English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113648/144635 (79%)
Visitors : 51572640      Online Users : 862
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
    •  Adv. Search
    Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer Goto mobile version


    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/3719


    Title: 金融風暴後，亞洲國家貨幣需求函數長期係數穩定性的檢定
    Other Titles: Testing Stability of Long-Run Coefficients of Money Demand Function of Asia Countries After Financial Crisis
    Authors: 沈中華
    Keywords: 貨幣需求;共積模型;金融自由化;貨幣政策;貨幣危機;穩定性
    Money demand;Cointegration model;Financial liberalization;Monetary policy;Currency crisis;Stability
    Date: 2000
    Issue Date: 2007-04-18 16:34:45 (UTC+8)
    Publisher: 臺北市：國立政治大學金融系
    Abstract: 本文研究在共積模型下貨幣需求函數的長期係數之結構改變，在1997年下半年爆發「東亞金融危機」(East-Asian Financial Crisis)，此種「貨幣危機」(Currency Crisis)發生時，匯率等變數發生大幅度的波動，是否會引起貨幣需求函數發生結構性改變，引起筆者其大的研究興趣。因此，本文探討台灣、日本、南韓、香港、新加坡等東亞國家的貨幣需求函數之長期係數，是否在包括1997年貨幣危機等情形下，發生結構性改變，結果發現：受金融危機影響的東亞國家如台灣、日本、南韓等國的貨幣需求函數發生結構性改變，其貨幣需求函數的所得係數值由大變小或由顯著變為不顯著，而利率係數則反之。對照於未受東亞金融危機影響的國家，如英國，其貨幣需求函數的係數值則較為穩定。
    Whether the `money demand function` makes `structural change` happened or not, that is crucial research for the monetary theory field. This paper study that Whether the `money demand function` makes `structural change` happened or no in the East-Asian financial crisis. We study the counties of East-Asian-Taiwan, Japan and Korea, etc… Whether the `money demand function` makes `structural change` happened or no in the East-Asian financial crisis. We have the major findings as follow: 1. The income elastic of money get smaller and the interest elastic of money get bigger of the Taiwan, Japan and Korea, etc.. But the elastic of money is stable of U.K..
    Description: 核定金額：574300元
    Data Type: report
    Appears in Collections:[金融學系] 國科會研究計畫

    Files in This Item:

    File Description SizeFormat
    892415H004012.pdf323KbAdobe PDF21151View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    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 ©   - Feedback