English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113303/144284 (79%)
Visitors : 50804171      Online Users : 719
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/140.119/69537


    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:[金融學系] 國科會研究計畫

    Files in This Item:

    File Description SizeFormat
    index.html0KbHTML21116View/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