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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 邱鳳臨(Fong-Lin Chu) | |
| dc.contributor.author | Fang-Yu Li | en |
| dc.contributor.author | 李芳瑜 | zh_TW |
| dc.date.accessioned | 2021-06-15T06:44:07Z | - |
| dc.date.available | 2013-07-07 | |
| dc.date.copyright | 2011-07-07 | |
| dc.date.issued | 2011 | |
| dc.date.submitted | 2011-07-01 | |
| dc.identifier.citation | 一、 中文專書和報紙
陳旭昇 (2010)，《時間序列分析──總體經濟與財務金融之應用》，臺北：臺灣東華書局。 蔡東杰 (2007)，《東亞區域發展的政治經濟學》，臺北：五南圖書出版公司。 郭瑋瑋、黃國棟 (2010)，〈全球金融評比 彭淮南榮登7A總裁〉，《經濟日報》，中華民國99年9月11日。 二、中文期刊和論文 方耀 (2006)，〈美國應否採行通膨目標化架構分析〉，《國際金融參考資料第五十一輯》，中央銀行全球資訊網，民國95年8月，頁206-221。 王泓仁 (2005)，〈台幣匯率對我國經濟金融活動之影響〉，《中央銀行季刊》，第27卷第1期，頁13-46。 余芝穎 (2004)，〈International Transmission of U.S. Monetary Policy Shocks: The Case of Taiwan〉，國立清華大學經濟學系碩士論文，民國93年7月。 吳懿娟 (2004)，〈我國貨幣政策傳遞機制之實證分析〉，《中央銀行季刊》，第26卷第4期，頁33-68。 林曉伶 (2008)，〈日本貨幣政策操作方式與政策目標之達成〉，《國際金融參考資料第五十六輯》，中央銀行全球資訊網，民國97年12月，頁99-139。 施遵驊、李榮謙 (2000)，〈台灣在WTO下的金融開放措施及其影響暨中央銀行貨幣政策的挑戰〉，《中央銀行季刊》，第22卷第4期，頁21-43。 胡淵欽 (2001)，〈自由化金融環境下之貨幣政策〉，《OPEN政府出版資訊網公務出國報告》，http://open.nat.gov.tw/OpenFront/report_detail.jspx?sysId=C08907620。 徐維健 (2009)，〈油價衝擊對台灣貨幣政策效果之影響〉，國立臺北大學經濟學研究所碩士論文，民國98年8月。 陳旭昇，吳聰敏 (2008)，〈台灣匯率制度初探〉，《經濟論文叢刊》，第36卷第2期，頁147-182。 陳昭南，賴景昌，張俊仁 (2001)，〈Mundell命題：文獻的回顧與綜合〉，《經濟論文叢刊》，第29卷第4期，頁365-401。 彭淮南 (2007)，〈中央銀行之功能〉，《中央銀行季刊》，第29卷第3期，民國96年6月，頁5-22。 楊子鐸 (2008)，〈美國貨幣政策對台灣匯率的影響〉，國立成功大學政治經濟學研究所碩士論文，民國97年1月。 劉完淳 (2000)，〈貨幣政策法則及政策評價──台灣實證研究〉，中國文化大學經濟學研究所博士論文，民國89年12月。 潘尚易 (2005)，〈台灣經常帳變動分析──以長短期觀點為例〉，國立中山大學中山學術研究所碩士論文，民國94年7月。 賴惠子 (2002)，〈台灣地區貨幣政策信用傳遞管道之探討〉，《經濟研究》，第38卷第1期，頁57-95。 蔡妮娜 (2004)，〈小型開放經濟體系匯率制度與貨幣政策效果之分析──SVAR模型對台灣之應用〉，國立成功大學政治經濟學研究所碩士論文，民國93年7月。 謝虹 (2007)，〈我國貨幣政策中介目標研究〉，《現代管理科學》，第2007卷第6期，頁115-117。 三、 英文報紙和專書 Heather, S. 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| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/47995 | - |
| dc.description.abstract | 中央銀行總裁實行貨幣政策以達到某些總體經濟目標，而影響總體經濟的變數有很多，其中匯率制度是影響實行貨幣政策有效性的一大因素，蒙代爾─弗萊明模型 (Mundell-Fleming model) 是在討論匯率制度與政策有效性的文獻中，最具有代表性的開放總體經濟模型，根據Mundell-Fleming模型推導出的結論，採行浮動匯率制度的國家，貨幣政策影響國內產出較為有效。本研究的目的即是以結構式向量自我迴歸模型 (structural vector autoregression model, SVAR model) 證實Mundell-Fleming模型的結論，模型中包括七個變數，並自日本、臺灣、韓國、印度尼西亞、馬來西亞和中國大陸這六個東亞國家的官方網站以及OECD Statistics資料庫中蒐集1998年至2007年的月資料。實證結果大致上符合Mundell-Fleming模型的推論，故原為固定匯率制度的國家若欲增加貨幣政策實行以促進經濟成長的有效性，未來可以考慮改採獨立浮動匯率或管理浮動匯率制度。 | zh_TW |
| dc.description.abstract | Monetary policies are implemented to achieve some macroeconomic targets. Many variables could affect macro economy, and the exchange rate regime is a more important one among them. Mundell-Fleming model, the representational open macroeconomic model concerning exchange rate regimes and policies effectiveness, indicates that monetary policies affect domestic output more in countries under more flexible exchange rate regimes. An aim of this empirical research is to confirm the conclusions of Mundell-Fleming model. In this research, the structural vector autoregression model (SVAR model) is constructed, and it involves seven economic variables. The monthly data from 1998 to 2007 is collected from official websites of research countries and OECD Statistics Extracts, and six East Asian countries, including Japan, Taiwan, Korea, Indonesia, Malaysia, and China are incorporated into this study. Empirical results approximately support what Mundell-Fleming model demonstrates. The findings suggest that countries with fixed exchange rate regimes could consider changing the regimes into more flexible ones in the future to promote the effectiveness of the monetary policies. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-15T06:44:07Z (GMT). No. of bitstreams: 1 ntu-100-R98341007-1.pdf: 583151 bytes, checksum: 557b6ef95b1413cf85c043a47626214b (MD5) Previous issue date: 2011 | en |
| dc.description.tableofcontents | 第一章 緒論 1
第一節 研究動機 1 第二節 研究目的、方法與架構 3 一、研究目的 3 二、研究方法 3 三、研究架構 4 第二章 文獻回顧 5 第一節 蒙代爾─弗萊明模型 5 第二節 支持理論 7 第三節 反對理論 8 第四節 期間長短的探討 10 第五節 貨幣政策之SVAR模型應用 11 第三章 匯率制度分類與資料選取 18 第一節 匯率制度分類 18 第二節 研究期間與資料來源 19 第四章 各國貨幣政策背景 22 第一節 貨幣政策目標 22 第二節 東亞各國貨幣政策目標 24 第五章 實證模型建立 28 第一節 結構式向量自我迴歸模型 28 一、向量自我迴歸 28 二、結構式向量自我迴歸 29 第二節 時間序列資料的處理 31 一、單根檢定 31 二、落後期數的選取 32 第三節 實證模型設定 35 第六章 實證結果分析 38 第一節 時間序列資料處理 38 第二節 同期相關影響係數 39 第三節 衝擊反應函數圖形 41 第四節 累積衝擊反應表 43 第七章 結論與建議 45 第一節 結論 45 第二節 建議 46 參考文獻 47 | |
| dc.language.iso | zh-TW | |
| dc.subject | 結構式向量自我迴歸模型 | zh_TW |
| dc.subject | 蒙代爾─弗萊明模型 | zh_TW |
| dc.subject | 匯率制度 | zh_TW |
| dc.subject | 貨幣政策 | zh_TW |
| dc.subject | exchange rate regime | en |
| dc.subject | structural vector autoregression model | en |
| dc.subject | monetary policy | en |
| dc.subject | Mundell-Fleming model | en |
| dc.title | 不同匯率制度下貨幣政策的有效性──東亞國家之實證 | zh_TW |
| dc.title | The Effectiveness of Monetary Policy under Alternative Exchange Rate Regimes – Empirical Evidence from East Asian Countries | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 99-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 李顯峰(Hsien-Feng Lee),張文俊(Wen-Chun Chang) | |
| dc.subject.keyword | 蒙代爾─弗萊明模型,匯率制度,貨幣政策,結構式向量自我迴歸模型, | zh_TW |
| dc.subject.keyword | Mundell-Fleming model,exchange rate regime,monetary policy,structural vector autoregression model, | en |
| dc.relation.page | 55 | |
| dc.rights.note | 有償授權 | |
| dc.date.accepted | 2011-07-04 | |
| dc.contributor.author-college | 社會科學院 | zh_TW |
| dc.contributor.author-dept | 國家發展研究所 | zh_TW |
| 顯示於系所單位： | 國家發展研究所 | |
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