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| 研究生： |
關小華 |
|---|---|
| 論文名稱： |
隨機模型下最適外滙市場之干預 |
| 指導教授： | 林柏生 |
| 學位類別： |
碩士
Master |
| 系所名稱： |
商學院 - 國際經營與貿易學系 Department of International Business |
| 論文出版年： | 1983 |
| 畢業學年度： | 71 |
| 論文頁數： | 84 |
| 相關次數： | 點閱：94 下載：0 |
| 分享至: |
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謝詞
第一章 緒論1
第二章 IS - LM 模型下最適外滙干預政策5
第一節 封閉經濟下之最適干預政策之選擇--Poole的模型5
Ⅰ、假設6
Ⅱ、模型與分析6
第二節 開放經濟下之最適外滙市場干預政策（Ⅰ）--Boyer的模型11
Ⅰ、假設11
Ⅱ、模型與分析12
Ⅲ、結語18
第三節 開放經濟下之最適外滙市場干預政策（Ⅱ）-- Roper＆Turnovsky的模型19
Ⅰ、假設20
Ⅱ、模型與分析20
第四節 本章結語29
第三章 總合模型下最適外滙市場干預政策37
第一節 模型的設定與分析37
Ⅰ、假設37
Ⅱ、模型38
Ⅲ、推求離差式41
第二節 Roper & Turnovsky(1980)的干預型態42
Ⅰ、干預法則42
Ⅱ、純粹政策與聯合政策的再檢討47
Ⅲ、Roper & Turnovsky(1980)結論的再檢討51
Ⅳ、實質餘額效果( real balance effect )57
第三節 Boyer (1978)的干預型態60
Ⅰ、模型與分析60
第四節 本章結語66
第四章 結論69
數 附錄73
參考文獻81
(1)吳嘉隆，民71：「理性預期理論與貨幣政策：當代的發展」，企銀季刊，第六卷第一期，中華民國七十一年七月，257〜264。
(2)謝德宗，民70：「最適貨幣政策指標之抉擇」，企銀季刊，第五卷第二期，中華民國七十年十月，95〜105。
(3)蕭文宗，民71：「固定、浮動與管理浮動滙率之比較」，企銀季到，第五卷第三期，中華民國七十一年一月，31〜51
(4) Boyer, R. S., 1978, "Optimal Foreign Exchange Market Intervention", Journal of Political Economics, Dec.,
1045-1055.
(5) Buiter, W. I., 1977, "Optimal Foreign Exchange Market Intervention with Rational Expectations", Econometric Research Memorandum No. 216, Princeton University (Princeton, N. J.).
(6) Canzoneri, M. B., 1979, "Monetary Policy and the Choice of a Monetary Instrument in a Stochastic Setting", Journal of Macroeconomics, vol. 1, No.2, Spring, 209-221.
(7) Dickinson, D. G., M. J. Driscoll and J. L. Ford, 1982, "Rational Expectations, Random Parameters and the Non-neutrality of Money", Econometrica 49, Aug., 241-248.
(8) Driscoll, M. J. and J. L. Ford, 1982, "Real-Sector Parameter Instability and the Optimal Choice of Monetary Policy", Journal of Macroeconomics, Vol.4, No.3, Summer, 339-348.
(9) Fleming, J. M., 1962, "Domestic Financial Policies under Fixed and under Floating Exchange Rates", IMF Staff Papers 9, Sep., 369-380.
(10)Harkness, J., 1982, "Optimal Exchange Intervention for a Small Open Economy", Queen's University Institute for Economic Research, Discussion Paper No. 489.
(11) Henderson, D. W., 1979, "Financial Policies in Open Economics" American Economic Review, May, 232-239.
(12) Kareken, J. H., Thomas Muench and Neil Wallace, 1973 "Optimal Open Market Strategy: The Use of Information Variables", American Economic Review 63, Mar., 156-172.
(13) LeRoy, S. F. and R. N. Waud, 1977, "Applications of the Kalman Filter in Short-Run Monetary Control", International Economic Review, Vol. 18, No.1, Feb., 195-207.
(14) Marston, R. C., 1982, "Stabilization Policies in Open Economics", National Bureau of Economic Research, May.
(15) McCallum, B. T., 1980, "Rational Expectations and Macroeconomics Stabilization Policies: An Overview, " Journal of Money, Credit and Banking, Nov., 716-746.
(16) Mundell, R. A., 1963, "Capital Mobility and Stabilization Policy under Fixed and Flexible Exchange Rates", Canadian Journal of Economics and Political Science 29, Nov., 475-485.
(17) Poole, W., 1970, "Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model", Quarterly Journal of Economics, May, 197-216.
(18) Roper, D. E. and S. J. Turnovsky, 1980, "Optimal Exchange Market Intervention in a Simple Stochastic Macro Model," Canadian Journal of Economics, May, 296-309.
(19) Siegel, J. J., 1983, "Techniques for Achieving optimal Money Supply Rules in a Rational Expectations Macroeconomic Model", Economics Letters 11, 57-61.
(20) Theil, H., 1964, Optimal Decision Rules for Government and Industry, Amsterdam: North-Holland.
(21) Weber, W. E., 1981, "Output Variability under Monetary Policy and Exchange Rate Rules", Journal of Political Economics, Aug., 733-751.
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