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題名 農產品價格目標區之經濟穩定性：聯立隨機微分方程之應用
作者 謝政昇
貢獻者 方中柔
謝政昇
關鍵詞 目標區
農產品價格
蜜月效果
日期 2001
上傳時間 15-Apr-2016 16:05:01 (UTC+8)
參考文獻 彭作奎（1991）， 《農產品價格理論與分析》。台北：茂昌。
賴景昌（1994）， 《國際金融理論：進階篇》。台北：茂昌。
Bertola, G. and Caballero, R.（1992）, ”Target Zone and Realignments,” The American Economic Review 82, pp.5 20-536.
Delgado, F. and Dumas, B.（1993), “Monetary Contracting Between Central Banks and the Design of Sustainable Exchange-Rate Zones,” Journal of International Economics 34 , pp. 201-224.
Dornbusch, R.（1976a), “Expectations and Exchange Rate Dynamics,” Journal of Political Economy 84, pp. 1161-1176.
Dornbusch, R.（1976a), “The Theory of Flexible Exchange Rate Regimes and Macroeconomics Policy,” Scandinavian Journal of Economics 78, pp. 225-275.
Dornbusch, R.（1986),”Special Exchange Rates for Capital Account Transactions,” World Bank Economic Review 1, pp. 1-27.
Flood, R. P. and Garber, P. M.（1983), “A Model of Stochastic Process Switching,” Econometrica 51, pp. 537-551.
Flood, R. P. and Garber, P. M.（1984),”Collapsing Exchange-Rate Regimes: Some Linear Example,” Journal of International Economics 17, pp. 1-13.
Flood, R. P. and Garber, P. M.（1991),”The Linkage Between Speculative Attack and Target Zone Models of Exchange Rates,” Quarterly Journal of Economics 106, pp. 1367-1372.
Frenkel, J. A.（1986), “Expectations and Commodity Price Dynamics: The Overshooting Model.” American Journal of Agricultural Economics 68, pp. 344-348.
Frenkel, J. A.（1987),”Expectations and Commodity Price Dynamics: The Overshooting Model: Reply.” American Journal of Agricultural Economics 69, pp. 856.
Frenkel, J. A. and Goldstein, M. (1986), “A Guide to Target Zones,” IMF Staff Paper 33, pp. 633-673.
Froot, K. A. and Obstfeld, M.（1991a), “Exchange-Rate Dynamics under Stochastic Regime Shifts: 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.
Kempa, B. and Nelles, M.（1998）, “On The Viability of Exchange Rate Target Zone in a Mundell-Fleming Model with Stochastic Output Shocks,” Journal of Policy Modeling 20(5), pp. 603-619.
Kempa, B. and Nelles, M.（1999), “The Theory of Exchange Rate Target Zones,” Journal of Economics Surveys, 13 pp. 173-210.
Kempa, B., Nelles, M. and Pierdzioch, C.,（1997),”An Analytical Approximation of Target Zone Exchange Rate Function: The Technique of Collocation,” Economics Letter, 57, pp.339-343.
Kempa, B., Nelles, M. and Pierdzioch, C.,（1999),”Exchange Rate Target Zones and Stock Price Volatility,” International Journal of Finance and Economics, 4, pp. 297-311.
Klein, M. W.（1990), “Playing with The Band: Dynamic Effects of Target Zone in an Open Economy,” International Economic Review 31, pp. 757-772.
Krugman, P.（1991), “Target Zone and Exchange Rate Dynamics,” Quarterly Journal of Economics 106, pp. 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.
Lai, C. C., Hu, S. W. and Wang, V.,（1996), “Commodity Price Dynamics and Anticipated Shocks,” American Journal of Agricultural Economics 78, pp. 982-990.
Lai, C. C., Hu, S. W.（2000), “The Overshooting Hypothesis of Agricultural Prices: The Role of Asset Substitutability,” Mimeo.
Massel, B. F.（1969), “Price Stabilization and Welfare,” Quarterly Journal of Economics 83, pp. 284-298.
Miller, M. and Weller, P.（1991a), “Currency Bands, Target Zones, and Price Flexibility,” IMF Staff Papers 38, pp. 184-215.
Miller, M. and Weller, P.（1991b), “Exchange Rate Bands with Price Inertia,” Economic Journal, pp. 1380-1399.
Miller, M. and Weller, P.（1995）, “Stochastic Saddlepoint Systems Stabilization Policy and The Stock Market,” Journal of Economic Dynamics and Control, pp. 279-302.
Newbery, D. M. G. and Stiglitz, J. E.（1981), “The Theory of Commodity Price Stabilization: A Study in The Economics of Risk,” Oxford University Press.
Oi, W. Y.（1961）, “The Desirability of Price Instability under Perfect Competition,” Econometrica 29, pp. 58-64.
Pessach, S. and Razin, A.（1994), “Targeting the Exchange Rate under Inflation,” Review of International Economics 2, pp. 40-49.
Sutherland, A.（1995), “Monetary and Real Shocks and Optimal Target Zone,” European Economic Review 39, pp. 161-172.
Svensson, L. E. O. (1991), “Target Zones and Interest Rate Variability,” Journal Of International Economics 31, pp. 27-54.
Waugh, F. V.（1994), “Does the Consumer Benefit from Price Instability,” Quarterly Journal of Economics 58, pp. 602-614.
Williamson, J.（1985), The Exchange Rate System, Washington DC: Institute for International Economics.
描述 碩士
國立政治大學
經濟學系
88258006
資料來源 http://thesis.lib.nccu.edu.tw/record/#A2002001213
資料類型 thesis
dc.contributor.advisor 方中柔zh_TW
dc.contributor.author (Authors) 謝政昇zh_TW
dc.creator (作者) 謝政昇zh_TW
dc.date (日期) 2001en_US
dc.date.accessioned 15-Apr-2016 16:05:01 (UTC+8)-
dc.date.available 15-Apr-2016 16:05:01 (UTC+8)-
dc.date.issued (上傳時間) 15-Apr-2016 16:05:01 (UTC+8)-
dc.identifier (Other Identifiers) A2002001213en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/85005-
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) 88258006zh_TW
dc.description.tableofcontents 封面頁
證明書
致謝詞
目錄
第一章 研究動機及目的
第二章 文獻回顧
第三章 理論架構
第四章 農產品價格目標區的推導與其經濟穩定性
第一節 非隨機動態路徑
第二節 隨機動態路徑
第三節 農產品價格目標區的宣告與其影響
第四節 農產品價格浮動、固定與目標區政策效果分析
第五章 結論
附錄
參考文獻		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#A2002001213en_US
dc.subject (關鍵詞) 目標區zh_TW
dc.subject (關鍵詞) 農產品價格zh_TW
dc.subject (關鍵詞) 蜜月效果zh_TW
dc.title (題名) 農產品價格目標區之經濟穩定性：聯立隨機微分方程之應用zh_TW
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 彭作奎（1991）， 《農產品價格理論與分析》。台北：茂昌。
賴景昌（1994）， 《國際金融理論：進階篇》。台北：茂昌。
Bertola, G. and Caballero, R.（1992）, ”Target Zone and Realignments,” The American Economic Review 82, pp.5 20-536.
Delgado, F. and Dumas, B.（1993), “Monetary Contracting Between Central Banks and the Design of Sustainable Exchange-Rate Zones,” Journal of International Economics 34 , pp. 201-224.
Dornbusch, R.（1976a), “Expectations and Exchange Rate Dynamics,” Journal of Political Economy 84, pp. 1161-1176.
Dornbusch, R.（1976a), “The Theory of Flexible Exchange Rate Regimes and Macroeconomics Policy,” Scandinavian Journal of Economics 78, pp. 225-275.
Dornbusch, R.（1986),”Special Exchange Rates for Capital Account Transactions,” World Bank Economic Review 1, pp. 1-27.
Flood, R. P. and Garber, P. M.（1983), “A Model of Stochastic Process Switching,” Econometrica 51, pp. 537-551.
Flood, R. P. and Garber, P. M.（1984),”Collapsing Exchange-Rate Regimes: Some Linear Example,” Journal of International Economics 17, pp. 1-13.
Flood, R. P. and Garber, P. M.（1991),”The Linkage Between Speculative Attack and Target Zone Models of Exchange Rates,” Quarterly Journal of Economics 106, pp. 1367-1372.
Frenkel, J. A.（1986), “Expectations and Commodity Price Dynamics: The Overshooting Model.” American Journal of Agricultural Economics 68, pp. 344-348.
Frenkel, J. A.（1987),”Expectations and Commodity Price Dynamics: The Overshooting Model: Reply.” American Journal of Agricultural Economics 69, pp. 856.
Frenkel, J. A. and Goldstein, M. (1986), “A Guide to Target Zones,” IMF Staff Paper 33, pp. 633-673.
Froot, K. A. and Obstfeld, M.（1991a), “Exchange-Rate Dynamics under Stochastic Regime Shifts: 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.
Kempa, B. and Nelles, M.（1998）, “On The Viability of Exchange Rate Target Zone in a Mundell-Fleming Model with Stochastic Output Shocks,” Journal of Policy Modeling 20(5), pp. 603-619.
Kempa, B. and Nelles, M.（1999), “The Theory of Exchange Rate Target Zones,” Journal of Economics Surveys, 13 pp. 173-210.
Kempa, B., Nelles, M. and Pierdzioch, C.,（1997),”An Analytical Approximation of Target Zone Exchange Rate Function: The Technique of Collocation,” Economics Letter, 57, pp.339-343.
Kempa, B., Nelles, M. and Pierdzioch, C.,（1999),”Exchange Rate Target Zones and Stock Price Volatility,” International Journal of Finance and Economics, 4, pp. 297-311.
Klein, M. W.（1990), “Playing with The Band: Dynamic Effects of Target Zone in an Open Economy,” International Economic Review 31, pp. 757-772.
Krugman, P.（1991), “Target Zone and Exchange Rate Dynamics,” Quarterly Journal of Economics 106, pp. 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.
Lai, C. C., Hu, S. W. and Wang, V.,（1996), “Commodity Price Dynamics and Anticipated Shocks,” American Journal of Agricultural Economics 78, pp. 982-990.
Lai, C. C., Hu, S. W.（2000), “The Overshooting Hypothesis of Agricultural Prices: The Role of Asset Substitutability,” Mimeo.
Massel, B. F.（1969), “Price Stabilization and Welfare,” Quarterly Journal of Economics 83, pp. 284-298.
Miller, M. and Weller, P.（1991a), “Currency Bands, Target Zones, and Price Flexibility,” IMF Staff Papers 38, pp. 184-215.
Miller, M. and Weller, P.（1991b), “Exchange Rate Bands with Price Inertia,” Economic Journal, pp. 1380-1399.
Miller, M. and Weller, P.（1995）, “Stochastic Saddlepoint Systems Stabilization Policy and The Stock Market,” Journal of Economic Dynamics and Control, pp. 279-302.
Newbery, D. M. G. and Stiglitz, J. E.（1981), “The Theory of Commodity Price Stabilization: A Study in The Economics of Risk,” Oxford University Press.
Oi, W. Y.（1961）, “The Desirability of Price Instability under Perfect Competition,” Econometrica 29, pp. 58-64.
Pessach, S. and Razin, A.（1994), “Targeting the Exchange Rate under Inflation,” Review of International Economics 2, pp. 40-49.
Sutherland, A.（1995), “Monetary and Real Shocks and Optimal Target Zone,” European Economic Review 39, pp. 161-172.
Svensson, L. E. O. (1991), “Target Zones and Interest Rate Variability,” Journal Of International Economics 31, pp. 27-54.
Waugh, F. V.（1994), “Does the Consumer Benefit from Price Instability,” Quarterly Journal of Economics 58, pp. 602-614.
Williamson, J.（1985), The Exchange Rate System, Washington DC: Institute for International Economics.		zh_TW