政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/69537

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政大典藏 > College of Commerce > Department of Money and Banking > NSC Projects > Item 140.119/69537

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/69537

Title:	台灣貨幣政策中間目標的選定與金融資產價格
Other Titles:	The Choice of Taiwan Monetary Intermediate Target and Financial Asset Price
Authors:	沈中華
Contributors:	銀行學系
Keywords:	貨幣政策;中間目標;金融資產價格;門檻自我迴歸模型 Monetary policy;Intermediate target;Financial asset price;Thresholdautoregressive model
Date:	1995
Issue Date:	2014-09-02 09:00:16 (UTC+8)
Abstract:	本文針對台灣的金融改革狀況,提出一個非對稱的狹義貨幣需求函數假說,將貨幣需求函數M1B依股低高低分成二個低與高股價,此假說引申出三個推論:(1)在低股價區時,M1B貨幣需求函數是穩定,但在高物價區則不然。在低股價區時,M1B貨幣需求函數的所得係數大於零,但在高股價區則等於零。(2)在低股價區時, M1B貨幣需求函數的所得係數為正及股價係數等於零,但在較高股價區,則所得係數為零及股價係數大於零。(3)在低股價區時,M1B貨幣需求函數的利率係數小於其在高股價區的係數。本文使用修正的TAR模型估出股價門檻值,再檢定上述三個假說,實證結果發現資料完全肯定上述三個推論,因此證實了本文非對稱貨幣需求的假說。
Relation:	行政院國家科學委員會計畫編號NSC84-2415-H004-017
Data Type:	report
Appears in Collections:	[Department of Money and Banking] NSC Projects

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