| dc.contributor.advisor | 黃俞寧 | zh_TW |
| dc.contributor.author (Authors) | 賴建男 | zh_TW |
| dc.creator (作者) | 賴建男 | zh_TW |
| dc.date (日期) | 2009 | en_US |
| dc.date.accessioned | 11-Oct-2011 17:02:41 (UTC+8) | - |
| dc.date.available | 11-Oct-2011 17:02:41 (UTC+8) | - |
| dc.date.issued (上傳時間) | 11-Oct-2011 17:02:41 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0096258014 | en_US |
| dc.identifier.uri (URI) | https://ah.lib.nccu.edu.tw/item?item_id=59016 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 經濟學系 | zh_TW |
| dc.description (描述) | 96258014 | zh_TW |
| dc.description (描述) | 98 | zh_TW |
| dc.description.abstract (摘要) | 美元在世界上具有獨特的地位，大部份在國際上貿易的商品都以美元做為訂價，Devereux, Shi and Xu (2007)依此情況而把美元稱為國際上的參考貨幣(reference currency)。本文即以美元為參考貨幣的情況，建立一兩國動態隨機一般均衡(Dynamic Stochastic General Equilibrium)模型來探討在世界經濟體系中，有參考貨幣時，貨幣衝擊對兩國經濟體系的影響，以及當面對外在環境衝擊時，兩國政府應該如何選擇適當的貨幣政策。結果發現，擁有參考貨幣的國家發生貨幣衝擊時，對兩國的產出都有正面的影響，然而非參考貨幣國家發生貨幣衝擊時，反而有以鄰為壑(beggar-thy-neighbor)的效果。而在面臨外在環境衝擊時，選擇穩定通貨膨脹的利率法則對兩國而言都會帶來較好的福利效果。 | zh_TW |
| dc.description.abstract (摘要) | The U.S. dollars in the world possess a unique position; the majority of the international tradable goods are priced in the U.S. dollars. This paper sets up a two-country DSGE model where the U.S. dollar serves as the reference currency to quantitatively examine the impacts caused by the monetary shocks, as well as how both governments should adopt their monetary policies when facing external shocks. The results show that there are positive impacts on both countries` outputs when a monetary shock occurs in the reference-currency-holding country; Conversely, there is a beggar-thy-neighbor effect when the shock takes place in the other country. In general, the inflation-targeting interest rate rule leads to greater welfare in both countries. | en_US |
| dc.description.tableofcontents | 第1章 緒論 1\n第1節 研究動機與目的 1\n第2節 研究架構 3\n第2章 文獻回顧 4\n第3章 模型設定 9\n第1節 本國最終財市場 9\n第2節 代表性家計部門 12\n第3節 中間財市場 15\n3.3.1本國中間財廠商 16\n3.3.2外國中間財廠商 18\n第4節 貨幣政策 20\n第5節 市場結清條件 21\n第6節 模型均衡解 22\n第7節 外生衝擊變數 23\n第4章 模擬方法及參數設定 24\n第5章 模擬結果 25\n第1節 政府的貨幣政策選擇 25\n第2節 貨幣衝擊 26\n5.2.1 本國貨幣衝擊 26\n5.2.2 外國貨幣衝擊 27\n第3節 本國生產力衝擊 29\n5.3.1 兩國固定貨幣供給 29\n5.3.2 兩國利率法則 30\n5.3.3 本國利率法則外國固定匯率 30\n第4節 外國生產力衝擊 32\n5.4.1 兩國固定貨幣供給 32\n5.4.2 兩國利率法則 32\n5.4.3 本國利率法則外國固定匯率 33\n第6章 兩國政策對福利的影響 35\n第1節 福利衡量方式 35\n第2節 兩國政策對福利的影響 36\n第7章 結論與建議 38\n參考文獻 39\n附錄 41\n\n圖表目錄\n\n圖1 未預期到的本國貨幣衝擊對總體經濟變數的衝擊反應(PCP-LCP) 41\n圖2 未預期到的外國貨幣衝擊對總體經濟變數的衝擊反應(PCP-LCP) 42\n圖3 未預期到的本國貨幣衝擊對總體經濟變數的衝擊反應(PCP-PCP) 43\n圖4 未預期到的本國貨幣衝擊對總體經濟變數的衝擊反應(LCP-LCP) 44\n圖5 本國生產力衝擊對總體經濟變數的衝擊反應(固定貨幣供給) 45\n圖6 本國生產力衝擊對總體經濟變數的衝擊反應(利率法則) 46\n圖7 本國生產力衝擊對總體經濟變數的衝擊反應(固定匯率) 47\n圖8 外國生產力衝擊對總體經濟變數的衝擊反應(固定貨幣供給) 48\n圖9 外國生產力衝擊對總體經濟變數的衝擊反應(利率法則) 49\n圖10 外國生產力衝擊對總體經濟變數的衝擊反應(固定匯率) 50\n表 1 參數設定值 51\n表 2 PCP-LCP下本國標準差及福利 52\n表 3 PCP-LCP下外國標準差及福利 52\n表 4 PCP-LCP下政策搭配福利表 52\n表 5 PCP-PCP下本國標準差及福利 53\n表 6 PCP-PCP下外國標準差及福利 53\n表 7 PCP-PCP下政策搭配福利表 53\n表 8 LCP-LCP下本國標準差及福利 54\n表 9 LCP-LCP下外國標準差及福利 54\n表 10 LCP-LCP下政策搭配福利表 54 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0096258014 | en_US |
| dc.subject (關鍵詞) | 美元本位制 | zh_TW |
| dc.subject (關鍵詞) | 動態隨機一般均衡 | zh_TW |
| dc.subject (關鍵詞) | 貨幣政策 | zh_TW |
| dc.subject (關鍵詞) | Monetary Policy | en_US |
| dc.subject (關鍵詞) | DSGE | en_US |
| dc.subject (關鍵詞) | Dollar Standard | en_US |
| dc.title (題名) | 美元本位制下福利與貨幣政策分析 | zh_TW |
| dc.title (題名) | Welfare and Monetary Policy under a Dollar Standard | en_US |
| dc.type (資料類型) | thesis | en |
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