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    題名: 我國總體經濟政策有效性之比較: St. Louis模型之應用
    Effectiveness Comparison of Macroeconomic Policy in Taiwan: St. Louis Model Applied
    作者: 林毅智
    Lin, Yh Jhih
    貢獻者: 黃明聖
    林毅智
    Lin, Yh Jhih
    關鍵詞: St. Louis模型
    VECM模型
    財政政策
    貨幣政策
    貿易政策
    日期: 2015
    上傳時間: 2015-09-01 16:28:57 (UTC+8)
    摘要: 本篇文章用縮減式迴歸來研究財政政策、貨幣政策、和貿易政策對國內政策有效性，以及比較朱衛華 (1990) 政府政策有效性是否和本文相同。
    本研究目的有以下兩點，第一、在小型開放經濟體系中，政府推動不同政策下，何種政策長期效果較強。第二、以縮減式迴歸探討不同政策下，其對產出影響。除此之外，從大多數文獻中財政政策與貨幣政策的有效性比較，貨幣政策為強而有效的政策，而在國內貨幣政策有效性是否優於財政政策?
    本文使用傳統的St. Louis模型與向量誤差修正模型，估計不同政策的有效性，因為目前常用向量誤差修正模型，所以本研究主要採用向量誤差修正模型，再者時間序列模型皆會檢定期間內是否發生結構性改變，本文採用CUSUM穩定性檢定後，可以發現在2008年第3季後發生結構性改變，推估其結構性改變的原因來自於金融海嘯。
    由於估計期間內出現結構性改變，因此參閱方惠蓉 (2002) 將結構性改變分段處理以利於分析結果，而本文將結構性改變分成兩段，分別為金融海嘯前與金融海嘯後。
    最後可以從實證得知，三種政策在金融海嘯前皆為正向的經濟影響，強度大小由高至低排序為財政政策、貿易政策和貨幣政策，而財政政策在金融海嘯後是負向的影響，但是貨幣與貿易政策卻是正向的影響，此外貨幣政策在金融海嘯後強度大小位居首位。
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    描述: 碩士
    國立政治大學
    財政研究所
    102255023
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G1022550231
    資料類型: thesis
    顯示於類別:[財政學系] 學位論文

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