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題名：貨幣干擾、技術衝擊與景氣循環--臺灣的實證研究
書刊名：經濟論文叢刊
作者：吳致寧
作者(外文)：Wu, Jyh-lin
出版日期：1995
卷期：23:2
頁次：頁171-193
主題關鍵詞：貨幣干擾；技術衝擊；景氣循環；實證研究；臺灣
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:44
  • 點閱點閱:24
本文利用交易付現限制式將貨幣引入典型之新古典成長模型中，並以此
來探討貨幣部門之干擾對實質部門的影響，同時亦討論貨幣因素是否有助於解釋
台灣之景氣循環。由蒙地卡羅模擬分析可知:變數之循環性行為在貨幣經濟與物
價交易模型間有明顯的差異;貨幣干擾有助於解釋台灣景氣循環之變異性與共變
性等特徵，然其在變數之持續性上之解釋卻不甚理想。經由敏感度分析吾人亦得
知前述結論並不受模型之結構參數些微變動的影響，然卻深受外生技術變動之一
階自相關係數大小的影響。
This Paper investigates the impact of monetary shocks on real sec-tors, and
discusses the capability of monetary factors to explain Tai-wan business cycles by
using a stylized neo-classical growth modelwith money which is included through a
cash-in-advance constraint.Results from Monte-Carlo simulations conclude that the
monetary model is helpful in explaining the volatility and comovement of Taiwan
business cycles. The sensitivity analysis points out that theprevious conclusion is
robust to different parameter choices exceptfor the first-order autocorrelation
coefficient of exogenous technology shocks.
期刊論文
1.Clower, Robert W.(1967)。A reconsideration of the microfoundations of monetary theory。Western Economic Journal，6(1)，1-8。  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.Backus, David K.、Kehoe, Patrick J.、Kydland, Finn E.(1992)。International Real Business Cycles。Journal of Political Economy，100(4)，745-775。  new window
4.Christiano, Lawrence、Eichenbaum, Martin(1992)。Liquidity Effects and the Monetary Transmission Mechanism。American Economic Review，82(2)，346-353。  new window
5.Lucas, Robert E.(1984)。Money in a Theory of Finance。Carnegie Rochester Conference Series on Public Policy，21，9-46。  new window
6.Litterman, Robert B.、Weiss, Laurence(1985)。Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data。Econometrica，53(1)，128-156。  new window
7.Sims, Christopher A.(1982)。Policy Analysis with Econometric Models。Brooking Papers on Economic Activity，1，107-152。  new window
8.Backus, D. K.、Kehoe, P. J.(1992)。International evidence on the historical properties of business cycles。American Economic Review，82(4)，864-888。  new window
9.Sargent, Thomas J.(1973)。Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment。Brookings Papers on Economic Activity，2，429-472。  new window
10.Abel, Andrew B.(1985)。Dynamic behavior of capital accumulation in a cash-in-advance model。Journal of Monetary Economics，16，55-71。  new window
11.李庸三、黃國樞(19770300)。民國六十年臺灣製造業生產函數之分析。經濟論文，5(1)，77-119。new window  延伸查詢new window
12.Mendoza, Enrique G.(1991)。Real Business Cycles in a Small Open Economy。The American Economic Review，81(4)，797-818。  new window
13.Stockman, A. C.(1980)。A Theory of Exchange Rate Determination。Journal of Political Economy，88，673-698。  new window
14.Svensson, Lars E. O.(1985)。Money and Asset Prices in A Cash-in-Advance Economy。Journal of Political Economy，93(5)，919-944。  new window
15.Barro, Robert J.(1976)。Rational Expections and the Role of Monetary Policy。Journal of Monetary Economics，2，1-32。  new window
16.Cardia, Emanuela(1991)。The Dynamics of a Small Open Economy in Response to Monetary, Fiscal and Productivity Shocks。Journal of Monetary Economics，28，411-434。  new window
17.Christiano, Lawrence、Eichenbaum, Martin(1991)。Modeling the Liquidity Effect of a Money Shock。Quarterly Review: Federal Reserve Bank of Minneapolis，1991(Winter)，1-34。  new window
18.Eichenbaum, Martin、Singleton, Kenneth J.(1982)。Interest Rates and Currency Prices in a Two-Country World。Journal of Monetary Economics，12，335-360。  new window
19.King, Robert G.、Plosser, Charles I.、Rebelo, Sergio(1988)。Production Growth and Busi¬ness Cycles: I The Basic Neoclassical Model。Journal of Monetary Economics，21，195-232。  new window
20.King, Robert G.、Plosser, Charles I.、Rebelo, Sergio(1988)。Production Growth and Business Cycles: II New Directons。Journal of Monetary Economics，21(2)，309-341。  new window
21.Sargent, Thomas J.(1976)。The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics。Journal of Political Economy，84，631-640。  new window
22.Hansen, Gary D.(1985)。Indivisible Labor and the Business Cycle。Journal of Monetary Economics，16，309-327。  new window
23.Cooley, Thomas F.、Hansen, Gary D.(1989)。The Inflation Tax in a Real Business Cycle Model。American Economic Review，79(4)，733-748。  new window
24.Dotsey, Michael、Mao, Ching Sheng(1992)。How Well Do Linear Approximation Methods Work?。Journal of Monetary Economics，29，25-58。  new window
25.Eichenbaum, Martin S.、Singleton, Kenneth J.、Hansen, Lars P.(1988)。A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty。Quarterly Journal of Economic，103，51-78。  new window
26.King, Robert G.、Plosser, Charles I.(1984)。The behavior of money, credit, and prices in a real business cycle。The American Economic Review，74(3)，363-380。  new window
27.Lucas, Robert E. Jr.、Stokey, Nacy L.(1987)。Money and Interest in a Cash-in-Advance Economy。Econometrica，55(3)，491-513。  new window
28.Stockman, Alan C.(1981)。Anticipated Inflation and the Capital Stock in a Cash-in-advance Economy。Journal of Monetary Economics，8，387-393。  new window
29.許松根、陳玉瓏(19890100)。獎勵投資條例與固定資本形成。經濟論文叢刊，17(1)，77-120。new window  延伸查詢new window
30.吳聰敏(19890100)。季節性變動與恆常所得理論。經濟論文叢刊，17(1)，43-60。new window  延伸查詢new window
31.李秀雲(19940300)。由實質景氣循環理論看臺灣貿易收支的成長與波動。經濟論文叢刊，22(1)，37-62。new window  延伸查詢new window
32.Kydland, Finn E.、Prescott, Edward C.(1982)。Time to Build and Aggregate Fluctuations。Econometrica，50(6)，1345-1370。  new window
33.Solow, Robert Merton(1957)。Technical Change and the Aggregate Production Function。The Review of Economics and Statistics，39(3)，312-320。  new window
34.黃朝熙(19890100)。Post-War Taiwan Business Cycles: Evidence from International Factors。經濟論文叢刊，17(1)，1-19。new window  new window
會議論文
1.毛慶生(1992)。資本性支出的經濟效果。臺灣地區金融及財政政策學術研討會。  延伸查詢new window
研究報告
1.Stockman, Alan C.、Tesar, Linda L.(1990)。Tastes and Technology in a Two-country Model of the Business Cycle: Explaining International Comovements。National Bureau of Economic Research。  new window
圖書
1.Barro, Robert J.(1989)。Modern Business Cycle Theory。Oxford：Basil Blackwell。  new window
圖書論文
1.Barro, Robert J.(1981)。Unanticipated Money and Economic Activity in the United States。Money, Expectations, and Business Cycles。New York：Academic Press。  new window
2.Eichenbaum, Martin、Singleton, Kenneth J.(1986)。Do Equilibrium Real Business Cycle Theory Explain Post-War U.S.A. Business Cycles?。NBER Macroeconomic Annual。Cambridge, MA：MIT Press。  new window
 
 
 
 
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