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題名：雙元浮動匯率、預期的油價上漲、物價緩慢調整與匯率的錯向調整
書刊名：經濟研究. 臺北大學經濟學系
作者：廖培賢 引用關係
作者(外文)：Liaw, Peir-shyan
出版日期：2001
卷期：37:1
頁次：頁93-127
主題關鍵詞：錯向調整；調整不及；過度調整；馬鞍動態安定性；貨幣需求的利率彈性；Misadjustment；Undershooting；Overshooting；Saddle-point dynamic stability；Interest rate elasticity of money demand
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(1) 博士論文(0) 專書(0) 專書論文(0)
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  • 共同引用共同引用:23
  • 點閱點閱:37
　　　　　本文以Chang，Lai and Tsia (1999)修正的Aoki (1985)模型為基礎，延伸至雙元浮動匯率體制，以探討本國民眾面對預期的油價上漲外生干擾時，在經濟體系具有馬鞍動態安定（saddle-point dynamic stability）的特質下，相關經濟變數的可能調整路徑。結果發現：(1)若貨幣需求的利率彈性小於1，匯率除了會出現調整不及與調整過度的現象外，也會出錯向調整的型態；和(2)若貨幣需求得利率彈性大於1，匯率只會出現調整不及的反應。
　　　　　This paper extends Chang et al.'s (1999) model to a dual floating exchange rate system. For a country adopting a dual floating exchange rate system and facing external disturbances such as an anticipated oil shock, if the global economy is characterized by saddle-point dynamic stability, it is wondered how these disturbances will affect the possible adjustment paths of exchange rates. Thus, it is discussed in this study. The major findings are as fallows. If the interest rate elasticity of money demand is less than unity, there may be exchange rate misadjustment, characterized by either undershooting or overshooting. On the other hand, if the interest rate elasticity of money demand is greater than unity, then exchange rates will be characterized by undershooting only.
期刊論文
1.Gray, Malcolm R.、Turnovsky, Stephen J.(1979)。The Stability of Exchange Rate Dynamics under Perfect Myopic Foresight。International Economic Review，20(3)，643-660。  new window
2.Wilson, C. A.(1979)。Anticipated Shocks and Exchange Rate Dynamics。Journal of Political Economy，87，639-647。  new window
3.Aoki, Masanao(1985)。Misadjustment to Anticipated Shocks: An Example of Exchange-Rate Response。Journal of International Money and Finance，4(3)，415-420。  new window
4.廖培賢(199806)。雙元浮動匯率、物價瞬時調整與匯率的錯向調整。經濟論文，26(2)，189-217。new window  延伸查詢new window
5.陳師孟、蔡雪芳(19880300)。完全預期下之政策跨時搭配與滙率動態。經濟論文叢刊，16(1)，1-23。new window  延伸查詢new window
6.賴景昌、張文雅(19901100)。預料到的干擾與錯向調整: 幾何圖形的分析。人文及社會科學集刊，3(1)，107-123。new window  延伸查詢new window
7.Bhandari, J. S.(1981)。Exchange Rate Overshooting Revisited。Manchester School，49，165-172。  new window
8.Carlton, Dennis W.(1986)。The Rigidity of Prices。American Economic Review，76(4)，637-658。  new window
9.Rotemberg, Julio J.(1982)。Sticky prices in the United States。Journal of Political Economy，90(6)，1187-1211。  new window
10.Chang, W. Y.、Lai, C. C.(1997)。Election Outcomes and the Stockmarket: Further Result。European Journal of Political Economy，13(1)，143-155。  new window
11.Buiter, Willem H.(1984)。Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples。Econometrica，52(3)，665-680。  new window
12.Kouri, Pentti J. K.(1976)。The Exchange Rate and the Balance of Payments in the Short Run and in the Long Run: A Monetary Approach。Scandinavian Journal of Economics，78(2)，280-304。  new window
13.Dornbusch, Rudiger(1976)。Expectations and Exchange Rate Dynamics。Journal of Political Economy，84(6)，1161-1176。  new window
14.Frenkel, Jacob A.、Rodriguez, Carlos A.(1982)。Exchange Rate Dynamics and the Overshooting Hypothesis。IMF Staff Papers，29(1)，1-30。  new window
15.Branson, W. H.(1977)。Asset Markets and Relative Prices in Exchange Rate Determination。Sozialwwissenschaftliche Annalen，1，68-89。  new window
16.Driskill, R.(1981)。Exchange rate overshooting, the trade balance, and rational expectations。Journal of International Economics，11，361-377。  new window
17.Turnovsky, S. J.(1981)。The Effect of Devaluation and Foreign Price Disturbances under Rational Expectations。Journal of International Economics，11，33-60。  new window
18.Sinn, H. W.(1983)。International Capital Movements, Flexible Exchange Rates, and the IS-LM Model: A Comparison Between the Portfolio-Balance and the Flow Hypothesis。Weltwirtschaftliches Archiv，119，36-63。  new window
19.Obstfeld, M.(1982)。The Capitalization of Income Streams and the Effects of Open-Market Policy under Fixed Exchange Rates。Journal of Monetary Economics，9，87-98。  new window
20.Marion, N. P.(1981)。Insulation Properties of a Two-Tire Exchange Markets in a Portfolio Model。Economica，48，61-70。  new window
21.張文雅、朱雲鵬、賴景昌(1989)。Exchange Rate Dynamics under Dual Exchange Rates: The Case of Neutral Intervention Policy。Manchester School，57，235-247。  new window
22.朱雲鵬、賴景昌(1986)。Exchange Rates Dynamics under Dual Floating Exchange Rate Regimes。Southern Economic Journal，53，502-508。  new window
23.張文雅、賴景昌(1990)。The Long-Run Effects of Alternative Monetary Policies under Two-Tier Exchange Rates。Economics Letters，32(2)，163-167。  new window
24.張文雅、賴景昌(1990)。Perfect Foresight, Money Demand Elasticities, and Exchange-Rate Dynamics: An Analysis of the Two-Tier Float Regime。Australian Economic Papers，29(54)，21-29。  new window
25.賴景昌(1990)。Exchange Rate Determination under Flexible and Two-Tier Exchange Rate Regimes。Eastern Economic Journal，16，115-123。  new window
26.Frenkel, J. A.、Driskill, R.、Bhandari, J. S.(1984)。Capital Mobility and Exchange Rate Overshooting。European Economic Review，24，309-320。  new window
27.Aoki, M.(1986)。Effects of Anticipated Real Supply Shocks and Coordinated Monetary Accommodation。Economics Studies Quarterly，37，134-150。  new window
28.林秀芬、賴景昌(1995)。政策宣示與國外干擾：兩國模型的探討。基層金融，30，1-31。  延伸查詢new window
29.Bhandari, J. S.(1981)。Expectations, Exchange Rate Volatility and Non-Neutral Disturbance。International Economic Review，22，535-540。  new window
30.張文雅、賴景昌(1994)。Anticipated Shocks and the Acceleration Hypothesis: the Implication of Wage Indexation。Southern Economic Journal，61(2)，453-464。  new window
31.張文雅、賴景昌、蔡雪芳(1999)。Misadjustment to Anticipated Shocks: A Clarification。International Journal of Finance & Economics，4(4)，335-351。  new window
32.Flood, R. P.、Marion, N. P.(1982)。The Transmission of Disturbance under Alternative Exchange Rate Regimes with Optimal Indexing。The Quarterly Journal of Economics，97，43-66。  new window
33.Flood, R. P.(1978)。Exchange Rate Expectations in Dual Exchange Markets。Journal of International Economics，8，65-77。  new window
34.Meese, Richard A.(1984)。Is the Sticky Price Assumption Reasonable for Exchange Rate Models?。Journal of International Money and Finance，3(2)，131-139。  new window
學位論文
1.姚睿(1988)。雙元匯率制度與雙元政策宣告(碩士論文)。國立臺灣大學。  延伸查詢new window
圖書
1.Bhandari, J. S.(1982)。Exchange Rate Determination and Adjustment。New York：Preager Publishers。  new window
2.Gandolfo, G.(1980)。Economic Dynamics: Methods and Models。Amsterdam：North-Holland。  new window
3.賴景昌(1993)。國際金融理論--基礎篇。茂昌書局。  延伸查詢new window
4.賴景昌(1994)。國際金融理論。臺北：茂昌圖書有限公司。  延伸查詢new window
5.Argy, V.(1981)。The Post-War International Monetary Crisis - An Analysis。The Post-War International Monetary Crisis - An Analysis。London, UK。  new window
圖書論文
1.Burmeister, E.(1985)。On the Assumption of Government Rational Expectations。Issues in Contemporary Macroeconomics and Distribution。London：Macmillan。  new window
 
 
 
 
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