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題名 貨幣政策對產出物價的非對稱性效果
Asymmetric Effects of Monetary Policy
作者 趙志偉
Chao, Chih-Wei
貢獻者 沈中華
Shen Chung-Hua
趙志偉
Chao, Chih-Wei
關鍵詞 貨幣政策
產出
物價
不對稱性
monetary policy
output
asymmetry
inflation
日期 1995
上傳時間 28-Apr-2016 15:11:22 (UTC+8)
摘要 本文目的主要是探討貨幣政策對產出、 物價是否具有非對稱性的效果，進而希望尋求貨幣政策的合理取向。 我們探討的不對稱性有兩類，第一類是研究寬鬆貨幣政策與緊縮貨幣政策是否有不對稱性效果， 第二類是探討在金融市場繁榮期與蕭條期， 貨幣政策政策效果是否具有不對稱性，至於貨幣政策亦區分為「貨幣政策干擾」和「貨幣市場變數」兩種。
參考文獻 一、中文部份
     1.林宗耀、李榮謙，貨幣政策的效力與限度，民國七十九年，中央銀行季刊第12 卷第2期。
     2. 林宗耀，貨幣需求與信用卡本質之探討，民國八十一年，中央銀行季刊第15 卷第4期。
     3. 邱正雄、侯德潛，金融自由化下之物價、貨幣與貨幣政策之施行一一臺灣經驗，民國八十一年，中央銀行季刊第14卷第4期。
     4. 沈中華，貨幣政策與反應、函數:臺灣的實證分析，民國八十一年臺灣銀行季刊第44卷第2期。
     5. 沈中華，貨幣對產出的頑強性檢定-SVAR-VECM模型的應用，臺灣地區金融及財政政策學術研討會，民國八十一年十一月。
     6. 施燕、彭德明，貨幣政策效力的傳遞過程一兼述我國當前貨幣現象與問題，民國七十九年，中央銀行季刊第12 卷第2期。
     7. 許振明，貨幣政策與物價一向量自我迴歸(VAR)模型之實證分析，國內經濟研討會，中華經濟研究院，民國八十一年。
     8. 陳華倫，貨幣政策指標的建立與貨幣政策反應函數，國立中央大學產業經濟研究所未出版論文，民國八十四年六月。
     
     二、英文部份
     l.Ball, L. and Mankiw, N. G.(1994), "Asymmetric Price Adjustment
     and Economic Fluctuations." The Economic Journal 104(March
     1994 ):247-261.
     2.Barro, R. J. and Rush, M. (1980), "Unanticipated Money and
     Economic Activity." In Rational Expectations and Economic Policy,
     edited by Fischer, S. 23-48. Chicago: University of Chi go Press.
     3.Bernake, B. and Blinder, A. (1992), "The Federal Funds Rate and the
     Channels of Monetary Transmission." American Economic Review
     82,82:901-921 ,September.
     4.Boschen,1. and Mills, L(1993), "The Narrative Apporach to Evalvating
     Monetary Policy : Consistency of Interpretation and the Relation to
     Monetary Activity." Federal Reserve Bank of Working Richmond, Paper.
     5.Caballero, R. J. and Engel, E. M. R. A.(1992), "Price Rigidities
     Asymmetries, and Output Fluctutions." Technical Report, Working
     Paper No.4091 ,June.
     6.Chang, C. P. and Zhang, H.(1995), "The Stock Market Policy : The
     Role of Macroeconomic State." Federal Reserve Bank of Dallas
     Southwest Economy, October, 1-20.
     7.Choi, G.,H. S. Jee, and S. H. Kim.(1990), "The Composite Financial
     Indicator and the Leading Financial Indicator." Working Paper No.5,
     Daewoo Research Institute.
     8.Choi, G. (1993), "The Composite Financial Indicators: Diagosis and
     Prediction." Research in International Business and Finance, Vol 10,
     253-275.
     9.Cover, J. P.(l992), "Asymmetric Effects of Positive and Negative
     Money- Supply Shocks." The Quarterly Journal of Economics 107:
     1261-1282,November.
     10.Delong, J. B. and Summers, L. H. (1988), "How Does Macro Economic
     Policy Affect Output?" Brookings Paper on Economic
     Activiry,2:433-494.
     11.Friedman, M. and Schwartz, A. J.(1963), "A Monetary History of the
     United States, 1867-1960. Technical Report, Princeton: Princeton
     University Press.
     12.King, R. G. and Plosser, C.(1984) "Money, Credit and Price in Real
     Business Cycle." American Economic Review, 74:363-380, June.
     13.Mishkin, F. S. (1982), "Does Anticipated Monetary Policy Matter?
     An Econometric Investigation. Journal 0/ Political Economy,90: 22-50.
     14.Morgan, D. P. (1993), "Asymmetric Effects of Monetary Policy."
     Federal Reserve Bank of Kansas City Economic Review 78:20-33.
     15.Romer, C. D. and Romer, D. H. (1989) "Does Monetary Policy
     Matter? A New Test in the Spirit of Friedman and Schwartz."
     NBER Macroeconomics Annual 4: 121-170.
     16.Rhee, W. and Rich, R. W.(1995), "Inflation and the Asymmetric
     Effects of Money on Output Fluctions." Journal 0/ Macroeconomics,
     vol 17:683-702.
     17.Rhee, W. (1995), "Asymmetric Effects of Money on Inflation:
     Evidence From Korean Data." International Economic Journal, vol 9:
     31-43.
     18.Shen, C. H. and D. Hakes. (1995), "Monetary Policy as a Decision Making
     Hierarchy: The Case of Taiwan." JOlll11alofMacroeconoJJlics,
     vol 17:357-368.
     19.Tobin, J. (1970), "Money and Income: Post Hoc, Ergo Proper
     Hoc?" Querterly Journal o/Economics, 84:301-317, May.
     20. Tsiddon, D. (1993) "The (Mis )Behavior of the Agreegate Price
     Level." Review of Economic Studies :889-902.
描述 碩士
國立政治大學
金融研究所
83357010
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002002877
資料類型 thesis
dc.contributor.advisor 沈中華zh_TW
dc.contributor.advisor Shen Chung-Huaen_US
dc.contributor.author (Authors) 趙志偉zh_TW
dc.contributor.author (Authors) Chao, Chih-Weien_US
dc.creator (作者) 趙志偉zh_TW
dc.creator (作者) Chao, Chih-Weien_US
dc.date (日期) 1995en_US
dc.date.accessioned 28-Apr-2016 15:11:22 (UTC+8)-
dc.date.available 28-Apr-2016 15:11:22 (UTC+8)-
dc.date.issued (上傳時間) 28-Apr-2016 15:11:22 (UTC+8)-
dc.identifier (Other Identifiers) B2002002877en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/87560-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 金融研究所zh_TW
dc.description (描述) 83357010zh_TW
dc.description.abstract (摘要) 本文目的主要是探討貨幣政策對產出、 物價是否具有非對稱性的效果，進而希望尋求貨幣政策的合理取向。 我們探討的不對稱性有兩類，第一類是研究寬鬆貨幣政策與緊縮貨幣政策是否有不對稱性效果， 第二類是探討在金融市場繁榮期與蕭條期， 貨幣政策政策效果是否具有不對稱性，至於貨幣政策亦區分為「貨幣政策干擾」和「貨幣市場變數」兩種。zh_TW
dc.description.tableofcontents 第一章緒論
     第一節研究動機與目的..........1
     第二節研究架構..........3
     第二章文獻探討
     第一節國外相關文獻探討..........4
     第三章貨幣政策指標與金融綜合指標的建立
     第一節建立貨幣政策指標之目的的方法..........13
     第二節貨幣政策指標的建立..........19
     第三節建立金融綜合指標之目的與方法..........21
     第四節金融綜合指標的建立..........25
     第四章研究方法
     第一節實證模型..........29
     第二節資料說明與處理..........43
     第五章實證結果
     第一節貨幣政策對產生的非對稱性效果..........44
     第二節不同金融狀態下貨幣政策對產出的非對稱性效果..........55
     第三節貨幣政策對物價的非對稱性效果..........62
     第四節不同金融狀態下貨幣政策對物價的非對稱性效果..........67
     第六章結論與建議
     第一節結論..........73
     第二節建議..........76
     參考文獻..........78		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002002877en_US
dc.subject (關鍵詞) 貨幣政策zh_TW
dc.subject (關鍵詞) 產出zh_TW
dc.subject (關鍵詞) 物價zh_TW
dc.subject (關鍵詞) 不對稱性zh_TW
dc.subject (關鍵詞) monetary policyen_US
dc.subject (關鍵詞) outputen_US
dc.subject (關鍵詞) asymmetryen_US
dc.subject (關鍵詞) inflationen_US
dc.title (題名) 貨幣政策對產出物價的非對稱性效果zh_TW
dc.title (題名) Asymmetric Effects of Monetary Policyen_US
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 一、中文部份
     1.林宗耀、李榮謙，貨幣政策的效力與限度，民國七十九年，中央銀行季刊第12 卷第2期。
     2. 林宗耀，貨幣需求與信用卡本質之探討，民國八十一年，中央銀行季刊第15 卷第4期。
     3. 邱正雄、侯德潛，金融自由化下之物價、貨幣與貨幣政策之施行一一臺灣經驗，民國八十一年，中央銀行季刊第14卷第4期。
     4. 沈中華，貨幣政策與反應、函數:臺灣的實證分析，民國八十一年臺灣銀行季刊第44卷第2期。
     5. 沈中華，貨幣對產出的頑強性檢定-SVAR-VECM模型的應用，臺灣地區金融及財政政策學術研討會，民國八十一年十一月。
     6. 施燕、彭德明，貨幣政策效力的傳遞過程一兼述我國當前貨幣現象與問題，民國七十九年，中央銀行季刊第12 卷第2期。
     7. 許振明，貨幣政策與物價一向量自我迴歸(VAR)模型之實證分析，國內經濟研討會，中華經濟研究院，民國八十一年。
     8. 陳華倫，貨幣政策指標的建立與貨幣政策反應函數，國立中央大學產業經濟研究所未出版論文，民國八十四年六月。
     
     二、英文部份
     l.Ball, L. and Mankiw, N. G.(1994), "Asymmetric Price Adjustment
     and Economic Fluctuations." The Economic Journal 104(March
     1994 ):247-261.
     2.Barro, R. J. and Rush, M. (1980), "Unanticipated Money and
     Economic Activity." In Rational Expectations and Economic Policy,
     edited by Fischer, S. 23-48. Chicago: University of Chi go Press.
     3.Bernake, B. and Blinder, A. (1992), "The Federal Funds Rate and the
     Channels of Monetary Transmission." American Economic Review
     82,82:901-921 ,September.
     4.Boschen,1. and Mills, L(1993), "The Narrative Apporach to Evalvating
     Monetary Policy : Consistency of Interpretation and the Relation to
     Monetary Activity." Federal Reserve Bank of Working Richmond, Paper.
     5.Caballero, R. J. and Engel, E. M. R. A.(1992), "Price Rigidities
     Asymmetries, and Output Fluctutions." Technical Report, Working
     Paper No.4091 ,June.
     6.Chang, C. P. and Zhang, H.(1995), "The Stock Market Policy : The
     Role of Macroeconomic State." Federal Reserve Bank of Dallas
     Southwest Economy, October, 1-20.
     7.Choi, G.,H. S. Jee, and S. H. Kim.(1990), "The Composite Financial
     Indicator and the Leading Financial Indicator." Working Paper No.5,
     Daewoo Research Institute.
     8.Choi, G. (1993), "The Composite Financial Indicators: Diagosis and
     Prediction." Research in International Business and Finance, Vol 10,
     253-275.
     9.Cover, J. P.(l992), "Asymmetric Effects of Positive and Negative
     Money- Supply Shocks." The Quarterly Journal of Economics 107:
     1261-1282,November.
     10.Delong, J. B. and Summers, L. H. (1988), "How Does Macro Economic
     Policy Affect Output?" Brookings Paper on Economic
     Activiry,2:433-494.
     11.Friedman, M. and Schwartz, A. J.(1963), "A Monetary History of the
     United States, 1867-1960. Technical Report, Princeton: Princeton
     University Press.
     12.King, R. G. and Plosser, C.(1984) "Money, Credit and Price in Real
     Business Cycle." American Economic Review, 74:363-380, June.
     13.Mishkin, F. S. (1982), "Does Anticipated Monetary Policy Matter?
     An Econometric Investigation. Journal 0/ Political Economy,90: 22-50.
     14.Morgan, D. P. (1993), "Asymmetric Effects of Monetary Policy."
     Federal Reserve Bank of Kansas City Economic Review 78:20-33.
     15.Romer, C. D. and Romer, D. H. (1989) "Does Monetary Policy
     Matter? A New Test in the Spirit of Friedman and Schwartz."
     NBER Macroeconomics Annual 4: 121-170.
     16.Rhee, W. and Rich, R. W.(1995), "Inflation and the Asymmetric
     Effects of Money on Output Fluctions." Journal 0/ Macroeconomics,
     vol 17:683-702.
     17.Rhee, W. (1995), "Asymmetric Effects of Money on Inflation:
     Evidence From Korean Data." International Economic Journal, vol 9:
     31-43.
     18.Shen, C. H. and D. Hakes. (1995), "Monetary Policy as a Decision Making
     Hierarchy: The Case of Taiwan." JOlll11alofMacroeconoJJlics,
     vol 17:357-368.
     19.Tobin, J. (1970), "Money and Income: Post Hoc, Ergo Proper
     Hoc?" Querterly Journal o/Economics, 84:301-317, May.
     20. Tsiddon, D. (1993) "The (Mis )Behavior of the Agreegate Price
     Level." Review of Economic Studies :889-902.		zh_TW