Interest-Rate Feedback Rules under Currency Substitution__臺灣人文及社會科學引文索引資料庫

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題名：	Interest-Rate Feedback Rules under Currency Substitution
書刊名：	經濟論文
作者：	張文雅／蔡雪芳／陳昭南／周建富
作者(外文)：	Chang, Wen-ya／Tsai, Hsueh-fang／Chen, Chau-nan／Chou, Chien-fu
出版日期：	2015
卷期：	43:2
頁次：	頁153-173
主題關鍵詞：	通貨替代；浮動匯率；利率法則；不確定性；Currency substitution；Flexible exchange rates；Interest rate rules；Indeterminacy
原始連結：	連回原系統網址
相關次數：	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:0 共同引用:0 點閱:17

本文延伸Benhabib et al.（2001a）之單一貨幣模型至含有通貨替代的浮動匯率小型開放經濟體。我們假設體系只有一種產出固定的貿易財。而國內外貨幣所提供的流動性勞務，與該貿易財之消費，共同決定效用水準。當消費與流動性營務之間存在Edgeworth獨立時，利率回饋法則有穩定經濟的效果。產生均衡不確性的關鍵，則取決效用函數中本國貨幣與外國貨幣之間的替代（或互補）關係，以及貨幣政策的積極（或消極）特性。

以文找文

We extend Benhabib et al. (2001a) domestic-money-only model to a small open economy with flexible exchange rates and currency substitution. We focus on the situation in which there is a single traded-good endowment economy and the utility function is separable between consumption and liquidity services from domestic and foreign monies. The interest rate policy can exert effects on stabilizing the economy even if consumption and liquidity services from the two monies are Edgeworth independent. The key point in determining the equilibrium indeterminacy crucially depends on the relationship between domestic and foreign monies in the felicity function and the type of monetary policy.

以文找文

期刊論文
1.	Calvo, G. A.、Rodriguez, C. A.(1977)。A model of exchange rate determination under currency substitution and rational expectations。Journal of Political Economy，85，617-625。
2.	Liviatan, N.(1981)。Monetary Expansion and Real Exchange Rate Dynamics。Journal of Political Economy，89，1218-1227。
3.	Dupor, B.(2001)。Investment and Interest Rate Policy。Journal of Economic Theory，98，85-113。
4.	Clarida, Richard、Galí, Jordi、Gertler, Mark(2000)。Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory。Quarterly Journal of Economics，115，147-180。
5.	Akc,ay, O. C.、Alper, C. E.、Karasulu, M.(1997)。Currency Substitution and Exchange Rate Instability: The Turkish Case。European Economic Review，41，827-835。
6.	Benhabib, J.、Schmitt-Grohé, S.、Uribe, M.(2002)。Avoiding Liquidity Traps。Journal of Political Economy，110，535-563。
7.	Benhabib, J.、Schmitt-Grohé, S.、Uribe, M.(2002)。Chaotic Interest-Rate Rules。American Economic Review Papers and Proceedings，92，72-78。
8.	Bufman, G.、Leiderman, L.(1993)。Currency Substitution under Nonexpected Utility: Some Empirical Evidence。Journal of Money, Credit, and Banking，25，320-335。
9.	Carlstrom, C. T.、Fuerst, T. S.(2001)。Timing and Real Indeterminacy in Monetary Models。Journal of Monetary Economics，47，285-298。
10.	Chen, C. N.、Tsaur, T. W.、Chou, C. F.(1981)。Currency Substitution, Gresham's Law, and Hayek's Free Currency System。Journal of Macroeconomics，3，547-557。
11.	Chen, C. N.、Tsaur, T. W.、Liu, S. C.(1989)。Currency Substitution, Foreign Inflation, and Terms-of-Trade Dynamics。Journal of Political Economy，97，955-964。
12.	McKinnon, R. I.(1982)。Currency Substitution and Instability in theWorld Dollar Standard。American Economic Review，72，320-333。
13.	Meng, Q.、Yip, C. K.(2004)。Investment, Interest Rate Rules, and Equilibrium Determinacy。Economic Theory，23，863-878。
14.	Prock, J.、Soydemir, G. A.、Abugri, B. A.(2003)。Currency Substitution: Evidence from Latin America。Journal of Policy Modeling，25，415-430。
15.	Valev, N. T.(2010)。The Hysteresis of Currency Substitution: Currency Risk vs. Network Externalities。Journal of International Money and Finance，29，224-235。
16.	Selçuk, Faruk(2003)。Currency Substitution: New Evidence from Emerging Economies。Economics Letters，78，219-224。
17.	Schmitt-Grohé, Stephanie、Uribe, Martin(2000)。Price Level Determinacy and Monetary Policy under a Balanced-Budget Requirement。Journal of Monetary Economics，45，211-246。
18.	Woodford, M.(2001)。Fiscal Requirements for Price Stability。Journal of Money, Credit, and Banking，33，669-728。
19.	Benhabib, J.、Schmitt-Grohé, S.、Uribe, M.(2001)。The Perils of Taylor Rules。Journal of Economic Theory，96，40-69。
20.	Benhabib, J.、Schmitt-Grohé, S.、Uribe, M.(2001)。Monetary Policy and Multiple Equilibria。American Economic Review，91，167-186。
21.	Calvo, G. A.(1985)。Currency Substitution and the Real Exchange Rate: The Utility Maximization Approach。Journal of International Money and Finance，4，175-188。
22.	Dupor, Bill(2000)。Exchange Rates and the Fiscal Theory of the Price Level。Journal of Monetary Economics，45(3)，613-630。
23.	Engel, C.(1989)。The Trade Balance and Real Exchange Rate under Currency Substitution。Journal of International Money and Finance，8，47-58。
24.	Végh, C. A.(1995)。Inflationary Finance and Currency Substitution in a Public Finance Framework。Journal of International Money and Finance，14，679-693。
25.	Végh, C. A.(1989)。The Optimal Inflation Tax in the Presence of Currency Substitution。Journal of Monetary Economics，24，139-146。
26.	Woodford, Michael(1995)。Price-Level Determinacy without Control of a Monetary Aggregate。Carnegie-Rochester Conference Series on Public Policy，43，1-46。
27.	Miles, M. A.(1978)。Currency Substitution, Flexible Exchange Rates, and Monetary Independence。American Economic Review，68，428-436。
28.	Chen, Chau-nan(1973)。Diversified Currency Holdings and Flexible Exchange Rates。Quarterly Journal of Economics，87(1)，96-111。
29.	Chen, Chau-nan、Tsaur, Tien-wang(1983)。Currency Substitution and Foreign Inflation。Quarterly Journal of Economics，98(1)，177-184。
30.	Leeper, Eric M.(1991)。Equilibria under 'Active' and 'Passive' Monetary and Fiscal Policies。Journal of Monetary Economics，27(1)，129-147。
31.	Taylor, John B.(1993)。Discretion versus Policy Rules in Practice。Carnegie-Rochester Conference Series on Public Policy，39，195-214。

圖書
1.	Laffer, A. B.、Miles, M. A.(1982)。International Economics in an Integrated World。Glenview, IL：Scott, Foresman。
2.	McKinnon, R. I.(1969)。Private and Official International Money: The Case for the Dollar。
3.	Taylor, J. B.(1999)。Monetary Policy Rules。Chicago, IL：University of Chicago Press。
4.	Woodford, M.(2003)。Interest and Prices。Princeton, NJ：Princeton University Press。
5.	Walsh, C.(2003)。Monetary Theory and Policy。Cambridge, MA：The MIT Press。

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