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題名 對最適貨幣供給政策之研究:兼論P-star模型在臺灣之實證經驗
作者 吳秉璋
Wu, Bing Zhang
貢獻者 王春源
Wang, Chun-Yuan
吳秉璋
Wu, Bing Zhang
日期 1995
上傳時間 29-Apr-2016 09:40:44 (UTC+8)
摘要 健全的貨幣供給政策不但可維持物價安定、充分就業、經濟成長及國際收支平衡，亦可促進金融穩定與健全銀行業務。然而，學者關於貨幣供給政策之有效性與最適貨幣供給政策之相關研究，迄今尚未獲致明確且一致的結論。其主要之關鍵在於貨幣供給政策過程中所存在之不確定性，故值得加以深入探討。而貨幣當局之貨幣供給政策往往與通貨膨脹之動態過程予以模型化呈現，藉以衡量通貨膨脹壓力，並作為政策當局制定政策時之依據，實有其必要性。
參考文獻 一、中文部份
     王春源， 1 989 ，對總體貨幣經濟之一些問題的研究:201 - 248
     (茂昌圖書有限公司，台北) 。
     玉春源， 1995 ，締造一個兼顧「效率」與「公平」之「均富」的
     經濟社會環境之理論基礎與實踐方法.經濟學分析(個體部分)頁397-448
      (蘭臺出版社，台北)。
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     定法的影響一使用Monte Carlo 模擬分析，經濟論文，
     第二十一卷第一期頁1 1 7-149 。
     黃柏農， 199 5 ，台灣貨幣政策中立性的檢定，中國經濟學會年會論文集
     ，發頁141-161 ( 中國經濟學會，台北)。
     梁國源、邱繼縛， 1996 ，論三種外部資訊與經濟計量模型預測值
     之組合方法，忽練功叉，第二十四卷第一期:頁85-113 。
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     Bank of Japan , 1990, A Study of Potential Pressure on Prices
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     No. 186 .
     Batten, Dallas S. and Courtenay C. Stone, 1983, Are Monetari
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     Bertocchi Graziella and Michael Spagat, 1993, Learning.Experi-mentation,
     and Monetary Policy, Journal of Alon e/ory Economics,
     Vol. 32: 169-183 .
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     Eco nomics Letters, Vol. 17.
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     American Economic Review, Vol. 58: 41 1-425.
     Broaddu s, Alfred and Marvin Goodfriend, 1984, Base Drift and
     the LongerRun Growth Qf M I:E xperience from a Decade of
     Monetary Targeti ng, Federal Re se rve Bank of Richmond, E-
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     Po I itical Instab il ity, A Ill er icon Econom ic Review, Vol. 82, June.
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描述 碩士
國立政治大學
中山人文社會科學研究所
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002003054
資料類型 thesis
dc.contributor.advisor 王春源zh_TW
dc.contributor.advisor Wang, Chun-Yuanen_US
dc.contributor.author (Authors) 吳秉璋zh_TW
dc.contributor.author (Authors) Wu, Bing Zhangen_US
dc.creator (作者) 吳秉璋zh_TW
dc.creator (作者) Wu, Bing Zhangen_US
dc.date (日期) 1995en_US
dc.date.accessioned 29-Apr-2016 09:40:44 (UTC+8)-
dc.date.available 29-Apr-2016 09:40:44 (UTC+8)-
dc.date.issued (上傳時間) 29-Apr-2016 09:40:44 (UTC+8)-
dc.identifier (Other Identifiers) B2002003054en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/87965-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 中山人文社會科學研究所zh_TW
dc.description.abstract (摘要) 健全的貨幣供給政策不但可維持物價安定、充分就業、經濟成長及國際收支平衡，亦可促進金融穩定與健全銀行業務。然而，學者關於貨幣供給政策之有效性與最適貨幣供給政策之相關研究，迄今尚未獲致明確且一致的結論。其主要之關鍵在於貨幣供給政策過程中所存在之不確定性，故值得加以深入探討。而貨幣當局之貨幣供給政策往往與通貨膨脹之動態過程予以模型化呈現，藉以衡量通貨膨脹壓力，並作為政策當局制定政策時之依據，實有其必要性。zh_TW
dc.description.tableofcontents 第一章緒論..........1
     第一節研究動機..........1
     第二節本文架構..........3
     第三節文獻回顧..........4
     第四節實證方法..........12
     註釋..........21
     第二章納入確定性之貨幣供給政策..........24
     第一節貨幣供給政策之學習效果..........24
     第二節政府能力未知時之貨幣供給政策..........36
     第三節本章結論..........52
     註釋..........53
     第三章貨幣供給政策與趨勢恆定性之探討..........56
     第一節物價平抑之政策目標..........56
     第二節利率平抑之政策目標..........62
     第三節貨幣存量平抑之政策目標..........68
     第四節匯率平抑之政策目標..........75
     第五節國際經濟之相依性對貨幣供給政策變數之影響..........80
     第六節本章結論..........92
     註釋..........94
     第四章國際貨幣供給政策之互動分析..........97
     第一節國際經濟均衡條件..........97
     第二節貨幣供給成長率變動之影響..........106
     第三節最適貨幣供給政策與非合作均衡..........111
     第四節技術之變動與最適貨幣供給政策..........118
     第五節本章結論..........125
     註釋..........126
     第五章P-star模型在台灣之實證經驗..........127
     第一節P-star模型之建立..........127
     第二節實證結果與分析131
     第三節本章結論..........141
     註釋..........143
     第六章結論..........144
     第一節本文主要研究發現..........144
     第二節政策性意涵..........146
     第三節未來研究方向..........148
     參考文獻..........149		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002003054en_US
dc.title (題名) 對最適貨幣供給政策之研究:兼論P-star模型在臺灣之實證經驗zh_TW
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 一、中文部份
     王春源， 1 989 ，對總體貨幣經濟之一些問題的研究:201 - 248
     (茂昌圖書有限公司，台北) 。
     玉春源， 1995 ，締造一個兼顧「效率」與「公平」之「均富」的
     經濟社會環境之理論基礎與實踐方法.經濟學分析(個體部分)頁397-448
      (蘭臺出版社，台北)。
     吳中書， 198 7 ，台灣貨幣需求函數之設定、結為轉變與預期膨
     脹，經濟論文， 第五卷第二期頁87- 113 。
     黃柏農， 1993 , 滯留期數與移動平均項次對ADF與PP單根檢
     定法的影響一使用Monte Carlo 模擬分析，經濟論文，
     第二十一卷第一期頁1 1 7-149 。
     黃柏農， 199 5 ，台灣貨幣政策中立性的檢定，中國經濟學會年會論文集
     ，發頁141-161 ( 中國經濟學會，台北)。
     梁國源、邱繼縛， 1996 ，論三種外部資訊與經濟計量模型預測值
     之組合方法，忽練功叉，第二十四卷第一期:頁85-113 。
     蔣碩傑， 1995 ，貨幣數量的省息，蔣碩傑先生時論集，頁205-
     207 (遠流出版事常股份有F民主:司，台北)。
     
     二、英文部份
     Alesina, A. and A. Cukierman, 1990, The Politics of Ambiguity,
     Quarterly Journal of Economics, Vol. 105.
     Ball , L., 1990, Time-Consistent Policy and Persistent Changes
     in Inflation , Working Paper, Vo l. 3529.
     Bank of Japan , 1990, A Study of Potential Pressure on Prices
     Application of p` to the Japanese Economy, Special Paper,
     No. 186 .
     Batten, Dallas S. and Courtenay C. Stone, 1983, Are Monetari
     sts an Endangered Species?, Federal Reserve Bank of St.
     Louis, Review, May : 5-1 6.
     Bertocchi Graziella and Michael Spagat, 1993, Learning.Experi-mentation,
     and Monetary Policy, Journal of Alon e/ory Economics,
     Vol. 32: 169-183 .
     Blanch ard, O. J ., 1985, Credibility,Disinfiation and Grad ualism,
     Eco nomics Letters, Vol. 17.
     Brainard, W., 1967, Uncerta inty and th e Effe ctiv eness of Policy,
     American Economic Review, Vol. 58: 41 1-425.
     Broaddu s, Alfred and Marvin Goodfriend, 1984, Base Drift and
     the LongerRun Growth Qf M I:E xperience from a Decade of
     Monetary Targeti ng, Federal Re se rve Bank of Richmond, E-
     conomic Review, Vol. 70: 3-14 .
     Cadot, O. and B. Sinclair-Desgaglle, 1992, Prudence and Success
     in Po litics, Economics and Politics, Vol. 4.
     Calvert , R . L., 1986, ivlodels of imperfect Information in Politics
     (Harwood,New York).
     Cooper, Richard, 1985, Economic Interdependence and Coordina tion
     of Economic Policies, in R, W, Jones and p, B, Kenen, eds,
     Handbook of International Econom ics, Vo l. \\J (Elsevier Science
     Publishers, Amsterdam): 1195-1234,
     Corker, Robert J. , Richard D, Haas, 1991, Price Pressure Gaps:
     An Application of P` Using Korean Data, international Mo netary
     Fund Working Paper, 9 1126,
     Cukierman, A" S, Edwards and G, Tabellini,1992, Seigniorage and
     Po I itical Instab il ity, A Ill er icon Econom ic Review, Vol. 82, June.
     Daniel s, Joseph p, and David D, VanHoose, 1995, Monetary Polic
     ies in Interdependent Economies:An Open Economy Explanation
     for Base Drift and Price-Level Non-Trend-Stationarities,
     Journal of International Money and Finance, Vol. 14, No, 2: 275-
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