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政大典藏 > College of Informatics > Department of Computer Science > NSC Projects > Item 140.119/115437

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/115437

Title:	匯率轉嫁與國際景氣循環－內生市場結構模型
Authors:	黃俞寧
Contributors:	經濟學系
Keywords:	內生廠商進出;動態隨機一般均衡;景氣循環 endogenous firm‘s entry;DSGE;business cycle
Date:	2015
Issue Date:	2017-12-26 17:47:08 (UTC+8)
Abstract:	本研究採用一兩國動態隨機一般均衡(DSGE)模型中加入廠商的進入成本(entry cost)，探討國際景氣循環特質透過模擬。本研究依循 Cavallari (2013) 對於廠商進入成本的設定，內生化廠商進入市場的決策。模擬結果發現，本模型可產生與資料相近的國際景氣波動(international business cycles)特質，產出、消費與勞動的正向跨國相關性。 The objective of this study is to examine the international business cycle property in a two-country dynamic stochastic general equilibrium (DSGE) model with firms’ entry. This study mainly follows the specification of firms’ entry cost in Cavallari (2013) to endogenously determine the firms’ decision to enter the market. The simulation results show this model can generate positive international correlation of output, consumption and labor as data suggest.
Relation:	執行起迄：2015/08/01~2016/07/31 104-2410-H-004-005
Data Type:	report
Appears in Collections:	[Department of Computer Science ] NSC Projects

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