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題名：雙元匯率的單元化過程:兼論固定匯率的投機性炒作
書刊名：經濟論文叢刊
作者：賴景昌 引用關係／李靜芠／張文雅
出版日期：1993
卷期：21:4
頁次：頁441-484
主題關鍵詞：投機性炒作；固定匯率；單元化；雙元匯率
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(0) 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:12
  • 點閱點閱:16
　　　　　本文設立一兼具完全預知及資產組合平衡雙重特色，且可涵蓋單純雙元 匯率及固定匯率制度的理論模型，據以探討雙元匯率制度單元化為固定匯率制度 的調整過程。我們所研究的題材是:一個原先採行單純雙元匯率制度的國家，政 府當局於期初突然宣佈將於未來某一特定時刻改採單元化的固定匯率制度。基於 民眾的預期有完全預知的特性，因而他們在接收到體制變遷的訊息時，就會立即 進行最適的因應。本文的主旨就是要詳細地解說，民眾事前的因應措施如何主導 相關經濟變數(諸如:金融匯率、外匯存底、及國外債券數量等)的動態調整。
　　　　　Using a general macroeconomic model which is capable to de-scribe both two-tier and fixed exchange regimes, this paper analyzesthe anticipated unified process and speculative attacks from a two-tier exchange regime to a fixed exchange regime. The main featuresof the present study are that market participants form their expec-tations with perfect foresight, and that the macromodel embodiesthe portfolio-balance view of exchange rate determination. The ex-periment this paper concerns is that the authorities announce theregime will switch from the two-tier regime to the unified fixed regime at a future specific date. Given the fact that the publicpossesses the expectation structure with perfect foresight, they willmake optimal reaction prior to the unification. The focus of thispaper thus is to illustrate how the reaction of the public will governthe evolution of the relevant variables.
期刊論文
1.Aizenman, Joshua(1985)。Adjustment to Monetary Policy and Devaluation under Two-Tier and Fixed Exchange Rate Regimes。Journal of Development Economics，18(1)，153-167。  new window
2.Dornbusch, Rudiger(1986)。Special Exchange Rates for Capital Account Transactions。World Bank Economic Review，1(1)，3-33。  new window
3.Lai, Ching-chong、Chu, Yun-peng(1986)。Adjustment Dynamics under Dual Exchange Rates。Journal of International Economic Integration，1(2)，183-193。  new window
4.Obstfeld, Maurice(1984)。Balance-of-Payments Crises and Devaluation。Journal of Money, Credit, and Banking，16(2)，208-217。  new window
5.Flood, Robert P.(1978)。Exchange Rate Expectations in Dual Exchange Markets。Journal of International Economics，8(1)，65-77。  new window
6.Cumby, Robert E.(1984)。Monetary Policy under Dual Exchange Rates。Journal of International Money and Finance，3(2)，195-208。  new window
7.Gardner, Grant W.(1984)。Dynamic Stability in a Model of Dual Exchange Rates。Economics Letters，14(1)，67-72。  new window
8.Dornbusch, R.、Fischer, S.(1980)。Exchange Rates and the Current Account。American Economic Review，70(5)，960-971。  new window
9.Lanyi, Anthony(1975)。Separate Exchange Markets for Capital and Current Transactions。IMF Staff Papers，22(3)，714-749。  new window
10.Willman, Alpo(1987)。Speculative Attacks on the Currency with Uncertain Monetary Policy Reactions。Economics Letters，25(1)，75-78。  new window
11.Lizondo, Jose Saul(1987)。Unification of Dual Exchange Markets。Journal of Internationa Economics，22(1)，57-77。  new window
12.Willman, Aplo(1988)。The Collapse of the Fixed Exchange Rate Regime with Sticky Wages and Imperfect Substitutability between Domestic and Foreign Bonds。European Economic Review，32(9)，1817-1838。  new window
13.Flood, R. P.、Marion, N. P.(1983)。Exchange-Rate Regimes in Transition: Italy 1974。Journal of International Money and Finance，2(3)，279-294。  new window
14.Gardner, Grant W.(1985)。Money, Price, and the Current Account in a Dual Exchange Rate Regime。Journal of International Economics，18(3/4)，321-338。  new window
15.Lai, Ching-chong、Chang, Wen-ya(1987)。Dynamic Stability under a Dual Exchange Rate Regime with Neutral Intervention Operations。Economics Letters，25(1)，67-70。  new window
16.Lai, C. C.、Chu, Y. P.、Chang, W. Y.(1989)。Exchange Rate Dynamics under Dual Exchange Rates: The Case of Neutral Intervention Policy。The Manchester School of Economic and Social Studies，57(3)，235-247。  new window
17.Obstfeld, M.(1986)。Rational and Self-Fulfilling Balance of Payments Crises。American Economic Review，76(1)，72-81。  new window
18.Willman, Alpo(1989)。Devaluation Expectations and Speculative Attacks on the Currency。Scandinavian Journal of Economics，91(1)，97-116。  new window
19.Agenor, P. R.、Flood, R. P.(1992)。Unification of Foreign Exchange Markets。IMF Staff Papers，39(4)，923-947。  new window
20.Dornbusch, R.(1975)。A Portfolio Balance Model of the Open Economy。Journal of Monetary Economics，1(1)，3-20。  new window
21.Dornbusch, Rudiger(1987)。Collapsing Exchange Rate Regimes。Journal of Development Economics，27(1/2)，71-83。  new window
22.Flood, Robert P.、Garber, Peter M.(1984)。Collapsing Exchange Rate Regimes, Some Linear Examples。Journal of International Economics，17(1/2)，1-13。  new window
23.Krugman, P. R.(1979)。A Model of Balance-of-Payment Crises。Jouranal of Money, Credit, and Banking，11(3)，311-325。  new window
24.Kouri, P. J. K.(1976)。The Exchange Rate and the Balance of Payment in the Short Run and the Long Run, A Monetary Approach。Scandinavian Journal of Economics，78(2)，280-304。  new window
25.Genberg, H.、Kierzkowski, H.(1979)。Impact and Long-Run Effects of Economic Disturbances in a Dynamic Model of Exchange Rate Determination。Weltwirtschafthches Archiv，115(4)，605-628。  new window
26.Marion, N. P.(1981)。Insulation Properties of a Two-Tier Exchange Markets in a Portfolio Balance Model。Economica，48(189)，61-70。  new window
27.Willman, A.(1988)。Balance-of-Payments Crises and Monetary Policy Reaction in a Model with Imperfect Substitutability between Domestic and Foreign Bonds。Economics Letters，26(1)，77-81。  new window
28.賴景昌、張文雅(19881200)。匯率制度變遷與物價調整方式。經濟論文叢刊，16(4)，543-563。new window  延伸查詢new window
研究報告
1.Kiguel, M.、Lizondo, J. S.(1986)。Theoretical and Policy Aspects of Dual Exchange Rate System。The World Bank。  new window
圖書
1.Branson,W. H.(1979)。Exchange Rate Dynamics and Monetary Policy。Inflation and Employment in Open Economies。New York：North-Holland。  new window
2.Gandolfo, Giancarlo(1980)。Economic Dynamics: Methods and Models。Amsterdam：North-Holland Press。  new window
3.陳師孟(1990)。總體經濟演義。台北：陳師孟。  延伸查詢new window
圖書論文
1.Obstfeld, M.、Stockman, A. C.(1985)。Exchange-Rate Dynamics。Handbook of International Economics。Amsterdam：North-Holland。  new window
 
 
 
 
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