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題名:泰勒法則在臺灣的實證研究
書刊名:中央銀行季刊
作者:劉淑敏
出版日期:1999
卷期:21:4
頁次:頁77-98
主題關鍵詞:泰勒法則臺灣
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(5) 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:5
  • 共同引用共同引用:0
  • 點閱點閱:19
     「泰勒法則」兼具富理論基礎及易應用於實際之優點,可將美國聯準體系之貨幣政策反映函數具體呈現,表現甚佳,故廣受國際重視並引用。本文即為針對我國情況之實證研究,檢驗該法則是否可適切地描繪我國同拆市場之情況,並能充當央行貨幣政策之決策依據。文中以學理估算出我國之GDP與通膨兩缺口,並設定實質利率與通膨率之長期目標,經共整合分析後得悉,我國同拆利率之長期函數型態,甚符合泰勒法則之意義。惟短期誤差修正模型結果顯示其預測能力欠高,應可歸因於國內股匯市之不穩定以及突發性之金融與政治事件等因素。
期刊論文
1.Tatom, John A.(1979)。Energy Prices and Capital Formation: 1972-1977。Economic Review,1979(May),2-11。  new window
2.鄭麗玲、侯德潛(1998)。物價目標變數之選擇。中央銀行季刊,20(4)。  延伸查詢new window
3.Barro, R.(1992)。World Interest Rates and Investment。Scandinavian Journal of Economics,94(2),932-942。  new window
4.Barrell, Ray、Sefton, James(1995)。Output Gaps. Some Evidence from the UK, France and Germany。National Institute Economic Review,151,65-73。  new window
5.Beveridge, Stephen、Nelson, Charles R.(1981)。A New Approach to Decomposition of Economic Times Series into Permanent and Transitory Components with Particular Attention to Measurement of the Business Cycle。Journal of Monetary Economics,7,151-175。  new window
6.Harris, Ethan S.(1997)。United States: Monetary Policy is Taylor-Made。Global Weekly Monitor,9,2-6。  new window
7.Jenkinson, Nigel(1996)。Saving, Investment and Real Interest Rates。Bank of England Quarterly Bulletin,1996(Feb.),51-62。  new window
8.Johansen, Soren(1988)。Statical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12,231-254。  new window
9.Klein, L. R.、Preston, R. S.(1960)。Some New Results in Measurement of Capacity Utilization。American Economic Review,1960(Mar.),34-58。  new window
10.Stuart, Alison(1996)。Simple Monetary Policy Rules。Bank of England Quarterly Bulletin,1996(Aug.),281-287。  new window
11.Sargent, T. J.、Wallace, N.(1975)。Rational Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule。Journal of Political Economy,83,241-254。  new window
12.Osterwald-Lenum, M.(1992)。A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics。Oxford Bulletin of Economics and Statistics,54(3),461-471。  new window
13.Granger, C. W. J.、Newbold, P.(1974)。Spurious Regression in Econometrics。Journal of Econometrics,2(2),111-120。  new window
14.Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。  new window
15.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
16.Taylor, John B.(1993)。Discretion versus Policy Rules in Practice。Carnegie-Rochester Conference Series on Public Policy,39,195-214。  new window
17.McCallum, B. T.(1981)。Price Level Determinacy with an Interest Rate Policy Rule and Rational Expectations。Journal of Monetary Economics,8,319-329。  new window
會議論文
1.王金利(1989)。臺灣潛在產出之估測。台灣經濟計量研討會。中央經濟研究院經濟研究所。19-66。  延伸查詢new window
2.盧志敏、侯德潛(1990)。貨幣政策效果之探討。台灣金融情勢與物價問題研討會。中央經濟研究院經濟研究所。  延伸查詢new window
研究報告
1.Gonzalo, J.。Comparison of Five Alternative Methods of Estimating Long Run Equlibrium Relationships。San Diego:University of California。  new window
圖書
1.Organization for Economic Cooperation and Development(1994)。Economic Outlook。Paris:OECD。  new window
2.行政院經濟建設委員會綜合計劃處(1980)。中華民國六十四年臺灣地區產業固定資本存量調查報告。  延伸查詢new window
3.Smith, Jennifer(1996)。Real Interest Rates, Saving and Investment。Bank of England。  new window
4.Levin, Andrew、Wieland, Volker、Williams, John C.(1997)。Are Simple Rules Robust to Model Uncertainty?。Federal Reserve Board。  new window
5.Orphanides, Athanasion(1997)。Monetary Policy Rules Based on Real Time Data。Federal Reserve Board。  new window
6.Small, David(1996)。The Simple Analytics of Choosing the Optimal Response patterns in a Monetary Policy Rule for Nominal Income Targeting。Federal Reserve Board。  new window
7.Taylor, John B.(1998)。Monetary Policy Rules。Stanford University。  new window
其他
1.Gramlich, Edward M.(19980227)。Monetary Rules,New York。  new window
 
 
 
 
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