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    题名: 貨幣為生產要素之通貨替代模型
    作者: 蔡佩君
    贡献者: 曹添旺
    蔡佩君
    关键词: 通貨替代
    貨幣進入效用函數
    貨幣進入生產函數
    匯率動態
    日期: 2003
    上传时间: 2009-09-18 16:03:27 (UTC+8)
    摘要: 本文為一採行浮動匯率的小型開放經濟體系,在完全預期的預期模式下,我們設立一代表性個人最適化的通貨替代模型。我們採用的模型是以Liviatan (1981)貨幣進入效用函數的模型為基礎,納入Fisher (1983)視實質貨幣為可節省如勞動、資本等其它生產要素的一種投入要素,而將實質貨幣直接引入生產函數之概念,設立一最適化模型。藉以分析當本國貨幣成長率增加時,對外國貨幣名目存量、本國貨幣實質餘額、實質匯率水準等經濟變數的長期均衡與動態調整行為所產生的影響。本文得到不同於Liviatan (1981)的結果,即長期實質匯率水準會上升,而短期實質匯率水準,則有調整不足、錯向跳動和調整過度等現象。
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    描述: 碩士
    國立政治大學
    經濟研究所
    90258015
    92
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0902580151
    数据类型: thesis
    显示于类别:[經濟學系] 學位論文

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