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題名 物價目標區下的政策穩定性
作者 周玉梅
貢獻者 方中柔
周玉梅
關鍵詞 物價目標區
price target zone
日期 2000
上傳時間 31-Mar-2016 16:45:36 (UTC+8)
摘要 本文係以Sutherland (1995)的模型為基礎，放寬資本完全移動的特殊假定，引進總合供給面的隨機性干擾，據以探討名目工資僵固、實質工資僵固及充分就業三種情況下，當經濟體系遭逢來自於貨幣需求面、商品需求面乃至於總合供給面外生隨機性干擾的衝擊之際，以本國物價水準穩定為政策目標的央行，於採行物價目標區政策後，對各總體變數的穩定效果為何。
參考文獻 一、 中文部分：\r\n陳寶媛 (1993)，〈資本非自由移動下匯率目標區之動態效果〉，國立中正大學國際經濟學研究所碩士論文。\r\n陳淑華 (1996)，〈匯率目標區與物價目標區政策的抉擇〉，私立輔仁大學經濟學研究所碩士論文。\r\n賴景昌 (1993)，〈國際金融理論─基礎篇〉，台北茂昌圖書有限公司。\r\n賴景昌 (1994)，〈國際金融理論─進階篇〉，台北茂昌圖書有限公司。\r\n二、 英文部分：\r\nAgenor, P.R., Bhandari, J.S. and Flood, R.P. (1992), “Speculative Attacks and Models of Balance-of-Payments Crises”, IMF Staff Papers 39, pp.357-394.\r\nAizenman, J. and Frenkel, J.A. (1985), “Optimal Wage Indexation, Foreign Exchange Market Intervention, and Monetary Policy”, American Economic Review 75, pp.402-423.\r\nBlackburn, K. (1988), “Collapsing Exchange Rate Regimes and Exchange Rate Dynamics: Some Further Examples”, Journal of International Money and Finance 7, pp.373-385.\r\nBlackburn, K. and Sola, M. (1993), “Speculative Currency Attacks and Balance of Paments Crises”, Journal of Economic Surveys 7, pp.119-144.\r\nCasas, F.R. (1977), “Capital Mobility and Stabilization Policies under Floating Exchange Rates”, International Economic Review 16, pp.683-698.\r\nClaes Berg , Lars Jonung (1999), “Pioneering price level targeting: The Swedish experience 1931-1937”. Journal of Monetary Economics 43 , pp.525-551.\r\nChen, C.N., Lai, C.C. and Chang, W.Y. (1987), “The Tight Money Effect, Wage Indexation, and Macroeconomic Policy: The Fleming Model Revisited”, Journal of Economic Studies 14, pp.54-62.\r\nDornbusch, R. (1976), “Expectations and Exchange Rate Dynamics”, Journal of Political Economy 84, pp.1161-1176.\r\nFlood, R. P. and Garber, P. M. (1992), “The Linkage Between Speculative Attack and Target Zones Models of Exchange Rates: Some Extended Results”. In Krugman, P. and Miller, M., editor, Exchange Rate Targets and Currency Bands, page 17-28. Cambridge: Cambridge University Press.\r\nFlood, R. P. and Garber, P. M. (1991), “The Linkage Between Speculative Attack and Target Zones Models of Exchange Rates”. Quarterly Journal of Economics106, pp.1367-1372.\r\nFrenkel, J.A. and Goldstein, M. (1986), “A Guide to Target Zones”, IMF Staff Papers 33, pp.633-673.\r\nFrenkel, J.A. and Rodriguez, C.A. (1982), “Exchange Rate Dynamics and the Overshooting Hypothesis”, IMF Staff Paper 29, pp.1-30.\r\nFroot, K.A. and Obstfeld, M. (1991a), “Exchange Rate Dynamics under Stochastic Regime Shift: A Unified Approach”, Journal of International Economics 31, pp.203-229.\r\nFroot, K.A. and Obstfeld, M. (1991b), “Stochastic Process Switching: Some Simple Solutions”, Econometrica 59, pp.241-250.\r\nGerlach, S. (1994), “On the Symmetry Between Inflation and Exchange Rate Targets”, Economics Letters 44 , pp.133-137.\r\nGirton, L. and Roper D. (1977), “A Monetary Model of Exchange Market Pressure Applied to the Postwar Canadian Experience”, American Economic Review 67, pp.537-548.\r\nKlein, M. W. (1990), “Playing with the Band: Dynamic Effects of Target Zones in an Open Economy”. International Economic Review 31, pp.757-772.\r\nKreinin, M.E. and Officer, H.O. (1978), “The Monetary Approach to the Balance-of-Payment A Survey”, Princeton Studies in International Finance 43, Princeton University.\r\nKrugman, P. (1991), “Target Zones and Exchange Rate Dynamics”. Quarterly Journal of Economics, pages 669-682.\r\nKrugman, P. and Rotemberg, J. (1992), “Speculative Attacks on Target Zones”, in: Krugman, P. and Miller, M. eds., Exchange Rate Targets and Currency Bands, pp.117-132. Cambridge: Cambridge University Press.\r\nMiller, M. and P. Weller,. (1991a), “Currency Bands, Target Zones, and Price Flexibility”, IMF Staff Papers 38, pp.184-215.\r\nMiller, M. and P. Weller, (1991b), “Exchange Rate Bands with Price Inertia”, The Economic Journal 101, pp.1380-1399.\r\nPessach, S. and Razin, A. (1994), “Targeting the Exchange Rate under Inflation”, Review of International Economics 2, pp.40-49.\r\nPruvis, D.G. (1979), “Wage Responsiveness and the Insulation Properties of a Flexible Exchange Rate”, in Lindbeck, A. ed., Inflation and Employment in Open Economies, pp.225-245. Amsterdam: North-Holland.\r\nSalop, J. (1974), “Devaluation and the Balance of Trade under Flexible Wages”, in Horwich, G. and Samuelson, P.A. eds., Trade, Stability, and Macroeconomics: Essays in Honor of Lloyd A, Metzler, pp.129-151. New-York: Academic Press.\r\nSutherland, A. (1994), “Target Zone Models with Price Inertia: Solutions and Testable Implications”. Economic Journal, page 96-112.\r\nSutherland, A. (1995), “Monetary and Real Shocks and Optimal Target Zone”. European Economic Review, pages 161-172.\r\nSvensson Lars, E.O. (1991), “Target Zones and Interest Rate Variability”, Journal of International Economics 31, pp.27-54.\r\nSvensson Lars, E.O. (1997), “Inflation Forecast Targeting: Implementing and Monitoring Inflation Targets”. European Economic Review 41 pp.1111-1146.\r\nSvensson Lars E.O. (1999), “Price-Level Targeting versus Inflation Targeting: A Free Lunch?” Journal of Money, Credit, and Banking 31 pp.277-295.\r\nTurnovsky, S.J. (1983), “Wage Indexation and Exchange Market Intervention in a Small Open Economy”, Canadian Journal of Economics 16, pp.574-592.\r\nWilliamson, J. (1985), The Exchange Rate System, Washington DC: Institute for International Economics.\r\nWilliamson, J. (1988), “Balance-of-Payments Crises and Monetary Policy Reactions in a Model with Imperfect Substitutability between Domestic and Foreign Bonds”, Economics Letters 26, pp.77-81.
描述 碩士
國立政治大學
經濟學系
87258019
資料來源 http://thesis.lib.nccu.edu.tw/record/#A2002001807
資料類型 thesis
dc.contributor.advisor 方中柔zh_TW
dc.contributor.author (Authors) 周玉梅zh_TW
dc.creator (作者) 周玉梅zh_TW
dc.date (日期) 2000en_US
dc.date.accessioned 31-Mar-2016 16:45:36 (UTC+8)-
dc.date.available 31-Mar-2016 16:45:36 (UTC+8)-
dc.date.issued (上傳時間) 31-Mar-2016 16:45:36 (UTC+8)-
dc.identifier (Other Identifiers) A2002001807en_US
dc.identifier.uri (URI) https://ah.lib.nccu.edu.tw/item?item_id=92974-
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) 87258019zh_TW
dc.description.abstract (摘要) 本文係以Sutherland (1995)的模型為基礎，放寬資本完全移動的特殊假定，引進總合供給面的隨機性干擾，據以探討名目工資僵固、實質工資僵固及充分就業三種情況下，當經濟體系遭逢來自於貨幣需求面、商品需求面乃至於總合供給面外生隨機性干擾的衝擊之際，以本國物價水準穩定為政策目標的央行，於採行物價目標區政策後，對各總體變數的穩定效果為何。zh_TW
dc.description.tableofcontents 封面頁\r\n證明書\r\n致謝詞\r\n論文摘要\r\n目錄\r\n圖目錄\r\n第一章 緒論\r\n第一節 研究動機與目的\r\n第二節 本文架構\r\n第二章 文獻回顧\r\n第三章 理論模型\r\n第一節 模型設定\r\n第二節 模型求解\r\n第四章 名目工資僵固模型\r\n第一節 模型設定\r\n第二節 貨幣需求面的干擾\r\n第三節 商品需求面的干擾\r\n第四節 總合供給面的干擾\r\n第五章 實質工資僵固模型\r\n第一節 模型設定\r\n第二節 貨幣需求面的干擾\r\n第三節 商品需求面的干擾\r\n第四節 總合供給面的干擾\r\n第六章 充分就業模型\r\n第一節 模型設定\r\n第二節 貨幣需求面的干擾\r\n第三節 商品需求面的干擾\r\n第四節 總合供給面的干擾\r\n第七章 結論與檢討\r\n圖形\r\n參考文獻zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#A2002001807en_US
dc.subject (關鍵詞) 物價目標區zh_TW
dc.subject (關鍵詞) price target zoneen_US
dc.title (題名) 物價目標區下的政策穩定性zh_TW
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 一、 中文部分：\r\n陳寶媛 (1993)，〈資本非自由移動下匯率目標區之動態效果〉，國立中正大學國際經濟學研究所碩士論文。\r\n陳淑華 (1996)，〈匯率目標區與物價目標區政策的抉擇〉，私立輔仁大學經濟學研究所碩士論文。\r\n賴景昌 (1993)，〈國際金融理論─基礎篇〉，台北茂昌圖書有限公司。\r\n賴景昌 (1994)，〈國際金融理論─進階篇〉，台北茂昌圖書有限公司。\r\n二、 英文部分：\r\nAgenor, P.R., Bhandari, J.S. and Flood, R.P. (1992), “Speculative Attacks and Models of Balance-of-Payments Crises”, IMF Staff Papers 39, pp.357-394.\r\nAizenman, J. and Frenkel, J.A. (1985), “Optimal Wage Indexation, Foreign Exchange Market Intervention, and Monetary Policy”, American Economic Review 75, pp.402-423.\r\nBlackburn, K. (1988), “Collapsing Exchange Rate Regimes and Exchange Rate Dynamics: Some Further Examples”, Journal of International Money and Finance 7, pp.373-385.\r\nBlackburn, K. and Sola, M. (1993), “Speculative Currency Attacks and Balance of Paments Crises”, Journal of Economic Surveys 7, pp.119-144.\r\nCasas, F.R. (1977), “Capital Mobility and Stabilization Policies under Floating Exchange Rates”, International Economic Review 16, pp.683-698.\r\nClaes Berg , Lars Jonung (1999), “Pioneering price level targeting: The Swedish experience 1931-1937”. Journal of Monetary Economics 43 , pp.525-551.\r\nChen, C.N., Lai, C.C. and Chang, W.Y. (1987), “The Tight Money Effect, Wage Indexation, and Macroeconomic Policy: The Fleming Model Revisited”, Journal of Economic Studies 14, pp.54-62.\r\nDornbusch, R. (1976), “Expectations and Exchange Rate Dynamics”, Journal of Political Economy 84, pp.1161-1176.\r\nFlood, R. P. and Garber, P. M. (1992), “The Linkage Between Speculative Attack and Target Zones Models of Exchange Rates: Some Extended Results”. In Krugman, P. and Miller, M., editor, Exchange Rate Targets and Currency Bands, page 17-28. Cambridge: Cambridge University Press.\r\nFlood, R. P. and Garber, P. M. (1991), “The Linkage Between Speculative Attack and Target Zones Models of Exchange Rates”. Quarterly Journal of Economics106, pp.1367-1372.\r\nFrenkel, J.A. and Goldstein, M. (1986), “A Guide to Target Zones”, IMF Staff Papers 33, pp.633-673.\r\nFrenkel, J.A. and Rodriguez, C.A. (1982), “Exchange Rate Dynamics and the Overshooting Hypothesis”, IMF Staff Paper 29, pp.1-30.\r\nFroot, K.A. and Obstfeld, M. (1991a), “Exchange Rate Dynamics under Stochastic Regime Shift: A Unified Approach”, Journal of International Economics 31, pp.203-229.\r\nFroot, K.A. and Obstfeld, M. (1991b), “Stochastic Process Switching: Some Simple Solutions”, Econometrica 59, pp.241-250.\r\nGerlach, S. (1994), “On the Symmetry Between Inflation and Exchange Rate Targets”, Economics Letters 44 , pp.133-137.\r\nGirton, L. and Roper D. (1977), “A Monetary Model of Exchange Market Pressure Applied to the Postwar Canadian Experience”, American Economic Review 67, pp.537-548.\r\nKlein, M. W. (1990), “Playing with the Band: Dynamic Effects of Target Zones in an Open Economy”. International Economic Review 31, pp.757-772.\r\nKreinin, M.E. and Officer, H.O. (1978), “The Monetary Approach to the Balance-of-Payment A Survey”, Princeton Studies in International Finance 43, Princeton University.\r\nKrugman, P. (1991), “Target Zones and Exchange Rate Dynamics”. Quarterly Journal of Economics, pages 669-682.\r\nKrugman, P. and Rotemberg, J. (1992), “Speculative Attacks on Target Zones”, in: Krugman, P. and Miller, M. eds., Exchange Rate Targets and Currency Bands, pp.117-132. Cambridge: Cambridge University Press.\r\nMiller, M. and P. Weller,. (1991a), “Currency Bands, Target Zones, and Price Flexibility”, IMF Staff Papers 38, pp.184-215.\r\nMiller, M. and P. Weller, (1991b), “Exchange Rate Bands with Price Inertia”, The Economic Journal 101, pp.1380-1399.\r\nPessach, S. and Razin, A. (1994), “Targeting the Exchange Rate under Inflation”, Review of International Economics 2, pp.40-49.\r\nPruvis, D.G. (1979), “Wage Responsiveness and the Insulation Properties of a Flexible Exchange Rate”, in Lindbeck, A. ed., Inflation and Employment in Open Economies, pp.225-245. Amsterdam: North-Holland.\r\nSalop, J. (1974), “Devaluation and the Balance of Trade under Flexible Wages”, in Horwich, G. and Samuelson, P.A. eds., Trade, Stability, and Macroeconomics: Essays in Honor of Lloyd A, Metzler, pp.129-151. New-York: Academic Press.\r\nSutherland, A. (1994), “Target Zone Models with Price Inertia: Solutions and Testable Implications”. Economic Journal, page 96-112.\r\nSutherland, A. (1995), “Monetary and Real Shocks and Optimal Target Zone”. European Economic Review, pages 161-172.\r\nSvensson Lars, E.O. (1991), “Target Zones and Interest Rate Variability”, Journal of International Economics 31, pp.27-54.\r\nSvensson Lars, E.O. (1997), “Inflation Forecast Targeting: Implementing and Monitoring Inflation Targets”. European Economic Review 41 pp.1111-1146.\r\nSvensson Lars E.O. (1999), “Price-Level Targeting versus Inflation Targeting: A Free Lunch?” Journal of Money, Credit, and Banking 31 pp.277-295.\r\nTurnovsky, S.J. (1983), “Wage Indexation and Exchange Market Intervention in a Small Open Economy”, Canadian Journal of Economics 16, pp.574-592.\r\nWilliamson, J. (1985), The Exchange Rate System, Washington DC: Institute for International Economics.\r\nWilliamson, J. (1988), “Balance-of-Payments Crises and Monetary Policy Reactions in a Model with Imperfect Substitutability between Domestic and Foreign Bonds”, Economics Letters 26, pp.77-81.zh_TW