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完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 林惠玲(Hui-Lin Lin) | |
dc.contributor.author | Chun-Ping Li | en |
dc.contributor.author | 李俊萍 | zh_TW |
dc.date.accessioned | 2021-06-08T02:17:27Z | - |
dc.date.copyright | 2015-12-01 | |
dc.date.issued | 2015 | |
dc.date.submitted | 2015-10-04 | |
dc.identifier.citation | 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》, 28(4) , 369-396。
吳中書、林柏君 (2009), '通貨膨脹與匯率轉嫁-以台灣進口物價為例',《經濟論文》, Working Papers, 台灣經濟學會。 梁啟源 (2009), '能源價格波動對國內物價與經濟活動的影響', 《中央銀行季刊》, 31(1), 9-34。 陳旭昇 (2013), '央行「阻升不阻貶」?-再探台灣匯率不對稱干預政策',《經濟論文叢刊》。 黃宗煌、陳谷汎和林師模 (2006), '國際油價上漲的經濟影響評估',《台灣經濟論衡》, 4(6), 1-46。 龔明鑫 (2007), '國際油價上漲對台灣經濟之影響與因應對策',《經濟部研究發展委員會委託計畫研究報告》。 Campa, Jose Manuel and Goldberg, Linda S (2005), “Exchange rate pass-through into import prices', Review of Economics and Statistics, 87(4), 679-690. Chew, Joey, Ouliaris, Sam, and Tan, Siang Meng (2011), “Exchange rate pass-through over the business cycle in singapore', IMF Working Papers, 1-28. Cologni, Alessandro and Manera, Matteo (2008), “Oil prices, ination and interest rates in a structural cointegrated var model for the G-7 countries', Energy economics,30(3), 856-888. Cunado, Juncal and de Gracia, Fernando P_erez (2003), “Do oil price shocks matter? evidence for some european countries', Energy Economics, 25(2), 137-154. Gagnon, Joseph E and Ihrig, Jane (2004), “Monetary policy and exchange rate passthrough',International Journal of Finance & Economics, 9(4), 315-338. Goldfajn, Ilan andWerlang, Sergio R da C (2000), “The pass-through from depreciation to ination: a panel study', Banco Central de Brasil Working Paper, (5). Krichene, Mr Noureddine (2008), “Recent inationary trends in world commodities markets', IMF Working Paper, 8-130. MAS (2001), “Box item 3.1: Investigating the exchange rate pass-through relationship in singapore', Economics Department Quarterly Bulletin, 3(3), 47-54. Menon, Jayant (1995), “Exchange rate pass-through', Journal of Economic Surveys,9(2), 197-231. Mork, Knut Anton (1989), “Oil and the macroeconomy when prices go up and down:an extension of hamilton's results', Journal of Political Economy, 740-744. Sims, Christopher A (1980), “Macroeconomics and reality', Econometrica: Journal of the Econometric Society, 1-48. Steel, Douglas and King, Alan (2004), “Exchange rate pass-through: The role of regime changes', International Review of Applied Economics, 18(3), 301-322. Sweidan, Osama D (2013), “Exchange rate pass-through into import prices in jordan', Global Economy Journal, 13(1), 109-128. Taylor, John B (2000), “Low ination, pass-through, and the pricing power of firms', European economic review, 44(7), 1389-1408. | |
dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/19758 | - |
dc.description.abstract | 本篇研究目的在於探討匯率轉嫁與原物料價格波動,是否會對消費者物價變動造成不對稱性效果。穩定物價一直是政府當局最重視的政策議題,當國外原物料價格出現大幅波動,自然會影響國內物價的穩定。因此,政府除了維持匯率穩定外,留心原物料(如原油、鋼鐵、大宗物資等)價格變化也應列為穩定物價的重要議題。
本文先以單一價格法則建立進口物價模型,研究匯率、所得、油價(或其他原物料價格)與進口物價變動之間的關係;之後再以結構性自我向量迴歸 (Structural vector autoregression,SVAR) 模型認定出外生的結構性衝擊(如匯率、油價等原物料價格衝擊)。並將匯率衝擊拆解為升值、貶值衝擊,且同時將油價等原物料價格衝擊分解為上漲、下跌兩方向衝擊,藉以分析不同衝擊對消費者物價變動的影響。實證結果顯示,油價波動是造成臺灣消費者物價不對稱變動的主要原因。 | zh_TW |
dc.description.abstract | The purpose of this paper is to discuss whether exchange rate pass-through and the
fluctuations of raw materials prices will cause asymmetric effect on changes of consumer price. Price stability has been the most important policy issue of the government administration. When foreign raw materials prices change violently , they will naturally affect the stability of domestic consumer prices. Therefore, in addition to maintaining the stability of exchange rates, concerning changes of raw materials prices (such as crude oil, steel, agriculture crops, etc.) is also an important issue of the government administration . First of all, we set up an import price model by following the Law of One Price to analyze the relationship between changes of import prices and exchange rate,income,oil price (or other raw materials prices) ,etc. Then we identify structural shocks (such as the exchange rates shocks, oil price shocks and other raw materials prices shocks, etc.) by using structural vector autoregression (SVAR) model to analyze different impacts on changes of consumer price after separating the appreciation and depreciation from exchange rate shocks, oil price shocks and other raw materials prices shocks. The empirical results indicate the causal factor of asymmetrical changes on Taiwan's consumer prices is caused by oil price volatility. | en |
dc.description.provenance | Made available in DSpace on 2021-06-08T02:17:27Z (GMT). No. of bitstreams: 1 ntu-104-P02323002-1.pdf: 5706201 bytes, checksum: e3158ba954567d19926781ed5921c7e5 (MD5) Previous issue date: 2015 | en |
dc.description.tableofcontents | 口試委員會審定書 i
誌謝 ii 中文摘要 iii Abstract iv 1 緒論 1 1.1 研究背景與動機 1 1.2 研究目的 7 1.3 研究架構 7 2 文獻回顧 9 3 實證模型與資料處理13 3.1 模型變數之決定 13 3.2 轉嫁係數的變化 15 3.3 估計匯率、油價結構性衝擊 16 3.4 預期結構性衝擊對消費者物價變動的影響18 3.5 .資料來源與敘述 19 3.6 單根檢定 24 4 實證結果分析 25 4.1 衝擊反應分析25 4.2 不對稱性的實證分析 27 4.3 穩健度分析 32 5 結論與建議 39 5.1 結論39 5.2 建議 40 參考文獻 41 附錄 43 | |
dc.language.iso | zh-TW | |
dc.title | 考慮原物料價格影響下的匯率轉嫁:再論消費者物價變動的不對稱性 | zh_TW |
dc.title | Exchange Rate Pass-Through Under the Consideration of Raw Materials Prices:Re-examination of Asymmetric Price Change | en |
dc.type | Thesis | |
dc.date.schoolyear | 104-1 | |
dc.description.degree | 碩士 | |
dc.contributor.oralexamcommittee | 謝德宗(Der-tzon Hsieh),李顯峰(Hsien-Feng Lee) | |
dc.subject.keyword | 匯率轉嫁,原物料價格,不對稱性效果,油價,進口物價,Structural vector autoregression,SVAR,結構性衝擊, | zh_TW |
dc.subject.keyword | Exchange rate pass-through,Raw materials prices,Asymmetric effect,Oil price,Import price,Structural vector autoregression , SVAR,Structural shocks, | en |
dc.relation.page | 49 | |
dc.rights.note | 未授權 | |
dc.date.accepted | 2015-10-06 | |
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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