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    Title: 貨幣需求與利率結構
    Authors: 鄭張國
    Contributors: 高明瑞
    鄭張國
    Date: 1984
    Issue Date: 2016-11-09 17:06:07 (UTC+8)
    Abstract: 緒論Ⅰ
    研究目的與方法I
    本文架構Ⅲ
    第一章 導論--貨幣需求與利率1
    第二章 存貨模型分析9
    第一節 Friedman 模型9
    第二節 Heller-Khba 21
    第三節 台灣的實證分析26
    第三章 Mean-Variance 模型分析45
    第一節 Bernstein-Fisher 模型45
    第二節 Bernstein-Fisher 實證分析50
    第三節 Bernstein-Fisher 模型之檢討52
    第四節 Bernstein-Fisher 模型之修正54
    第五節 美國的實證分析61
    第四章 台灣貨幣需求函數實證上之問題71
    第一節 結構性變動之探討71
    第二節 黑市利率、銀行利率與貨幣需求76
    第三節 名目變數設定下之貨幣需求函數79
    第四節 部分調整模型之檢討85
    第五章 結語103
    資料說明105
    參考文獻108
    Reference: 一、中文部分
    1.柳復起:“論台灣之貨幣需求” 中央研究院經濟研究所經濟論文專著選刊之九(民國五十九年六月),重刊於台灣貨幣與金融論文集,邱正雄主編,聯經出版,民國六十四年九月。
    2.梁明義、陳坤銘:“比較實質與名目貨幣需求函數之設定”,中國經濟學會年會論文集”。(民國七十年八月)。
    3.梁明義、陳坤銘、劉壽祥:“台灣貨幣需求之再分析",中華經濟研究院經濟專論,(民國七十二年九月)。
    4.許嘉棟:“銀行利率、財金政策與國外物價對台灣的所得,物價與民間利率之影響”,中央研究院經濟研究所經濟論文期刊第十卷第一期抽印本,(民國七十一年三月)。
    5.______,“銀行信用配給之效率與雙元性金融體系資金之供需--台灣之實證研究,”中華經濟研究院經濟專論(民國七十二年九月)。
    二、英文部分
    1. Allen, S. D. ,B. Hatfieid and D.A. Williams, “A Cubic Estimate of the Term Structure of Interest Rates for a Money Demand Functlon, ” J . of Macroeconomics 3 NO. 1 (Winter 1981)。
    2. Baumol, W. J. “The Transactions Demand For Cash: An Inventory Theoretic Apprach.” QJE (Nov. 1952)。
    3. Bernstein, J. I. and D. Fisher, “The Demand for Money and The Term Structure of Interest Rates: A Portfolio Approach.” Southern E. J. 1981.
    4.__________________________,“ The Term Structure of Interest Rates and The Demand for Money : British Results from a Portfolio Model.” Southern E. J. (1983)
    5. Boorman, J. T., “The Evidence on the Demand for Money: Theoretical and Emperical Results,” Edit: T. M .Havrilesky and J. T. Booman, Current Issues In Monetary Theory and Policy ,2nd. ed., 1980
    6. Bronfenbrenner, M. and T. Mayer, “ Liquidity Functions in the American Economy.” Econometrica. (Oct. 1960)
    7. Brunner, K. and A.H. Meltzer, “Some Further Evidence on Supply and Demand Function For Money,” J. of Finance, (May, 1964)
    8. Chetty, V. K. ,“On Measuring the Nearness of Near Monies,” AER (June 1969)
    9. Chow, G. C., “On the Long-Run and Short-Run Demand for Money,” JPE (Apr. 1966)
    10. Feige, E. L. and D. K. Pearce , “The Substitutability of Money and Near-Monies: A Survey of the Time Series Evidence.” JEL (June 1977)
    11. Friedman, M., “ The Quantity Theory of Money: A Restatement,”(1956) Edit.: The Optimum Quantity of Money and Other Essays, M, Friedman 1969.
    12._________,“The Demand for Money: Some Theoretical and Emperical Results,” JPE (Aug, 1959).
    13.________ ,“Interest Rates and The Demand for Money,” J. of Law and Econ., (Oct, 1966)
    14.________ ,“Time Perspective in Demand for Money.” Scandi navian J. of E., (Dec, 1977)
    15. Garcia ,G., and S. Pak, “Some Clues in the Case of Missing Money.” AER 69 (May 1979), PP. 330~334.
    16. Goldfeld, S. M. ,“The Demand for Money Revisited” BPEA (NO. 3, 1973)
    17.________ ,“The Case of Missing Money,” BPEA (NO. 3 1976)
    18. Hamb ur ger, M. J. ,“The Demand for Money by Households, Money Substitutes, and Monetary Policy,” JPE (Dec. 1966).
    19. ________________,“Behavior of Money Stock : Is There a Puzzle?” JME (July 1977).
    20. Heller, H. R., “The Demand for Money - The. Evidence from the Short-Run Data.” QJE (June 1965)
    21. Heller, H. R. and M.S. Khan, “The De mand for Money and the Term Structure of Interest Rates.” JPE, (Feb. 1979)
    22. Judd, J, P. and J. L. Scadding, “The Search for A Stable Money Demand Function: A Survey of the Post- 1973 Literature,” JEL (Sept 1982)
    23. Khan, M. S., “The Term Structure of Interest Rates in Money Demand Models : A Further Analysis.” Economis Cetters 6 (1980)
    24. Laidler, D., “The Rate of Interest and The Demand For Money-Some Emperical Evidence . ” JPE (Dec. 1966)
    25.________ , The Demand For Monoy Theories and Emperical Evidence., 2nd. ed. ,New York, 1977.
    26. Lee , T. H. “ Alternative Interest Rates and the Demand for Money : The Emperical Evidence.” AER , (Dec, 1967)
    27. Liang , M. Y., “The Involuntary Demand for Money and the Case of the Missing Money.” (Doctorial Dissertation), Monograph Series, (April, 1980)
    28.________ , “On Dynamic Simulations of Models With a Lagged Dependent Variable and Serially Correlated Errors,” Academia Economic Papers Vol. 11, NO. 1, (March. 1983),
    29. Maddala, G. S., Econometrics, 1976.
    30. Malkiel, B. G., “The Term Structure of Interest Rates: Theory, Emperical Evidence, and Application,” Edit. :Current Issues in Monetary Theory and Policy, T. M. Havrilesky and J. T. Boorman 2nd. ed., (1980)
    31. Meltzer, A.H. “The Demand for Moncy: The Evidence from the Time Series,” JPE (June 1963)
    32. Milbourne R. D., P. Buckholtz and M.T. Wasan, “A Theoretrical Derivation of the Functional Form of Short-Run Money Holdings,” Review of Eco. Studies (1983).
    33. Miller, M. H. and D. Orr, “A Model of the Demand for Money by Firms.” QJE (Aug. 1966)
    34. Pindyck, R. S. and D. L. Rubinfeld. Econometric Models and Economic Forcasts, 2nd, ed., 1981.
    35. Tanzi, U., “The Underground Economy in the United States: Annual. Estimates, 1930-80.” IMF Slaff Paper (1983).
    36. Teigen, R. “Demand and Supply Functions for Money in the United States, Some Structural Estimates, Econometrica, (Oct, 1964)
    37. Tobin, J. “Interest-Elas ticity of the Transactions Demand for Cash.” Review of Econ. Statics., (Aug. 1956).
    38.________ , “liquidity Preference as Behavior Towards Risk,” Review of Econ, Studies, (Feb. 1958)
    39._________, “Money, Capital and Other stores of Value,” AER, (May, 1961)
    40. Watson, D. E and K. J White, “Forcas ting the Demand for Money Under Changing Term Structure of Interest Rates: An Application of Ridge Regression,” Southern E. J, (Oct. 1976).
    Relation: 國立政治大學
    經濟研究所
    碩士
    72
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

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