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    题名: 通貨膨脹目標政策效果分析
    Empirical Analysis of the Effect of Inflation Targeting on Inflation
    作者: 余福燊
    Yu, Fu Shen
    贡献者: 林馨怡
    Lin, Hsin Yi
    余福燊
    Yu, Fu Shen
    关键词: 通貨膨脹
    通貨膨脹目標
    分量處理效果
    inflation
    inflation targeting
    treatment effect
    日期: 2016
    上传时间: 2016-11-14 16:20:48 (UTC+8)
    摘要: 本文使用分量處理效果方法，分析通貨膨脹目標政策對通貨膨脹的影響。
    依據Svensson (1997)與Orphanides and Wilcox (2002)的理論可知，當通貨膨脹低於目標區間時，通貨膨脹目標政策對通貨膨脹具有正向的效果；當通貨膨脹高於目標區間時，具有負向的效果；而當通貨膨脹位於目標區間時，效果微弱。本文利用1980年--2010年17個國家的年資料作實證分析。實證結果發現，通貨膨脹目標政策在不同分量的通貨膨脹下對通貨膨脹的影響有所不同。當通貨膨脹低的時候，通貨膨脹目標政策對通貨膨脹具有正向效果；然而，當通貨膨脹高的時候，具有負向效果，且隨著通貨膨脹的上升，負向效果有增強的趨勢。此結果與前述理論一致。
    即使考慮刪去高通貨膨脹國家、將不同開發程度的國家分開討論、不同的資料期間和不同的政策開始時間，均得到類似的結果。
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    描述: 碩士
    國立政治大學
    經濟學系
    103258017
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0103258017
    数据类型: thesis
    显示于类别:[經濟學系] 學位論文

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