| dc.contributor.advisor | 朱美麗 | zh_TW |
| dc.contributor.author (Authors) | 孫慎明 | zh_TW |
| dc.contributor.author (Authors) | Sun, Shen-Ming | en_US |
| dc.creator (作者) | 孫慎明 | zh_TW |
| dc.creator (作者) | Sun, Shen-Ming | en_US |
| dc.date (日期) | 2004 | en_US |
| dc.date.accessioned | 14-Sep-2009 13:34:07 (UTC+8) | - |
| dc.date.available | 14-Sep-2009 13:34:07 (UTC+8) | - |
| dc.date.issued (上傳時間) | 14-Sep-2009 13:34:07 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0922580391 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/32280 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 經濟研究所 | zh_TW |
| dc.description (描述) | 92258039 | zh_TW |
| dc.description (描述) | 93 | zh_TW |
| dc.description.abstract (摘要) | 本篇論文旨在探討台灣貨幣政策的銀行借貸傳遞管道，著重在銀行行為的分析，我們為銀行在借貸管道中所扮演的行為提供了一個理論的解釋架構。實證上利用共整合與衝擊反應函數分析貨幣政策的影響，結果發現因銀行會調整資產負債的組合來抵銷貨幣政策的影響，所以銀行借貸管道在台灣並不是一個重要的貨幣政策傳遞管道。 | zh_TW |
| dc.description.abstract (摘要) | This paper investigates the role of the bank lending channel in the monetary policy transmission process in Taiwan. Particularly, we provide a theoretical framework to describe the effect of banks` behaviors on the bank lending channel. In the empirical study, we perform cointegrated relation and impulse response to analyze the effect of monetary policy on bank loans. We find that a bank lending channel is not a relevant transmission mechanism of monetary policy, which can be due to banks` buffer behaviors. | en_US |
| dc.description.tableofcontents | Contents Chapter 1 Introduction 1 Chapter 2 Literature Review 3 Chapter 3 Model 7 3.1 Monetary Transmission and Bank Lending 7 3.2 Theoretical Model 8 Chapter 4 Empirical Analysis 13 4.1 Definition of Variables 13 4.2 Empirical Methodology 14 4.3 Empirical Results 18 Chapter 5 Conclusion 26 Reference 28 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0922580391 | en_US |
| dc.subject (關鍵詞) | 銀行借貸管道 | zh_TW |
| dc.subject (關鍵詞) | Bank lending channel | en_US |
| dc.title (題名) | A Test for the Bank Lending Channel of Monetary Policy in Taiwan | zh_TW |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | Bernanke, B. S. and A. S. Blinder (1988), “Credit, Money and Aggregate Demand”, American Economic Review, 78, 435-439. | zh_TW |
| dc.relation.reference (參考文獻) | Bernanke, B. S. and A. S. Blinder (1992), “The Federal Funds Rate and the Transmission of Monetary Policy”, American Economic Review, 81, 901-921. | zh_TW |
| dc.relation.reference (參考文獻) | Bernanke, B. S. and M. Gertler (1995), “Inside the Black Box: The Credit Channel of Monetary Policy Transmission”, Journal of Economic Perspectives, 9, 27-48. | zh_TW |
| dc.relation.reference (參考文獻) | Chang, Y. (2001), The Bank Loan Channel of Monetary Policy -- An Empirical Study of Taiwan, Master’s thesis, Department of Economics, Shih Hsin University, (in Chinese). | zh_TW |
| dc.relation.reference (參考文獻) | Engle, R. F. and C. Granger (1987), “Co-Integrated and Error Correction Model: Representation, Estimation and Testing”, Economitrica, 55, 251-276. | zh_TW |
| dc.relation.reference (參考文獻) | Hulsewig, O., P. Winker, and A. Worms (2004), “Bank Lending in the Transmission of Monetary Policy: A VECM Analysis for Germany”, Jahrbucher fur Nationalokonomie und Statistik, 224, 511-529. | zh_TW |
| dc.relation.reference (參考文獻) | Johansen, S. (1995), Likelihood Based Inference in Cointegrated Vector Error Correction Models, Oxford: Oxford University Press. | zh_TW |
| dc.relation.reference (參考文獻) | Kakes, J. (2000), “Identifying the Mechanism: Is There a Bank Lending Channel of Monetary Transmission in the Netherlands?”, Applied Economics Letters, 7, 63-67. | zh_TW |
| dc.relation.reference (參考文獻) | Kashyap, A. K. and J. C. Stein (2000), “What Do a Million Banks Have to Say about the Transmission of Monetary Policy?”, American Economic Review, 90, 407-428. | zh_TW |
| dc.relation.reference (參考文獻) | Kashyap, A. K., J. C. Stein and D. W. Wilcox (1993), “Monetary Policy and Credit Constraints: Evidence from the Composition of External Finance”, American Economic Review, 83, 78-98. | zh_TW |
| dc.relation.reference (參考文獻) | Kishan, R. P. and T. P. Opiela (2000), “Bank Size, Bank Capital, and the Bank Lending Channel”, Journal of Money, Credit and Banking, 32, 121-141. | zh_TW |
| dc.relation.reference (參考文獻) | Lukepohl, H. and H. E. Reimers (1992), “Impulse Response Analysis of Cointegrated Systems”, Journal of Economic Dynamics and Control, 16, 53-78. | zh_TW |
| dc.relation.reference (參考文獻) | Phillips, P. and P. Perron (1988), “Testing for Unit Roots in Time Series Regression”, Biometrika, 75, 335-346. | zh_TW |
| dc.relation.reference (參考文獻) | Said, S. and D. Dickey (1984), “Testing for Unit Roots in Autoregressive Moving-Average Models with Unknown Order”, Biometrika, 71, 559-607. | zh_TW |
| dc.relation.reference (參考文獻) | Sims, C. A. (1980), “Macroeconomics and Reality”, Econometrica, 48, 1-48. | zh_TW |
| dc.relation.reference (參考文獻) | Stock, J. H. and M. W. Watson (1993), “A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems”, Econometrica, 61,783-820. | zh_TW |
| dc.relation.reference (參考文獻) | Tsaur, T. W., C. L. Lin, and M. L. Chu (1999), “The Tests of Purchasing Power Parity in Taiwan”, in Taiwan Economics Association Annual Conference: Proceedings, Taiwan Economics Association, (in Chinese). | zh_TW |
| dc.relation.reference (參考文獻) | Zheng, H. P. (2004), The Credit Channel of Monetary Policy in Taiwan, Master’s thesis, Department of Economics, National Chengchi University, (in Chinese). | zh_TW |
