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題名:目標區政策與價格穩定性之研究
作者:陳孟甫
作者(外文):Chen Meng Fu
校院名稱:中國文化大學
系所名稱:經濟學研究所
指導教授:周宜魁
方中柔
學位類別:博士
出版日期:2007
主題關鍵詞:農產品價格股價目標區蜜月效果
原始連結:連回原系統網址new window
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由於價格波動對民眾的日常生活具有重大的影響,如油價波動常受制於OPEC會員國、中東情勢…等因素;又如農產品價格常受制於天然災害…等不確定因素影響而波動;因此,對於價格波動對總體經濟的影響及政府如何採取適當的干預措施即為民眾所關心的重要議題。綜上所述,本文嘗試將目標區政策應用於價格波動與管制的議題,包含農產品價格、物價、股價…等價格變數。我們延伸Klein (1990)的模型,並配合目標區政策及聯立隨機微分方程的概念,建構一包含兩個隨機干擾項與兩個價格預期項的隨機總體經濟模型,並根據該模型來探討:當政府對兩隨機衝擊干擾項(市場基要)設定進場干預的目標區後,透過目標區政策宣告所產生的預期,是如何影響我們所欲探討的價格等內生變數在目標區內的真正路徑。對我們所欲探討的價格等內生變數是否亦會產生如Krugman所說的「蜜月效果」;同時也探討此項干預政策是否可能需要付出波動更加劇烈的代價。
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