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| Title: | 台灣貨幣政策信用傳導機制之研究 |
| Authors: | 鄭輝培 |
| Contributors: | 蔡文禎
鄭輝培 |
| Keywords: | 共整合檢定
銀行借貸管道
信用管道
ADF單根檢定
完全修正最小平方法 |
| Date: | 2003 |
| Issue Date: | 2009-09-18 17:21:58 (UTC+8) |
| Abstract: | 關於貨幣政策傳導機制的探討,包含了傳統的貨幣觀點以及信用觀點,由於傳統貨幣觀點之貨幣政策傳導機制並無法完全解釋經濟變數之變動,因此信用觀點逐漸受到許多學者的重視與討論。信用觀點所探討的貨幣政策傳導機制稱為信用管道,包含了廣義的信用管道(資產負債表管道)與狹義的信用管道(銀行借貸管道)兩種。在本文中,擬從狹義的信用觀點出發,探討不同金融機構是否存在銀行借貸管道。
在本文對信用管道的研究中,我們有別以往以向量自我迴歸模型(VAR模型)、結構化向量自我迴歸模型(SVAR模型)、或將資料一階差分進行一般最小平方法(OLS法)實證研究分析,我們從資料的原始值出發並探討變數之共整合關係(Cointegration),並利用完全修正最小平方法(FMOLS法)對迴歸式進行係數之估計,探討貨幣政策變動下,不同銀行,包括一般銀行、中小企銀、及基層金融機構(農漁會信用部與信用合作社)之放款對於貨幣政策的反應,探討信用管道是否存在於台灣的事實。 |
| Reference: | 中文部分
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| Description: | 碩士
國立政治大學
經濟研究所
91258032
92 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0091258032 |
| Data Type: | thesis |
| Appears in Collections: | [經濟學系] 學位論文
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