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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 王泓仁,陳南光 | |
| dc.contributor.author | Wei-Hsun Chan | en |
| dc.contributor.author | 詹維勳 | zh_TW |
| dc.date.accessioned | 2021-06-16T09:49:30Z | - |
| dc.date.available | 2022-02-16 | |
| dc.date.copyright | 2017-02-16 | |
| dc.date.issued | 2017 | |
| dc.date.submitted | 2017-01-19 | |
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Bernanke, B., and Gertler, M. 1989. “Agency costs, net worth, and business fluctuations.” American Economic Review 79(1): 14-31. Busch, U., Scharnagl, M., and Scheithauer, J. 2010. “Loan supply in Germany during the financial crisis.” Discussion Paper Series 1: Economic Studies 2010-05. Chen, N. K., and Wang, H. J. 2008. “Identifying the Demand and Supply Effects of Financial Crises on Bank Credit: Evidence from Taiwan.” Southern Economic Journal 75(1): 26-49. Fair, R. C., and D. M. Jaffee. 1972. “Methods of estimation for markets in disequilibrium.” Econometrica 40(3): 497–514. Gertler, M., and S. Gilchrist. 1994. “Monetary policy, business cycles, and the behavior of small manufacturing firms.” Quarterly Journal of Economics 109(2): 309–340. Ghosh, M. A. R., and Ghosh, S. R. 1999. “East Asia in the aftermath: was there a crunch?” IMF Working Paper WP/99/38. Fazzari, S. M., R. G. Hubbard, and B. C. Petersen. 1988. “Financing constraints and corporate investment.” Brookings Papers on Economic Activity 1: 141–95. Jiménez, G., Ongena, S., Peydró, J. L., and Saurina, J. 2012. “Credit supply and monetary policy: Identifying the bank balance-sheet channel with loan applications.” American Economic Review 102(5): 2301-2326. Kashyap, A. K., Stein, J. C., and Lamont, O. 1994. “Credit Conditions and the Cyclical Behavior of lnventories.” Quarterly Journal of Economics 109(3): 565–592. Kashyap, A., Stein, J., and Wilcox, D. 1993. “The monetary transmission mechanism: Evidence from the composition of external finance.” American Economic Review 83(1): 78-98. Kiyotaki, N., and Moore, J. 1997. “Credit cycles.” Journal of Political Economy 105(21): 211-248. Maddala, G. S. 1986.“Limited-dependent and qualitative variables in econometrics.” New York: Cambridge University Press. Schmidt, T., and Zwick, L. 2012. “In search for a credit crunch in Germany.” Ruhr Economic Paper (361). Stiglitz, J. E., and A. Weiss. 1981. “Credit rationing in markets with imperfect information.” American Economic Review 71(3): 393–410. Wang, H. J., and Schmidt, P. 2002.“One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels.”Journal of Productivity Analysis 18(2): 129-144. Williamson, S. D. 1987. “Costly monitoring, loan contracts, and equilibrium credit rationing.” Quarterly Journal of Economics 102(1): 135–145. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/59995 | - |
| dc.description.abstract | 本文主要針對2000年起台灣信用市場的波動進行分析，並將重點放在2008金融危機前後的變化。本文建構兩種不同模型，第一個模型採用總體資料，分析銀行信用增加或減少的原因，另外也計算不同期間信用市場超額需求的機率，藉以判斷信用需求或信用供給的變動。第二個模型採用製造業廠商個體資料，透過廠商個體資料，能幫助我們利用不同於總體模型的方式分析信用需求變動對於信用市場的影響。總體模型估計結果顯示金融危機前及金融危機後信用市場都有超額需求的情形，金融危機前是需求面上升所致，金融危機後是供給面下降所致。個體模型估計結果顯示金融危機前後，信用市場超額需求沒有顯著的變化，另外也發現銀行信用與其他融資方式具有替代關係。 | zh_TW |
| dc.description.abstract | The purpose of this paper is to analyze the variation of the credit market in Taiwan after 2000, and highlight the variation around the 2008 financial crisis. We use the aggregate data and the disaggregate data to build our models. We want to identify demand and supply effects on bank credits and to infer the relative shift of the loan demand and the loan supply. Results from aggregate model indicate the existence of excess demand in the credit market before and after the financial crisis. In the wake of the financial crisis, it is due to the slowdown in supply behind the large credit growth decline. Results from disaggregate model indicate that the existence of excess demand has no significant changes before and after the financial crisis. Another finding is that firms can use other types of financial sources in substitution for bank credits. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-16T09:49:30Z (GMT). No. of bitstreams: 1 ntu-106-R03323043-1.pdf: 1519699 bytes, checksum: 3bd4cf093a4d4671adfc3a29906b379e (MD5) Previous issue date: 2017 | en |
| dc.description.tableofcontents | 謝辭 I
中文摘要 II 英文摘要 III 1.前言 1 2.文獻回顧 8 3.研究方法 12 3.1模型設定 12 3.2 資料來源與變數設定 17 4.實證結果 21 4.1總體模型分析 21 4.2個體模型分析 27 5.結論 29 參考文獻 31 | |
| dc.language.iso | zh-TW | |
| dc.subject | 非均衡模型 | zh_TW |
| dc.subject | 金融危機 | zh_TW |
| dc.subject | 銀行放款 | zh_TW |
| dc.subject | 信用緊縮 | zh_TW |
| dc.subject | credit crunch | en |
| dc.subject | bank lending | en |
| dc.subject | financial crisIs | en |
| dc.subject | disequilibrium model | en |
| dc.title | 臺灣信用市場需求與供給之變動：2000年至2012年 | zh_TW |
| dc.title | The Changing Demand and Supply Effects on Bank Credit in Taiwan: Evidence from the 2000–2012 | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 105-1 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 徐之強,蘇軒立 | |
| dc.subject.keyword | 信用緊縮,銀行放款,金融危機,非均衡模型, | zh_TW |
| dc.subject.keyword | credit crunch,bank lending,financial crisIs,disequilibrium model, | en |
| dc.relation.page | 33 | |
| dc.identifier.doi | 10.6342/NTU201700138 | |
| dc.rights.note | 有償授權 | |
| dc.date.accepted | 2017-01-19 | |
| 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 | |
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