Publications-Theses

Article View/Open

Publication Export

Google ScholarTM

NCCU Library

Citation Infomation

Related Publications in TAIR

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:
     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。
     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。
     賴景昌 (1993),〈國際金融理論─基礎篇〉,台北茂昌圖書有限公司。
     賴景昌 (1994),〈國際金融理論─進階篇〉,台北茂昌圖書有限公司。
     二、 英文部分:
     Agenor, 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.
     Aizenman, J. and Frenkel, J.A. (1985), “Optimal Wage Indexation, Foreign Exchange Market Intervention, and Monetary Policy”, American Economic Review 75, pp.402-423.
     Blackburn, K. (1988), “Collapsing Exchange Rate Regimes and Exchange Rate Dynamics: Some Further Examples”, Journal of International Money and Finance 7, pp.373-385.
     Blackburn, K. and Sola, M. (1993), “Speculative Currency Attacks and Balance of Paments Crises”, Journal of Economic Surveys 7, pp.119-144.
     Casas, F.R. (1977), “Capital Mobility and Stabilization Policies under Floating Exchange Rates”, International Economic Review 16, pp.683-698.
     Claes Berg , Lars Jonung (1999), “Pioneering price level targeting: The Swedish experience 1931-1937”. Journal of Monetary Economics 43 , pp.525-551.
     Chen, 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.
     Dornbusch, R. (1976), “Expectations and Exchange Rate Dynamics”, Journal of Political Economy 84, pp.1161-1176.
     Flood, 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.
     Flood, 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.
     Frenkel, J.A. and Goldstein, M. (1986), “A Guide to Target Zones”, IMF Staff Papers 33, pp.633-673.
     Frenkel, J.A. and Rodriguez, C.A. (1982), “Exchange Rate Dynamics and the Overshooting Hypothesis”, IMF Staff Paper 29, pp.1-30.
     Froot, K.A. and Obstfeld, M. (1991a), “Exchange Rate Dynamics under Stochastic Regime Shift: A Unified Approach”, Journal of International Economics 31, pp.203-229.
     Froot, K.A. and Obstfeld, M. (1991b), “Stochastic Process Switching: Some Simple Solutions”, Econometrica 59, pp.241-250.
     Gerlach, S. (1994), “On the Symmetry Between Inflation and Exchange Rate Targets”, Economics Letters 44 , pp.133-137.
     Girton, 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.
     Klein, M. W. (1990), “Playing with the Band: Dynamic Effects of Target Zones in an Open Economy”. International Economic Review 31, pp.757-772.
     Kreinin, 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.
     Krugman, P. (1991), “Target Zones and Exchange Rate Dynamics”. Quarterly Journal of Economics, pages 669-682.
     Krugman, 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.
     Miller, M. and P. Weller,. (1991a), “Currency Bands, Target Zones, and Price Flexibility”, IMF Staff Papers 38, pp.184-215.
     Miller, M. and P. Weller, (1991b), “Exchange Rate Bands with Price Inertia”, The Economic Journal 101, pp.1380-1399.
     Pessach, S. and Razin, A. (1994), “Targeting the Exchange Rate under Inflation”, Review of International Economics 2, pp.40-49.
     Pruvis, 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.
     Salop, 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.
     Sutherland, A. (1994), “Target Zone Models with Price Inertia: Solutions and Testable Implications”. Economic Journal, page 96-112.
     Sutherland, A. (1995), “Monetary and Real Shocks and Optimal Target Zone”. European Economic Review, pages 161-172.
     Svensson Lars, E.O. (1991), “Target Zones and Interest Rate Variability”, Journal of International Economics 31, pp.27-54.
     Svensson Lars, E.O. (1997), “Inflation Forecast Targeting: Implementing and Monitoring Inflation Targets”. European Economic Review 41 pp.1111-1146.
     Svensson Lars E.O. (1999), “Price-Level Targeting versus Inflation Targeting: A Free Lunch?” Journal of Money, Credit, and Banking 31 pp.277-295.
     Turnovsky, S.J. (1983), “Wage Indexation and Exchange Market Intervention in a Small Open Economy”, Canadian Journal of Economics 16, pp.574-592.
     Williamson, J. (1985), The Exchange Rate System, Washington DC: Institute for International Economics.
     Williamson, 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) http://nccur.lib.nccu.edu.tw/handle/140.119/83476-
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
     證明書
     致謝詞
     論文摘要
     目錄
     圖目錄
     第一章 緒論
     第一節 研究動機與目的
     第二節 本文架構
     第二章 文獻回顧
     第三章 理論模型
     第一節 模型設定
     第二節 模型求解
     第四章 名目工資僵固模型
     第一節 模型設定
     第二節 貨幣需求面的干擾
     第三節 商品需求面的干擾
     第四節 總合供給面的干擾
     第五章 實質工資僵固模型
     第一節 模型設定
     第二節 貨幣需求面的干擾
     第三節 商品需求面的干擾
     第四節 總合供給面的干擾
     第六章 充分就業模型
     第一節 模型設定
     第二節 貨幣需求面的干擾
     第三節 商品需求面的干擾
     第四節 總合供給面的干擾
     第七章 結論與檢討
     圖形
     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:
     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。
     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。
     賴景昌 (1993),〈國際金融理論─基礎篇〉,台北茂昌圖書有限公司。
     賴景昌 (1994),〈國際金融理論─進階篇〉,台北茂昌圖書有限公司。
     二、 英文部分:
     Agenor, 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.
     Aizenman, J. and Frenkel, J.A. (1985), “Optimal Wage Indexation, Foreign Exchange Market Intervention, and Monetary Policy”, American Economic Review 75, pp.402-423.
     Blackburn, K. (1988), “Collapsing Exchange Rate Regimes and Exchange Rate Dynamics: Some Further Examples”, Journal of International Money and Finance 7, pp.373-385.
     Blackburn, K. and Sola, M. (1993), “Speculative Currency Attacks and Balance of Paments Crises”, Journal of Economic Surveys 7, pp.119-144.
     Casas, F.R. (1977), “Capital Mobility and Stabilization Policies under Floating Exchange Rates”, International Economic Review 16, pp.683-698.
     Claes Berg , Lars Jonung (1999), “Pioneering price level targeting: The Swedish experience 1931-1937”. Journal of Monetary Economics 43 , pp.525-551.
     Chen, 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.
     Dornbusch, R. (1976), “Expectations and Exchange Rate Dynamics”, Journal of Political Economy 84, pp.1161-1176.
     Flood, 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.
     Flood, 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.
     Frenkel, J.A. and Goldstein, M. (1986), “A Guide to Target Zones”, IMF Staff Papers 33, pp.633-673.
     Frenkel, J.A. and Rodriguez, C.A. (1982), “Exchange Rate Dynamics and the Overshooting Hypothesis”, IMF Staff Paper 29, pp.1-30.
     Froot, K.A. and Obstfeld, M. (1991a), “Exchange Rate Dynamics under Stochastic Regime Shift: A Unified Approach”, Journal of International Economics 31, pp.203-229.
     Froot, K.A. and Obstfeld, M. (1991b), “Stochastic Process Switching: Some Simple Solutions”, Econometrica 59, pp.241-250.
     Gerlach, S. (1994), “On the Symmetry Between Inflation and Exchange Rate Targets”, Economics Letters 44 , pp.133-137.
     Girton, 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.
     Klein, M. W. (1990), “Playing with the Band: Dynamic Effects of Target Zones in an Open Economy”. International Economic Review 31, pp.757-772.
     Kreinin, 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.
     Krugman, P. (1991), “Target Zones and Exchange Rate Dynamics”. Quarterly Journal of Economics, pages 669-682.
     Krugman, 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.
     Miller, M. and P. Weller,. (1991a), “Currency Bands, Target Zones, and Price Flexibility”, IMF Staff Papers 38, pp.184-215.
     Miller, M. and P. Weller, (1991b), “Exchange Rate Bands with Price Inertia”, The Economic Journal 101, pp.1380-1399.
     Pessach, S. and Razin, A. (1994), “Targeting the Exchange Rate under Inflation”, Review of International Economics 2, pp.40-49.
     Pruvis, 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.
     Salop, 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.
     Sutherland, A. (1994), “Target Zone Models with Price Inertia: Solutions and Testable Implications”. Economic Journal, page 96-112.
     Sutherland, A. (1995), “Monetary and Real Shocks and Optimal Target Zone”. European Economic Review, pages 161-172.
     Svensson Lars, E.O. (1991), “Target Zones and Interest Rate Variability”, Journal of International Economics 31, pp.27-54.
     Svensson Lars, E.O. (1997), “Inflation Forecast Targeting: Implementing and Monitoring Inflation Targets”. European Economic Review 41 pp.1111-1146.
     Svensson Lars E.O. (1999), “Price-Level Targeting versus Inflation Targeting: A Free Lunch?” Journal of Money, Credit, and Banking 31 pp.277-295.
     Turnovsky, S.J. (1983), “Wage Indexation and Exchange Market Intervention in a Small Open Economy”, Canadian Journal of Economics 16, pp.574-592.
     Williamson, J. (1985), The Exchange Rate System, Washington DC: Institute for International Economics.
     Williamson, 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