| 研究生: |
林燾 |
|---|---|
| 論文名稱: |
貨幣與近似貨幣替代性之實證研究 無 |
| 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: | 1979 |
| 畢業學年度: | 68 |
| 語文別: | 中文 |
| 論文頁數: | 114 |
| 中文關鍵詞: | 無 |
| 相關次數: | 點閱:77 下載:0 |
| 分享至: |
| 查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
無
第一章 緒論1-2
第二章 有關貨幣替代性理論的探討3-22
第一節 存貨最適模型法3-6
第二節 效用極大法6-11
第三節 財富極大法11-19
第四節 交易時間極小法19-22
第三章 貨幣替代性之實證研究23-60
第一節 國外過去的實證研究23-41
第二節 台灣過去的實證研究41-60
第四章 台灣貨幣替代性之實證分析61-98
第一節 各項資料之整理與說明61-60
第二節 實證方法64-70
第三節 實證結果70-98
第五章 結論99-100
註釋
參考文獻101-109
表次
表一:季所得和貨幣存量65
表二:以單獨分離值表示之季實質利率66
表三:以差距值表示之季實質利率67
表四:金融變數之季時間數列68
表五:以永久所得和利率為解釋變數的廻歸結果71
表六:考慮物價變化率的廻歸結果74
表七:考慮短期調整的廻歸結果77
表八:以平均每人所得和利率為解釋變數的廻歸結果80
表九:第一期間旋轉因子矩陣結果82
表十:第二期間旋轉因子矩陣結果83
一、中文部份:
〔1〕何瑞坤:「台灣貨幣供需函數及其政策涵義」,台北市銀月刊,第七卷第七期,(民國六十五年七月)。
〔2〕柳復起:「台灣之貨幣需求」,中研院經濟研究所,經濟論文專刊,(民國五十九年六月)。
〔3〕蔣碩傑:「外滙資產猛增引起金融危機之對策」,台灣貨幣與金融論文集,(聯經出版社,民國六十四年)。
〔4〕陳昭南、許日和:「台灣的貨幣供給與物價」,行政院經設會,(民國六十三年六月)。〔5〕林鍾雄:當代貨幣理論與政第。(民國六十二年)。
〔6〕湯慎之:「因于分析對貨幣實證研究之一貢獻」,台灣經濟金融月刊,第十四卷第2期,(民國六十七年二月)。
〔7〕湯慎之:「台灣貨幣供需模型」,台北市銀月刊,第五卷第十一期,(民國六十三年十一月)。
〔8〕吳典明:「利率對儲蓄之影響~台灣之實證研究」。政大經研所碩士論文,(民國六十六年一月)。
〔9〕鍾酰生:「台灣貨幣需求與利率之研究」。東吳大學經研所碩士論文,(民國六十一年七月)。
〔10〕簡清芬:「貨幣的實證定義法與台灣之實證分析」。台大經研所碩士論文,(民國六十五年六月)。
〔11〕雷台生:「利率部份調整與貨幣需求」。台大經研所碩士論文,(民國六十五年七月)。
〔12〕林麗珠:「全體銀行存款結構分析」,台北市銀月刊,第七卷第一期,(民國六十五年一月)。
〔13〕陳木在:「台灣利率之研究」,台銀季刊,第二三卷第四期,(民國六十一年十二月)。
〔14〕林建榮:「準貨幣利率提高對貨幣供給的影響,台大經研所碩士論文,(民國六十三年十二月)。
二、英文部份:
[1]Anderson
An Introduction to MuItivate Statistical Analysis Ching Sheng Company.
[2]BARRO, R.J and SANTO-MERO, A. J " Household Money Holdings sat The Demand
Deposit Rate" J.M.C.B. May 1972 pp. 397~413.
[3] By John T. Scott , JR. "Factor Analysis and Regression” Econometrica. July 1966. pp, 552 - 563.
[4] CAGAN, PHILLIP and SCHWARTZ, A. J. "Has the Growth of Money Substitutes Hindered Monetary Policy?" J. M. C. B. May 1975. pp. 137~159.
[5]CHETTY, V.K. "On Measuring the Nearness of Near -Moneys" A.E.R. June 1969.
pp.270~281.
[6]── "On Measuring the Nearness of Near - Moneys: Reply” A. E. R. March 1972. pp. 226 ~229,
[7] CHOW, G.C. "On the Long- Run and Short- Run Demand for Money" J. P. E. April 1966. pp. 111~131,
[8] CHRIST, C. "Interest Rates and Portfolio Selection Among Liquid Asset in the U. S. Stanford : Stanford University Press. 1963. pp. 201~218.
[9] DR LEEUW, FRANK and GRAMLICH, E "The Federal Reserve-MIT Ecommetric Model" Fed. Res. Bull. Jan. 1968. pp. 11~40.
[10] DUTTON, D. S. and GRAMM, W. P. "Transactions Costs , the Wage Rate, and the Demand for Money” A.E.R. Sep. 1973. pp. 652~665.
[11 ] Donald F. Morrison. Multivariate Statistical Methods.
[12] FARRAR, DONALD and GLAVBER, R. R. "Multicollinearity in Regression Analysis : The Problem Revisited" R. E. S. Feb. 1967. pp. 92~107.
[13] FEIGE, EDGAR L. The Demand for Liquid Assets : A temporal cross- section analysis.
Englewood Cliffs , N. J : Prentice-Hall , 1964.
[14] ── AND PARKIN, MICHAEL "The Optional Quantity of Money, Bonds , Commodity Inventories , and Capital " A.E.R. June 1971. pp.335~349.
[15] Friedman, MILTON. "The Demand for Money: Some Theoretical and Empirical Results"
J.P.E. August 1959. pp.327~351.
[16] FRIEND, IRWIN "The Effects of Monetary Policies on Nonmonetary Financial Institutions and Capital Markets In Private Capital Markets." Prepared for the Commission on Money and
Credit. Engle~wood Cliffs , N. J: Prentice-Hall, 1964 , PP. 1~172.
[17]GALPER, HARVEY. "Alternative Interest Rates and the Demand for Money: Comment"
A.E.R. June 1969. 401~407.
[18] GOLDFELD, S.M. Commercial bank behavior arid Economic Activity, Amsterdam: North-Holland, 1966.
[19] ── "The Demand for Money Revisited" Brookings Rap. Econ. Act. 1973 pp. 577~638.
[20] GURLEY, J.G. and SHAW, E. S. "Financial Aspect s of Economic Development" A.E.R. Sep. 1955. pp.515~538.
[21] George B. Pidot , Jr. "A Principal components Analysis of the Deterurivauts of Local Government fiscal Patterns" R.E.S. 1969 Jol.5 pp.176-188.
[22] HAMBURGER, M.J. "The Demand for Money by households , Money Substitutes , and Money Policy" J.P.E Dec. 1966. pp.600~623.
[23] ── "Household Demand for Financial Assect" Econometrica Jan. 1968. pp. 97~118.
[24] ── "Alternative Interest Rates and the Demand for Money: Comment" A.E.R. June 1969. pp.407~412.
[25] KLEIN, BENJAMIN. "Competitive Interest Payments on Bank Deposits and the Long-Run Demand for Money” A.E.R. Dec. 1974. pp.931~949.
[26]Koot , Rorald S.“A Factor Analytic Approach to an Empirical Definition of Morey” J.F. Sep.1975 pp.1081-1089.
[27]LEE, Tong Hun. "Substitutability of Non- Bank Intermediary Liabilities for Money : The Empirical Evidence" J.F. Sep 1966. pp.441~457.
[28] ── "Alternative Interest Rates and the Demand for Money : The Empirical Evidence"
A. E. R. Dec. 1967. pp. 1168~1181.
[29] ── "Alternative Interest Rates and the Demand for Money : Reply" A.E.R. June 1969. pp. 412~418.
[30] ── "On Measuring the Nearness of Near-Moneys: Comment" A.E.R. March 1972 pp. 217~220.
[31]MASSY, W.F. "Principal Components Regression in Exploratory Statistical Research"
J. A. S. A March 1965. pp.234~256.
[32] MORONEY, J. R. and WILBRATTE, B. J. "Money and Money Substitutes" J.M. C. B. May 1976. pp. 181~198.
[33] SILBER, W.L. Portfolio behavior of financial Institutions. New York: Holt , Rinehart and Winston , 1970.
[34] SLOVIN, Myron D. "On the Relationships Amoney Monetary Aggregates"
J.M.C.B. August 1974. pp.353~366.
[35] Saving , Thomas R. "Transactions Costs and the Demand for Money” A.E.R. June 1971 pp.396~421.
[36] STEINHAUER, LARRY and CHANG, John. "On Measuring the Nearness of Near-Moneys:
Comment" A.E.R. March 1972. pp.221~225.
[37] TEIGEN, RONALD L. "Demand and Supply Functions for Money in the United States : Some Structural Estimates” Econometrica Oct. 1964. pp.477~509.
[38] THOMAS R. SAVING. "Transaction Cost Function and the Inventory Thearetic Approach to Money Demand"
[39] WATSON, DAN E. and WHITE, KENNETH J. "Forecasting the Demand for Money Under
Changing Term Seructure of Interest Rates : An Application of Ridge Regression”
S. E. J. Oct. 1976. pp 1096~1105.
[40] ZAREMBKA, PAUL. " Functional Form in the Demand for Money " J. A. S. A June 1968. pp. 502~511.
此全文未授權公開