English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113303/144284 (79%)
Visitors : 50821466      Online Users : 413
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/140.119/5094


    Title: 產品價格目標區之經濟穩定性︰聯立隨機微分方程之應用
    Other Titles: Economic Stability under Commodity Price Target Zones︰An Application of Simultaneous Stochastic Differential Equation
    Authors: 方中柔
    Keywords: 經濟穩定性;產品價格目標區;聯立隨機微分方程;目標區政策;農產品
    Economic stability;Commodity price target zone;Simultaneous stochastic differential equation;Target zone policy;Agricultural product
    Date: 2000
    Issue Date: 2007-04-18 18:27:32 (UTC+8)
    Publisher: 臺北市：國立政治大學經濟學系
    Abstract: 本文嘗試將國際金融之目標區政策應用於農業經濟領域中之農產品價格管制的議題。吾人延伸Frankel (1986)與Lai, Hu and Wang (1996)的模型，配合目標區政策宣告及聯立微分方程的應用，嘗試以農產品價格為瞬時調整，非農產品價格為緩慢調整，建構出一不同調整速度之農產品價格目標區模型。並以此模型來探討，當政府宣告且有信用的實施農產品價格目標區政策，對瞬時調整的農產品價格是否會出現Krugman (1991)所說的蜜月效果，同時也探討此項干預政策是否會使緩慢調整之非農產品價格產生波動加大的代價。本文之結論為：當政府宣告農產品價格目標區時，若民眾亦相信政府會確實實行此項政策。透過預期的改變，不論資產替代程度，或非農產品價格對實質利率敏感程度為何，均可使農產品價格的波動變小，即存在蜜月效果。然而實施農產品價格目標區政策對於非農產品價格的影響，則會隨著資產替代程度性與非農產品價格對實質利率敏感程度而有不同之結果。
    The purpose of this study is twofold. The first is to apply the target zone policy in International Finance to the issues of commodity price limits in Agricultural Economics. The second is to make an integration involving topics on the idea of target zone policy and simultaneous stochastic differential equation. We construct a closed economic model, which extend from Frankel (1986) and Lai, Hu and Wang (1996) model, include the commodity and manufacture market two sectors. The main result of this model is to know that the public`s expectation will affect the dynamic loci of commodity and manufacture price when the adjustment of manufacture price is sluggish. More precisely, we use this model to demonstrate that the commodity price will have honeymoon effect when the government announced to execute the commodity price target zone policy. In the mean while, we also demonstrate that whether the variability of the manufacture price will depend on assets substitution and the sensitive of manufacture price to real interest rate.
    Description: 核定金額：507800元
    Data Type: report
    Appears in Collections:[經濟學系] 國科會研究計畫

    Files in This Item:

    File Description SizeFormat
    892415H004046.pdf438KbAdobe PDF2953View/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