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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:	[Department of Economics] Theses

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