| dc.contributor.advisor | 蔡文禎 | zh_TW |
| dc.contributor.author (Authors) | 鄭輝培 | zh_TW |
| dc.creator (作者) | 鄭輝培 | zh_TW |
| dc.date (日期) | 2003 | en_US |
| dc.date.accessioned | 18-Sep-2009 17:21:58 (UTC+8) | - |
| dc.date.available | 18-Sep-2009 17:21:58 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-Sep-2009 17:21:58 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0091258032 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/36165 | - |
| 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) | 91258032 | zh_TW |
| dc.description (描述) | 92 | zh_TW |
| dc.description.abstract (摘要) | 關於貨幣政策傳導機制的探討,包含了傳統的貨幣觀點以及信用觀點,由於傳統貨幣觀點之貨幣政策傳導機制並無法完全解釋經濟變數之變動,因此信用觀點逐漸受到許多學者的重視與討論。信用觀點所探討的貨幣政策傳導機制稱為信用管道,包含了廣義的信用管道(資產負債表管道)與狹義的信用管道(銀行借貸管道)兩種。在本文中,擬從狹義的信用觀點出發,探討不同金融機構是否存在銀行借貸管道。 在本文對信用管道的研究中,我們有別以往以向量自我迴歸模型(VAR模型)、結構化向量自我迴歸模型(SVAR模型)、或將資料一階差分進行一般最小平方法(OLS法)實證研究分析,我們從資料的原始值出發並探討變數之共整合關係(Cointegration),並利用完全修正最小平方法(FMOLS法)對迴歸式進行係數之估計,探討貨幣政策變動下,不同銀行,包括一般銀行、中小企銀、及基層金融機構(農漁會信用部與信用合作社)之放款對於貨幣政策的反應,探討信用管道是否存在於台灣的事實。 | zh_TW |
| dc.description.tableofcontents | 第一章 緒論………1 第一節 研究動機 ………………1 第二節 研究目的………………2 第二節 研究方法………………2 第四節 本文架構………………3 第二章 文獻回顧…………5 第一節 國外文獻…………5 第二節 國內文獻……………8 第三章 理論模型……………11 第一節 背景介紹…………… 11 第二節 模型介紹……………12 第四章 實証方法與結果………………16 第一節 資料來源與變數說明……………17 第二節 實證方法介紹………………19 第三節 實證結果分析…………………… 22 第五章 結論………………42 參考文獻……………………43 附錄 模型推導……………… 48 表目錄 表2.1 國外文獻整理……………… 8 . 表2.2 國外文獻整理…………… 10 表4.1 本國銀行資產總額……………………16 表4.2 ADF單根檢定……………… 23 表4.3 Residual-Based TEST…………………24 表4.4 FM-OLS估計結果……………25 表4.5 ADF單根檢定………………26 表4.6 Residual-Based TEST………………27 表4.7 FM-OLS估計結果……………… 28 表4.8 ADF單根檢定………………… 29 表4.9 Residual-Based TEST………………30 表4.10 FM-OLS估計結果………………31 表4.11 ADF單根檢定………………………32 表4.12 Residual-Based TEST………………………33 表4.13 FM-OLS估計結果………………………34 表4.14 ADF單根檢定…………………35 表4.15 Residual-Based TEST………………36 表4.16 FM-OLS估計結果…………………37 表4.17 ADF單根檢定……………………38 表4.18 Residual-Based TEST………………39 表4.19 FM-OLS估計結果…………………………40 表4.20 綜合整理……………………41 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0091258032 | en_US |
| dc.subject (關鍵詞) | 共整合檢定 | zh_TW |
| dc.subject (關鍵詞) | 銀行借貸管道 | zh_TW |
| dc.subject (關鍵詞) | 信用管道 | zh_TW |
| dc.subject (關鍵詞) | ADF單根檢定 | zh_TW |
| dc.subject (關鍵詞) | 完全修正最小平方法 | zh_TW |
| dc.title (題名) | 台灣貨幣政策信用傳導機制之研究 | zh_TW |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | 中文部分 | zh_TW |
| dc.relation.reference (參考文獻) | 王希文(1994),「貨幣政策與信用狀況-台灣之實證研究」,私立淡江大學金融研究所碩士論文。 | zh_TW |
| dc.relation.reference (參考文獻) | 李榮謙(1989),「貨幣及銀行信用在貨幣政策目標中扮演之角色-兼論選擇性信用管制」,《中央銀行季刊》,11,55-70。 | zh_TW |
| dc.relation.reference (參考文獻) | 李桐豪(1999),「國家金融管理再造與農(漁)會信用部的關係」,《金融財務》,3,1-12。 | zh_TW |
| dc.relation.reference (參考文獻) | 邱立貞(2000),「從銀行放款角色探討貨幣政策傳遞管道」,國立中正大學經濟研究所碩士論文。 | zh_TW |
| dc.relation.reference (參考文獻) | 莊武仁,鄭麗玲(1991),「台灣地區之貨幣、信用與經濟活動-結構化向量自我迴歸之實證研究」,《臺灣銀行季刊》,42,188-209。 | zh_TW |
| dc.relation.reference (參考文獻) | 陳介英(1996),「台灣農會信用部的地方特質」,《基層金融》,32,217-236。 | zh_TW |
| dc.relation.reference (參考文獻) | 陳一端(2000),「簡介中央銀行之利率操作目標政策暨其傳遞機制」,《中央銀行季刊》,22,81-94。 | zh_TW |
| dc.relation.reference (參考文獻) | 黃柏農(1993),「貿易收支與匯率及總體變數間之因果關係探討-台灣與美日兩國間的實證分析」,《中國經濟學會年會論文集》,211-228。 | zh_TW |
| dc.relation.reference (參考文獻) | 黃仁德(1999),「我國央行貼放政策效果與貨幣政策傳導機能的實證分析」,《中央銀行季刊》,21,49-75。 | zh_TW |
| dc.relation.reference (參考文獻) | 黃仁德、曾令寧(2003),《現代銀行監理與風險管理》,金融監理系列,台北:金融研訓院。 | zh_TW |
| dc.relation.reference (參考文獻) | 蔡秋榮(1996),「農會信用部管理問題之探討」,《基層金融》,33,123-146。 | zh_TW |
| dc.relation.reference (參考文獻) | 蔡緒文(1999),「貨幣政策、直接金融與間接金融」,國立台北大學經濟研究所碩士論文。 | zh_TW |
| dc.relation.reference (參考文獻) | 賴惠子(2000),「小型開放經濟最適貨幣政策與貨幣政策傳遞管道之探討」,國立台北大學經濟研究所博士論文。 | zh_TW |
| dc.relation.reference (參考文獻) | 西文部份 | zh_TW |
| dc.relation.reference (參考文獻) | Altunbas,Y., O. Fazylov, and P. Molyeux (2002),“Evidence on the bank | zh_TW |
| dc.relation.reference (參考文獻) | lending channel in Europe,”Journal of Banking and Finance, 26, 2093- | zh_TW |
| dc.relation.reference (參考文獻) | 2110. | zh_TW |
| dc.relation.reference (參考文獻) | Angeloni,I., A. K. Kashyap, B. Mojon, and D. Terlizzese (2003),“Monetary | zh_TW |
| dc.relation.reference (參考文獻) | Transmission In The Euro Area:Does The Interest Rate Channel | zh_TW |
| dc.relation.reference (參考文獻) | Explain All ? ”NBER Working Paper,No. 9984. | zh_TW |
| dc.relation.reference (參考文獻) | Bernanke, B. and A. Blinder (1988),“Credit, Money, and Aggregate Demand,” | zh_TW |
| dc.relation.reference (參考文獻) | American Economic Review, 78, 435-39. | zh_TW |
| dc.relation.reference (參考文獻) | Bernanke, B. and A. Blinder (1992), “The Federal Fund Rate and the | zh_TW |
| dc.relation.reference (參考文獻) | Channel of Monetary Trasmission,” American Economic Review, 82, | zh_TW |
| dc.relation.reference (參考文獻) | 901-921. | zh_TW |
| dc.relation.reference (參考文獻) | Bernanke, B. and M. Gertler (1995), “Inside the Black Box:The Credit | zh_TW |
| dc.relation.reference (參考文獻) | Channel of Monetary Policy Transmission,” The Journal of Economic | zh_TW |
| dc.relation.reference (參考文獻) | Perspectives, 9, 27-48. | zh_TW |
| dc.relation.reference (參考文獻) | Engle, R. F. and C. W. J. Granger (1987),“Co-Intergation and Error Correction | zh_TW |
| dc.relation.reference (參考文獻) | Represpentation,Estimation,and Testing,” Econometrica, 55, 251- | zh_TW |
| dc.relation.reference (參考文獻) | 276. | zh_TW |
| dc.relation.reference (參考文獻) | Farinha, L. and C. R. Marques (2001),“The bank lending channel of monetary | zh_TW |
| dc.relation.reference (參考文獻) | policy: identification and estimation using Portuguese micro bank | zh_TW |
| dc.relation.reference (參考文獻) | data,”ECB Working Paper,No. 102. | zh_TW |
| dc.relation.reference (參考文獻) | 45 | zh_TW |
| dc.relation.reference (參考文獻) | Hubbard, R. G. (1994),“Is There A ‘Credit Channel’ for Monetary Policy ? | zh_TW |
| dc.relation.reference (參考文獻) | ”NBER Working Paper,No. 4977. | zh_TW |
| dc.relation.reference (參考文獻) | Hamilton, J. D. (1994), Time Series Analysis ,Princetion, New Jersey:Princetion | zh_TW |
| dc.relation.reference (參考文獻) | University Press. | zh_TW |
| dc.relation.reference (參考文獻) | Huang (2003),”Evidence of a bank lending channel in the UK,”Journal of | zh_TW |
| dc.relation.reference (參考文獻) | Banking and Finance, 27, 491-510. | zh_TW |
| dc.relation.reference (參考文獻) | Kashyap, A., J. Stein , and D. Wilcox (1993), “Monetary Policy and Credit | zh_TW |
| dc.relation.reference (參考文獻) | Conditions:Evidence from the Composition of External Finance,” American | zh_TW |
| dc.relation.reference (參考文獻) | Economic Review, 83, 78-98. | zh_TW |
| dc.relation.reference (參考文獻) | Kashyap, A. and J. Stein (2000), “What Do a Million Observations on Banks | zh_TW |
| dc.relation.reference (參考文獻) | Say about theTransmission of Monetary Policy?,”American Economic | zh_TW |
| dc.relation.reference (參考文獻) | Review, 90(3), 407-28. | zh_TW |
| dc.relation.reference (參考文獻) | Kishan, R. P. and T. P. Opiela (2000), “Bank Size,Bank Capital ,and the | zh_TW |
| dc.relation.reference (參考文獻) | Bank Lending Channel,”Journal of Money,Credit, and Banking, 32, | zh_TW |
| dc.relation.reference (參考文獻) | 122-141. | zh_TW |
| dc.relation.reference (參考文獻) | Kakes, J. and J. Sturm (2002), “Monetary policy and bank lending: Evidence | zh_TW |
| dc.relation.reference (參考文獻) | from German banking groups,”Journal of Banking and Finance, | zh_TW |
| dc.relation.reference (參考文獻) | 26, 2077-2092. | zh_TW |
| dc.relation.reference (參考文獻) | Loupias,C., F. Savignac, and P. Sevestre (2001),“Monetary policy and bank | zh_TW |
| dc.relation.reference (參考文獻) | lending in France:Are there asymmetries ? ,”ECB Working Paper,No. | zh_TW |
| dc.relation.reference (參考文獻) | 101. | zh_TW |
| dc.relation.reference (參考文獻) | Nilsen, J. H. (2002), “Trade Credit and the Bank Lending Channel,” Journal | zh_TW |
| dc.relation.reference (參考文獻) | of Money,Credit, and Banking, 34, 227-253. | zh_TW |
| dc.relation.reference (參考文獻) | 46 | zh_TW |
| dc.relation.reference (參考文獻) | Oliner, S. and G. Rudebusch (1996), “Monetary Policy and Credit Conditions: | zh_TW |
| dc.relation.reference (參考文獻) | Evidence from the Composition of External Finance: Comment,” | zh_TW |
| dc.relation.reference (參考文獻) | American Economic Review, 86, 300-309. | zh_TW |
| dc.relation.reference (參考文獻) | Phillips, P. C. B. and B. E. Hansen (1990),“Statical Inference in Instrumental | zh_TW |
| dc.relation.reference (參考文獻) | Variables Regression with I(1) Processes,” Review of Economic | zh_TW |
| dc.relation.reference (參考文獻) | Studies, 57, 99-125. | zh_TW |
| dc.relation.reference (參考文獻) | Phillips, P. C. B. and S. Ouliaris (1990),“Asymptotic Properties of Residual | zh_TW |
| dc.relation.reference (參考文獻) | Based Tests for Cointergation,” Econometrica, 58, 165-193. | zh_TW |
| dc.relation.reference (參考文獻) | Phillips, P. C. B. (1995),“Full Modified Least Squares and Vector Autogression,” | zh_TW |
| dc.relation.reference (參考文獻) | Econometrica, 63, 1023-1078. | zh_TW |
| dc.relation.reference (參考文獻) | Safaei, J. and N. E. Cameron (2003) , “Credit channel and credit shocks | zh_TW |
| dc.relation.reference (參考文獻) | in Canadian macrodynamics -a structural VAR approach ,” Applied | zh_TW |
| dc.relation.reference (參考文獻) | Financial Economics, 13, 267-277. | zh_TW |
| dc.relation.reference (參考文獻) | Schwert (1989), “Tests for Unit Roots: A Monte Carlo Investigation ,”Journal | zh_TW |
| dc.relation.reference (參考文獻) | of Business and Economic Statistics, 7, 147-159. | zh_TW |
| dc.relation.reference (參考文獻) | 47 | zh_TW |
