政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/101192

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/101192

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题名:	貨幣政策的不對稱效果 - 分量迴歸門檻模型之應用 Asymmetric Effects of Monetary Policy - The Application of Quantile Regression Threshold Model
作者:	李騏宇
贡献者:	林馨怡李騏宇
关键词:	貨幣政策不對稱效果分量迴歸門檻模型
日期:	2016
上传时间:	2016-09-02 01:06:56 (UTC+8)
摘要:	貨幣政策不對稱效果是近年來相當重要的課題。不對稱效果指的有三種，第一種是不同景氣循環下的不對稱效果，第二種是擴張與緊縮性貨幣政策的不對稱效果，最後則是不同規模的貨幣政策衝擊的不對稱效果。本文除了使用 Koenker and Basset (1978) 的分量迴歸模型進行分析外，還使用 Su, Ju and Xu (2014) 的分量迴歸門檻模型分析 1954 年第三季至 2015 年第四季，美國貨幣政策的不對稱效果。實證結果發現美國的貨幣政策確實具有景氣循環下的不對稱效果。另外，我們也發現美國的貨幣政策同時存在第一種與第二種不對稱效果。然而，當我們討論第一種與第三種貨幣政策的不對稱效果是否同時存在時，雖然中低分量下的結果認為不同規模的貨幣衝擊具有不對稱效果，但各分量下的結果並非一致地認為小規模的貨幣衝擊較有效。
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描述:	碩士國立政治大學經濟學系 103258018
資料來源:	http://thesis.lib.nccu.edu.tw/record/#G0103258018
数据类型:	thesis
显示于类别:	[經濟學系] 學位論文

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