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    题名: 金融政策調控--以台灣貨幣政策為例
    作者: 王睦鈞
    贡献者: 毛維凌
    王睦鈞
    关键词: 金融危機
    貨幣政策
    最適控制
    日期: 2004
    上传时间: 2016-05-06 15:48:05 (UTC+8)
    摘要: 金融危機的發生時點難以衡量,而且金融危機所造成之社會成本實難以估計。因而筆者由事後補救的觀點,藉由第三代金融危機模型的設定,並納入自我實現預期的概念,來探討政府最適政策目標與最適政策執行方式之選擇,並比較在外生衝擊下產出、 匯率與利率的衝擊反應函數,以提供政策建議,期能降低危機所造成的傷害。

    實證結果顯示,在執行簡單政策的情況下,雖然吸收衝擊的時間較短,但是會出現極不穩定的結果;而執行政策承諾與權衡政策的結果,雖是大同小異。然而在權衡政策下,經濟變數的波動性皆遠低於政策承諾之時。此外, 若政策目標為產出穩定,無論執行何種政策方式,約4至12季就能吸收衝擊效果。但是若為其他兩種政策目標,就只有簡單政策能緩和衝擊效果,至於採行政策承諾與權衡政策的方式,調整時間都極為緩慢,不利於經濟體系的發展。
    參考文獻: 陳松興.阮淑祥(2003),《一兆元黑洞?為台灣金融重建工程把脈》, 天下雜誌
    陳曾姍•張文毅•蔡鴻璟 譯(1998), “新興市場金融及經濟危機的成因、影響及啟示”, 《證交資料月刊》, 439
    陳夢婷(2000), “金融相互關連、脆弱程度與銀行危機之研究”,碩士論文,中央大學財務管理研究所
    鍾佳蓉(2002),“雙元危機之預警模型”,碩士論文 ,政治大學財政研究所
    Economic Report of The President (1999), U.S. Goverment Printing
    Office.
    World Economic Outlook (1998), International Monetary Fund.
    Burnside, Craig (2004), “The Research Agenda: Craig Burnside on the
    Causes and Consequences of Twin Banking-Currency Crisesy”,
    Economic Dynamics, 5(April).
    Burnside, Craig, Martin Eichenbaum, and Sergio Rebelo (2001a), “On
    the Fiscal Implications of Twin Crises”, Tech. Rep. 2918, C.E.P.R.
    Discussion Papers.
    (2001b), “Prospective Deficits and the Asian Currency Crises”,
    Journal of Political Economy, 109(6), 1155–1197.
    (2003), “Government Finance in the Wake of Currency Crises”,
    Tech. Rep. 501, University of Rochester - Center for Economic
    Research.
    Cho, In-Koo and Kenneth Kasa (2003), “Learning Dynamics and
    Endogenous Currency Crises”, Tech. Rep. 132, Society for Computational Economics, Computing in Economics and Finance
    2003.
    Hsu, Chen-Min (2002), “The Role of Economic Policy in Recent
    Recession and Recovery: Taiwan Experience”, Keynote Speech,
    International Conference of Asian Crisis : The Recovery and the Rest
    of the World.
    Kaminsky, Graciela, Saul Lizondo, and Carmen Reinhart (1997),
    “Leading Indicators of Currency Crises”, IMF Staff Papers, 45(1), 1.
    Marini, Giancarlo and Giovanni Piersanti (2001), “Fiscal Deficits And
    Currency Crises”, Tech. Rep. 140, Tor Vergata University, CEIS.
    Mishkin, Frederic S. (2001), “Financial Policies and the Prevention of
    Financial Crises in Emerging Market Countries”, Tech. Rep. 2683,
    The World Bank.
    Soderlind, Paul (1999), “Solution and Estimation of RE Macromodels
    with Optimal Policy”, European Economic Review, 43(4-6), 813–823.
    Svensson, Lars E. O. (2000), “Open-economy inflation targeting”,
    Journal of International Economics, 50(1), 155–183.
    Svensson, Lars E.O. (2004), “Targeting Rules vs. Instrument Rules for
    Monetary Policy: What is Wrong with McCallum and Nelson?”, Tech.
    Rep. 10747, National Bureau of Economic Research, Inc.
    描述: 碩士
    國立政治大學
    經濟學系
    92258004
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0922580042
    数据类型: thesis
    显示于类别:[經濟學系] 學位論文

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