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題名 理性預期下權衡性政策與自動穩定因子之有效性的理論與驗證 作者 方中柔 貢獻者 王春源
方中柔日期 1986 上傳時間 5-五月-2016 16:32:45 (UTC+8) 摘要 摘要 參考文獻 參考文獻 1.龍文彬:“台灣之物價預期型態的探索與驗証"，中興經研所碩士論文，民國七十四年六月。 2.王耀興:“十年來調整銀行利率的動機與時機之檢討"北市銀月刊十二卷四期，民國七十年四月廿五日。 3. Baily, M.N.; 1978, Stabilization Policy and Private economic behavior, Brookings Papers on Economic Activity, 11-50. 4. Barro, R.J.; 1974, Are government bonds net wealth? J.P .E 82, Nov./Dec., 1095-1117. 5. _________; 1976, Rational expectations and the role of Monetary Policy, JME 2, Jan., 1-32. 6._________ ; 1977, unanticipated Money Growth and Unemployment in the United States, AER, Vol .67, No.2. 7._________ ; 1978, Unanticipated Money, output, and the price level in the United States, JPE, Vol .86, No.4. 8. Benavie, A. & Froyen, R. May 1983. Combination Monetary Policies to stabilize price and output under rational expectation. J.M.C.B 15, 186-198. 9. Benavie, A. & Froyen, R. Aug 1985. Optimal Monetary-Fiscal stabilizers under an Indexed Versue Nonindexed Tax Structure. J. Eco. BUSN. 37, 197-208. 10. Canzoneri, M.B., 1978, The role of Monetary and fiscal Policy in the new neoclassical models, Southern Eco. Journal 44, Jan., 642-647. 11. Fisher, S., 1977, Long-term contracts, rational expectations, and the optimal money supply rule, J.P.E, Feb., 191-205. 12. Hall, R.E., 1975, The rigidity of wages and the persistence of unemployment, Brookings Papers on Economic Activity, 301-335. 13. Havwlesky, T.M., Sapp. R. & Schweitzer. R. 1975, Tests of the Federal Reserves` Reaction to the state of the Economy: 1964-74. Social Science Quarterly 14. LeRoy, Stephen F., and Waud , Roger N. Feb. 1977. Application of the Kalman filter in short-run Monetary control. Internati onal Economic Review 18: 195-207. 15. Lucas, R.E., Jr., 1976, Econometric Policy evaluation : A critique, in: K. Brunner and A. Meltzer eds., The phillips curve and Labor Makrets (North-Halland, Amsterdam) 19-46. 16. McCallum, B.T., 1978, Price level adjustments and the rational expectations approach to Macroeconomic stabilization policy, J.M.C.B10, Nov. , 417-436. 17._____________ , 1980, Rational expectations and Macroeconomic stabilization policy: An overview, J.M.C.B12:716-746. 18. McCallum, B. T. , and Whitaker, J. M., Apr. 1979. The effectiveness of fiscal feedback rules and automatic stabilizers under rational expectations. J.M.E 5: 171-186. 19. Miller, G.H., Jr., Cacy, J.A., and Seibert, H., Dec. 1982. The U.S. Economy and Monetary Policy in 1982. The Federal Reserve Bank of Kansas City . 20. Phelps, E.S. and J.B. Taylor, 1977, Stabilizing properties of Monetary Policy under rational expectations, J.P.E85, Feb., 163-190. 21. Poole, W. May 1970. Optimal Choice of Monetary Policy instruments in a simple stochastic macro model. QJE84: 192-216. 22.________ .June 1975. The Making of Monetary Policy: Description and Analysis, Econ Inquiry. 23. Pott, G.T. & Luckett, D.G., 1978. Policy objectives of the Federal Reserve System QJE. 24. Supel, T. July 1981. Macroeconomic implications for tax indexing in the McCallum-Whitaker framework. J.M.E8: 131-137. 25. Sargent, T.J., 1973, Rational expectations, the real rate of interest, and the Natural rate of unemployment, Brookings paper on Economic Activity, 429-472. 26. Sargent, T.J., 1976. A classical macroeconomic model for the United States, J.P.E84, April, 207-238. 27. Sargent, T.J., 1979, Macroeconomic theory (Academic Press, New York). 28. Sargent, T.J. and N. Wallace, 1975, `Rational` expectations, the optimal monetary instrument, and the optimal money rule, J.P.E83, April, 241-254. 29._______________________ , 1976, Rational expectations and the theory of economic policy, J.M.E., April, 169-183. 30. Shiller, R.J., 1978, Rational expectations and the dynamic structure of macroeconomic models: A critical review, J.M.E4, Jan., 1-44. 31. Turnovsky, S.J., Mar. 1980, The choice of Monetary instruments under Alternative forms of price expectations. The Manchester School 48: 39-62. 32. Woglom, Geoffrey. Feb. 1979. Rational expectations and Monetary policy in a simple Macroeconomic Model, Q.J.E. 93:91-105. 33. Wonnacott, R.J. and Wonnacott T.H., 1981, Regression: A second course in statistics (John Wiley & Sons Co.,) 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/#B2002006788 資料類型 thesis dc.contributor.advisor 王春源 zh_TW dc.contributor.author (作者) 方中柔 zh_TW dc.creator (作者) 方中柔 zh_TW dc.date (日期) 1986 en_US dc.date.accessioned 5-五月-2016 16:32:45 (UTC+8) - dc.date.available 5-五月-2016 16:32:45 (UTC+8) - dc.date.issued (上傳時間) 5-五月-2016 16:32:45 (UTC+8) - dc.identifier (其他 識別碼) B2002006788 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/91860 - 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.abstract (摘要) 摘要 zh_TW dc.description.tableofcontents 目錄 第一章 緒論………1 第一節 前言………1 第二節 研究之目的與動機………3 第二章 B.T. McCallum & J.K. Whitaker之權衡性財政政策與自動穩定因子的相對有效性之理論………5 第一節 前言………5 第二節 模型………6 第三節 實質財稅結構下的考慮………8 第四節 名目財稅結構下的考慮………13 第五節 相對穩定政策準則的考慮………17 第六節 適應性預期下，對M-W模型之探討………19 第七節 本章結論………23 第三章 T.M. Supel對B.T. McCallum & J.K. Whitaker模型修正後之租稅指數模型………28 第一節 前言………28 第二節 模型………29 第三節 租稅指數抉擇之圖形分析………34 第四節 本章結論………36 第四章 A. Benavie & R. Froyen對B.T. McCallum & J.K. Whitaker模型擴充後之最適貨幣及財政穩定因子模型………40 第一節 前言………40 第二節 模型………41 第三節 求解………45 第四節 最適政策之分析………47 第五節 本章結論………55 第五章 以上三種模型在台灣的驗證………59 第一節 資料分析………59 第二節 實證模型之估計與分析………60 第三節 實證之結果與說明………61 第六章 結論與建議………95 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002006788 en_US dc.title (題名) 理性預期下權衡性政策與自動穩定因子之有效性的理論與驗證 zh_TW dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) 參考文獻 1.龍文彬:“台灣之物價預期型態的探索與驗証"，中興經研所碩士論文，民國七十四年六月。 2.王耀興:“十年來調整銀行利率的動機與時機之檢討"北市銀月刊十二卷四期，民國七十年四月廿五日。 3. Baily, M.N.; 1978, Stabilization Policy and Private economic behavior, Brookings Papers on Economic Activity, 11-50. 4. Barro, R.J.; 1974, Are government bonds net wealth? J.P .E 82, Nov./Dec., 1095-1117. 5. _________; 1976, Rational expectations and the role of Monetary Policy, JME 2, Jan., 1-32. 6._________ ; 1977, unanticipated Money Growth and Unemployment in the United States, AER, Vol .67, No.2. 7._________ ; 1978, Unanticipated Money, output, and the price level in the United States, JPE, Vol .86, No.4. 8. Benavie, A. & Froyen, R. May 1983. Combination Monetary Policies to stabilize price and output under rational expectation. J.M.C.B 15, 186-198. 9. Benavie, A. & Froyen, R. Aug 1985. Optimal Monetary-Fiscal stabilizers under an Indexed Versue Nonindexed Tax Structure. J. Eco. BUSN. 37, 197-208. 10. Canzoneri, M.B., 1978, The role of Monetary and fiscal Policy in the new neoclassical models, Southern Eco. Journal 44, Jan., 642-647. 11. Fisher, S., 1977, Long-term contracts, rational expectations, and the optimal money supply rule, J.P.E, Feb., 191-205. 12. Hall, R.E., 1975, The rigidity of wages and the persistence of unemployment, Brookings Papers on Economic Activity, 301-335. 13. Havwlesky, T.M., Sapp. R. & Schweitzer. R. 1975, Tests of the Federal Reserves` Reaction to the state of the Economy: 1964-74. Social Science Quarterly 14. LeRoy, Stephen F., and Waud , Roger N. Feb. 1977. Application of the Kalman filter in short-run Monetary control. Internati onal Economic Review 18: 195-207. 15. Lucas, R.E., Jr., 1976, Econometric Policy evaluation : A critique, in: K. Brunner and A. Meltzer eds., The phillips curve and Labor Makrets (North-Halland, Amsterdam) 19-46. 16. McCallum, B.T., 1978, Price level adjustments and the rational expectations approach to Macroeconomic stabilization policy, J.M.C.B10, Nov. , 417-436. 17._____________ , 1980, Rational expectations and Macroeconomic stabilization policy: An overview, J.M.C.B12:716-746. 18. McCallum, B. T. , and Whitaker, J. M., Apr. 1979. The effectiveness of fiscal feedback rules and automatic stabilizers under rational expectations. J.M.E 5: 171-186. 19. Miller, G.H., Jr., Cacy, J.A., and Seibert, H., Dec. 1982. The U.S. Economy and Monetary Policy in 1982. The Federal Reserve Bank of Kansas City . 20. Phelps, E.S. and J.B. Taylor, 1977, Stabilizing properties of Monetary Policy under rational expectations, J.P.E85, Feb., 163-190. 21. Poole, W. May 1970. Optimal Choice of Monetary Policy instruments in a simple stochastic macro model. QJE84: 192-216. 22.________ .June 1975. The Making of Monetary Policy: Description and Analysis, Econ Inquiry. 23. Pott, G.T. & Luckett, D.G., 1978. Policy objectives of the Federal Reserve System QJE. 24. Supel, T. July 1981. Macroeconomic implications for tax indexing in the McCallum-Whitaker framework. J.M.E8: 131-137. 25. Sargent, T.J., 1973, Rational expectations, the real rate of interest, and the Natural rate of unemployment, Brookings paper on Economic Activity, 429-472. 26. Sargent, T.J., 1976. A classical macroeconomic model for the United States, J.P.E84, April, 207-238. 27. Sargent, T.J., 1979, Macroeconomic theory (Academic Press, New York). 28. Sargent, T.J. and N. Wallace, 1975, `Rational` expectations, the optimal monetary instrument, and the optimal money rule, J.P.E83, April, 241-254. 29._______________________ , 1976, Rational expectations and the theory of economic policy, J.M.E., April, 169-183. 30. Shiller, R.J., 1978, Rational expectations and the dynamic structure of macroeconomic models: A critical review, J.M.E4, Jan., 1-44. 31. Turnovsky, S.J., Mar. 1980, The choice of Monetary instruments under Alternative forms of price expectations. The Manchester School 48: 39-62. 32. Woglom, Geoffrey. Feb. 1979. Rational expectations and Monetary policy in a simple Macroeconomic Model, Q.J.E. 93:91-105. 33. Wonnacott, R.J. and Wonnacott T.H., 1981, Regression: A second course in statistics (John Wiley & Sons Co.,) zh_TW
