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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/3719


    Title: 金融風暴後，亞洲國家貨幣需求函數長期係數穩定性的檢定
    Other Titles: Testing Stability of Long-Run Coefficients of Money Demand Function of Asia Countries After Financial Crisis
    Authors: 沈中華
    Keywords: 貨幣需求;共積模型;金融自由化;貨幣政策;貨幣危機;穩定性
    Money demand;Cointegration model;Financial liberalization;Monetary policy;Currency crisis;Stability
    Date: 2000
    Issue Date: 2007-04-18 16:34:45 (UTC+8)
    Publisher: 臺北市：國立政治大學金融系
    Abstract: 本文研究在共積模型下貨幣需求函數的長期係數之結構改變，在1997年下半年爆發「東亞金融危機」(East-Asian Financial Crisis)，此種「貨幣危機」(Currency Crisis)發生時，匯率等變數發生大幅度的波動，是否會引起貨幣需求函數發生結構性改變，引起筆者其大的研究興趣。因此，本文探討台灣、日本、南韓、香港、新加坡等東亞國家的貨幣需求函數之長期係數，是否在包括1997年貨幣危機等情形下，發生結構性改變，結果發現：受金融危機影響的東亞國家如台灣、日本、南韓等國的貨幣需求函數發生結構性改變，其貨幣需求函數的所得係數值由大變小或由顯著變為不顯著，而利率係數則反之。對照於未受東亞金融危機影響的國家，如英國，其貨幣需求函數的係數值則較為穩定。
    Whether the `money demand function` makes `structural change` happened or not, that is crucial research for the monetary theory field. This paper study that Whether the `money demand function` makes `structural change` happened or no in the East-Asian financial crisis. We study the counties of East-Asian-Taiwan, Japan and Korea, etc… Whether the `money demand function` makes `structural change` happened or no in the East-Asian financial crisis. We have the major findings as follow: 1. The income elastic of money get smaller and the interest elastic of money get bigger of the Taiwan, Japan and Korea, etc.. But the elastic of money is stable of U.K..
    Description: 核定金額：574300元
    Data Type: report
    Appears in Collections:[金融學系] 國科會研究計畫

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