| dc.contributor.advisor | 許振明<br>林建秀 | zh_TW |
| dc.contributor.advisor | Hsu, Chen Min<br>Lin, Chien Hsiu | en_US |
| dc.contributor.author (Authors) | 蔡岳昆 | zh_TW |
| dc.contributor.author (Authors) | Tsai, Yueh Kun | en_US |
| dc.creator (作者) | 蔡岳昆 | zh_TW |
| dc.creator (作者) | Tsai, Yueh Kun | en_US |
| dc.date (日期) | 2008 | en_US |
| dc.date.accessioned | 18-Sep-2009 20:17:02 (UTC+8) | - |
| dc.date.available | 18-Sep-2009 20:17:02 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-Sep-2009 20:17:02 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0095352016 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/36959 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 金融研究所 | zh_TW |
| dc.description (描述) | 95352016 | zh_TW |
| dc.description (描述) | 97 | zh_TW |
| dc.description.abstract (摘要) | 中央銀行政策透明度影響總體經濟的議題在近日漸受重視。以美國為例，2008年房貸嚴重違約，高順位債權受到波及，使多數金融業產生營運危機，讓聯邦準備銀行 (Fed) 政策執行受到關注。晚近貨幣當局的政策透明度漸受重視。貨幣政策應如何選定才能使總體經濟達到較高的社會福利？Cukierman在2002年指出中央銀行的透明度低易造成較高的物價膨脹。本研究以動態一般性均衡模型 (dynamic stochastic general equilibrium) ，建構新凱因斯小型開放總體模型。模型內含一定程度的價格僵固，並且擁有前瞻預期 (forward looking) 及後顧預期 (backward looking) 兩種型態的廠商存在其中。再採用貝氏方法估計台灣在該模型所應採用的參數後，並嘗試對體系內多個部門投入衝擊，然後檢視央行的政策透明度對總體經濟的影響，同時驗證是否支持Cukierman的結論。本研究印證Cukierman的結論，發現央行在操作貨幣政策面臨兩難時，不應採取透明度低的政策法則，而應優先針對物價的不穩定做出因應對策。 | zh_TW |
| dc.description.abstract (摘要) | Recently, people pay attention to central bank’s policy transparency, and most countries’ central banks have accepted the suggestion made by the Bank for International Settlements to adopt transparent monetary policy. Cukierman (2002) concluded that if the central bank’s policy was not transparency, it would cause higher inflation. The thesis will utilizes dynamic stochastic general equilibrium model with New Keynesian concept proposed by Gali and Monacelli (2005) to analyze the effects of transparent monetary policy and to classify the macroeconomic different effects between transparent and hazy monetary policy. The conclusions support that higher monetary policy transparency will reduce social welfare loss, lower the volatility of inflation and output gap. | en_US |
| dc.description.tableofcontents | 第一章 緒論 1第一節 研究動機 1第二節 研究方法 2第二章 文獻回顧 3第一節 中央銀行政策透明度 3第二節 動態一般均衡模型 9第三章 模型設定 11第一節 央行政策透明度的行為設定 11第二節 央行資訊透明度的設定 13第三節 小型開放經濟下的混合模型 （Hybrid Model） 15第四章 參數設定與模擬 30第一節 模擬軟體 30第二節 參數設定 30第三節 利率法則 35第四節 最佳政策與社會福利損失 36第五節 各種衝擊下的最佳政策 37第六節 央行政策目標模擬-原始參數 42第七節 各種衝擊央行所採取的政策比較 47第八節 央行政策目標模擬-央行資訊透明度高 53第九節 整理與結論 57第五章 結論與建議 59附錄 67 | 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/#G0095352016 | en_US |
| dc.subject (關鍵詞) | 央行 | zh_TW |
| dc.subject (關鍵詞) | 貨幣政策目標 | zh_TW |
| dc.subject (關鍵詞) | 利率法則 | zh_TW |
| dc.subject (關鍵詞) | 政策透明度 | zh_TW |
| dc.subject (關鍵詞) | 資訊透明度 | zh_TW |
| dc.subject (關鍵詞) | 動態一般均衡模型 | zh_TW |
| dc.subject (關鍵詞) | 新凱因斯模型 | zh_TW |
| dc.subject (關鍵詞) | central bank | en_US |
| dc.subject (關鍵詞) | interest rate rule targeting | en_US |
| dc.subject (關鍵詞) | monetary policy transparency | en_US |
| dc.subject (關鍵詞) | DSGE | en_US |
| dc.subject (關鍵詞) | dynamic stochastic general equilibrium | en_US |
| dc.subject (關鍵詞) | New Keynesian model | en_US |
| dc.title (題名) | 貨幣政策操作目標之選擇與法則： 政策透明度及央行行為對小型開放經濟體之影響 | zh_TW |
| dc.title (題名) | Monetary policy rules and operation targets: the effects of the central bank policy transparency and the central bank behavior | en_US |
| dc.type (資料類型) | thesis | en |
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