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題名:我國貨幣需求穩定性之探討
書刊名:中央銀行季刊
作者:吳懿娟
出版日期:2006
卷期:28:3
頁次:頁5-47
主題關鍵詞:貨幣貨幣需求貨幣政策
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(1) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:7
  • 點閱點閱:28
期刊論文
1.Breuer, J. B.、Lippert, A. F.(1996)。Breaks in Money Demand。Southern Economic Journal,63,496-506。  new window
2.Chowdhury, A. R.(1997)。The financial structure and the demand for money in Thailand。Applied Economics,29,401-409。  new window
3.Vogelsang, T. J.、Perron, P.(1998)。Additional tests for a unit root allowing for a break in the trend function at an unknown time。International Economic Review,39(4),1073-1100。  new window
4.Brand, Claus、Gerdesmeier, Dieter、Roffia, Barbara(20020500)。Estimating the Trend of M3 Income Velocity Underlying the Reference Value for Monetary Growth。European Central Bank Occasional Paper Series,3。  new window
5.Zivot, E.、Andrews, D. W. K.(1992)。Further Evidence on the Great Crash, Oil-Price Shock and the Unit-Root Hypothesis。Journal of Business and Economic Statistics,10(3),251-270。  new window
6.吳中書、林金龍(20021000)。臺灣潛在國內生產毛額的推估及其在政策上的應用。自由中國之工業,92(10),1-34。  延伸查詢new window
7.簡濟民(19920900)。臺灣地區貨幣需求函數之實證研究--誤差修正模型之應用。中央銀行季刊,14(3),19-44。new window  延伸查詢new window
8.Anderson, Richard C.(19970300)。Is M2 Growth on a New Track?。Monetary Trends。  new window
9.Baba, Y.、Hendry, D. F.、Starr, R.(1992)。The Demand for M1 in the USA, 1960-1988。Review of Economic Studies,59(1),25-61。  new window
10.Bahmani-Oskooee, M.、Shabsigh, G.(1996)。The Demand for Money in Japan: Evidence from Cointegration Analysis。Japan and the World Economy,8(1),1-10。  new window
11.Boswijk, H. P.(1997)。Lagrange Multiplier Tests for Weak Exogeneity: A Synthesis。Econometric Reviews,16(1),21-38。  new window
12.Carlson, John B.、Keen, Benjamin D.(19951200)。M2 Growth in 1995: A Return to Normalcy。Economic Commentary。  new window
13.Cheung, Y.、Lai, K. S.(1993)。Finite Sample Sizes of Johansen's Likelihood Ratio Tests for Co-integration。Oxford Bulletin of Econometrics and Statistics,55,313-328。  new window
14.Dewald, Wiliam G.(19981000)。M2 Velocity Looks to be on a New Track。Monetary Trends。  new window
15.Dotsey, Michael、Lantz, Carl D.、Santucci, Lawrence(2000)。Is Money Useful in the Conduct of Monetary Policy。Federal Reserve Bank of Richmond Economic Quarterly,86(4),23-48。  new window
16.ECB(20041000)。Monetary Analysis in Real Time。ECB Monthly Bulletin,43-66。  new window
17.ECB(20050300)。General Assessment of Liquidity Conditions in the Euro Area。ECB Monthly Bulletin,19-21。  new window
18.Fair, R. C.(1987)。International Evidence on the Demand for Money。Review of Economics and Statistics,69,473-480。  new window
19.Friedman, Benjamin M.、Kuttner, Kenneth N.(1996)。A Price Target for U.S.Monetary Policy? Lessons from the Experience with Money Growth Targets。Brookings Paper on Economic Activity,1,77-146。  new window
20.Frenkel, Jacob(1977)。The Forward Exchange Rate, Expectation, and the Demand for Money: The German Hyperinflation。American Economic Review,67,653-670。  new window
21.Goldfeld, Stephen M.(1973)。The Demand for Money Revisited。Brooking Papers on Economic Activity,3,577-646。  new window
22.Hansen, B. E.(1992)。Tests for Parameter Instability in Regressors with I (1) Processes。Journal of Business and Economic Statistics,10(3),321-335。  new window
23.Harvey, David、Leybourne, Stephen J.、Newbold, Paul(1997)。Testing the Equality of Prediction Mean Squared Errors。International Journal of Forecasting,13(2),281-291。  new window
24.Hayo, Bernd(2000)。The Demand for Money in Austria。Empirical Economics,25(4),581-603。  new window
25.Judd, John P.、Scadding, John L.(19820900)。The Search for a StableMoney Demand Function: A Survey of the Post-1973 Literature。Journal of Economic Literature,20(3),993-1023。  new window
26.Khalid, Ahmed M.(19990900)。Modelling Money Demand in Open Economies: the Case of Selected Asian Countries。Applied Economics,31(9),1129-1135。  new window
27.Lee, T. H.、Chung, K. J.(1995)。Further Results on the Long-run Demand for Money in Korea: A Cointegration Analysis。International Economic Journal,9,103-113。  new window
28.Leeper, Eric M.、Roush, Jennifer E.(2003)。Putting 'M' Back in Monetary Policy。International Finance Discussion Paper,761。  new window
29.Leventakis, J. A.(1993)。ModellingMoney Demand in Open Economies over theModern Floating Rate Period。Applied Economics,25,1005-1012。  new window
30.McCandless George T. Jr.、Weber, Warren E.(1995)。Some Monetary Facts。Federal reserve Bank of Minneapolis Quarterly Review,19(3),2-11。  new window
31.McKenzie, C. R.(1992)。Money Demand in an Open Economy。Journal of the Japanese and International Economies,6,176-198。  new window
32.Mehra, Yash P.(1991)。An Error Correction Model of US M2 Demand。Economic Review。  new window
33.Nell, Kevin S.(1999)。The Stability of Money Demand in South Africa, 1965-1997。Studies in Economics,9905。  new window
34.Pakko, Michael R.(1995)。The FOMC in 1993 and 1994: Monetary Policy in Transition。Review,77(2),3-20。  new window
35.Ragan, Kelly、Trehan, Bharat(19980306)。Is It Time to Look at M2 Again?。Federal Reserve Bank of San Francisco Economic Letter,98-07。  new window
36.Sims, Christopher A.(198005)。A Comparison of Interwar and Postwar Cycles: Monetarism Reconsidered。American Economic Review,70,250-257。  new window
37.Small, David H.、Porter, Richard D.(1989)。Understanding the Behavior of M2 and V2。Federal Reserve Bulletin,75,244-254。  new window
38.Stern, Gary、Miller, Preston(20041200)。Avoiding Significant Monetary Policy Mistakes。Feseral Reserve Bank of Minneapolis Quarterly Review,28(2),2-9。  new window
39.Christiano, L. J.、Fitzgerald, T. J.(2003)。The Band Pass Filter。International Economic Review,44(2),435-465。  new window
40.Cuddington, John T.(1983)。Currency Substitution, Capital Mobility and Money Demand。Journal of International Money and Finance,2(2),111-133。  new window
41.ECB(20051000)。Money Demand and Uncertainty。ECB Monthly Bulletin,579-574。  new window
42.ECB(20010500)。Framework and Tools of Monetary Analysis。ECB Monthly Bulletin,41-58。  new window
43.Estrella, Arturo、Mishkin, Frederic S.(1997)。Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy。Journal of Monetary Economics,40(2),279-304。  new window
44.Ewing, Bradley T.、Payne, James E.(19991200)。Long-run Money Demand in Chile。Journal of Economic Development,24(2),177-190。  new window
45.Frenkel, Jacob(1980)。The Forward Exchange Rate, Expectation, and the Demand for Money-The German Hyperinflation: Reply。American Economic Review,70,771-775。  new window
46.Friedman, B. M.、Kuttner, N. K.(1992)。Money, income, prices and interest rates。American Economic Review,82(3),472-492。  new window
47.Gregory, A. W.、Hansen, B. E.(1996)。Residual-based tests for cointegration in models with regime shifts。Journal of Econometrics,70(1),99-126。  new window
48.Lucas, R. E., Jr.(1976)。Econometric policy evaluation: a critique。Journal of Monetary Economics,1(1),19-46。  new window
49.McKinnon, R. I.(1982)。Currency Substitution and Instability in the World Dollar Standard。The American Economic Review,72(3),320-333。  new window
50.Mishkin, Frederic S.(1995)。Symposium on the monetary transmission mechanism。Journal of Economic Perspectives,9(4),3-10。  new window
51.Nelson, C. R.、Plosser, C. I.(1982)。Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications。Journal of Monetary Economics,10(2),139-162。  new window
52.Bernanke, Ben S.、Gertler, Mark(1995)。Inside the Black Box: The Credit Channel of Monetary Policy Transmission。Journal of Economic Perspectives,9(4),27-48。  new window
53.Bai, Jushan、Perron, Pierre(2003)。Computation and Analysis of Multiple Structural Change Models。Journal of Applied Econometrics,18(1),1-22。  new window
54.Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics,52(2),169-210。  new window
55.Friedman, Milton(1959)。The Demand for Money: Some Theoretical and Empirical Results。Journal of political Economy,67(4),327-351。  new window
56.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
57.Diebold, Francis X.、Mariano, Roberto S.(1995)。Comparing Predictive Accuracy。Journal of Business and Economic Statistics,13(3),253-263。  new window
58.Perron, Pierre(1989)。The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis。Econometrica: Journal of the Econometric Society,57(6),1361-1401。  new window
會議論文
1.Moreno, Ramon、Glick, Reuven(2001)。Is Money Still Useful for Policy in East Asia?。14th Pacific Basin Central Bank Conference: inflation targeting: theories, empirical models and implementation in Pacific Basin Economies,(會議日期: 2001/11/15-11/18)。Seoul。  new window
研究報告
1.吳中書、林金龍(20021000)。台灣潛在國內生產毛額的推估及其在政策上的應用。  延伸查詢new window
2.Boughton, J.(1990)。Long-run Money Demand in Large Industrial Countries。  new window
3.Bruggeman, Annick、Donati, paola、Warne, Anders(20030900)。Is the Demand for Euro Area M3 Stable。  new window
4.Calza, A.、Gerdesmeier, D.、Levy, J.(2001)。Euro Area Money Demand: Measuring the Opportunity Costs Appropriately。  new window
5.Calza, Alessandro、Sousa, Joao(20030900)。Why Has Broad Money Demand Been More Stable in the Euro Area Than in Other Economies? A Literature Review。  new window
6.MacLaury, Bruce K.(1975)。Monetary Policy for 1976--A Primer。  new window
圖書
1.行政院經濟建設委員會(20021200)。中華民國92年國家建設計畫(93至96年總體經濟展望)。  延伸查詢new window
2.Bardsen, G.、Eitrheim, Oyvind、Jansen, Eilev S.、Nymoen, Ragnar、Arellano, Manuel、Imbens, Guido、Mizon, Grayham E.、Pagan, Ardian、Watson, Mark、Granger, Q. W. J.(2005)。The Econometrics of Macroeconomic Modelling, Aadvanced Texts in Econometrics。New York:Oxford University Press Inc.。  new window
3.Board of Governors of the Federal Reserve System(19930720)。1993 Monetary Policy Objectives: Summary Report。  new window
4.(20040415)。Eviews 5 User's Guide。Quantitative Micro Software。  new window
5.Fisher, I.(1911)。The Purchasing Power of Money。New York:MacMillan。  new window
6.Friedman, M.(1963)。Inflation, Causes and Consequences。Bombay:Asia Publishing House。  new window
7.Friedman, Milton、Schwartz, Anna J.(1982)。Monetary Trends in the United States and the United Kingdom。Chicago:University of Chicago Press。  new window
8.Friedman, Milton、Schwartz, Anna Jacobson(1963)。A Monetary History of the United States, 1867-1960。Chicago:University of Chicago Press。  new window
9.Johansen, Søren(1995)。Likelihood-based Inference in Cointegrated Vector Autoregressive Models。Oxford University Press。  new window
10.Laidler, D. E. W.(1982)。Monetarist Perspectives。London:Phillip Allan。  new window
11.Laidler, D. E. W.(1977)。The Demand for Money: Theories and Evidence。London:Harper & Row。  new window
12.Laidler, D. E. W.(1993)。The Demand for Money: Theories, Evidence and Problems。New York:HarperCollins College Publishers。  new window
13.Nunes, Luis Catela(20040326)。A Practioner's Guide to Unit Root Testing With Trend Breaks。Faculdade de Economia, Universidada Nova de Lisboa。  new window
其他
1.中央銀行經研處金融統計科(20040301)。我國M2/GDP比率偏高原因分析,中央銀行經濟研究處。  延伸查詢new window
2.中央銀行經研處金融統計科(20040426)。近來M2快速成長之因素分析,中央銀行經濟研究處。  延伸查詢new window
3.王莉娟(20050513)。貨幣總計數,央行經濟研究處金融統計科。  延伸查詢new window
4.陳一端,劉淑敏,屈筱琳(20020800)。本行貨幣政策機制之檢討--兼論通貨膨脹目標機制之適用性,中央銀行經濟研究處。  延伸查詢new window
5.Horn, Gustav A.(2005)。Excess Liquidity--Is there a Danger for the Euro Area?,IMK, Dusseldorf。,http://www.europarl.eu.int/comparl/econ/emu/20050314/horn_en.pdf。  new window
6.Issing, Otmar(20051028)。The Role of Money in the Monetary Policy Strategy of the ECB (The ECB Workshop on "What Central Banks can learn from monetary and credit aggregates"),Eltville。  new window
7.Solans, Eugenio Domingo(20030213)。Financial Innovation and Monetary Policy (38th SEACEN Governors Conference and 22nd Meeting of the SEACEN Board of Governors on "Structural Change and Growth Prospects in Asia-Challenges to Central Banking"),Manila。  new window
圖書論文
1.Baig, T.(2003)。Monetary policy in a deflationary environment。Japan's Lost Decade: Policies for Economic Revival。Washington, D. C.:International Monetary Fund。  new window
2.Achsani, Noer Azam、Holtemoller, Oliver、Sofyan, Hizir(20050300)。Econometric and Fuzzy Modelling of Indonesian Money Demand。Statistical Tools for Finance and Insurance。  new window
3.Deadman, D. F.(1995)。The Demand for Money in LDCs: Empirical Results。Monetary Economics in Developing Countries。London:Macmillan Press。  new window
4.Ecrisson, N. R.(1999)。Empirical Modelling of Money Demand。Money Demand in Europe。Heidelberg:Physica-Verlag。  new window
5.Fase, M. M. G.、Winder, C. C. A.(1999)。Wealth and the Demand forMoney in the European Union。Money Demand in Europe。Heidelberg:Physica-Verlag。  new window
6.Feldstein, Martin、Stock, James H.(1994)。The Use of a Monetary Aggregate to Target Nominal GDP。Monetary Policy。Chicago:University of Chicago Press。  new window
7.Friedman, Milton(1956)。The Quantity Theory of Money: A Restatement。Studies in the Quantity Theory of Money。Chicago:Chicago University Press。  new window
8.Goldfeld, Stephen M.、Sichel, Daniel E.(1990)。The Demand for Money。Handbook of Monetary Economics。North Holland, Amsterdam:Elsevier Science Publishers B.V.。  new window
9.Lucas, R.(1976)。Econometric Policy Evaluation: A Critique。The Phillips Curve and Labor Markets。  new window
10.Mishkin, Frederic S.(2004)。The Demand for Money。The Economics of Money, Banking and Financial Markets。Pearson Addison-Wesley。  new window
 
 
 
 
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