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    Title: 資本管制與沖銷干預 : 台灣的實證研究
    Authors: 林逸萍
    Contributors: 朱美麗
    林逸萍
    Date: 1997
    Issue Date: 2016-05-11
    Abstract: 以往與資本管制有關的文獻很少討論沖銷干預影響,而與沖銷干預有關的研究,也很少納資本管制的考量,即使同時考慮資本管制與沖銷干預,必忽略了資本管制和沖銷措施關係的探討。另外,早期的實證方法皆採用傳統以恆定變數基礎的計量方法,而沒有考慮到總體經濟數列普遍具有非恆定的性質,即使考慮到非恆定的性質,亦未對台灣地區資本管制放寬對沖銷係數的影響從事實證解析。有鑑於此,本文擬以蕭文宗(1984)的模型為基礎,設立一個管理浮動滙率、部份沖銷的開族總體經濟隨機模型,據以探討政府放寬資本管制對沖銷措施的影響,並運用依非恆定數列發展出的統計分析方法,對台灣地區1985:1至1989:3和1989:4至1996:11這兩段期間,從事央行沖銷行為方程式的估計,以驗證理論模型所隱含的論點。本文主要結論如下:
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    Description: 碩士
    國立政治大學
    經濟學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G91NCCU5852012
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

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