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    政大機構典藏 > 商學院 > 金融學系 > 學位論文 >  Item 140.119/58334
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/58334


    Title: 小型開放經濟體系總體經濟政策之研究
    Estimating the Effects of Fiscal Policy in a Small Open Economy: The Case of Taiwan
    Authors: 李麗華
    Contributors: 霍德明
    朱浩民

    李麗華
    Keywords: 符號限制法
    財政政策衝擊
    結構向量自我回歸模型
    小型開放經濟體系
    Date: 2010
    Issue Date: 2013-06-03 17:52:36 (UTC+8)
    Abstract: 本文建立小型開放經濟體系的VAR模型,利用符號限制法(Sign Restrictions)認定財政政策衝擊,評估台灣財政政策的總體經濟效果。符號限制法係利用對衝擊反應函數做符號限制的方式認定財政衝擊,對關心的變數如:實質GDP、民間消費、民間投資、貿易收支等變數對財政政策衝擊的反應則不設限制,讓資料來回答。本研究參酌Mountford and Uhlig(2009)及Ho and Yeh(2010)的方式認定總合供給衝擊、總合需求衝擊、貨幣政策衝擊、政府支出衝擊以及政府收入衝擊。研究結果發現,政府支出衝擊對民間投資短期會產生排擠效果,中長期(二十季)則有提振的效果。政府支出衝擊引發短期名目利率上漲,國外資金流入,實質有效匯率上升,貿易收支因而下跌。政府支出衝擊對於實質GDP一開始有正向效果,但排擠效果短期會使實質GDP下跌,一旦政府支出帶動中長期民間投資後,對實質GDP有正向效果,但並不顯著。
    政府收入衝擊短期對實質GDP、民間消費、民間投資有正向效果,中長期的效果為負。若以政府支出衝擊細項來看,政府消費支出衝擊對實質GDP有顯著提振的效果,政府投資支出衝擊對於實質GDP的助益十分有限。
    Reference: 林向愷,賴惠子(2009),「預算體制與政府跨期預算行為—台灣的實證研究」,《經濟論文》,37(2),207-252。
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    Description: 博士
    國立政治大學
    金融研究所
    93352507
    99
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0933525071
    Data Type: thesis
    Appears in Collections:[金融學系] 學位論文

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