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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 黃志典(Jyh-Dean Hwang) | |
| dc.contributor.author | Chiung-Yu Liu | en |
| dc.contributor.author | 柳炯宇 | zh_TW |
| dc.date.accessioned | 2021-06-15T13:49:46Z | - |
| dc.date.available | 2020-08-21 | |
| dc.date.copyright | 2020-08-21 | |
| dc.date.issued | 2020 | |
| dc.date.submitted | 2020-08-09 | |
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| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/51787 | - |
| dc.description.abstract | 本文建立「通貨膨脹–通貨膨脹不確定性–經濟成長」的中介效應模型，以 1974 年第 1 季~2019 年第 4 季 11 個已開發國家的追蹤資料為樣本，探討通貨膨脹不確定性對經濟成長的影響。另外，本文使用追蹤門檻迴歸模型分析通貨膨脹與經濟成長的非線性關係，並探討在不同通貨膨脹狀態下，通貨膨脹不確定性的中介效應有何不同。研究結果顯示，相較於低通膨，高通膨會通過通貨膨脹不確定性對經濟產生更大的不利影響。最後，本文檢驗通貨膨脹目標機制的影響，並發現通膨目標機制雖有助抑制通貨膨脹不確定性的影響，但可能會使通貨膨脹的不利影響加劇。 | zh_TW |
| dc.description.abstract | This paper constructs a mediation model of “Inflation–inflation uncertainty–economic growth” to investigate the impact of inflation uncertainty on economic growth using a panel data of 11 OECD countries between 1974 Q1 to 2019 Q4. Besides, this paper applies a panel threshold regression model of Hansen (1999) to investigate the nonlinear relationship between inflation and economic growth, and analyzes the difference in the mediation effect of inflation uncertainty under different inflation level. Results show that high inflation will cause more adverse effects on the economy via inflation uncertainty than low inflation. At last, this paper investigates the effect of inflation targeting and finds that although inflation targeting can suppress the negative effect from inflation uncertainty, it may aggravate the adverse impact of inflation. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-15T13:49:46Z (GMT). No. of bitstreams: 1 U0001-0808202022253900.pdf: 1782818 bytes, checksum: dee85e1f3296e49b44b241ba93dfe51a (MD5) Previous issue date: 2020 | en |
| dc.description.tableofcontents | 中文摘要…………………………………………………...………………..……..…….i 英文摘要…………………………………………………...………………..……..……ii 表目錄…………………………………………………...………………..…….….…...iv 圖目錄…………………………………………………...………………..…….….…...iv 第壹章、前言…………………………………………………...………………..……..1 第貳章、文獻回顧與研究假說………......…………………………………………..…3 第一節、通貨膨脹與經濟成長的直接關係………………………………………3 第二節、通貨膨脹與經濟成長的間接關係—通貨膨脹不確定性……………....4 第三節、通貨膨脹目標機制的影響………………………………………………4 第參章、研究方法……………..………………………………….……………………..5 第一節、樣本與資料來源………………………………………………………….5 第二節、變數定義………………………………………………………………….5 第三節、檢驗方法與模型設定…………………………………………………….8 第肆章、實證結果分析……………………………………….………………………..14 第一節、敘述統計………………………………………………….......................14 第二節、相關性分析…………………………………………………...................14 第三節、追蹤資料迴歸分析結果………………………………………………..16 第伍章、結論……………………………………………………….………………….24 參考文獻………………………………………………………………………...…….26 | |
| dc.language.iso | zh-TW | |
| dc.subject | 通貨膨脹目標機制 | zh_TW |
| dc.subject | 通貨膨脹不確定性 | zh_TW |
| dc.subject | 經濟成長 | zh_TW |
| dc.subject | 中介效應模型 | zh_TW |
| dc.subject | 追蹤門檻迴歸 | zh_TW |
| dc.subject | panel threshold regression | en |
| dc.subject | Inflation uncertainty | en |
| dc.subject | economic growth | en |
| dc.subject | inflation targeting | en |
| dc.subject | mediation model | en |
| dc.title | 通貨膨脹不確定性與經濟成長—基於中介效應與追蹤門檻迴歸模型的實證分析 | zh_TW |
| dc.title | Inflation Uncertainty and Growth–An Empirical Study Based on Mediation and Panel Threshold Regression Model | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 108-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 林世銘(Su-Ming Lin),廖咸興(Hsien-Hsing Liao) | |
| dc.subject.keyword | 通貨膨脹不確定性,經濟成長,中介效應模型,追蹤門檻迴歸,通貨膨脹目標機制, | zh_TW |
| dc.subject.keyword | Inflation uncertainty,economic growth,mediation model,panel threshold regression,inflation targeting, | en |
| dc.relation.page | 30 | |
| dc.identifier.doi | 10.6342/NTU202002693 | |
| dc.rights.note | 有償授權 | |
| dc.date.accepted | 2020-08-10 | |
| dc.contributor.author-college | 管理學院 | zh_TW |
| dc.contributor.author-dept | 國際企業學研究所 | zh_TW |
| 顯示於系所單位： | 國際企業學系 | |
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