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題名 金融風暴後,亞洲國家貨幣需求函數長期係數穩定性的檢定
其他題名 Testing Stability of Long-Run Coefficients of Money Demand Function of Asia Countries After Financial Crisis
作者 沈中華
關鍵詞 貨幣需求;共積模型;金融自由化;貨幣政策;貨幣危機;穩定性
Money demand;Cointegration model;Financial liberalization;Monetary policy;Currency crisis;Stability
日期 2000
上傳時間 18-Apr-2007 16:34:45 (UTC+8)
Publisher 臺北市:國立政治大學金融系
摘要 本文研究在共積模型下貨幣需求函數的長期係數之結構改變,在1997年下半年爆發「東亞金融危機」(East-Asian Financial Crisis),此種「貨幣危機」(Currency Crisis)發生時,匯率等變數發生大幅度的波動,是否會引起貨幣需求函數發生結構性改變,引起筆者其大的研究興趣。因此,本文探討台灣、日本、南韓、香港、新加坡等東亞國家的貨幣需求函數之長期係數,是否在包括1997年貨幣危機等情形下,發生結構性改變,結果發現:受金融危機影響的東亞國家如台灣、日本、南韓等國的貨幣需求函數發生結構性改變,其貨幣需求函數的所得係數值由大變小或由顯著變為不顯著,而利率係數則反之。對照於未受東亞金融危機影響的國家,如英國,其貨幣需求函數的係數值則較為穩定。
Whether the `money demand function` makes `structural change` happened or not, that is crucial research for the monetary theory field. This paper study that Whether the `money demand function` makes `structural change` happened or no in the East-Asian financial crisis. We study the counties of East-Asian-Taiwan, Japan and Korea, etc… Whether the `money demand function` makes `structural change` happened or no in the East-Asian financial crisis. We have the major findings as follow: 1. The income elastic of money get smaller and the interest elastic of money get bigger of the Taiwan, Japan and Korea, etc.. But the elastic of money is stable of U.K..
描述 核定金額:574300元
資料類型 report
dc.coverage.temporal 計畫年度:89 起迄日期:19990801~20000731en_US
dc.creator (作者) 沈中華zh_TW
dc.date (日期) 2000en_US
dc.date.accessioned 18-Apr-2007 16:34:45 (UTC+8)en_US
dc.date.accessioned 8-Sep-2008 16:41:14 (UTC+8)-
dc.date.available 18-Apr-2007 16:34:45 (UTC+8)en_US
dc.date.available 8-Sep-2008 16:41:14 (UTC+8)-
dc.date.issued (上傳時間) 18-Apr-2007 16:34:45 (UTC+8)en_US
dc.identifier (Other Identifiers) 892415H004012.pdfen_US
dc.identifier.uri (URI) http://tair.lib.ntu.edu.tw:8000/123456789/3719en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/3719-
dc.description (描述) 核定金額:574300元en_US
dc.description.abstract (摘要) 本文研究在共積模型下貨幣需求函數的長期係數之結構改變,在1997年下半年爆發「東亞金融危機」(East-Asian Financial Crisis),此種「貨幣危機」(Currency Crisis)發生時,匯率等變數發生大幅度的波動,是否會引起貨幣需求函數發生結構性改變,引起筆者其大的研究興趣。因此,本文探討台灣、日本、南韓、香港、新加坡等東亞國家的貨幣需求函數之長期係數,是否在包括1997年貨幣危機等情形下,發生結構性改變,結果發現:受金融危機影響的東亞國家如台灣、日本、南韓等國的貨幣需求函數發生結構性改變,其貨幣需求函數的所得係數值由大變小或由顯著變為不顯著,而利率係數則反之。對照於未受東亞金融危機影響的國家,如英國,其貨幣需求函數的係數值則較為穩定。-
dc.description.abstract (摘要) Whether the `money demand function` makes `structural change` happened or not, that is crucial research for the monetary theory field. This paper study that Whether the `money demand function` makes `structural change` happened or no in the East-Asian financial crisis. We study the counties of East-Asian-Taiwan, Japan and Korea, etc… Whether the `money demand function` makes `structural change` happened or no in the East-Asian financial crisis. We have the major findings as follow: 1. The income elastic of money get smaller and the interest elastic of money get bigger of the Taiwan, Japan and Korea, etc.. But the elastic of money is stable of U.K..-
dc.format applicaiton/pdfen_US
dc.format.extent bytesen_US
dc.format.extent 331768 bytesen_US
dc.format.extent 331768 bytes-
dc.format.extent 391 bytes-
dc.format.mimetype application/pdfen_US
dc.format.mimetype application/pdfen_US
dc.format.mimetype application/pdf-
dc.format.mimetype text/plain-
dc.language zh-TWen_US
dc.language.iso zh-TWen_US
dc.publisher (Publisher) 臺北市:國立政治大學金融系en_US
dc.rights (Rights) 行政院國家科學委員會en_US
dc.subject (關鍵詞) 貨幣需求;共積模型;金融自由化;貨幣政策;貨幣危機;穩定性-
dc.subject (關鍵詞) Money demand;Cointegration model;Financial liberalization;Monetary policy;Currency crisis;Stability-
dc.title (題名) 金融風暴後,亞洲國家貨幣需求函數長期係數穩定性的檢定zh_TW
dc.title.alternative (其他題名) Testing Stability of Long-Run Coefficients of Money Demand Function of Asia Countries After Financial Crisis-
dc.type (資料類型) reporten