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研究生: 李秀芬
論文名稱: 相對價格離散之理論與驗證
指導教授: 王春源
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: 1986
畢業學年度: 74
語文別: 中文
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  • 目錄
    第一章 導論………1
    第二章 相對價格離散理論之探討………4
    第一節 文獻回顧………4
    第二節 理論模型………7
    一、Parks模型………7
    二、W. Sellekaerts & B. Sellekaerts模型………10
    三、Herrowitz模型………13
    四、Davison & Hafer模型………18
    五、管價模型………20
    第三章 台灣之實證研究分析………39
    第一節 資料分析………39
    第二節 實證模型之估計與分析………40
    第四章 結論………61

    參考文獻:
    R.J. Barro, 1976, "Rational Expectations and the Role of Monetary Policy", JME, Vol. 2, 1-32.
    M.I. Blejer, 1979, " Inflation Variability in Latin America: A Note on the Time Series Evidence", Economics Letters 2 , 337-341 .
    M.I. Blejer & L. Leiderman , 1980 , "On the Real Effects of Inflation and Relative Price Variability: Some Empirical Evidence", Review of Economics and Statistics 62 , No. 4.
    A.J. Buck & B. Gahlen, 1984, "The Real Effects of Price Variability in the Federal Republic of Germany, 1953-1977" , Economics Letters 15 , 79-85.
    A. Cukierman , 1979, " The Relationship between Relative Prices and the General Price Level: A Suggested Interpretation", AER 69 , June, 444- 447.
    A. Cukierman , 1982, "Relative Price Variability, Inflation and the Allocative Efficiency of the Price System" , JME 9, 131-162.
    A. Cukierman & L. Leiderman, 1984, " Relative Price Variability and Inflation in the Israeli Economy", Bank of Israel Economy Review.
    A. Cukierman & P. Wachtel, 1979, "Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence", AER, 69, Sept., 595-609.
    A. Cukierman & P. Wachtel, 1982, "Relative Price Variability and Nonuniform Inflationary Expectations", JPE, Vol.90, No.1, 146-157.
    L.S. Davison, &R.W. Hafer 1984,''Relative Price Variability: Evidence from Supply and Demand events'', Federal Reserve Bank of St. Louis Working Paper, no. 84-021.
    _______________________,1985, "Relative Price Variability: Evidence from Supply and Demand Events": JME 15, 333-341.
    S. Fischer, 1982 , "Relative Price Variability and Inflation in the United States and Germany", European Economic Review 18 , 171-196.
    E. Foster, 1974, "The Variability of inflation", Staff Report, Federal Reserve Bank of Minneapolis.
    H. Glejser, 1965, "Inflation, Productivity, and Relative Prices- Statistical Study", Review of Economics and Statistics, 76-80.
    Z. Hercowitz, 1981, "Money and the Dispersion of Relative Prices", JPE, Vol.89, no.2, 328-356.
    Z. Hercowi tz, 1982, "Money and Price Dispersion in the United States", JME, 10, 25-37.
    L. Hesselman, 1983, "The Macroeconomic Role of Relative Price Variability in the USA and the UK", Applied Economics, 15, 225-233.
    D.E. Logue & T.D. Willett, 1976, "A Note on the Relation between the Rate and Variability of Inflation", Economica 43, 151-158.
    R.W. Parks, 1978, "Inflation and Relative Price Variability", JPE, Vo1.86, no. l, 79-95.
    W. Sellekaerts & B. Sellekaerts, 1984, ''Both Anticipated and Unanticipated Inflation Determine Relative Price Variability'; Journal of Post Keynesian Economics, Summer, Vol.6 , no.4, 500-508.
    Theil, Henri, 1967, ''Economics and Information Theory: Chicago: Rand McNally.
    D .R. Vining & T. C. Elwertowski, 1976, ''The Relationship between Relative Prices and the General Price Level", AER, Sept. , 699-708.
    王春源: "理性預期下管價政策與貨幣供給政策對相對價格離散之影響",中國經濟學會,民國74.年11.月。

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