| dc.contributor.advisor | 黃俞寧 | zh_TW |
| dc.contributor.author (作者) | 林伯宏 | zh_TW |
| dc.contributor.author (作者) | Lin, Po Hung | en_US |
| dc.creator (作者) | 林伯宏 | zh_TW |
| dc.creator (作者) | Lin, Po Hung | en_US |
| dc.date (日期) | 2008 | en_US |
| dc.date.accessioned | 18-九月-2009 16:07:01 (UTC+8) | - |
| dc.date.available | 18-九月-2009 16:07:01 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-九月-2009 16:07:01 (UTC+8) | - |
| dc.identifier (其他 識別碼) | G0952580261 | en_US |
| dc.identifier.uri (URI) | https://ah.lib.nccu.edu.tw/item?item_id=37084 | - |
| 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) | 95258026 | zh_TW |
| dc.description (描述) | 97 | zh_TW |
| dc.description.abstract (摘要) | 本文嘗試利用兩國動態一般模型 (dynamic stochastic general equilibrium, DSGE)架構，分析資本市場存在的不對稱摩擦現象，藉由設定不同兩國債券調整成本的三種形式，模擬兩國總體變數在本國生產力衝擊下的影響分析。本文模型架構主要遵循Bergin et al. (2007)，文中廠商的商品訂價方式採生產者貨幣訂價 (producer currency pricing, PCP)，即廠商的訂價行為依照本國貨幣作為計價單位，透過名目匯率轉換為外國消費者面對的商品價格，單一價格法則 (the law of one price, LOP)在此訂價方式下成立；本文模型的商品訂價方式改採當地貨幣訂價 (local currency pricing, LCP)，本國廠商以當地貨幣作為計價單位訂定其商品價格，該訂價方式廣為近來文獻所採用，並符合已開發國家之訂價行為，故採用此訂價方式。\n 電腦模擬本文資本市場的三種不同設定，在本國生產力具有 的外生衝擊下，資本邊際生產力的提高致使本國廠商增加投資，代表性個人資金借貸的管道可透過本國債券與外國債券進行融通，而本國代表性個人在買賣本國債券時無需負擔債券調整成本，在購買外國債券時則需負擔債券調整成本，此一設定即在反映資金借貸的摩擦情形；變數的動態模擬結果顯示，資本市場的不對稱摩擦，將透過兩國間的經常帳變化條件，影響資金借貸的流通，對於兩國總體經濟變數具有顯著影響。 | zh_TW |
| dc.description.tableofcontents | 謝辭 I\n摘要 II\n目錄 III\n圖目錄 V\n表目錄 V\n第一章 緒論 1\n1.1研究動機與目的 1\n1.2研究架構 3\n第二章 文獻回顧 4\n第三章 模型設定 6\n3.1 商品市場結構 6\n3.2 本國家計單位 7\n3.3 本國廠商 9\n3.4 政府部門 11\n3.5 市場結清條件 11\n3.6 外生衝擊變數 12\n第四章 研究方法 14\n4.1 文獻的相關求解方法 14\n4.2 本文的求解方法 15\n4.3 電腦模擬應用程式 16\n第五章 參數設定 20\n5.1 參數設定 20\n5.2 穩定均衡設定 21\n第六章 模擬分析 23\n6.1 對稱資本市場的模擬結果 23\n6.2 兩國債券調整成本對稱性增加的模擬結果 24\n6.3 兩國債券調整成本不對稱增加的模擬結果 25\n第七章 結論 26\n參考文獻 27\n第A章 數學附錄 29\n其他附錄 33 | zh_TW |
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| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0952580261 | en_US |
| dc.subject (關鍵詞) | 動態隨機一般均衡 | zh_TW |
| dc.subject (關鍵詞) | 不對稱資本市場 | zh_TW |
| dc.subject (關鍵詞) | DSGE | en_US |
| dc.subject (關鍵詞) | incomplete asset market | en_US |
| dc.title (題名) | 兩國動態隨機一般均衡模型的不對稱資本市場分析 | zh_TW |
| dc.title (題名) | Asymmetric Asset Market Analysis in a Two-Country Dynamic Stochastic General Equilibrium Model | en_US |
| dc.type (資料類型) | thesis | en |
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| dc.relation.reference (參考文獻) | Bergin, P. R., H. C. Shin and I. Tchakarov (2007), “Does Exchange Rate Variability Matter for Welfare? A Quantitative Investigation of Stabilization Policies,” European Economic Review, 51, 1041-58. | zh_TW |
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| dc.relation.reference (參考文獻) | Obstfeld, M. and K. Rogoff (1995), “Exchange Rate Dynamics Redux,” Journal of Political Economy, 103, 624-60. | zh_TW |
| dc.relation.reference (參考文獻) | Obstfeld, M. and K. Rogoff (1996), Foundations of International Macroeconomics, the MIT Press. | zh_TW |
| dc.relation.reference (參考文獻) | Romer, D. (2001), Advanced Macroeconomics, McGraw-Hill. | zh_TW |
| dc.relation.reference (參考文獻) | Sims, C. (2000), “Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models,” Working paper, Princeton University. | zh_TW |
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