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研究生: 沈瑞畿
論文名稱: 貨幣政策時間落後性之研究
指導教授: 何瑞坤
學位類別: 碩士
Master
系所名稱: 社會科學學院 - 經濟學系
Department of Economics
論文出版年: 1978
畢業學年度: 67
語文別: 中文
論文頁數: 109
中文關鍵詞:
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  • 目錄
    第一章 緒論1
    第一節 研究動機與目的1
    第二節 研究方法2
    第二章 貨幣政策指標及政策目的5
    第一節 政策指標與政策目的6
    第二節 政策指標、最後目標與落後11
    第三章 貨幣政策的時間落後分析17
    第一節 貨幣政策時間落後的性質17
    第二節 穩定政策與落後21
    第三節 貨幣供給與經濟活動27
    第四節 貨幣政策時間落後各學者實證研究之檢討
    第五節 權衡與法則49
    第六節 本章總結53
    第四章 台灣貨幣政策時間落後之實證分析63
    第一節 貨幣政策時間落後之平均長度與變異性63
    第二節 貨幣供給對所得影響的累積效果78
    第三節 內在落後之時間長度85
    第五章 結論99
    參考書目103

    1. Ando, A., Brown, E. C., Solow, R., and Kareken, J. “Lags in Fiscal and Monetary Policy,” in Commission on Money and Credit, Stabilization Policies. Englewood Cliffs, New Jersey 1963 pp. 1-96.
    2. Burns and Mitchell, Measuring Business Cycles, NBER, 1964.
    3. Brunner, K. and Meltzer, A. “The Nature of the Policy Problem,” in Targets and Indicators of Monetary Policy edited by K, Brunner, California Chandler Pub. Co. 1969, p.2.
    4. Cagan, Phillip, and Arthur Gandolfic “ The Lag in Monetary Policy as Implied by the Time Pattern of Monetary Ellects on Interest Rates.” American Economic Review, May 1969 pp.
    277-284.
    5. Christ, Carl F., Econometric Models and Methods, New York, John Wiley and Sons Inc. 1966, pp. 204-206.
    6. Culbertson, M. “The Lag in Effects of Monetary Policy: Reply” in Monetary Economics Controversies in Theory and Policy edited by Jonas Prager New York Random House 1971, pp. 301-304.
    7. Friedman, M. “The Role of Monetary Policy “ in The Optimum Quantity of Money and Other Essays, Chicago Aldine Publishing Company, 1969, Chapter 5.
    8._______ “ The Factors Affecting the Level of Interest Rates “ in Money Supply, Money Demand and Macroeconomic Models by J. T. Boorman and T. M. Havrilesky, Boston, Allyn and Bacon Inc, 1972, pp. 200-218.
    9._______ “ A Monetary Theory of National Income.” Journal of Political Economy, March 1971 pp. 323-337.
    10. _______, A Program for Monetary Stability, New York Fordham University Press, 1959 pp. 95-98.
    11. _______ “ The Lag in Effect of Monetary Policy “ in The Optimum Quantity of Money and Other Essays Chicago, Aldine Publishing Company, 1960, Chap. 11.
    12. Fischer, Staneley and J. Phillip Cooper “ Stabilization Policy and Lags” Journal of Political Economy, 81, 1973, pp. 847-877.
    13. Gibson, William E. “ The Lag in the effeet of Monetary Policy on Income and Interest Rates.” Quarter Journal of Economics, May 1970 pp. 288-300.
    14. Hamburger, Michal, J. “The Lag in the effect of Monetary Policy. A Survey of Recent Literature ” in Monetary Theory and Policy :Major Contributions to Contemporary Thought edited by R. S Thorn, New York Praeger 1976, pp. 604-623.
    15._______, “The Impact of Monetary Variables : Asurvey of Recent Econometric Literature,” in Reading in Money, National Income and Stabilization policy edited by W. L. Smith and R. L. Teigen revised edition Homewood 1970 pp. 414-433.
    16. Ray, Keith J. “ Money and Cycles in Post-Confederation Canada.” Journal of Political Economy ,June 1967 pp. 263-273.
    17. Mayer, Thomas “The Inflexibility of Monetary Policy Review of Economics and Statistics, Vol. 50, Nov. 1958. pp. 356-374.
    18. _______ , “The Lag in the Effect of Monetary Policy: Some Criticisms,” in Money and Banking: Theory, Analysis and Policy by S. Mittra, New York, Random House 1969. pp. 467-473.
    19. Modigliani, F. “Some Empirical Test of Monetary Management and of Rules Vs. Discretion, Journal of Political Economy June 1964 72, pp. 211-45.
    20. Pierce, David G. and Shaw, David M. Monetary Economics: Theories, Evidence and Policy, Loelon, Butteor Worths 1974, Chapter 14.
    21. Prager, Jonas Monetary Economics: Controversies in Theory & Policy, New York Rendow House 1971 p.287.
    22. Selby, Jr. Edward B, “The Inside Lag of Monetary Policy, 1953-1958.” Quarterly Review of Economics and Business, 1968 pp. 39-52.
    23. Simons, Henry C. “Rule Verus Authority in Monetary Policy” Journal of Political Economy. Vo.. 44 Feb 1936 pp.1-30.
    24. Smith, W. L. and Teigen R. L. “The Theory of Income Determination “ in reading in Money; National Income and Stabilization Policy, Home Wood R. D. Irwin 1970. pp. 40-42.
    25. Smith Paul. E. “Lag in the effects of Monetary : Comment American Economic Review, 1972 March pp. 230-33.
    26. Sprinkel, Boryl. ”Monetary Growth as a Cyclical Predictor.” Journal of Finance Vol. 14 Sep. 1959 pp. 333-346.
    27. Tanner, J. Ernest “ Lags in the Effect of Monetary Policy: A Statistical Investigation”, American Economic Review Dec. 1969 pp. 794-804.
    28. _______, “Lags in The Effect of Monetary Policy: Reply and Some Further Thought” American Economic Review March 1972 pp. 234-237.
    29. Theil, Henri “Principles of Econometrics, John Wiley and Sons, Inc. 1971, pp. 264-265.
    30. Tucker, D. P. “Dynamic Income Adjustment to Money Supply Changes” American Economic Review. Vol. 56 June 1966 pp. 433-469.
    31. Walters, A. A. “Monetary Multipliers in the United Kingdom 1880-1962” Oxford Economic Papers Vol. 18 Nov. 1966 pp. 270-283.
    32. Willes, Mark H. “The Inside Lag of Monetary Policy 1952- 1960” Journal of Finance Dec. 1967 pp. 591-593.
    33. Wrightsman, D. A Introduction to Monetary Theory and Policy New York 1971 Chapter 11.
    34.「中央銀行年報」中央銀行編。
    35.「中華民國國民所得(按季估計)」行政院主計處。
    36.林鐘雄「當代貨幣理論與政策」三民書局六十二年pp.131-132.

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