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題名:影響匯率波動因素之探討--以出口財價格為例
書刊名:國立臺北商專學報
作者:黃琦婷 引用關係
出版日期:2000
卷期:55
頁次:頁141-178
主題關鍵詞:匯率出口物價
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:17
  • 點閱點閱:27
     本文主要在探討出口物價波動、貨幣供給量變動以及匯率波動三者間的 關係,經由實證探討得到以下結論: 1. 電子產品出口價格的上漲,並不會導致貨幣供給的增加,而產生通貨膨脹; 2. 匯率波動率與電子產品價格成負向關係,當其出口價格愈高(低) 時,名目匯 率會升(貶)值; 3. 貿易財的世界價格和名目匯率此兩者之變動率對國內物價水準的變動率有顯 著的正向影響; 4. 貿易財的世界價格波動愈厲害時,名目匯率亦波動得愈劇烈; 5. 國內物價波動得愈劇烈,名目匯率也會呈現巨大的變動。
期刊論文
1.Meese, R. A.、Rose, A. K.(1991)。An empirical assessment of nonlinearities in models of exchange rate determination。Review of Economic Studies,58,603-619。  new window
2.邱玉玲(199803)。臺灣均衡實質匯率之實證研究。臺灣經濟,255,37-48。  延伸查詢new window
3.台灣銀行經濟研究室(2000)。民國88年國內主要產業動態。台灣經濟金融月刊,36(3),66-75。  延伸查詢new window
4.台灣銀行經濟研究室(2000)。國內主要產業動態。台灣經濟金融月刊,36(6),82-97。  延伸查詢new window
5.Bhagwati, J.(1984)。Why Services Are Cheaper in Poor Countries。Economic Journal,94(374),279-286。  new window
6.Cottani, J.、Cavallo, D.、Khan, M. S.(1990)。Real Exchange Rate Behavior and Economic Performance in LDCs。Economic Development and Cultural Change,39(1),61-76。  new window
7.Coughlin, C. C.、Koediuk, K.(1990)。What do we know about the long-run real exchange rate?。Economic Review,Jan./Feb.,36-48。  new window
8.Dornbusch, R.(1974)。Tariffs and Nontraded Goods。Journal of International Economics,4(2),177-185。  new window
9.Edwards, S.(1986)。Monetarism in Chile, 1973-1983: Some Economic Puzzles。Economic Development and Cultural Change,34,535-559。  new window
10.Edwards, S.(1987)。Real Exchange Rate Variability: A Empirical Analysis of the Developing Countries Cases。International Economic Journal,1(1),91-106。  new window
11.Edwards, S.(1988)。Real and Monetary Determinants of Real Exchange Rate Behavior。Journal of Development Economics,29,311-341。  new window
12.Evans, M. D. D.、Lothian, J. R.(1993)。The response of exchange rates to permanent and transitory shocks under floating exchange rates。Journal of International Money and Finance,12,563-586。  new window
13.Edwards, S.(1989)。Tariffs, Capital Controls, and Equilibrium Real Exchange Rates。Canadian Journal of Economics,22(1),79-92。  new window
14.Hooper, P.、Morton, J.(1982)。Fluctuation in the Dollar: A Model of Nominal and Real Exchange Rate Determination。Journal of International Money and Finance,1,39-56。  new window
15.Kim, J, O.、Enders, W.(1991)。Real and Monetary causes of Real Exchange Rate Movements in the Pacific rim。Southern Economic Journal,57,1061-1070。  new window
16.Khan, M.、Ostry, J. D.(1992)。Response of the Equilibrium Real Exchange Rates to Real Distrubances in Developing Countries。World Development,20(9),1325-1334。  new window
17.Krumm, K. L.(1993)。A Medium-Term Framework for Analysing the Real Exchange Rate, with Applications to the Philippines and Tanzania。The World Bank Economic Review,7(2),219-245。  new window
18.MacDonald, R.、Taylor, Mark P.(1994)。The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat the random walk。Journal of International Money and Finance,13,276-290。  new window
19.Mark, N. C.(1995)。Exchange rates and fundamentals: evidence on longhorizon predictability。American Economic Review,85,201-218。  new window
20.Melvin, M.、Bernstein, D.(1984)。Trade Concentration, Openness, and the Impact of Real Exchange Factors on Deviation from PPP。Journal of International Money and Finance,3,169-176。  new window
21.Neary, P.(1988)。Determination of the Eqilibrium Real Exchange Rate。American Economic Review,78(1),210-215。  new window
22.Stockman, A.(1987)。The Equilibrium Approach to Exchange Rates。Economic Review, Rederal Reserve Bank of Richmond,73,570-600。  new window
23.Stockman, A.(1983)。Real Exchange Rates under Alternative Nominal Exchange Rate System。Journal of International Money and Finance,2,147-166。  new window
24.Stockman, A.(1980)。The theory of Exchange Rate Determination。Journal of Political Economy,88(4),673-698。  new window
25.Yuravlivker, D.(1982)。The Crawling Peg and the variability of the Real Exchange Rate。Economics Letters,9,185-190。  new window
26.Lastrapes, W. D.(1992)。Sources of fluctuations in real and nominal exchange rates。Review of Economics and Statistics,74,530-539。  new window
27.陳昭南、陳思寬(19890600)。開放經濟體系下的貨幣數量說:臺灣的貨幣與物價。經濟論文叢刊,17(2),189-195。new window  延伸查詢new window
28.吳致寧(19950300)。貨幣學派之匯率決定模型與匯率預測--臺灣之實證研究。經濟論文,23(1),159-187。new window  延伸查詢new window
29.吳致寧(19940300)。匯率與單根--臺灣之實證研究。經濟論文,22(1),101-133。new window  延伸查詢new window
30.MacDonald, Ronald、Marsh, Ian W.(1997)。On Fundamentals And Exchange Rates: A Casselian Perspective。Review of Economics and Statistics,79(4),655-664。  new window
31.Taylor, Mark P.(1995)。The Economics of Exchange Rates。Journal of Economic Literature,33(1),13-47。  new window
會議論文
1.周際(1992)。匯率變動對國內製造業產出價格之影響。物價研究會。中華經濟研究院。407-444。  延伸查詢new window
研究報告
1.吳中書(1996)。匯率波動對台灣九大產業出口價格之影響。  延伸查詢new window
學位論文
1.陳建宏(2000)。臺灣匯率之名目衝擊與實質衝擊(碩士論文)。國立臺北大學。  延伸查詢new window
2.蔡承餘(2000)。台灣匯率之預測(碩士論文)。淡江大學。  延伸查詢new window
3.李藍珍(1996)。貨幣學派之匯率決定模型--臺灣之共積實證分析(碩士論文)。淡江大學。  延伸查詢new window
4.林麗貞(1993)。臺灣地區匯率決定之結構模型試估(碩士論文)。國立中興大學。  延伸查詢new window
5.邱玉玲(1997)。均衡實質匯率決定因素之研究-臺灣實證之分析(碩士論文)。逢甲大學。  延伸查詢new window
6.許宗和(1993)。我國外匯匯率之研究--比較融合理性預期貨幣分析模型與隨機漫步模型的預測能力(碩士論文)。淡江大學。  延伸查詢new window
7.錢俊男(1993)。匯率決定理論與實證(碩士論文)。淡江大學。  延伸查詢new window
8.吳宜璋(1996)。臺幣匯率趨勢預測表現之研究(碩士論文)。國立政治大學。  延伸查詢new window
圖書
1.Balssa, B. B.、Khan, M. S.、Montile, P. J.、Aghevli, Bijan B.(1991)。Exchange Rate policy in Developing Countries: Some Analytical Issues。Washington, D. C.:IMF。  new window
2.Corden, W.(1990)。Exchange Rate Policy IN Developing Countries。Country Economics Department, World Bank。  new window
3.Edwards, S.(1988)。Exchange Rate Misalignment in Developing Countries。  new window
4.Harberger, A. C.、Edwards, Sebastian、Ahamed, Liaquat(1986)。Economic Adjustment and Exchange Rate in Developing Countries。The University of Chicago Press。  new window
5.Rebelo, S.、Vegh, Carlos A.(1995)。Real Effects of Exchange Rate- Based Stabilization: An Analysis of Competing Theories。  new window
圖書論文
1.Buiter, W. H.、Miller, M.(1981)。Monetary policy and International Competitiveness: The Problem of Adjustment。The Money Supply and Exchange Rate。Oxford:Clarendon Press。  new window
2.Diaz-Alejandro, C.(1986)。Comment on “Economic adjustment and the real exchange rate”。Economic Adjustment and Real Exchange Rate in Developing Countries。The University of Chicago Press。  new window
3.Edwards, S.(1986)。Commodity Export Price and the Real Exchange Rate in Developing Countries : Coffee in Colombia。Economic Adjustment and Exchange Rate in Developing Countries。The University of Chicago Press。  new window
4.Mussa, M.(1984)。The Theory of Exchange Rate Determination。Exchange Rate Theory and Practice。University of Chicago Press。  new window
 
 
 
 
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