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    題名: 物價目標區政策有效性之理論與圖形分析
    作者: 黃嘉貞
    Chia Chen Huang
    貢獻者: 方中柔
    黃嘉貞
    Chia Chen Huang
    關鍵詞: 物價目標區
    目標區
    物價
    政策有效性
    理論與圖形分析
    price target zone
    target zone
    price
    日期: 2003
    上傳時間: 2009-09-14 13:24:59 (UTC+8)
    摘要: 本文藉由圖形分析法來探討在新興古典學派、凱因斯學派、實質景氣循環學派以及古典學派四種不同總體隨機模型的觀點下，當經濟體系面臨總合供給面與總合需求面外生衝擊時，貨幣當局是否能藉由物價目標區政策的實施，達成穩定經濟體系的目標？另外，也透過數學分析法引入隨機過程轉換的技巧，採用Itô’s Lemma來求解模型中的預期變數，得到各內生變數之一般解（General Solution）。由於所得之物價、產出與利率方程式中皆包含複雜的雙曲線三角函數（Hyperbolic Function）之非線性項，無法直接從方程式中明顯看出各內生變數在目標區內的走勢，所以我們進行數值模擬，藉由明確的數值變化來為我們的分析作驗證。
    參考文獻: 參考文獻
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    陳寶媛（1996），「資本非自由移動下匯率目標區之動態效果」，國立中正大學國際經濟學研究所碩士論文。
    林勇毅（1997），「利率目標區與產出—物價的穩定：不同學派的比較」，私立中國文化大學經濟研究所碩士論文。-
    周玉梅（2000），「物價目標區下的政策穩定性」，國立政治大學經濟學研究所碩士論文。
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    Bernanke, B. S. and Mishkin, F. S.（1997）, “Inflation Targeting: A New Framework for Monetary Policy? Journal of Economic Perspectives 11, pp. 95-116.
    Bertola, G. and Caballero, R.（1992）, “Target Zones and Realignments,” American Economic Review 82, pp. 520-535.
    Bertola, G..（1994）, ”Continuous-Time Models of Exchange Rates and Intervention,” in: van der Ploeg, F. eds., Handbook of International Macroeconomics, pp. 251-298. Oxford: Blackwell.
    Debelle, G.（1997）, “Inflation Targeting in Practice,” IMF Working Paper, WP/97/35
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    Flood, R. P. and Garber, P. M.（1991）, “The Linkage between Speculative Attack and Target Zone Models of Exchange Rates,” Quarterly Journal of Economics 106, pp. 1367-1372.
    Froot, K. A. and Obstfeld, M.（1991）, “Exchange Rate Dynamics under Stochastic Regime Shifts: A Unified Approach,” Journal of International Economics 31, pp. 203-229.
    Frenkel, J. A. and Goldstein, M.（1986）, “A Guide to Target Zones,” IMF Staff Papers 33, pp. 633-673.
    Froot, K. A. and Obstfel, M.（1991b）, “Stochastic Process Switching: Some Simple Solutions,” Econometrica 59, pp. 241-250.
    Gerlach, S.（1994）, “On the Symmetry between Inflation and Exchange Rate Targets,” Economics Letter 44, pp. 133-137.
    Kempa, B. and Nelles, M.（1999）, “The Theory of Exchange Rate Target Zones.” Journal of Economics Surveys 13, pp. 173-210.
    Klein, M. W.（1990）, “Playing with the Band: Dynamic Effects of Target Zones in an Open Economy,” International Economic Review 31, pp. 757-772.
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    Lucas, R. E. Jr（1972）, “Expectations and Neutrality of Money,” Journal of Economics Theory 4, pp. 106-124.
    Lucas, R. E. Jr and Rapping, L. A.（1969）, “Real Wages, Employment and Inflation,” Journal of Political Economy 77, pp. 21-754.
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    Miller, M. and Weller, P.（1991b）, “Exchange Rate Bands with Price Inertia,” Economic Journal 101, pp. 1380-1399.
    Sutherland, A.（1997）, “Monetary and Real Shocks and Optional Target Zone,” European Economic Review 39, pp.161-172.
    Svensson, L. E. O.（1997）, "Inflation Forecast Targeting: Implementing and Monitoring Inflation Targets," European Economic Review 41, pp. 1111-1146.
    Svensson, L. E. O.（1999）, “Price Level Targeting vs. Inflation Targeting: A Free Lunch?” Journal of Money, Credit and Banking 31, pp. 277-295.
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    描述: 碩士
    國立政治大學
    經濟研究所
    90258012
    92
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0090258012
    資料類型: thesis
    顯示於類別:[經濟學系] 學位論文

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