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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/87560


    Title: 貨幣政策對產出物價的非對稱性效果
    Asymmetric Effects of Monetary Policy
    Authors: 趙志偉
    Chao, Chih-Wei
    Contributors: 沈中華
    Shen Chung-Hua
    趙志偉
    Chao, Chih-Wei
    Keywords: 貨幣政策
    產出
    物價
    不對稱性
    monetary policy
    output
    asymmetry
    inflation
    Date: 1995
    Issue Date: 2016-04-28 15:11:22 (UTC+8)
    Abstract: 本文目的主要是探討貨幣政策對產出、 物價是否具有非對稱性的效果，進而希望尋求貨幣政策的合理取向。 我們探討的不對稱性有兩類，第一類是研究寬鬆貨幣政策與緊縮貨幣政策是否有不對稱性效果， 第二類是探討在金融市場繁榮期與蕭條期， 貨幣政策政策效果是否具有不對稱性，至於貨幣政策亦區分為「貨幣政策干擾」和「貨幣市場變數」兩種。
    Reference: 一、中文部份
    1.林宗耀、李榮謙，貨幣政策的效力與限度，民國七十九年，中央銀行季刊第12 卷第2期。
    2. 林宗耀，貨幣需求與信用卡本質之探討，民國八十一年，中央銀行季刊第15 卷第4期。
    3. 邱正雄、侯德潛，金融自由化下之物價、貨幣與貨幣政策之施行一一臺灣經驗，民國八十一年，中央銀行季刊第14卷第4期。
    4. 沈中華，貨幣政策與反應、函數:臺灣的實證分析，民國八十一年臺灣銀行季刊第44卷第2期。
    5. 沈中華，貨幣對產出的頑強性檢定-SVAR-VECM模型的應用，臺灣地區金融及財政政策學術研討會，民國八十一年十一月。
    6. 施燕、彭德明，貨幣政策效力的傳遞過程一兼述我國當前貨幣現象與問題，民國七十九年，中央銀行季刊第12 卷第2期。
    7. 許振明，貨幣政策與物價一向量自我迴歸(VAR)模型之實證分析，國內經濟研討會，中華經濟研究院，民國八十一年。
    8. 陳華倫，貨幣政策指標的建立與貨幣政策反應函數，國立中央大學產業經濟研究所未出版論文，民國八十四年六月。

    二、英文部份
    l.Ball, L. and Mankiw, N. G.(1994), "Asymmetric Price Adjustment
    and Economic Fluctuations." The Economic Journal 104(March
    1994 ):247-261.
    2.Barro, R. J. and Rush, M. (1980), "Unanticipated Money and
    Economic Activity." In Rational Expectations and Economic Policy,
    edited by Fischer, S. 23-48. Chicago: University of Chi go Press.
    3.Bernake, B. and Blinder, A. (1992), "The Federal Funds Rate and the
    Channels of Monetary Transmission." American Economic Review
    82,82:901-921 ,September.
    4.Boschen,1. and Mills, L(1993), "The Narrative Apporach to Evalvating
    Monetary Policy : Consistency of Interpretation and the Relation to
    Monetary Activity." Federal Reserve Bank of Working Richmond, Paper.
    5.Caballero, R. J. and Engel, E. M. R. A.(1992), "Price Rigidities
    Asymmetries, and Output Fluctutions." Technical Report, Working
    Paper No.4091 ,June.
    6.Chang, C. P. and Zhang, H.(1995), "The Stock Market Policy : The
    Role of Macroeconomic State." Federal Reserve Bank of Dallas
    Southwest Economy, October, 1-20.
    7.Choi, G.,H. S. Jee, and S. H. Kim.(1990), "The Composite Financial
    Indicator and the Leading Financial Indicator." Working Paper No.5,
    Daewoo Research Institute.
    8.Choi, G. (1993), "The Composite Financial Indicators: Diagosis and
    Prediction." Research in International Business and Finance, Vol 10,
    253-275.
    9.Cover, J. P.(l992), "Asymmetric Effects of Positive and Negative
    Money- Supply Shocks." The Quarterly Journal of Economics 107:
    1261-1282,November.
    10.Delong, J. B. and Summers, L. H. (1988), "How Does Macro Economic
    Policy Affect Output?" Brookings Paper on Economic
    Activiry,2:433-494.
    11.Friedman, M. and Schwartz, A. J.(1963), "A Monetary History of the
    United States, 1867-1960. Technical Report, Princeton: Princeton
    University Press.
    12.King, R. G. and Plosser, C.(1984) "Money, Credit and Price in Real
    Business Cycle." American Economic Review, 74:363-380, June.
    13.Mishkin, F. S. (1982), "Does Anticipated Monetary Policy Matter?
    An Econometric Investigation. Journal 0/ Political Economy,90: 22-50.
    14.Morgan, D. P. (1993), "Asymmetric Effects of Monetary Policy."
    Federal Reserve Bank of Kansas City Economic Review 78:20-33.
    15.Romer, C. D. and Romer, D. H. (1989) "Does Monetary Policy
    Matter? A New Test in the Spirit of Friedman and Schwartz."
    NBER Macroeconomics Annual 4: 121-170.
    16.Rhee, W. and Rich, R. W.(1995), "Inflation and the Asymmetric
    Effects of Money on Output Fluctions." Journal 0/ Macroeconomics,
    vol 17:683-702.
    17.Rhee, W. (1995), "Asymmetric Effects of Money on Inflation:
    Evidence From Korean Data." International Economic Journal, vol 9:
    31-43.
    18.Shen, C. H. and D. Hakes. (1995), "Monetary Policy as a Decision Making
    Hierarchy: The Case of Taiwan." JOlll11alofMacroeconoJJlics,
    vol 17:357-368.
    19.Tobin, J. (1970), "Money and Income: Post Hoc, Ergo Proper
    Hoc?" Querterly Journal o/Economics, 84:301-317, May.
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    Level." Review of Economic Studies :889-902.
    Description: 碩士
    國立政治大學
    金融研究所
    83357010
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002002877
    Data Type: thesis
    Appears in Collections:[Department of Money and Banking] Theses

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