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    题名: 小型開放經濟體系下信用機制對於貨幣政策和浮動匯率的影響
    The credit channel of monetary policy and exchange rate flexibility in a small open economy
    作者: 楊馥珉
    Yang, Fu Min
    贡献者: 黃俞寧
    Hwang, Yu Ning
    楊馥珉
    Yang, Fu Min
    关键词: 信用機制
    外部成本溢酬
    浮動匯率
    金融風暴
    Credit Channels
    External Finance Premium
    Flexible Exchange Rate
    Financial Crisis
    日期: 2008
    上传时间: 2010-12-09 14:47:18 (UTC+8)
    摘要: The objective of this study is to consider the credit channel operation under a small open economy by including the banking sector and money in a dynamic stochastic general equilibrium (DSGE) model. This study examines the role of the banking sector in a small open economy and the impact of the degree of economic openness. In the steady state analysis, we find that the banking sector’s efficiency and the degree of the openness of an economy will affect the equilibrium. The dynamic analyses show the exchange rate movement amplifies the responses of the economy to exogenous shocks.
    參考文獻: Aoki, K., J. Proudman, and G. Vlieghe (2004), “House Prices, Consumption, and Monetary Policy: A Financial Accelerator Approach,” Journal of Financial Intermediation, 13(4), 414-435.
    Bernanke, B. S. and A. S. Blinder (1988), “Credit, Money and Aggregate Demand,” American Economic Review, 78(2), 435-439.
    Bernanke, B. S. and M. Gertler (1989), “Agency Costs, Net Worth, and Business Fluctuations,” American Economic Review, 79(1), 14-31.
    Bernanke, B. S. and M. Gertler (1995), “Inside the Black Box: The Credit Channel of Monetary Policy Transmission,” Journal of Economic Perspectives, 9(4), 27-48.
    Bernanke, B., M. Gertler, and S. Gilchrist (1998), “The Financial Accelerator in a Quantitative Business Cycle Framework,” NBER Working Papers, No.6455.
    Calvo, G. A. (1983), “Staggered Price in a Utility-Maximizing Framework,” Journal of Monetary Economics, 12(3), 383-398.
    Carlstrom, C. and T. Fuerst (1997), “Agency Cost, Net Worth, and Business Fluctuations: A Computable General Equilibrium Analysis,” American Economic Review, 87(5), 893-910.
    Chang, J.-C. (2008), “The Credit Channel of Monetary Transmission in a Small Open Economy,” International Economic Journal, 22(2), 215-230.
    Cooley, T., R. Marimon, and V. Quadrini (2004), “Aggregate consequences of limited contract enforceability,” Journal of Political Economy, 112(4), 817-847.
    Diamond, D. and R. Rajan (2006), “Money in a Theory of Banking,” American Economic Review, 96(1), 30-53.
    Edwards, S. and C. A. Végh (1997), “Banks and Macroeconomic Disturbances under Predetermined Exchange Rates,” Journal of Monetary Economics, 40(2), 239-278.
    Favero, C. A. (2001), Applied Macroeconometrics, Oxford and New York, Oxford University Press
    Goodfriend, M. (2005), “Narrow Money, Broad Money, and the Transmission of Monetary Policy,” In: Faust, J., Orphanides, A., Reifschneider, D. (Eds.), Models and Monetary Policy: Research in the Tradition of Dale Henderson, Richard Porter, and Peter Tinsley, (pp. 277-303): Washington, D.C.: Board of Governors of Federal Reserve System.
    Goodfriend, M. and B. T. McCallum (2007), “Banking and Interest Rate in Monetary Policy Analysis: A Quantitative Exploration,” Journal of Monetary Economics, 54(5), 1480-1507.
    Kiyotaki, N. and J. Moore (1997), “Credit Cycles,” Journal of Political Economy, 105(2), 211-248.
    Kocherlakota, N. (2000), “Creating Business Cycles through Credit Constraints,” Federal Reserve Bank of Minneapolis Quarterly Review, 24(3), 2-10.
    Kollmann, R. (2002), “Monetary Policy Rules in the Open Economy: Effects on Welfare and Business Cycles,” Journal of Monetary Economics, 49(5), 989-1015.
    Lane, P. R. and G. M. Milesi-Ferretti (2001), “Long-Term Capital Movements,” Working Paper, Trinity College Dublin and IMF.
    Obstfeld, M. and K. Rogoff (1995), “Exchange Rate Dynamics Redux,” Journal of Political Economy, 103(3), 624-660.
    Obstfeld, M. and K. Rogoff (1996), Foundations of International Macroeconomics, Cambridge, Mass. and London, the MIT Press.
    Obstfeld, M. and K. Rogoff (2000), “New Directions for Stochastic Open Economy Models,” Journal of International Economics, 50(1), 117-153.
    Taylor, L. B. (1993), “Discretion versus Policy Rules in Practice,” Carnegie-Rochester Conference Series on Public Policy, 39, 195-214.
    描述: 碩士
    國立政治大學
    經濟研究所
    96258015
    97
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0096258015
    数据类型: thesis
    显示于类别:[經濟學系] 學位論文

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