政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/141741
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文筆數/總筆數 : 113451/144438 (79%)
造訪人次 : 51244357      線上人數 : 950
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋


    請使用永久網址來引用或連結此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/141741


    題名: 考慮減碳租稅政策以及零利率下限時的動態隨機一般均衡模型
    Introducing Carbon-reduction Taxes under the Zero Lower Bound in A DSGE Model
    作者: 劉武宣
    Liu, Wu-Xuan
    貢獻者: 賴廷緯
    Lai, Ting-Wei
    劉武宣
    Liu, Wu-Xuan
    關鍵詞: 隨機動態一般均衡模型
    碳稅
    泰勒法則
    零利率下限
    DSGE model
    carbon tax
    Taylor’s rule
    zero lower bound
    日期: 2022
    上傳時間: 2022-09-02 15:26:31 (UTC+8)
    摘要: 本文建立一個新興凱因斯的動態隨機一般均衡模型，分析若政策以課徵碳租稅達到減少碳排放量為目的，在給定零利率下限條件下，經濟體系面臨衝擊的景氣波動。本文的估計結果發現，對於政府而言，貨幣政策在通膨的敏感度比產出波動的敏感度高。然而在總和需求出現大幅度的負面衝擊時，且政府制定利率面臨零利率下限的窘境，會大幅降低投資市場的報酬率，並造成更嚴重的總和產出衰退。
    This paper builds a New Keynesian Dynamic Stochastic General Equilibrium (DSGE) model to analyze the effects of government taxes aiming to decrease carbon dioxide emission. We investigate business cycle fluctuations under the zero lower bound condition. We obtain the following results: (i) monetary policies are more sensitive to inflation than to output gap; (ii) when a dramatic negative shock occurs, the government is subject to the difficulty since the nominal interest rate cannot be lower than the zero lower bound. In this context, the shock will substantially reduce the rate of return in the capital market, leading to worse output declines.
    參考文獻: Annicchiarico, Barbara and Fabio Di Dio (2015), “Environmental policy and macroeconomic dynamics in a new Keynesian model,” Journal of Environmental Economics and Management, 69, 1-21.

    Ahn, Kwangwon, Zhuang Chu and Daeyong Lee (2021), “Effects of renewable energy use in the energy mix on social welfare,” Energy Economics, 96, 105174.

    Caggiano, Giovanni, Efrem Castelnuovo and Giovanni Pellegrino (2017), “Estimating the real effects of uncertainty shocks at the zero lower bound,” European Economic Review, 100, 257-272.

    Calvo, Guillermo (1983), “Staggered prices in a utility-maximizing framework,” Journal of Monetary Economics, 12, 383-398.

    Eichenbaum, Martin and Jonas D. M. Fisher (2003), “Testing the Calvo model of sticky prices,” Economic Perspectives, 27, 40-53.

    Fischer, Carolyn and Michael Springborn (2011), “Emissions targets and the real business cycle: Intensity targets versus caps or taxes,” Journal of Environmental Economics and Management, 62, 352-366.

    Guerrieri, Luca and Matteo Iacoviello (2015), “OccBin : A toolkit for solving dynamic models with occasionally binding constraints easily,” Journal of Monetary Economics , 70 , 22-38.

    Heutel, Garth (2012), “How should environmental policy respond to business cycles? Optimal policy under persistent productivity shocks,” Review of Economic Dynamics, 15, 244-264.

    Nordhaus, William D. (1991), “The economics of the greenhouse effect,” The Economic Journal, 101, 920-937.

    Taylor, John B. (1993), “Discretion versus policy rules in practice,” Carnegie-Rochester Conference Series on Public Policy, 39, 195-214.

    Ulate, Mauricio (2021), "Going negative at the zero lower bound: the effects of negative nominal interest rates," American Economic Review, 111, 1-40.

    Whalen, Charles, and Felix Reichling (2017) , “Estimates of the Frisch elasticity of labor supply: a review,” Eastern Economic Journal, 43, 37-42.

    Wang, Ren, Jie Hou and Zhujun Jiang (2021), “Environmental policies with financing constraints in China,” Energy Economics, 94, 105089.

    Wu, Jing Cynthia and Fan Dora Xia (2016), “Measuring the macroeconomic impact of monetary policy at the zero lower bound,” Journal of Money Credit and Banking, 48, 253-291.

    Walsh, Carl E., “Monetary Theory and Policy,” 4th ed, MIT press.

    Zhang, Jiekuan and Yan Zhang (2020), “Examining the economic and environmental effects of emissions policies in China: a Bayesian DSGE model,” Journal of Cleaner Production, 266, 122026.
    描述: 碩士
    國立政治大學
    經濟學系
    109258029
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0109258029
    資料類型: thesis
    DOI: 10.6814/NCCU202201177
    顯示於類別:[經濟學系] 學位論文

    文件中的檔案:

    檔案 描述 大小格式瀏覽次數
    802901.pdf1812KbAdobe PDF2100檢視/開啟


    在政大典藏中所有的資料項目都受到原著作權保護.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回饋