| dc.contributor.advisor | 黃俞寧 | zh_TW |
| dc.contributor.advisor | Hwang, Yu Ning | en_US |
| dc.contributor.author (Authors) | 賴柏勳 | zh_TW |
| dc.contributor.author (Authors) | Lai, Po Hsung | en_US |
| dc.creator (作者) | 賴柏勳 | zh_TW |
| dc.creator (作者) | Lai, Po Hsung | en_US |
| dc.date (日期) | 2010 | en_US |
| dc.date.accessioned | 5-Oct-2011 14:52:38 (UTC+8) | - |
| dc.date.available | 5-Oct-2011 14:52:38 (UTC+8) | - |
| dc.date.issued (上傳時間) | 5-Oct-2011 14:52:38 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0098255026 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/51396 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 財政研究所 | zh_TW |
| dc.description (描述) | 98255026 | zh_TW |
| dc.description (描述) | 99 | zh_TW |
| dc.description.abstract (摘要) | 本文建構一個兩國並結合銀行之 DSGE 模型，旨在瞭解銀行資本與放款利差於國際景氣傳遞過程的機制。中間財廠商必須向銀行融通資金以購買資本財。本文假設廠商償還資金時存在違約衝擊，即銀行不一定能完全回收貸放總額。銀行資本水準又會影響放款利差的高低，進而改變廠商生產決策。本文以此機制連結金融與實質部門探討當違約衝擊發生時，除了對本國的影響之外，又會如何衝擊外國經濟體系。本文發現，本國違約衝擊的確會導致兩國景氣同時步入衰退，成功地捕捉兩國之產出、投資與放款呈現下降的現象。此外，本國若採行緊縮性貨幣政策，外國經濟體系也會遭受威脅。 | zh_TW |
| dc.description.abstract (摘要) | The objective of this study is to investigate the international transmission mechanism of the role of banking sector. We propose a Dynamic Stochastic and General Equilibrium model of a two-country two-bank world with nominal rigidity. Bank lends funds to entrepreneurs to purchase capital. The banking capital position has influence on loan rate spreads which can affect the real economic activities. Financial impact is originated from entrepreneur defaulting on their borrowings. The calibration results show that a country-specific financial shock causes international crisis. Furthermore, a negative monetary policy shock also drives simultaneous recession across countries. | en_US |
| dc.description.tableofcontents | 1 Introduction.........................1 1.1 Motivation........................1 1.2 Literature Review.................32 The Model............................6 2.1 Household.........................6 2.2 Retailer..........................8 2.3 Entrepreneur.....................10 2.4 Financial Intermediation.........14 2.5 Government.......................16 2.6 Central Bank.....................16 2.7 Shocks Process...................17 2.8 Market-Clearing Conditions.......173 Bank Capital and Spreads............184 Calibrated Parameters...............20 4.1 Steady-State.....................20 4.2 Parameter Values.................215 Dynamics............................23 5.1 Productivity Shock...............23 5.2 Default Shock....................24 5.3 Monetary Policy Shock............256 Concluding Remarks..................25Reference.............................27Appendix..............................43 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0098255026 | en_US |
| dc.subject (關鍵詞) | 放款利差 | zh_TW |
| dc.subject (關鍵詞) | 銀行資本 | zh_TW |
| dc.subject (關鍵詞) | 國際景氣循環 | zh_TW |
| dc.subject (關鍵詞) | DSGE | en_US |
| dc.subject (關鍵詞) | loan rate spreads | en_US |
| dc.subject (關鍵詞) | banking capital | en_US |
| dc.subject (關鍵詞) | international business cycles | en_US |
| dc.title (題名) | 金融摩擦與國際景氣循環 | zh_TW |
| dc.title (題名) | Financial friction and international business cycles | en_US |
| dc.type (資料類型) | thesis | en |
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