 20, pp. 993–1023.
43. Kawasaki, S. Mcmillan, J. & Zimmerman K. F. (1983). "Inventories and price inflexibility" Econometrica 51(May) pp. 599-610.
44. Laidler D. E. W. (1980) "The demand for money in the U.S. - yet again". In K. Brunner and A. Meltzer (ed.) "On the state of macroeconomics Carnigie-Rochester conference series on public policy, Vol. 12.
45. _____ (1982) "Monetarist perspectives" Oxford: Philip Allan.
46. _____ (1984) "The buffer-stock notion in monetary economics" E.J. 94 (Supplement) 17–33.
47. _____ (1985a) "The demand for money: theories and evidence". Third edition New York: Dun-Donnelly.
48. _____ (1985b) "Expectations and adjustment in the monetary sector revisited" A comment. Carnegie-Rochester conference series on public policy 22, pp. 243-254.
49. Mackinnon J. G. & Mibourne R.D. (1984) "Monetary anticipations and the demand for money". JME 13, pp. 263-74
50. Mankiw, N.G. & Summers L. H. (1986) "Money demand and the effects of fiscal policies" JMCB 18(4), pp. 414–430.
51. Mibourne, R. Buckholtz, P. & Wasan, M.T. (1983) "A theoretical derivation of the functional form of short run money holdings" Review of economics studies L. pp. 531-41.
52. Mibourne, R. (1987) "Re-examining the buffer-stock model of money" E.J. 97, pp. 130-142.
53. Miller, M. & Orr, D. (1966) "A model of the demand for money by firms" Quarterly Journal of economics, 80, 414-35.
54. _____ (1968) "The demand for money by firms: extention of analytic results" Journal of finance 23, pp. 735-59.
55. Nickell S. J. (1985) "Error correction, partial adjustment and all that: an expository note" Oxford bulletin of economics and statistics 47(2) pp. 119– 30.
56. Muth J.F. (1960) "optimal properties of exponentially weighted forecasts". Reprianted in R. E. Lucas and T.J. Sargent (ed) (1981). "Rational expectations and econometric practice" London.
57. Patinkin, D. (1965) "Money interest and price" (second edition) Harper and Row.
58. Roley v. v. (1985) "Money demand predictability", JMCB 17(4) pp. 611-641.
59. Salmon, M. (1982) "Error correction mechanisms" EJ 92, pp. 615-29.
60. Santomero A. M. & Seater J.J. (1981) "Partial adjustment in the demand for money: theory and empirics" AER 71, pp. 566—78.
61. Sargent T. J. (1979). "Macroeconomic theory" London: Academic Press.
62. Sargent T.J. (1978) "Estimation of dynamic labour demand schedules under rational expectations" JPE 86.
63. Sims, C.A. (1974) "output and labour input in manufacturing" Brookings papers on economic activity 3.
64. Taylor J.B. (1980) "Aggregate dynamics and staggered contracts". J. P.E. 88, pp. 1–23.
65. Tinsley P. (1971) "A variable adjustment model of labour demand". International economic review.
66. Tobin J. (1956) "The interest elasticity of transactions demand for cash" Reivew of economics and statistics 38, pp. 241-47.
67. Tucker, D. (1966) "Dynamics income adjustment to money supply changes", AER 56, pp. 433—49.
68. Turnousky, S.J. (1977) "Macroeconomic analysis and stabilisation policy": Cambridge university press.
69. Walters A. (1965) "Professor Priedman on the demand for money" J. P.E. 73. pp. 541–51.
A.E.R.: American economic review
E.J.: Economic Journal
J.M.C.B.: Journal of money, credit and banking
J.M.E.: Journal of monetary economics
J.P.E.: Journal of political economy
Q.J.E.: Quarterly Journal of economics
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/#B2002006287
資料類型 thesis
dc.contributor.advisor 高明瑞zh_TW
dc.contributor.author (Authors) 黃道政zh_TW
dc.creator (作者) 黃道政zh_TW
dc.date (日期) 1987en_US
dc.date.accessioned 4-May-2016 17:27:22 (UTC+8)-
dc.date.available 4-May-2016 17:27:22 (UTC+8)-
dc.date.issued (上傳時間) 4-May-2016 17:27:22 (UTC+8)-
dc.identifier (Other Identifiers) B2002006287en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/91081-
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
第一節 研究動機與目的………1
第二節 本文架構………2
第二章 部分調整模型、失誤反饋模型與前瞻模型………3
第一節 部分調整模型………3
第二節 失誤反饋模型………5
第三節 失誤反饋模型與前膽模型………12
第四節 失誤反饋模型與最適控制理論………15
第三章 緩衝存量模型探討………23
第一節 對傳統部分調整模型的批評………24
第二節 緩衝存量的個體基礎………31
第三節 緩衝存量理論與各學派的比較………34
第四節 模型設定………37
第四章 台灣的實證分析………47
第一節 實證估計式的設定………47
第二節 計量方法的使用………52
第三節 實證結果與分析………58
第五章 結論………80
附錄………82
參考文獻………86		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002006287en_US
dc.title (題名) 貨幣需求失誤反饋與緩衝存量模型之研究 : 臺灣的實證分析zh_TW
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 參考文獻
中文部分
? 吳中書，"台灣短期貨幣需求函數之再探討"，經濟論文，14卷2期，75年9月。
? 邱正雄(編), "台灣貨幣金融論文集"，台北:聯經，64年9月。
? 施遵驊，"貨幣需求之部分調整模型與衝擊吸收模型研究"，台灣大學經濟研究所碩士論文，72年7月。
? 柳復起，"論台灣之貨幣需求"，中研院經濟研究所論文專著選刊之九，59年6月。重刊於邱正雄(?)。
? 陳晨鐘，"台灣貨幣需求之實證研究－由傳統到開放性"，台灣大學經濟研究所碩士論文，71年7月。
? 許嘉棟，"台灣貨幣需求的所得彈性"，經濟論文，11卷2期，72年9月。
? 陳昭南 許日和，"台灣的貨幣需求"，行政院經設會經濟叢刊之八十四，63年9月。重刊於邱正雄(?)。
? 梁明義、陳坤銘、劉壽祥，"台灣貨幣需求之再分析"，中華經濟研究院專論十一，71年9月。
? 梁明義、陳坤銘，"比較實質與名目貨幣需求函數之設定"，中國經濟學會年會論文集，70年11月。
? 楊雅惠，"貨幣需求實證之剖析－時間數列模型與?歸分析之綜合應用"，台北市銀月刊，14卷11期，72年11月。
? 劉家祿，"我國貨幣需求函數之再探討"。中央銀行季刊
? 鄭張國，"貨幣需求與利率結構"，政治大學經濟研究所碩士論文,73年6月。


英文部分
1. Artis, M. J. & Lewis, M. K. (1984) "How-unstable is the demand for money in the United Kindom?" Econometrica, 51, pp. 473–6.
2. Barro, R.J. (1977) "Unanticipated money growth and unemployment in the United States" A.E.R. 67 (2) pp. 101-15.
3. Barro, R. J. (1978) "Unanticipated money, output and the price level in the United States" J. P.E. 86 pp. 549-80.
4. Betancourt, R. & Kelejian, H. "Lagged endogenous variables and the Cochrane-Orcutt procedure" Econometrica (1981, July) pp. 1073–78.
5. Baumol, W.J. (1952) "The transactions demand for cash – an inventory theoretic approach" Q. J. E. 66 pp. 545-56.
6. Box & Jenkins (1970) "Time series analysis: forecasting and control." Holden-Day Inc.
7. Carr. J & Darby, M.R. (1981) "The role of money supply shocks in the short-run demand for money" J.M.E. 8(2) pp. 183—200.
8. Carr, J. & Darby M.R. & Thornton D. L. (1985) "Monetary anticipations and the demand for money"--reply to Mackinnon and Mibourne. J.M. E. 16 ??. 251-7
9. Chow, G.C. (1966) "On the long-run and short-run and short-run demand for money" J. P.E. 74(2).
10. Coats, W. L. (1982) "Modelling the short-run demand for money with exogenous supply" Economic Inquiry 20, pp. 222-39.
11. Cooley, T. & Leroy, s. (1981) "Identification and estimation of money demand" A.E.R. 71, 825-44.
12. Currie, D. (1981) "Some long-run features of dynamic time series models." E.J. 91 704–15.
13. Cuthbertson, K. (1985) "The supply and demand for money"
14. Cuthbertson, K. (1985) "Price expectations and lags in the demand for money" Scottish Journal of political economy 33(4), pp. 335-54.
15. Cuthbertson, K. & Taylor M.P. (1987a). "The demand for money: A dynamic rational expectations model" E.J. 97, pp. 65—76.
16. Cuthbertson, K. & Taylor M.P. (1987b) "Buffer-stock money: An appraisal" In C. Goodhart (ed.)." The operation & regulations of financial markets"
17. Darby M.R. (1972) "The allocation of transitory income among consumer assets" A. E.R. 62 pp. 928-41.
18. Davidson, J., Hendry, D. R. Srba, F. & Yeo, S. (1978) "Econometric modelling of the aggregate time series relationship between consumers` expenditure and income in the UK." E.J. 88 (4.) pp. 661–91
19. Davidson, J. (1987) "Disequilibrium money: some further results with a monetary model of the UK". In C. Goodhart (ed.)." The operations & regulations of financial markets"
20. Fareley J. & Hinch, M. & Mccuire (1975) "some comparisons of tests for a shift in the slopes of a multivariate linear time series model." Journal of Econometrics 3, pp. 297-318.
21. Friedman, M. (1956) "The quantity theory of money: a restatement". In M. Friedman (ed.) "Studies in the quantity theory of money." Chicago.
22. Friedman, M. (1968) "The role of monetary policy" A. E. R. 58 pp. 1-17.
23. Goldfeld s. M. (1973) "The demand for money revisited." Brookings papers on economic activity". 3 pp. 577-638.
24. Goldfeld S.M. (1976) "The case of the missing money" Brookings papers on economic activity" 3, pp. 683– 730.
25. Goodfriend, M. (1985) "Reinterpreting money demand regressions" Carnegie-Rochester conference series on public policy 22, pp. 207-242.
26. Goodhart C. (1984) "Monetary theory and practice: the UK experience" London: Macmillan.
27. Gordon, R.J. (1984) "The short-run demand for money A reconsideration. " J. M. C. B. XVI, 4, pp. 403—34.
28. Granger C. & Newbold, P. (1977) Forecasting economic time series. London: academic press.
29. Hafer, R. W. & Hein S.E. (1979, Dec. ) "Evidence on the temporal stability of the demand for money relationship in the United States" Federal reserve bank of ST. Louis.
30. _____. (1980, March) "The dynamics and estimatios of short-run money demand" Federal reserve bank of St. Louis.
31. Hein S.E. (1980 June/July) "Dynamic forecasting and the demand for money", Federal reserve bank of ST. Louis.
32. Hafer R. W. & Hein s. E. (1982 February) "The shift in money demand: what really happened?" Federal reserve bank of ST. Louis.
33. Hendry, D. & Mizon, G. (1978) "Serial correlation as a convenient simplification, not a nuisance: a comment on a study of the demand for money by the bank of England" E.J. 88 pp. 549–563.
34. Hendry, D. (1979) "Predictive failure and econometric modelling in macroeconomics: the transactions demand for money." In P. Ormerod (ed.) "Economic modelling" London.
35. Hendry, D. & Richard J. F. (1982) "on the formulation of empirical models in dynamic econometrics" Journal of Econometries 20, pp. 3-33
36. Hendry, D. (1983) "Econometric modelling: the consumption function in retrospect." Scottish Journal of political economy 30 (3). pp. 193-220.
37. Hendry, D. Pagan A. R. & Sargan J.D. (1984) "Dynamic specification." In Z. Grilliches and M. Intrilligator (ed.) Handbook of econometrics, Vol. 2, Amsterdam North Holland.
38. Hester, D.D. & Pierce J. L. (1975) "Bank management and portfolio behavior. Cowles foundation monograph No. 25, Yale University Press.
39. Hetzel R.C. (1984) "Estimating money demand functions" JMCB l6(2) pp. 185-93.
40. Hicks (1982) "Money, interest and wages: collected essays in economic theorey Vol. 11, Cambridge Mass.: Harvard university press.
41. Johnston, J. (1984, third edition) "Econometric methods."
42. Judd, J. & Scadding T. (1982) "The search for a stable money demand function" Journal of economic literature 20, pp. 993–1023.
43. Kawasaki, S. Mcmillan, J. & Zimmerman K. F. (1983). "Inventories and price inflexibility" Econometrica 51(May) pp. 599-610.
44. Laidler D. E. W. (1980) "The demand for money in the U.S. - yet again". In K. Brunner and A. Meltzer (ed.) "On the state of macroeconomics Carnigie-Rochester conference series on public policy, Vol. 12.
45. _____ (1982) "Monetarist perspectives" Oxford: Philip Allan.
46. _____ (1984) "The buffer-stock notion in monetary economics" E.J. 94 (Supplement) 17–33.
47. _____ (1985a) "The demand for money: theories and evidence". Third edition New York: Dun-Donnelly.
48. _____ (1985b) "Expectations and adjustment in the monetary sector revisited" A comment. Carnegie-Rochester conference series on public policy 22, pp. 243-254.
49. Mackinnon J. G. & Mibourne R.D. (1984) "Monetary anticipations and the demand for money". JME 13, pp. 263-74
50. Mankiw, N.G. & Summers L. H. (1986) "Money demand and the effects of fiscal policies" JMCB 18(4), pp. 414–430.
51. Mibourne, R. Buckholtz, P. & Wasan, M.T. (1983) "A theoretical derivation of the functional form of short run money holdings" Review of economics studies L. pp. 531-41.
52. Mibourne, R. (1987) "Re-examining the buffer-stock model of money" E.J. 97, pp. 130-142.
53. Miller, M. & Orr, D. (1966) "A model of the demand for money by firms" Quarterly Journal of economics, 80, 414-35.
54. _____ (1968) "The demand for money by firms: extention of analytic results" Journal of finance 23, pp. 735-59.
55. Nickell S. J. (1985) "Error correction, partial adjustment and all that: an expository note" Oxford bulletin of economics and statistics 47(2) pp. 119– 30.
56. Muth J.F. (1960) "optimal properties of exponentially weighted forecasts". Reprianted in R. E. Lucas and T.J. Sargent (ed) (1981). "Rational expectations and econometric practice" London.
57. Patinkin, D. (1965) "Money interest and price" (second edition) Harper and Row.
58. Roley v. v. (1985) "Money demand predictability", JMCB 17(4) pp. 611-641.
59. Salmon, M. (1982) "Error correction mechanisms" EJ 92, pp. 615-29.
60. Santomero A. M. & Seater J.J. (1981) "Partial adjustment in the demand for money: theory and empirics" AER 71, pp. 566—78.
61. Sargent T. J. (1979). "Macroeconomic theory" London: Academic Press.
62. Sargent T.J. (1978) "Estimation of dynamic labour demand schedules under rational expectations" JPE 86.
63. Sims, C.A. (1974) "output and labour input in manufacturing" Brookings papers on economic activity 3.
64. Taylor J.B. (1980) "Aggregate dynamics and staggered contracts". J. P.E. 88, pp. 1–23.
65. Tinsley P. (1971) "A variable adjustment model of labour demand". International economic review.
66. Tobin J. (1956) "The interest elasticity of transactions demand for cash" Reivew of economics and statistics 38, pp. 241-47.
67. Tucker, D. (1966) "Dynamics income adjustment to money supply changes", AER 56, pp. 433—49.
68. Turnousky, S.J. (1977) "Macroeconomic analysis and stabilisation policy": Cambridge university press.
69. Walters A. (1965) "Professor Priedman on the demand for money" J. P.E. 73. pp. 541–51.
A.E.R.: American economic review
E.J.: Economic Journal
J.M.C.B.: Journal of money, credit and banking
J.M.E.: Journal of monetary economics
J.P.E.: Journal of political economy
Q.J.E.: Quarterly Journal of economics		zh_TW