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| ???org.dspace.app.webui.jsptag.ItemTag.dcfield??? | Value | Language |
|---|---|---|
| dc.contributor.advisor | 陳南光(Nan-Kuang Chen),王泓仁(Hung-Jen Wang) | |
| dc.contributor.author | Tzu-Han Yang | en |
| dc.contributor.author | 楊紫涵 | zh_TW |
| dc.date.accessioned | 2021-06-08T05:10:35Z | - |
| dc.date.copyright | 2011-07-14 | |
| dc.date.issued | 2011 | |
| dc.date.submitted | 2011-07-12 | |
| dc.identifier.citation | 參考文獻
林柏君•吳中書 (2009),“通貨膨脹與匯率轉嫁─以台灣進口物價為例”, Working Papers, 台灣經濟學會。 陳旭昇•吳聰敏 (2008),“台灣匯率制度初探”,《經濟論文叢刊》 , 36(2), 147-182。 陳旭昇•吳聰敏 (2010),“台灣貨幣政策法則之檢視”,《經濟論文叢刊》, 38(1), 33-59。 劉宗欣•張銘仁 (2000),“進口物價的匯率轉嫁與不對稱性:台灣的實證研究”,《經濟論文叢刊》, 28(4), 369-396. Bacchetta, P. and van Wincoop, E. (2003), “Why do consumer prices react less than import price to exchange rate?” Journal of the European Economic Association, 1(2-3), 662-670. Bacchetta, P. and van Wincoop, E. (2005),“A theory of the currency denomination of international trade”, Journal of International Economics, 67, 295-319. Baron, D. P. (1976),“Fluctuating exchange rates and the pricing of exports”, Economic Inquiry, 14, 425-438. Burstein, A. T. (2006),“Inflation and output dynamics with state-dependent pricing decisions”, Journal of Monetary Economics, 53, 1235-1257. Chari, V. V., Kehoe, P. J., and McGrattan, E. R. (2002), “Can sticky price models generate volatile and persistent real exchange rates?” Review of Eco- nomic Studie , 69, 533-563. Clarida, R., Gali, J., and Gertler M. (1999),“The science of monetary policy: A new Keynesian perspective”, Journal of Economic Literature, 37, 1661-1707. Clarida, R., Galí, J., and Gertler M. (2000),“Monetary policy rules and macroeconomic stability: Evidence and some theory”, Quarterly Journal of Economics,1-15, 147–180. Devereux, M. B. (2001),“Monetary policy, exchange rate flexibility and exchange rate pass-through”, Bank of Canada. Devereux, M. B. and Siu, H. E. (2007),“State dependent pricing and business cycle asymmetries”, International Economic Review, 48, 281-310. Devereux, M. B. and Yetman, J. (2002),“Price setting and exchange rate pass-through: Theory and evidence”, HKIMR Working Paper. Donnenfeld, S. and Zilcha, I. (1991),“Pricing of exports and exchange rate uncertainty”, International Economic Review, 32, 1009-1022. Dornbusch, R. (1987),“Exchange rates and prices”, The American Economic Reviiew, 77, 93-106. Engle, R. F. and Granger, C. W. J. (1987),”Cointegration and error correction representation, estimation and test”, Econometrica, 55, 251-273. Flodén, M. and Wilander, F. (2006),“State dependent pricing, invoicing currency, and exchange rate pass-through”, Journal of International Economics, 70,178-196. Friberg, R. (1998),“In which currency should exporters set their prices?” Journal of International Economics, 45, 59–76. Froot, K. A. and Klemperer, P. (1989),“Exchange-rate pass through when market share matters”, The American Economic Review, 79, 637-654. Gonzalo, J. (1994),“Five alternative methods of estimating long-run equilibrium relationships”, Journal of Econometrics, 60, 203-233. Granger, C. W. J. and Newbold, P. (1974),“Spurious regressions in econometrics”, Journal of Economics, 111-120. Heath, A., Roberts, I., and Bulman, T. (2004),“Inflation in Australia: Measurement and modelling”, Reserve Bank of Australia. Herzberg, V., Kapetanios, G., and Price, S. (2003),“Import prices and exchange rate pass-through: Theory and evidence from the United Kingdom”, Working paper. Hooper, P. and Mann, L. C. (1989),“Exchange rate pass-through in the 1980s: The case of U.S. imports of manufactures”, Brookings Papers on Economic Activity. Kim, Y. (1990),”Exchange rates and import prices in the United States: A varying-parameter estimation of exchange-rate pass-through”, Journal of Business & Economic Statistics, 8, 305-315. Knetter, M. M. (1989),“Source price discrimination by U.S. and German exporters”, The American Economic Review, 79, 198-210. Krugman, P. (1987),“Pricing to market when the exchange rate changes”, MIT Press. Marston, R. C. (1990),“Pricing to market in Japanese manufacturing”, Journal of International Economics, 29, 217-236. McCarthy, J. (2000),“Pass-through of exchange rates and import prices to domestic inflation in some industrialised economies”, BIS Working Paper. Obstfeld, M. and Rogoff, K. (2000),“New directions for stochastic open economy models”, Journal of International Economics, 50, 117-153. Pollard, P. S. and Coughlin, C. C. (2003),“Size matters: Asymmetric exchange rate pass-through at the industry level”, Working Paper. Quandt, R. (1960),“Test of the hypothesis that a linear regression system obeys two separate regimes”, Journal of American Statistical Association,55, 324-330. Sekine, T. (2006),“Time-varying exchange rate pass-through: experiences of some industrial countries”, BIS Working Papers. Taylor, J. B. (2000),“Low inflation, pass-through, and the pricing power of firms”, European Economic Review, 44, 1389-1408. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/23820 | - |
| dc.description.abstract | 本篇文章的目的為分析台灣在1981年1月至2010年12月期間匯率對進口物價與一般消費者物價的影響。首先，以外國出口廠商的訂價行為作出發點，探討匯率對進口物價的影響，並且使用Quandt-Andrews方法發現變數之間的關係於1999年7月發生結構性轉變。接著，以此結構轉變點劃分樣本，就本國進口廠商的訂價行為，探討匯率對一般消費者物價的影響。
實證結果顯示，相較於1981年1月至1999年6月期間，1999年7月至2010年12月期間進口匯率轉嫁幅度較小，我們認為此現象與現任央行總裁彭淮南對匯率政策的操作手段有關。另外，匯率與本國所得對一般消費者物價的影響皆不顯著；而且，相較於1981年1月至1999年6月期間，1999年7月至2010年12月期間外國廠商生產成本對一般消費者物價的影響較大，此現象與台灣進口貿易依存度愈來愈高有關。 | zh_TW |
| dc.description.abstract | The purpose of this paper is to analyze how the exchange rate influences import prices and general consumer prices in Taiwan during January, 1981 to December, 2010. First, based on the price setting behavior of foreign exporting firms, we discuss the impact of exchange rate on import prices, and use the Quandt-Andrews approach to discover the structural break among variables in July, 1999. And then, we separate the whole sample into two subsamples by this structural break and observe how the exchange rates affect general consumer prices based on the price setting behavior of domestic importing firms.
The empirical result shows that the degree of exchange rate pass-through for import prices is smaller during July, 1999 to December, 2010 than during January, 1981 to June, 1999. We think the result is correlated with the exchange rate policy of the current central bank president, Huai-Nan Peng. In addition, we find that exchange rate and domestic income have no significant effects on general consumer prices in the two subsamples. On the other hand, the production costs of foreign firms have a greater influence on general consumer prices over the period 1999M7-2010M12 in comparison with the period 1981M1-1999M6 due to the rising of import trade dependence. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-08T05:10:35Z (GMT). No. of bitstreams: 1 ntu-100-R98323004-1.pdf: 3568347 bytes, checksum: 2967a880be608c53c4e780e7ecd4cb23 (MD5) Previous issue date: 2011 | en |
| dc.description.tableofcontents | 目 錄
口試委員會審定書………………………………………… i 謝辭………………………………………………………… ii 論文摘要…………………………………………………… iii Abstract…………………………………………………… iv 1 前言……………………………………………………… 1 2 文獻回顧………………………………………………… 4 3 理論模型………………………………………………… 8 3.1 外國出口廠商訂價行為……………………………… 8 3.2 本國進口廠商訂價行為……………………………… 8 4 資料敘述與處理………………………………………… 11 4.1 資料來源與敘述……………………………………… 11 4.2 單根檢定……………………………………………… 12 4.3 落後期數的選擇……………………………………… 15 5 實證模型與分析………………………………………… 16 5.1 外國出口廠商之成本加成模型……………………… 16 5.2 本國進口廠商之成本加成模型……………………… 23 6 結語……………………………………………………… 29 7 參考文獻………………………………………………… 31 | |
| dc.language.iso | zh-TW | |
| dc.title | 匯率轉嫁對進口物價與消費者物價的影響台灣實證分析 | zh_TW |
| dc.title | Exchange Rate Pass-Through into Import Prices and Consumer Prices-The Case of Taiwan | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 99-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 李怡庭,王瑜琳 | |
| dc.subject.keyword | 匯率轉嫁,進口物價,消費者物價,結構性轉變,廠商訂價行為, | zh_TW |
| dc.subject.keyword | Exchange rate pass-through,import prices,consumer prices,structural break,price setting behavior, | en |
| dc.relation.page | 34 | |
| dc.rights.note | 未授權 | |
| dc.date.accepted | 2011-07-12 | |
| dc.contributor.author-college | 社會科學院 | zh_TW |
| dc.contributor.author-dept | 經濟學研究所 | zh_TW |
| Appears in Collections: | 經濟學系 | |
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| ntu-100-1.pdf Restricted Access | 3.48 MB | Adobe PDF |
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