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    政大機構典藏 > 商學院 > 金融學系 > 學位論文 >  Item 140.119/58334


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    題名: 小型開放經濟體系總體經濟政策之研究
    Estimating the Effects of Fiscal Policy in a Small Open Economy: The Case of Taiwan
    作者: 李麗華
    貢獻者: 霍德明
    朱浩民
    李麗華
    關鍵詞: 符號限制法
    財政政策衝擊
    結構向量自我回歸模型
    小型開放經濟體系
    日期: 2010
    上傳時間: 2013-06-03 17:52:36 (UTC+8)
    摘要: 本文建立小型開放經濟體系的VAR模型，利用符號限制法（Sign Restrictions）認定財政政策衝擊，評估台灣財政政策的總體經濟效果。符號限制法係利用對衝擊反應函數做符號限制的方式認定財政衝擊，對關心的變數如：實質GDP、民間消費、民間投資、貿易收支等變數對財政政策衝擊的反應則不設限制，讓資料來回答。本研究參酌Mountford and Uhlig（2009）及Ho and Yeh（2010）的方式認定總合供給衝擊、總合需求衝擊、貨幣政策衝擊、政府支出衝擊以及政府收入衝擊。研究結果發現，政府支出衝擊對民間投資短期會產生排擠效果，中長期（二十季）則有提振的效果。政府支出衝擊引發短期名目利率上漲，國外資金流入，實質有效匯率上升，貿易收支因而下跌。政府支出衝擊對於實質GDP一開始有正向效果，但排擠效果短期會使實質GDP下跌，一旦政府支出帶動中長期民間投資後，對實質GDP有正向效果，但並不顯著。
    政府收入衝擊短期對實質GDP、民間消費、民間投資有正向效果，中長期的效果為負。若以政府支出衝擊細項來看，政府消費支出衝擊對實質GDP有顯著提振的效果，政府投資支出衝擊對於實質GDP的助益十分有限。
    參考文獻: 林向愷，賴惠子(2009)，「預算體制與政府跨期預算行為—台灣的實證研究」，《經濟論文》，37(2)，207-252。
    黃琝琇 (2007)，「台灣財政政策之有效性—遞迴法之應用」，《財稅研究》，37，159-182。
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    Romer, C. D., and D. H. Romer (2007), “The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks,” NBER Working Papers, No.13264.
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    描述: 博士
    國立政治大學
    金融研究所
    93352507
    99
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0933525071
    資料類型: thesis
    顯示於類別:[金融學系] 學位論文

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