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    题名: 中央銀行獨立性與通貨膨脹─追蹤資料分量迴歸之應用
    作者: 洪偉傑
    贡献者: 林馨怡
    洪偉傑
    关键词: 中央銀行獨立性
    通貨膨脹
    分量迴歸
    追蹤資料
    日期: 2012
    上传时间: 2013-07-01 17:38:25 (UTC+8)
    摘要: 本文使用 Koenker (2004) 的追蹤資料分量迴歸方法分析中央銀行獨立性 (Central bank independence, CBI) 對於通貨膨脹之影響。
    透過1974-2010年間93個國家的追蹤資料，以 CBI 的實際 (De facto) 指標 TOR (Turnover rate of central bank governors) 進行實證，
    結果顯示在通貨膨脹越高的情況下， CBI 與通貨膨脹間的負向效果越強且顯著；反之，在通貨膨脹較低時，負向效果較弱且不顯著。實證結果說明 CBI 與通貨膨脹間的負向關係並非是固定的，在通貨膨脹越高的環境下，政府擁有越高的誘因採行高通貨膨脹傾向的貨幣政策，故此負向關係越強；反之，在通貨膨脹較低的環境下，政府採行高通貨膨脹傾向的貨幣政策誘因較低，此負向關係較弱。
    參考文獻: 林馨怡、 陳佩玗, 2010。 通貨膨脹與貿易開放性之關係 — 分量迴歸於追蹤資料的應用。 經濟論文 38(1), 1–32。

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    描述: 碩士
    國立政治大學
    經濟學系
    99258001
    101
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    数据类型: thesis
    显示于类别:[經濟學系] 學位論文

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