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研究生: 吳榮昌
論文名稱: 通貨替代與滙率的決定
指導教授: 曹添旺
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: 1983
畢業學年度: 71
論文頁數: 54
相關次數: 點閱:64下載:0
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  • 第一章 緒論1
    第二章 資產選擇與滙率的決定6
    第一節 通貨替代模型6
    第二節 本國通貨--非貿易財替代模型17
    第三章 一般化模型與滙率的決定28
    第一節 短期分析28
    第二節 長期穩定均衡分析34
    第四章 47結論
    參考文獻49

    (1)陳昭南、曹添旺、周建富:「通貨替代與貨幣對流」台灣經濟研究月刊,中華民國六十七年三月。
    (2) Branson, W. H. "Exchange Rate Dynamics and Monetary Policy" in Inflation and Employment in Open Economics ed by Assar Lindbeck (Amsterdam 1979 )
    (3)Calvo, G.A. and C.A. Rodriguez, " A model of Exchange Rate Determination under Currency Subsitution and Rational Expectations " JPE Vol 85 (June 1977 ) PP. 617-25.
    (4)Chen, C. N. "Bimetallism : Theory and Controversy in Perspective" The History of political Economy Ⅳ ( 1972 ) PP.89-112. .
    (5) _______ "Diversified Currency Holdings and Flexible Exchange Rates." QJE, ( 1973 ) PP.96-111.
    (6) _______ "Currency Denomination and the Price level" IPE ( 1976 ) PP. 179-83.
    (7) ¬_______,T.W. Tsaur, and C.F. Chou "Gross substitution, Gresham‘s Law, and Hayek‘s Free Currency system" JOM( 1981 ) PP. 547-57.
    (8) _____ ,_____"Currency substitution and Foreign inflation QJE ( 1983 ) PP. 177-184.
    (9) Dornbusch, R "Expectations and Exchange Rate Dynamics" JPE (1976 ) PP.1161-76.
    (10) Driskill, R "Exchange Rate Overshooting, the Trade Balance and Rational Expectations" JIE Vol 11 PP. 361-77.
    (11) Flood, R. P. "An Exchange of Exchange Rate Overshooting " SEJ Vol 46 (July 1979 ) PP. 168-78.
    (12) Frenkel, J .A and Rodriguez C. A "Portfolio Equlibrium and the Balance of Payment : A Monetary Approach " AER ( Sep. 1975 ) PP. 674-88.
    (13).______ ,_____ " Exchange Rate Dynamics and the Overshooting Hypothesis "“ IMF staff papers ( 1982 ) PP.1-30.
    (14)_____, and M.L. Mussa "The Efficiency of Foreign Exchange Market and Measures of Turbulence " AER Vol 70 (May 1980 ) PP. 374-81.
    (15)Girton, L and D. Roper "Theory and Implications of Currency Subsitution "JMCB Vol 13 ( Feb 1981 ) PP. 12-30.
    (16)Gray, M. R and S. J Turnovsky, " The Stability of Exchange Rate Dynamics under Perfect Myopic Foresight" IER Vol 20 ( Oct 1979 ) PP. 643-60.
    (17)King, D.B. Putnam and D.S. Wilford "A Currency portfolio Approach to Exchange Rate Determination : Exchange Rate Stability and Independence of Monetary Policy in the Monetary Approach to international Adjustment ed by B Putnam and D.S Wilford, New York ( 1978 )
    (18)Kouri, P. JK "The Exchange Rate and the Balance of Payment in the Short Run and in the Long run : A Monetary Approach "Scan. JE Vol 78 (may 1976) PP. 280-304.
    (19) Liviatan N "Monetary Expension and Real Exchange Rate Dynamics " JPE. Vol 89 ( Dec 1981) PP. 1218 -27.
    (20) Miles M.A "Currency Subsitution, Flexible Exchange Rates and Monetary Independence " AER 68 No3 (June 1978 ) PP. 428-36.
    (21)_________" Currency Subsitution : Perspective, Implications and Empirical Evidence " in the Monetary Approach to International Adjustment ed by B. Putnam and D. S Wilson New York ( 1978 )
    (22) Mundell R.A " International Economics " New York:Macmillan ( 1968 )
    (23) Mussa M. L " A Model of Exchange Rate Dynamics " JPE Vol 90 ,( Feb 1982 ) PP.74-104.
    (24) Niehans J "Exchange Rate Dynamics with Stock /Flow Interaction JPE Vol 85 (Dec 1977) PP.1245-57.
    (25) Rodriguez C A "The Role of Trade Flow in Exchange Rate Determination : A Rational Expectations Approach"JPE Vol ( Dec 1980 ) PP.1148 - 58.
    (26) Sargent T J and N. Wallace "The Stability of Models of Money and Growth with Perfect Foresight "Econometrica 41 No. 6 (Nov 1973 ) PP. 1043-47.
    (27)Wilson C.A "Anticipated Shocks and Exchange Rate Dynamics " JPE Vol 87 (June 1979 ) PP.639-47.
    (28)Witte, W. E "Dynamic Adjustment in an Open Economy with Flexible Exchange Rate "SEJ Vol 45 (1979 ) PP.1072-90.

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