政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/96438
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文筆數/總筆數 : 113451/144438 (79%)
造訪人次 : 51339833      線上人數 : 821
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋


    請使用永久網址來引用或連結此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/96438


    題名: 資本管制與沖銷干預 : 台灣的實證研究
    作者: 林逸萍
    貢獻者: 朱美麗
    林逸萍
    日期: 1997
    上傳時間: 2016-05-11
    摘要: 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：
    參考文獻: 朱美麗、曹添旺、簡美瑟， 1994 ，『沖銷干預與匯率動態━台灣的實證研究』，
    行政院國家科學委員會專題研究計畫， NSC83-030 I-H004-038
    朱美麗、曹添旺、簡美瑟， 1996，『匯率與沖銷干預━台灣的實證研究』，經濟論文叢刊，第24 卷第3 期， 383-411
    張文雅、賴景昌， 1985，『固定匯率、資本管制措施與總體經濟政策』，輔仁學誌， 17 號， 57-65
    曹添旺、朱美麗、李慧紅， 1993，『外匯平預、沖銷措施、匯率與非貿易財價格之動態、調整』，經濟論文叢刊，第21 卷第4 期， 381-410
    梁發進， 1981，『我國貨幣政策反應函數之推估』，經濟研究，第31 卷， 47-72
    梁發進， 1983，『台灣之貨幣供給、物價及國際收支』，林葭蕃教授八秩晉一榮慶貨幣金融論文集
    黃仁德， 1990 ，『台灣地區國際收支失衡之貨幣面實證分析』，台灣銀行季刊，
    第41 卷第2 期， 105-125
    彭德明， 1987，『資本移動、沖銷操作與貨幣供需』，中央銀行季刊，第9 卷第3 期， 21-47
    滑明曙， 1983 ，『世界物價齊━論與國際問通貨膨脹的傳遞:對台灣的實證研究』，中華經濟研究院
    歐淑敏， 1992，『資本管制與匯率動態調整━浮動匯率與雙元陸率的比較』，台灣大學經濟研究所碩士論文
    賴景昌，『國際經融理論:基礎篇』，茂昌圖書有限公司出版，民國八十二年
    賴景昌、張文雅， 1983，『管理浮動匯率部份沖銷措施與總體經濟政策』，台北市銀月刊，第十四卷第五期， 31-39
    鍾俊文， 1990，『資產選擇與貨幣政策━台灣的實證研究(1985-1989) 』，台灣
    大學經濟研究所博士論文
    肅文宗， 1984，『管理浮動匯率之總體經濟安定性與資本的移動性』，台北市銀月刊，第十五卷第一期，頁27-41
    Arellano, J. P., 1982, "Macroeconomic Stability and the Optimal Degree of Capital
    Mobility," Journal of Development Economics 10,377-393
    Bhandari, J. S., 1982, "A Stochastic General Equilibrium Model of the Open Economy
    . Under Controlled Floating," in J. Bhandari ed., Exchange Rate Determination and
    Adjustment, 241-276
    Cavallo, D., 1977, "Stagflationary Effects of Monetarist Stabilization Policies in
    Economies with Persistent Inflation, Ph.D. thesis(Dept. of Economics, Harvard
    University, Cambridge, MA)
    , 1974, "Capital Mobility and the Stability of the Flexible Exchange Rate System,"
    Quarterly Journal oj Economics 88, 488-495
    Chen, Chau-nan, 1975, "Fixed versus Flexible Exchange Rates," Journal of Monetary
    Economics 1, 265-271
    Chu, Y. P., C. C. Lai, W. T. Hsiao & W. Y. Chang, 1986, "Exchange Rates Intervention and Capital Mobility Control: Comparisons and Simultaneous Optimization," Journal of Development Economics 23, 119-134
    Dickey, D. A. & W. A. Fuller, 1979, "Distribution of the Estimatiors for Autoregressive Times Series with a Unit Root," Journal oj the American Statistical Association 74,427-431
    ___ & , 1981, "Likelihood Ratio Statistics for Autoregressive Times Series
    with a Unit Root," Econometrica 49, 1057-1072
    Dornbusch, R., 1980, Open Economy Macroeconomics, New York: Basic Books Inc.,
    Chapter 7 and 12
    Engel, R. F. & C W 1. Granger, 1987, "Cointegration and Error Correction:
    Representation, Estimation and Testing," Econometrica 55, 251-276
    Fleming, 1. M., 1962, "Domestic Financial Policies under Fixed and Floating Exchange Rates," IMF Staff Papers 9, 369-379
    Fuller, W. A., 1976, Introduction to Statistical Time Series, New York: John Wiley and Sons
    Granger, C W. 1., 1981, "Some Properties of Time Series Data and Their Use In
    Econometric Model Specification," Journal of Econometrics 16, 121-130
    ___ & P. Newbold, 1974, "Spurious Regressions 111 Econometrics," Journal of
    Econometrics, 111-120
    Gultekin, M. N., N. B. Gultekin & A. Penati, 1989, "Capital Controls and International
    Capital Market Segmentation: The Evidence from the Japanese and American Stock
    Markets," The Journal of Finance 44:4, 849-869
    Johansen, S., 1988, "Statistical Analysis of Cointegration Vectors," Journal of Economic
    Dynamic and Contra/12, 231-254
    __ -" 1991, "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian
    Vector Regression Models," Econometrics 59, 1551-1580
    ________& K. Juselius, 1990, "Maximum Likelihood Estimation and Inference on
    Cointegration with Applications to the Demand for Money," Oxjord Bulltin of
    Economics and Statistics 52. 169-220
    Johnson, H. G., 1958, "Towards a General Theory of the Balance of Payments," in his
    International Trade and Economic Growth. London: George Allen & Unwin
    Lai, C.C., 1981, "Sterilization Operations and Macroeconomic Policies under Alternative Exchange Rate Systems: A Case of Positived IS Curve," Indian Journal of Economics 62,197-206
    ___ , 1983, "A Note of Fixed Exchange Rates, Partial Sterilization Operations, and
    Macroeconomic Policies," Indian Journal of Economics 63,387-390
    ___ & Chang, W. Y., 1987, "Flexible Exchange Rates, Capital Mobility Control and
    Macroeconomic Policies," Journal fj Economic Development 12, 183-188
    Miller, S. M., 1991, "Monetary Dynamics: An Application of Cointegration and ErrorCorrection Modeling," Journal of Money, Credit and Banking 23, 139-154
    Min & McDonald, 1993, "The Portfolio-Balance Model of Exchange Rates: Short-run
    Behavior and Forecasting (The Korean Won/Us. Dollar case)," International Economic Journal 7:4, 75-87
    Mundell, R. A., 1963, "Capital Mobility and Stabilization Policy under Fixed and Flexible
    Exchange Rats System," Canadian Journal of Economics and Political Science 29, 475-485
    Nelson, ( R. & (L P. Plossser, 1982, "Trends and Random Walks in Macroeconomic
    Time Series, Some Evidence and Implications," Journal of Monetany Economics 10,
    139-162
    O`connell, J., 1983, "Complete Sterilization and Perfect Capital Mobility," Economics
    Letters 12, 69-72
    ___ , 1986, "Sterilization and Stability," Economics Letters 21, 53-56
    Phillips, P. B. ( & P. Perron, 1988, "Testing for a Unit Root in Time Series Regression,"Biometrika 75:2,335-346
    Phylaktis, K. & G. E. wood, 1984, "An Analysis and Taxonomic Framework for the
    Study of Exchange Controls," in Black and Dorrance eds., Problems of International
    Finance, 149-166, .Macmillian, London
    Poole, W., 1970, "Optimal Choice of Monetary Policy Instrument in a Simple Stochastic
    Macro Model," Quarterly Journal of Economics 83, 197-216
    Roper, D. E. and S. J. Turnovsky, 1980, "Optimal Exchange Market Intervention in a
    Simple Stochastic Macro model," Canadian Journal of Economics 13, 296-309
    Said, S. E. & D. A. Dickey, 1984, "Testing for Unit Roots in Autoregressive-moving
    Average Models of Unknown Order," Riometrica 71,599-607
    Silberberg, Eugene, 1990, The Structure of Economics: a Mathematical Analysis, second
    edition, McGraw-Hill Publishing Company
    Swoboda, A. K., 1972, "Equilibrium, Quasi-Equilibrium, and Macroeconomic Policy
    under Fixed Exchange Rates," Quarterly Journal of Economics 86, 162-171
    Tumovsky, S. 1., 1977, Macroeconomics Analysis and Stabilization Policies (Cambridge:Cambridge University Press), Chapter 9
    _ _ _ , S. J., 1983, "Exchange Market Intervention Policies in a Small Open Economy,"in J. Bhandari, ed ., Exchange Rate Determination and Adjustment, 286-311
    描述: 碩士
    國立政治大學
    經濟學系
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G91NCCU5852012
    資料類型: thesis
    顯示於類別:[經濟學系] 學位論文

    文件中的檔案:

    沒有與此文件相關的檔案.



    在政大典藏中所有的資料項目都受到原著作權保護.


    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 ©   - 回饋