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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/32209


    Title: 物價目標區政策有效性之理論與圖形分析
    Authors: 黃嘉貞
    Chia Chen Huang
    Contributors: 方中柔
    黃嘉貞
    Chia Chen Huang
    Keywords: 物價目標區
    目標區
    物價
    政策有效性
    理論與圖形分析
    price target zone
    target zone
    price
    Date: 2003
    Issue Date: 2009-09-14 13:24:59 (UTC+8)
    Abstract: 本文藉由圖形分析法來探討在新興古典學派、凱因斯學派、實質景氣循環學派以及古典學派四種不同總體隨機模型的觀點下,當經濟體系面臨總合供給面與總合需求面外生衝擊時,貨幣當局是否能藉由物價目標區政策的實施,達成穩定經濟體系的目標?另外,也透過數學分析法引入隨機過程轉換的技巧,採用Itô’s Lemma來求解模型中的預期變數,得到各內生變數之一般解(General Solution)。由於所得之物價、產出與利率方程式中皆包含複雜的雙曲線三角函數(Hyperbolic Function)之非線性項,無法直接從方程式中明顯看出各內生變數在目標區內的走勢,所以我們進行數值模擬,藉由明確的數值變化來為我們的分析作驗證。
    Reference: 參考文獻
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    Description: 碩士
    國立政治大學
    經濟研究所
    90258012
    92
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0090258012
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

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