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    Title: 理性預期下產出與通貨膨脹替換關係之理論與驗證
    Authors: 蔡培玄
    Contributors: 王春源
    蔡培玄
    Date: 1984
    Issue Date: 2016-11-09 17:06:11 (UTC+8)
    Abstract: 自一九七○年代以來，西方主要國家之產出與通貨膨脹間的菲立浦曲線關係，多發生有結構上之變化，亦即兩者之替換關係有惡化現象。此種現象不僅對理論模型之建立有直接的影響，甚至在政策涵義上亦有莫大之衝擊，當中，尤以理性預期假說之研究最具代表性。理性預期假說通常假設經濟個體會理性地充分利用經濟結構之有關訊息來從事預期。在此觀點下，傳統菲立浦曲線之關係究竟會做何變化？其變化之因為何？對政策涵義又有何影響？俱是本文探討之主題。正文可分理論與實證兩部分，且兩者密切配合，脈絡一貫。理論方面採逐步擴充方式，發展出一具有供給面干擾因子及差異性預期之一般化模型。發現總合干擾因子之變異數擴大，會造成產出與通貨膨脹替換關係之惡化；而特定干擾因子之變異數擴大，卻造成該項關係之改善。至於實際通貨膨脹率、預期通貨膨脹率與干擾項之變異數間的關係，在一般化模型下，並無法得出確切之正負方向變動。實證方面利用1963Ⅰ〜1982Ⅳ 之季資料，對中華民國等七個國家做比較實證分析，其方式有二：一是國際間之比較，一是單國不同期間之比較。並且分別就有關理論模型加以設定計量模型驗證之，兩相比較以明其差異之所在。
    最後，總結本文之理論與實證結果，並針對文中若干假設與限制，予以放寬或檢討，以提供未來可能之改進方向與努力目標。
    摘要Ⅰ
    第一章 緒論1
    第一節 研究目的與方法1
    第二節 本文結構3
    第二章 基本理論模型5
    第一節 總合供給函數5
    第二節 總合需求函數10
    第三節 均衡條件之經濟涵義與驗證11
    第三章 含供給面干擾因子之擴充模型21
    第一節 基本假設22
    第二節 模型結構23
    第三節 均衡條件與經濟涵義28
    第四章 比較實證分析37
    第一節 計量模式之設定37
    第二節 計量方法與限制45
    第三節 實證結果47
    第五章 結論與建議63
    附錄甲 實證附表69
    附錄乙 隨機係數迴歸模式75
    參考文獻79
    Reference: 參考文獻
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    Relation: 國立政治大學
    經濟研究所
    碩士
    72
    Data Type: thesis
    Appears in Collections:[Department of Economics] Theses

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