政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/109752
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文筆數/總筆數 : 112721/143689 (78%)
造訪人次 : 49593197      線上人數 : 443
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋


    請使用永久網址來引用或連結此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/109752


    題名: 央行獨立性與通貨膨脹
    作者: 林馨怡
    貢獻者: 經濟系
    關鍵詞: 央行獨立性;內生性;通貨膨脹;分量迴歸
    central bank independence;endogeneity;inflation;quantile regression
    日期: 2016
    上傳時間: 2017-05-18 09:32:34 (UTC+8)
    摘要: 本文針對追蹤資料分量迴歸模型提出兩階段配適值法，探討央行獨立性和通貨膨脹之關係。本文有以下貢獻：首先，本文提出之模型說明央行獨立性的抗通膨效果在通貨膨脹較高時，效果較大，這可以解釋Franzese (1999) 的理論。其次，本文提出之方法可以解決用央行總裁更替率當央行獨立性變數的內生性問題。因此，本文能完整地分析央行獨立性和通膨之關係。
    This paper investigates the empirical relationship between central bank independence (CBI) and inflation by proposing a two-stage fitted value approach to a quantile regression for panel data models. This approach has several advantages. First, Franzese (1999) proposes theoretically that the antiinflationary effect of CBI is heterogeneous and is stronger when inflation is higher. Our method,
    which estimates the anti-inflationary effect of CBI for various rates of inflation, can expose the conditional heterogeneity of inflation. Second, a simple two-stage approach to the quantile regression for panel data models is proposed to solve the endogeneity problem by using the turnover rate of a central bank governor as a measure of CBI. Third, by exploiting an extensive panel data set, our
    empirical findings show that the anti-inflationary effect of CBI is stronger in higher inflation episodes, and is weaker in lower inflation episodes. As we explore this method, the CBI--inflation relationship becomes more convincing.
    關聯: MOST 104-2410-H-004-009
    資料類型: report
    顯示於類別:[經濟學系] 國科會研究計畫

    文件中的檔案:

    檔案 描述 大小格式瀏覽次數
    1042410H004009.PDF582KbAdobe PDF2279檢視/開啟


    在政大典藏中所有的資料項目都受到原著作權保護.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回饋