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題名:貨幣法則與所得波動
書刊名:經濟論文叢刊
作者:林玫吟 引用關係毛慶生 引用關係
作者(外文):Lin, Mei-yinMao, Ching-sheng
出版日期:2001
卷期:29:3
頁次:頁235-262
主題關鍵詞:貨幣法則貨幣政策景氣波動Monetary ruleMonetary policyBusiness fluctuations
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(2) 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:3
  • 點閱點閱:20
     本文主要探討是否能設計一套貨幣供給法則,以物價及所得的穩定為前提,同時達成股票市場的安定。此一貨幣法則類似McCallum的「貨幣基數成長率法則」,我們在不同的總體模型設定下,分別檢驗上述政策法則的表現,根據本文的模擬結果,這套貨幣法則的確能達成控制物價及穩定所得的政策目標,但是其對於股票價格指數的穩定效果與中央銀行實際的貨幣供給政策比較起來,差異並不太大。
     In this paper examine the performance of a monetary policy rule that aims to smooth nominal GNP fluctuations and to stabilize fluctuations in stock prices. We modify McCallum's base rule (1987) and find that the proposed rule performs reasonably well in different structural models for Taiwan. However, the stabilizing effect for stock price is of secondary importance.
期刊論文
1.McCallum, B. T.(1993)。Specification and analysis of a monetary policy rule for Japan。Bank of Japan Monetary and Economic Studies,11,1-45。  new window
2.Lucas, Robert E. Jr.(1972)。Expectations and the Neutrality of Money。Journal of Economic Theory,4(2),103-124。  new window
3.Lucas, Robert E. Jr.(1973)。Some International Evidence on Output-Inflation Tradeoffs。American Economic Review,63(3),326-334。  new window
4.Obstfeld, M.、Rogoff, K.(1995)。The Mirage of Fixed Exchange Rates。Journal of Economic Perspectives,9(4),73-96。  new window
5.Barro, Robert J.(1977)。Unanticipated Money Growth and Unemployment in the United States。American Economic Review,67(2),101-115。  new window
6.Lucas, R. E., Jr.(1976)。Econometric policy evaluation: a critique。Journal of Monetary Economics,1(1),19-46。  new window
7.King, Robert G.、Plosser, Charles I.、Rebelo, Sergio T.(1988)。Production, growth and business cycles: I. the basic neoclassical model。Journal of Monetary Economics,21(2/3),195-232。  new window
8.Barro, Robert J.(1978)。Unanticipated Money, Output, and the Price Level in the United States。Journal of Political Economy,86(4),549-580。  new window
9.Hall, Robert E.(1978)。Stochastic Implications of the Life Cycle-permanent Income Hypothesis: Theory and Evidence。Journal of Political Economy,86(6),971-987。  new window
10.Lucas, Robert E. Jr.(1978)。Asset Prices in an Exchange Economy。Econometrica,46(6),1429-1445。  new window
11.McCallum, B. T.(1987)。The Case for Rules in the Conduct of Monetary Policy: A Concrete Example。Economic Review,73(5),10-18。  new window
12.McCallum, B. T.(1988)。Robustness Properties of a Rule for Monetary Policy。Carnegie-Rochester Conference Series on Public Policy,29,173-204。  new window
13.Hall, T. E.(1990)。McCallum's base growth rule: results for the United States, West Germany, Japan, and Canada。Weltwirtschaftliches Archiv,126(4),630-642。  new window
14.Motley, B.、Judd, J. P.(1991)。Nominal feedback rules for monetary policy, Federal Reserve Bank of San Francisco。Economic Review,Summer,3-17。  new window
15.Plosser, C.、Long, J.(1983)。Real business cycles。Journal of Political Economy,91,39-69。  new window
16.Haldane, A. G.、McCallum, B. T.、Salmon, Chris(1996)。Base Money Rule in the United Kingdom。The Manchester School of Economic and Social Studies,64(0),1-27。  new window
17.陳裴紋(2000)。資產價格與貨幣政策。中央銀行季刊,22(2),45-67。new window  延伸查詢new window
18.李榮謙、林宗耀(1992)。資產價格膨脹(暨萎縮)的起因、影響及其對策。中央銀行季刊,14(4),68-96。new window  延伸查詢new window
19.McCallum, B. T.(1990)。Could a monetary base rule have prevented the great depression?。Journal of Monetary Economics,26(1),3-26。  new window
20.Phillips, A. W.(1957)。Stabilization policy and the time-form of lagged responses。The Economic Journal,67(2),265-277。  new window
21.Stark, T.、Choushore, D.(1998)。Evaluating McCallum's Rule When Monetary Policy Matters。Journal of Macroeconomics,20(3),451-485。  new window
會議論文
1.林玫吟、毛慶生(1997)。貨幣法則與所得波動。沒有紀錄。183-201。new window  延伸查詢new window
學位論文
1.馬丁(1999)。1982-1998臺灣準備貨幣供給變動:原因與效果,0。  延伸查詢new window
圖書
1.Friedman, Milton(1960)。A Program for Monetary Stability。New York:Fordham University Press。  new window
2.張清溪、許嘉棟、劉鶯釧、吳聰敏(2000)。經濟學--理論與實際。臺北:張清溪發行。  延伸查詢new window
3.Sicsic, P.、Jaillet, P.(1998)。Asset prices: relationships with demand factors and credit, and implications for monetary policy。The Role of Asset Prices in the Formulation for Monetary Policy。沒有紀錄。  new window
4.Reinhart, V. R.(1998)。Equity prices and monetary policy in the United States。The Role of Asset Prices in the Formulation for Monetary Policy。沒有紀錄。  new window
 
 
 
 
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