請用此 Handle URI 來引用此文件:
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/10114
完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 賴景昌 | |
dc.contributor.author | Pei-Chen Hung | en |
dc.contributor.author | 洪珮甄 | zh_TW |
dc.date.accessioned | 2021-05-20T21:02:59Z | - |
dc.date.available | 2021-07-08 | |
dc.date.available | 2021-05-20T21:02:59Z | - |
dc.date.copyright | 2011-08-15 | |
dc.date.issued | 2011 | |
dc.date.submitted | 2011-07-15 | |
dc.identifier.citation | Basu, S. and Fernald, J. G., 1997. Return to scale in US production: estimates and implications. Journal of Political Economy 105, 249-283.
Benhabib, J. and Farmer, R. E. A., 1994. Indeterminacy and increasing returns. Journal of Economic Theory 63, 19-41. Benhabib, J. and Farmer, R. E. A., 1996. Indeterminacy and sector-specific externalities. Journal of Monetary Economics 37, 397-419. Bernanke, B. S. and Mishkin, F. S., 1992. Central bank behavior and the strategy of monetary policy: observations from six industrialized countries. NBER Macroeconomics Annual 7, 183-238. Bernanke, B. S. and Mishkin, F. S., 1997. Inflation targeting: a new framework for monetary policy? Journal of Economic Perspectives 11, 97-116 Buiter, W. H., 1984. Saddlepoint problems in continuous time rational expectations models: A general method and some macroeconomic examples. Econometrica 52, 665-680. Burmeister, E., 1980. On some conceptual issues in rational expectations modeling. Journal of Monetary Economics 37, 177-201. Burnside, C., 1996. Production funcation regression, return to scale, and externalities. Journal of Money, Credit and Banking 12, 800-816. Chauvet, M. and Guo, J. T., 2003. Sunspots, animal spirits and economic fluctuations. Macroeconomic Dynamics 7, 140-169. Chen, S. H. and Guo, J. T., 2008. Velocity of money, equilibrium indeterminacy and endogenous growth. Journal of Macroeconomics 30, 1085-1096. Chin, C. T., Guo, J. T. and Lai, C. C., 2009. Macroeconomic (in)stability under real interest rate targeting. Journal of Economic Dynamics and Control 33, 1631-1638. Chin, C. T., Guo, J. T. and Lai, C. C., 2011. A note on indeterminacy and investment adjustment costs in an endogenously growing small open economy. Macroeconomic Dynamics, forthcoming. Clower, R., 1967. A reconsideration of the microfoundations of monetary theory. Western Economic Journal 6, 1-8. Devereux, M. B., A. C. Head and B. J. Lapham, 1996. Monopolistic competition, increasing returns, and the effects of government spending, Journal of Money, Credit and Banking 28, 233-254. Farmer, R. E. A. and Guo, J. T., 1994. Real business cycles and the animal spirits hypothesis. Journal of Economic Theory 63, 42-73. Feichtinger, G., Hartl, R. F., Kort, P. M. and Wirl, F., 2001. The Dynamics of a simple relative adjustment cost framework. German Economic Review 2, 255-268. Guo, J. T., 2004. Increasing returns, capital utilization, and the effects of government spending. Journal of Economic Theory 28, 1059-1078. Guo, J. T. and Lansing, K. J., 1998. Indeterminacy and stabilization policy. Journal of Economic Theory 82, 481-490. Guo, J. T. and Harrison, S. G., 2001. Tax policy and stability in a model with sector-specific externalities. Review of Economic Dynamics 4, 75-89. Guo, J. T. and Harrison, S. G., 2001. Indeterminacy with capital utilization and sector-specific externalities. Economics Letters 72, 355-360. Guo, J. T. and Harrison, S. G., 2004. Balanced-budget rules and macroeconomic (in)stability. Journal of Economic Theory 119, 357-363. Guo, J. T. and Lansing, K. J., 2007. Maintenance expenditures and indeterminacy under increasing returns to scale. International Journal of Economic Theory 3, 147-158. Harrison, S. G., 2001. Indeterminacy in a model with sector-specific externalities. Journal of Economic Dynamics and Control 25, 747-764. Hayashi, F., 1982. Tobin’s marginal and average q: A neoclassical interpretation. Econometrica 50, 213-224. Itaya, J. I. and Mino, K., 2003. Inflation, transaction costs and indeterminacy in monetary economies with endogenous growth. Economica 70, 451-470. Itaya, J. I. and Mino, K., 2004. Interest-rate rule and multiple equilibrium, with endogenous growth. Economics Bulletin 5, 1-8. Lahiri, A., 2001. Growth and equilibrium indeterminacy: The role of capital mobility. Economic Theory 17, 197-208. Lai, C. C. and Chin, C. T., 2010. (In)determinacy, increasing returns, and the optimality of the friedman rule in an endogenously growing open economy. Economic Theory 44, 69-100. Lai, C. C. and Chin, C. T., 2011. Monetary rules and endogenous growth in an open economy. Macroeconomic Dynamics, forthcoming. Levhari, D. and Patinkin, D., 1968. The role of money in a simple growth model. American Economics Review 58, 713-753. Lucas, R. E., 1980. Equilibrium in a pure currency economy. Economic Inquiry 18, 203-220. Matsusaka, J. and Sbordone, A., 1995. Consumer confidence and economic fluctuations. Economic Inquiry 33, 296-318. Meng, Q. and Velasco, A., 2003. Indeterminacy in a small open economy with endogenous labor supply. Economic Theory 22, 661-669. Mishkin, F. S., 2000. Inflation targeting in emerging-market countries. American Economic Review 90, 105-109. Oh, S. and Waldman, M., 1990. The macroeconomic effects of false announcements. Quarterly Journal of Economics 105, 1017-1034. Palivos, T., Wang, P. and Zhang, Z., 1993. Velocity of money in a modified cash-in-advanced economy: Theory and evidence. Journal of Macroeconomics 15, 225-248. Romer, P. M., 1986. Increasing return and long-run growth. Journal of Political Economics 94, 1002-1037. Schmitt-Grohé, S. and M. Uribe, 1997. Balanced-budget rules, distortionary taxes and aggregate instability. Journal of Political Economy 105, 976-1000. Sidrauski, M., 1967. Rational choice and patterns of growth in a monetary economy. American Economics Review 57, 534-544. Stockman, A. C., 1981. Anticipated inflation and the capital stock in a cash-in-advance economy. Journal of Monetary Economics 8, 387-393. Suen, M. H. and Yip, C. K., 2005. Superneutrality, indeterminacy and endogenous growth. Journal of Macroeconomics 27, 579-595. Turnovsky, S. J., 1996. Fiscal policy, growth, and macroeconomic performance in a small open economy. Journal of International Economics 40, 41-66. Turnovsky, S. J., 2000. Method of Macroeconomic Dynamics. 2nd edition. Cambridge: MIT Press. Wang, P. and Yip, C. K., 1992. Alternative approaches to money and growth. Journal of Money, Credit and Banking 24, 553-562. Weder, M., 2000. Animal spirits, technology shocks and the business cycle. Journal of Economic Theory 98, 339-356. Weder, M., 2001. Indeterminacy in the small open economy Ramsey growth model. Journal of Economic Dynamics and Control 24, 273-295. Wen, Y., 1998. Capacity utilization under increasing returns to scale. Journal of Economic Theory 81, 7-36. Zhang, J., 2000. Inflation and growth: pecuniary transaction costs and qualitative equivalence. Journal of Money, Credit and Banking 32, 1-12. | |
dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/10114 | - |
dc.description.abstract | 本文以現金付現限制將貨幣引進經濟體系,以此建構一個勞動內生化且生產外部性存在的小型開放貨幣內生成長模型。據此,探討開放經濟及封閉經濟的均衡不確定性條件是否相同,以及通貨膨脹率指標是否能有效避免經濟體系受到民眾自我信念預期衝擊影響。
我們發現在央行採行名目貨幣供給成長率指標時,當僅有購買消費財受流動性限制,由於實質資本的市場價格為一定值,經由無套利條件可知,此時均衡有確定性。另外,當購買投資財受流動性限制時則有不同,此時實質資本的市場價格具有前瞻性的調整性質,因此當生產外部性足夠大時,均衡可能有不確定性。因此我們能進一步推知,開放經濟體系的均衡不確定性存在條件與封閉經濟體系相同。 在央行採行通貨膨漲率指標時,購買投資財受流動性限制的情境下,由於通貨膨脹率及外國債券報酬率固定,因此實質資本的市場價格為一定值,均衡有確定性,此貨幣政策能有效避免經濟體系受民眾自我信念實現影響。然而,當投資有調整成本時則有不同,此時實質資本的市場價格仍具有前瞻性的調整性質,因此當生產外部性足夠大,均衡可能有不確定性,通貨膨脹率指標無法避免經濟體系受民眾自我信念預期衝擊影響。 | zh_TW |
dc.description.provenance | Made available in DSpace on 2021-05-20T21:02:59Z (GMT). No. of bitstreams: 1 ntu-100-R98323005-1.pdf: 416024 bytes, checksum: 6a6d1cbe285bea2f45aad79ad8fec78a (MD5) Previous issue date: 2011 | en |
dc.description.tableofcontents | 誌謝…………………………………………………………ii
中文摘要……………………………………………………iii 英文摘要……………………………………………………iv 第一章 緒論…………………………………………………1 1.1 研究動機……………………………………………1 1.2 文獻回顧……………………………………………2 1.3 本文架構……………………………………………5 第二章 現金付現模型兩種指標分析………………………6 2.1 基本模型……………………………………………6 2.1.1 廠商…………………………………………6 2.1.2 代表性個人…………………………………7 2.1.3 政府與中央銀行……………………………10 2.1.4 總體經濟模型………………………………11 2.2 名目貨幣供給成長率指標…………………………12 2.2.1 購買消費財受流動性限制…………………13 2.2.2 購買消費財與部分投資財受流動性限制…15 2.3 通貨膨脹率指標……………………………………21 2.3.1 購買消費財受流動性限制…………………21 2.3.2 購買消費財與部分投資財受流動性限制…23 第三章 調整成本模型兩種指標分析………………………29 3.1 基本模型……………………………………………29 3.1.1 代表性個人、廠商、政府與央行…………29 3.1.2 總體經濟模型………………………………31 3.2 名目貨幣供給成長率指標…………………………34 3.3 通貨膨脹率指標……………………………………37 第四章 結論…………………………………………………41 附錄…………………………………………………………42 參考文獻……………………………………………………46 | |
dc.language.iso | zh-TW | |
dc.title | 貨幣與信念趨動的經濟成長:小型開放經濟分析 | zh_TW |
dc.title | Money and Belief-Driven Economic Growth:
A Small Open Economy Analysis | en |
dc.type | Thesis | |
dc.date.schoolyear | 99-2 | |
dc.description.degree | 碩士 | |
dc.contributor.oralexamcommittee | 洪福聲,金志婷 | |
dc.subject.keyword | 現金付現限制,內生成長模型,信念,外部性,小型開放,通貨膨脹率指標, | zh_TW |
dc.subject.keyword | Cash-in-advanced,Endogenous growth,Indeterminacy,Production externalities,Small open economy,Inflation rate targeting, | en |
dc.relation.page | 49 | |
dc.rights.note | 同意授權(全球公開) | |
dc.date.accepted | 2011-07-16 | |
dc.contributor.author-college | 社會科學院 | zh_TW |
dc.contributor.author-dept | 經濟學研究所 | zh_TW |
顯示於系所單位: | 經濟學系 |
文件中的檔案:
檔案 | 大小 | 格式 | |
---|---|---|---|
ntu-100-1.pdf | 406.27 kB | Adobe PDF | 檢視/開啟 |
系統中的文件,除了特別指名其著作權條款之外,均受到著作權保護,並且保留所有的權利。