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研究生: 吳彝秦
Wu, Yi-Chin
論文名稱: 財政政策對總體經濟變數的效果:加入廠商進出的動態隨機均衡模型分析
The Effect of Fiscal Policy on Economic Variables: Analysis of Dynamic Stochastic Equilibrium Models with Entry and Exit of Firms
指導教授: 賴廷緯
Lai, Ting-Wei
口試委員: 李文傑
Lee, Wen-Chieh
洪小文
Hung, Hsiao-Wen
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: 2019
畢業學年度: 107
語文別: 中文
論文頁數: 38
中文關鍵詞: 實質景氣循環廠商進入與退出異質性廠商政府支出衝擊
外文關鍵詞: Real business cycle, Firm entry and exit, Heterogeneous firms, Government spending shock
DOI URL: http://doi.org/10.6814/NCCU202000081
相關次數: 點閱:136下載:7
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  • 本篇文章主要介紹在一般均衡之下,面臨財政支出擴張時,如何透過廠商自由進出以及內生產品衰退的機制影響總體經濟變數。面臨到一個正向政府支出衝擊時,由於政府支出對廠商有正向外部效果,因此使得廠商多生產且利潤增加。藉此家計單位增加消費並提供更多勞動供給、且使得總產出增加。我們探討不同的政府支出外部效果、政府支出衝擊的持續性,以及不同參數對總體經濟變數的影響,並觀察模型中政府支出的正向衝擊對於消費產出波動比、政府支出與產出波動比、廠商進入與產出之波動比以及消費與產出的相關性,並比較模型與現實之差異。


    This thesis mainly introduces how to influence economic variables through the mechanism of free entry and exit of firms and the decline of endogenous products when facing the expansion of fiscal expenditure in general equilibrium. When it faces a shock of positive government spending, firms will be more productive and earn much more profits because government spending has a positive external effect on firms. In this way, households increase consumption and provide more labor supply as well as increase total output. We explore the external effects of different government expenditures, the persistence of shock of government spending and the impact of different parameters on economic variables. We also discuss the volatility ratio of firm entry and output, the correlation between consumption and output, and finally we compare the differences between models and reality.

    第一章 緒論.........................1
    第一節 研究動機.....................1
    第二節 本文架構................. 2
    第二章 文獻回顧.....................3
    第三章 模型介紹.....................5
    第四章 數值模擬與分析...............14
    第一節 實際資料及基準模型參數校準....14
    第二節 衝擊反應函數.................19
    第三節 敏感性分析...................24
    第五章 結論........................34
    參考文獻...........................35

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