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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/77014


    Title: 內生性長期風險與最適貨幣政策
    Other Titles: Endogenous Long-Run Risk and Optimal Monetary Policy
    Authors: 趙世偉
    Contributors: 金融系
    Keywords: 內生性長期風險;最適貨幣政策;利率法則;遞迴式效用函數;價格僵固
    Date: 2013
    Issue Date: 2015-07-28 15:10:35 (UTC+8)
    Abstract: 本研究計畫探討經濟體系面臨長期風險下，最適貨幣政策的意涵。模型中的內生性長 期風險主要來自於遞迴式效用(recursive preferences)與價格僵固共同作用的結果。此模 型可使用高階擾動法(higher-order perturbation method)求解最適貨幣政策。數種不同 利率法則下的福利水準將與最適貨幣政策下情況比較，所得結果有助於了解貨幣政策 應如何應對通貨膨脹與產出，利率平滑(interest rate smoothing)的福利效果，以及利率 法則應使用當期、過去或預期未來的總體經濟變數資料。
    Relation: 計畫編號NSC102-2410-H004-018
    Data Type: report
    Appears in Collections:[金融學系] 國科會研究計畫

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