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    题名: 匯率不完全轉嫁下的通膨目標制之研究
    Inflation Targeting Under Incomplete Exchange Rate Pass-through
    作者: 呂承霖
    贡献者: 林柏生
    呂承霖
    关键词: 通貨膨脹目標制
    匯率不完全轉嫁
    小型開放經濟體
    貨幣政策
    日期: 2016
    上传时间: 2016-08-09 09:58:47 (UTC+8)
    摘要: 本文以小型開放經濟體在匯率不完全轉嫁情況下的通貨膨脹目標制為研究對象，目的在於研究對於小型開放經濟體最佳的通貨膨脹目標制。欲達成此目標，本文將通貨膨脹目標制區分為承諾與權衡兩種類型，再分為匯率穩定目標的包含與否兩種類型，以此四類型通膨目標制作為分析基礎，接著模擬在此四類型通貨膨脹目標制下，當小型開放經濟體面對生產力衝擊時，各式經濟變數相應的變化情況，並對於模擬結果作分析。最後本文試圖以動態模擬分析結果闡明小型開放經濟體的貨幣當局應該如何選擇與調整其通貨膨脹目標制，以達到在面對生產力衝擊時能較快回復至貨幣當局設定的政策目標，或者減少通貨膨脹與產出缺口在達成目標期間的波動程度。
    參考文獻: Adolfson, Malin (2002), “Monetary Policy with Imcomplete Exchange Rate Pass-Through.” Mimeo, Stockholm School of Economics.

    Bernanke, Ben and Mishkin, F. (1997), “Inflation Targeting: A New Framework for Monetary Policy?” Working Paper 5893, NBER

    Beckworth, David (2014). “INFLATION TARGETING: A Monetary Policy Regime Whose Time Has Come and Gone.” Mercatus Research

    Calvo, G. (1983), “Staggered Prices in a Utility Maximizing Framework”, Journal of Monetary Economics 12, 383–398.

    Clarida, Richard, Jordi Gali, and Mark Gertler (1999), “The Science of Monetary Policy: A New Keynesian Perspective.” Journal of Economic Literature 37, 1661-1707.

    Clarida, Richard, Jordi Gali, and Mark Gertler (2001), “Optimal Monetary Policy in Open Versus Closed Economies: An Integrated Approach.” American Economic Review Papers and Proceedings 91, 248-252.

    Corsetti, Giancarlo, and Paolo Pesenti (2005), “International Dimensions of Optimal Monetary Policy.” Journal of Monetary Economics

    Gali, Jordi & Monacelli, T. (2005), “Monetary Policy and Exchange Rate Volatility in a Small Open Economy.” Review of Economic Studies 72, 707-734.

    Goldberg, Penelopi, and Michael Knetter (1997), “Goods Prices and Exchange Rates: What Have We Learned?” Journal of Economic Literature, 1243-1272.

    Rudebusch, G and Svensson, Lars E. O. (1999), “Policy Rules for Inflation Targeting.” ISBN: 0-226-79124-6, 203-262

    Jurgen von Hagen (1998), “Money Growth Targeting.” Seminar Paper No. 643, IIES, Stockholm University

    Mishkin, F. (2000), “From Monetary Targeting to Inflation Targeting: Lessons from Industrialized countries.” NEBR

    Monacelli, T. (2005), “Monetary Policy in a Low Pass-through Environment.” Journal of Money, Credit and Banking, Vol. 37, No.6, 1047-1066.

    Obstfeld, Maurice, and Kennet Rogoff (1995), “Exchange Rate Dynamics Redux.” Journal of Political Economy 103, 624-660.

    Svensson, Lars E. O. (1995), “Optimal Inflation targets conservative central banks, & linear inflatopn contracts” American Economic Review

    Svensson, Lars E. O. (2000), “Open-economy Inflation Targeting.” Journal of International Economics 50, 155-183.

    Vestin, David (2000), “Price Level Targeting Versus Inflation Targeting in a forward looking model” IIES, Stockholm University

    Yun, Tack (1996), “Nominal Price Rigidity, Money Supply Endogeneity, and Business Cycles” Journal of Monetary Economics 37, 345-370

    毛維凌, 王高文 (2001), “再探恆常所得模型的跨期替代彈性估計問題”, 臺灣經濟學會年會論文集, 1-32.

    王泓仁 (2005), “台幣匯率對我國金融活動的影響”, 中央銀行季刊第二十七卷第一期。

    陳佩玗 (2012), “通膨目標機制之現況”, 國際金融參考資料 第六十三輯。

    張永隆 (2008), “Can exchange rate rules be better than interest rate rules?”, Japan and the World Economy 21, 301-311.

    張永隆（2010），“最適貨幣政策之制定─考量存貨投資的小型開放經濟新興凱因斯 DSGE 模型“，中央銀行季刊第三十二卷第一期，頁 3-24。
    描述: 碩士
    國立政治大學
    國際經營與貿易學系
    103351033
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0103351033
    数据类型: thesis
    显示于类别:[國際經營與貿易學系 ] 學位論文

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