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    题名: 滙率變動對臺灣國際收支之影響
    作者: 劉瑞恒
    贡献者: 滑明曙
    劉瑞恒
    日期: 1984
    上传时间: 2016-12-05 17:16:39 (UTC+8)
    摘要: 第一章 緒論1
    第一節 研究動機與目的1
    第二節 研究方法3
    第三節 本文結構3
    第二章 貨幣派國際收支與貶值理論5
    第一節 貨幣派國際收支理論的淵源與發展5
    第二節 貨幣派的貶值理論10
    第三章 貶值效果的實證分析24
    第一節 實際觀察估計法24
    第二節 迴歸分析法28
    第三節 模擬分析法32
    第四章 台灣與世界經濟37
    第一節 世界市場中台彎的經濟地位38
    第二節 台灣的滙率制度42
    第三節 台灣的滙率政策44
    第五章 台灣的實證分析53
    第一節 滙率變動前後外滙準備的變動54
    第二節 實證模型的建立59
    第三節 實證結果72
    第四節 實證結果檢討100
    第六章 結論111
    圖表目錄
    表 4 - 1：台灣GDP、輸出入值佔世界市場的比率39
    表 4 - 2：主要工業國家滙率表48
    表 4 - 3：貨幣供給額（M1B）與銀行體係國外淨資產比較表49
    圖 4 - 1：台灣地區進口單位價值指數、躉售物價指數、消費者物價指數、國內生產毛額平減指數長期趨勢圖41
    圖 4 - 2：台灣 GDPd 與世界 GDPd指數趨勢圖43
    圖 4 - 3：名目滙率指數趨勢圖45
    圖 4 - 4：貨幣供給（M 1B）與銀行體係國外淨資產長期趨勢圖47
    表 5 - 1：62年2月台幣升值前後外滙準備變動57
    表 5 - 2：67年7月台幣升值前後外滙準備變動57
    表 5 - 3：70年8月台幣貶值前後外滙準備變動58
    表 5 - 4：消費者物價指數變動率表63
    表 5 - 5：台灣地區國際收支簡表66
    表 5 - 6：世界通貨膨脹率69
    表 5 - 7：1964年1 ~ 1978年Ⅳ迴歸結果表91
    表 5 - 8：外滙資產成長率殘差表（61年I～64年I）96
    表 5 - 9：外滙資產成長率殘差表（66年Ⅲ～69年Ⅲ）96
    表 5 - 10：外滙資產成長率殘差表（69年Ⅲ～72年Ⅳ）96
    圖 5 - 1：台灣地區消費者物價指數變動率圖64
    圖 5 - 2：世界通貨膨脹率及標準差70
    圖 5 - 3：外滙資產實際成長率gR與估計成長率ĝ R趨勢圖（61年I～64年I）97
    圖 5 - 4：外滙資產實際成長率gR與估計成長率ĝ R趨勢圖（66年Ⅲ～69年Ⅲ）98
    圖 5 - 5：外滙資產實際成長率gR與估計成長率ĝ R趨勢圖（69年Ⅲ～72年Ⅳ）99
    圖 5 - 6：世界消費者物價指數，台灣消費者物價指數，台灣躉售物價指數變動率趨勢圖 100
    參考文獻: 一、中文部分：
    1.宋健治：「貶值的彈性分析與台灣的驗證」，台北市銀月刊，第十四卷第五期，72年5月。
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    3.周宜魁：「國際金融」，政大貿研所講義，1981（未出版）。
    4.周麗涓：「國際收支貨幣分析法之理論與實證研究」，台北市銀月刊，第十四卷，第七期，73年7月。
    5.施鷹艶：「台灣輸出入商品彈性之測量：1961～1974」，政大貿研所碩士論文，民國64年6月。
    6.許日和：「台灣進出口貿易的所得與價格彈性」，經濟論文，第一卷第一期，中央研究院出版，民國62年3月。
    7.彭淮南：「台灣地區歷年之對外收支」，台灣銀行季刊第二十七卷第四期，民國65年12年。
    8.張彗芬：「新台幣應否於1974年或1975年對美元貶值以修正貿易逆差」，輔仁學誌法商學院之部，第十期，民國67年。
    9.滑明曙：「台灣輸出與輸出物價的決定因素」，經濟專論，中華經濟研究院，台北，台灣，民國71年9月。
    10.______：「世界物價齊一論與國際間通貨膨脹的傳遞：對台灣之實證研究」，經濟專論，中華經濟研究院，台北，台灣，民國72年9月。
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    12.劉錦添：「台灣國際收支的實證研究」，政大貿研所碩士論文，民國67年。
    13.鄒繼楚：「浮動滙率與外滙管理－論機動滙率下的滙率動向與管理」，69年，文化大學碩士論文。
    14.蕭美珠：「購買力平價論－台灣實證之研究」，政大貿研所碩士論文，民國72年6月。
    15.鄭秀芬：「外滙市場操作之研究」，政大貿研所碩士論文，民國72年6月。
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    6. Ball, B. J., Burns, T. and Laury, J. S. E., "The Rule of Exchange Rate Change In Balance of Payments Adjustment-The United Kingdom Case," The Economic Journal, March, 1977.
    7. Boyer, R. S., "Devaluation and Portfolio Balance," The American Economic Review, March, 1977.
    8. Cooper, R. N., "An Assessment of Currency Devaluation in Developing countries," Government and Economic Development, Chapter 13, Edited by Gustav Ranis, Economic Growth Center, Yale University New Haven: Yale University Press, 1971 (a).
    9. _______:"Currency Devaluation in Developing Countries", Essay In International Finance, No.86, Princeton University Press. 1971 (b).
    10. Clark, P. B. "The Effects of Recent Exchange rate Change on The U.S. Trade Balance," Essay In The Effect of Exchange Rate Adjustments, Washington: Treasury Dept., OASIA, 1974.
    11. Connolly M., Taylor, D., "Testing the Monetary Approach to Devaluation in Developing Countries, " Journal of Political Economy 84, PP. 849-859., 1976.
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    關聯: 國立政治大學
    國際貿易研究所
    碩士
    73
    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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