English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113334/144311 (79%)
Visitors : 51190863      Online Users : 919
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
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/94261


    Title: 金融政策調控--以台灣貨幣政策為例
    Authors: 王睦鈞
    Contributors: 毛維凌
    王睦鈞
    Keywords: 金融危機
    貨幣政策
    最適控制
    Date: 2004
    Issue Date: 2016-05-06 15:48:05 (UTC+8)
    Abstract: 金融危機的發生時點難以衡量,而且金融危機所造成之社會成本實難以估計。因而筆者由事後補救的觀點,藉由第三代金融危機模型的設定,並納入自我實現預期的概念,來探討政府最適政策目標與最適政策執行方式之選擇,並比較在外生衝擊下產出、 匯率與利率的衝擊反應函數,以提供政策建議,期能降低危機所造成的傷害。

    實證結果顯示,在執行簡單政策的情況下,雖然吸收衝擊的時間較短,但是會出現極不穩定的結果;而執行政策承諾與權衡政策的結果,雖是大同小異。然而在權衡政策下,經濟變數的波動性皆遠低於政策承諾之時。此外, 若政策目標為產出穩定,無論執行何種政策方式,約4至12季就能吸收衝擊效果。但是若為其他兩種政策目標,就只有簡單政策能緩和衝擊效果,至於採行政策承諾與權衡政策的方式,調整時間都極為緩慢,不利於經濟體系的發展。
    Reference: 陳松興.阮淑祥(2003),《一兆元黑洞?為台灣金融重建工程把脈》, 天下雜誌
    陳曾姍•張文毅•蔡鴻璟 譯(1998), “新興市場金融及經濟危機的成因、影響及啟示”, 《證交資料月刊》, 439
    陳夢婷(2000), “金融相互關連、脆弱程度與銀行危機之研究”,碩士論文,中央大學財務管理研究所
    鍾佳蓉(2002),“雙元危機之預警模型”,碩士論文 ,政治大學財政研究所
    Economic Report of The President (1999), U.S. Goverment Printing
    Office.
    World Economic Outlook (1998), International Monetary Fund.
    Burnside, Craig (2004), “The Research Agenda: Craig Burnside on the
    Causes and Consequences of Twin Banking-Currency Crisesy”,
    Economic Dynamics, 5(April).
    Burnside, Craig, Martin Eichenbaum, and Sergio Rebelo (2001a), “On
    the Fiscal Implications of Twin Crises”, Tech. Rep. 2918, C.E.P.R.
    Discussion Papers.
    (2001b), “Prospective Deficits and the Asian Currency Crises”,
    Journal of Political Economy, 109(6), 1155–1197.
    (2003), “Government Finance in the Wake of Currency Crises”,
    Tech. Rep. 501, University of Rochester - Center for Economic
    Research.
    Cho, In-Koo and Kenneth Kasa (2003), “Learning Dynamics and
    Endogenous Currency Crises”, Tech. Rep. 132, Society for Computational Economics, Computing in Economics and Finance
    2003.
    Hsu, Chen-Min (2002), “The Role of Economic Policy in Recent
    Recession and Recovery: Taiwan Experience”, Keynote Speech,
    International Conference of Asian Crisis : The Recovery and the Rest
    of the World.
    Kaminsky, Graciela, Saul Lizondo, and Carmen Reinhart (1997),
    “Leading Indicators of Currency Crises”, IMF Staff Papers, 45(1), 1.
    Marini, Giancarlo and Giovanni Piersanti (2001), “Fiscal Deficits And
    Currency Crises”, Tech. Rep. 140, Tor Vergata University, CEIS.
    Mishkin, Frederic S. (2001), “Financial Policies and the Prevention of
    Financial Crises in Emerging Market Countries”, Tech. Rep. 2683,
    The World Bank.
    Soderlind, Paul (1999), “Solution and Estimation of RE Macromodels
    with Optimal Policy”, European Economic Review, 43(4-6), 813–823.
    Svensson, Lars E. O. (2000), “Open-economy inflation targeting”,
    Journal of International Economics, 50(1), 155–183.
    Svensson, Lars E.O. (2004), “Targeting Rules vs. Instrument Rules for
    Monetary Policy: What is Wrong with McCallum and Nelson?”, Tech.
    Rep. 10747, National Bureau of Economic Research, Inc.
    Description: 碩士
    國立政治大學
    經濟學系
    92258004
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0922580042
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

    Files in This Item:

    There are no files associated with this item.



    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