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研究生: 辛俊男
論文名稱: 現金餘額需求 -- 存貨理論之探討現金餘額需求 – 存貨理論之探討
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: 1980
畢業學年度: 68
語文別: 中文
論文頁數: 120
中文關鍵詞:
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  • 第一章 緒論1
    第二章 基本存貨理論模型1
    第一節 Baumol的模型8
    第二節 Tobin的模型12
    第三節 消費支出與貨幣需求16
    第四節 信用與貨幣需求18
    第五節 投資與貨幣需求22
    第六節 時間價值與貨幣需求25
    第七節 :結論28
    第三章 一般化存貨理論模型41
    第一節 Feige-Parkin模型41
    第二節 Santomero模型46
    第三節 Grossman-Policano模型52
    第四節 結論56
    第四章 不確定性下存貨理論模型63
    第一節 Miller-Orr的模型63
    第二節 補償性餘額與貨幣需求67
    第三節 預防性貨幣需求71
    第四節 結論73
    第五章 存貨理論之應用及與其他理論之結合79
    第一節 貨幣的效用與交易性貨幣需求79
    第二節 生產函數與交易性貨幣需求82
    第三節 貨幣需求的財富效果83
    第六章 近年來有關廠商貨幣需求的實證研究91
    第一節 橫切面與時間數列的實證研究91
    第二節 實證結果的解釋98
    第七章 結論105
    參考文獻109

    中文部份:
    1.林鐘雄:“貨幣銀行學”三民書局(民國60.年)
    2. : “當代貨幣理論與政策”三民書局(民國62.年)
    3.何瑞坤:“台灣貨幣供需函數及其政策函義”台北市銀月刊,七卷七期(民國65.年7.月)
    4.柳復起:“台灣之貨幣需求”中研院,經濟論文專刊(民國59.年6.月)
    5.張震復:“台灣之貨幣流通速度1961〜1972年”聯經出版社,台灣貨幣與金融論文集(民國64.年)
    6.陳龍雄:“存貨管制模型之建立及其運用”(民國61.年)

    英文部份:
    1. De Alessi, L. “ The Demand for Money: A Cross-Section Study of British Business Firm” Economica (Aug. 1966)
    2. Akerlof, G.A. and Milbourne, R.D. “New Calculations of Income and Interest Elasticities in Tobin’s Model of The Transactions Demand for Money” J.P.E. (Nov. 1978)
    3. Anderson, R.E. “The Individual’s Transactions Demand for Money J.M.E. (1976)
    4. Barro, R. “Inflation, the Payment Period, and the Demand for Money” J.P.E (Dec. 1970)
    5. Barro, .R. “Integral Constraint and Aggregation in an Inventary Model of Money Demand” J.F. (Mar. 1976)
    6. Barro, R. and Fischer, S. “Recent Development in Moonetary Theory” J.M.E (April 1976)
    7. Baumol, W.J. “The Transactions Demand for Cash: An Inventory-Theoretical Approach” Q.J.E (Nov. 1952)
    8. Ben-Zion, U. “The Cost of Capital and the Demand for Money by Firms” J.M.C.B (May 1974)
    9. Boorman, J.T. “The Evidence on the Demand for Money: Theoretical Formulation and Empirical Results” in Boorman, J.T. and T.M. Mavrilesky” Money Supply, Money Demand, and Macroeconomic Models (Boston: Allyn and Bacon 1972)
    10. Brunner, K. and Meltzer, A.H “Predicting Velocity: Implications for Theory and Policy” J.F (May 1963)
    11. __________ “Economics of Seal in Cash Balance Reconsidered” Q.J.E (Aug. 1967)
    12. __________ “The Uses of Money: Money in the Theory of an Exchange and Economy” A.E.R.(Dec 1971)
    13. Chow, G. “On the Long-Run and Short-Run Demand for Money” J.P.E (April 1966)
    14. Chitre, V. “Welth Effect on the Demand for Money” J.P.E (June 1975)
    15. Clower, R .W. “ Introduction” in Clower, R .W. “Monetary Theory” (Penguin, Baltimore 1969)
    16. Clower, R.W. and P.W. Howitt “The Thansaction Theory of the Demand for Money: A Reconsideration” J. P.E(Nov./Dec. 1978)
    17. Coates, C.R. “The Demand for Money by Firm” (New York: Marcel and Dekker 1976)
    18. Eppen, G.D. and Fama, E.F. “Cash Balance and Simple Dynamic Portfolio with Proportional Cost” A.E.R (June 1969)
    19. Feige, E.L. and M. Parkin “The Optimum Quantity of Money, Bonds, Commodities Inventories, and Capital” A.E.R. (Nov. 1973)
    20. Feige, E. L. R. Avery, and C. Stone “The Roles of Money in an Economy and the Optimum Quantity of Money” Economica (Nov. 1973)
    21. Fischer, S. “(Money and the Production Function” E. Inquiry (Dec. 1974)
    22. Fishier, L. “Monetary Theory and the Demand for Money” (London: Martin Roberston 1978)
    23. Fried, J “Money, Exchange and Growth” western E.J.(Sep 1973)
    24. Friedman, M. “The Quantity Theory of Money: A Restatement” in M. Friedman “Studies in the Quantity Theory of Money (Chicago: Iniversity Press 1956)
    25. “The Optinal Quantity of Money” in M. Friedman: “The Optimum Quantity of Money and other Essays”
    26. “The Demand for Money: Some Theoretical and Empirical Results”
    27. Frost, P “Banking Service, Mimimum Cash Balance, and the Firm’s Demand for Money” J.F (Dec. 1970)
    28. Grossman, H. and A. Policano “Money Balance, Commodity Inventories, and the Inflationary Expectations” J.P.E (Dec. 1975)
    29. Hansen. A. H “Monetary Theory and Fiscal Policy” (New York: McGraw Hill 1949)
    30. Johnson, H.G “Monetary Theory and Policy” in R.S. Thorn “Monetary Theory and Policy” (New York: Random House 1966)
    31. __________“Notes on the Theory of Transactions Demand for Cash” Indian J. E (July 1963)
    32. __________ “A Note on the Theory of Transactions Demand for Cash” J.M.C.B (Aug. 1970)
    33. Karni, E “The Transactions Demand for Cash: Incorporation of Time into the Inventory Approach” J . P .E (Sep./Oct. 1973)
    34. __________ “The Value of Time and the Demand for Money” J.M.C.B (Feb. 1974)
    35. __________ and U. Ben-Zion, “The Utility of Money and the Transactions Demand for Cash” Candian J.E. (Feb. 1976)
    36. Keynes, J .M. “The General Theory of Employment, Interest and Money” (New York: Harcourt, Brace 1936)
    37. Laidler, D. “The Demand for Money: Theories and Evidence” (Scrsnton, Pennsylvania: International Textbook Company, 1969)
    38. Lewis, K.A “A Note on the Interest Elasticity of the Transactions Demand for Cash” J.F
    39. Liberman, C. “The Transactions Demand for Money and Technological Change” R.E.S.(Aug. 1977)
    40. Litzenberger, R.H. “The Effect of Credit on the Interest Elasticity of the Transaction Demand for Cash: Comment” J.F (Dec. 1971)
    41. McCall, J.J. “Differences Between the Personal Demand for Money and the Business Demand for Money” J.P.E (Aug. 1960)
    42. Maddala, G. D. and R.C. Vogel “The Demand for Money: A Cross-Section Study of Business Firms: Comment” Q.J.E (Feb 1965)
    43. Meltzer, A.H “The Demand for Money: The Evidence From the Time Series” J.P.E (June 1963)
    44. __________ “The Demand for Money: A Cross-Section Study of Business Firms” Q. J. E (Aug 1963)
    45. Miler, M. and Orr, D. “A Model of the Demand for Money by Firms” Q.J.E (Aug. 1966)
    46. __________ “The Demand for Money by Firms: Extension of Analytic Results” J.F (Dec. 1968)
    47. Nadiri, M. “The Determinants of Real Cash Balances in the U.S Total Manufacturing Sector” Q.J.E (May 1969)
    48. Nakatani, K. “Monetary Theory” (Norch Holland 1978)
    49. Orr, D “A Notes on the Uselessness of Transactions Demand Model” J.F (Dec 1974)
    50. Patinkin, D. “Money, Interest and Price” (1nd edn.) (New York: Harper and Row 1965)
    51. Perlman, M, “The Role of Money in an Economy and the Optimum Quantity of Money” Economica (Aug. 1973)
    52. Perlman, M. “The Role of Money in an Economy and the Optimum Quantity of Money: “Reply” Economica (Nov. 1973)
    53. Policano, A.J. “A Choice Theoretic Model of the Optimal Use and Issurance of Trade Credit” Eco. Inquiry (April 1977).
    54. Russell, T. “Feige-Parkin on the Optinal Quantity of Money” A.E.R (Dec. 1974)
    55. Santomero, A “A Model of the Demand for Money by Household J.F (Sep. 1970)
    56. Sastry, A. “The Effect of Credit on Transactions Demand for Cash” J.F (Sep. 1970)
    7. Saving, T. “Transaction Coats and the Demand for Money” A.E.R (June 1971)
    5. __________ “The Value of Time and the Economics of Scale in the Demand for Cash Balance” J .M .C .B (Feb. 1974)
    59. Saving, T. “Transactions Cost Functions and the Inventory-Theoretic Approach to Money Demand” J.M.C.B
    60. Selden, R.T “The Post-War Rise in the Velocity of Money-Sectoral Analysis” J.F (Dec. 1961)
    61. Spremkle, C. “The Uselessness of Transactions Demand for Money” J.F (Dec. 1969)
    62. Teigen, R. “Demand and Supply Functions in the United States: Some Structural Estimates” Econometric (Oct. 1964)
    63. __________ “The Demand for and Supply of Money in Smich W.L. and Teigen, R.L.
    “Reacling in Money, National Income, and Stablization Policy.
    64. Tobin, J. “The Interest Elasticity of the Transactions Demand for Cash” R.E.S (Aug. 1956)
    65. Tsiang, S.C. “The Precautionary Demand for Money: An Inventory-Theoretical Analysis” J.F.E (Jan/Feb. 1969)
    66. Weinrobe, M. “The Demand for Money by Six Non-Bank Financial Intermediaries” W.E.J (June 1973)
    67. Weitzaman, M. “A Model of the Demand for Money by Firm: Comment” Q.J.E (March 1968)
    68. Whalen, E.L. “A Cross-Section Study of Business Demand for Cash” J.F (Sep. 1965)
    69. Whalen, E.L. “An Extension of the Baumol-Tobin Approach to the Transactions Demand for Cash” J.F ( 1968)
    70. __________ “A Rationalization of the Precautionary Demand for Cash” A.J.E (May. 1966)
    71. Wrightsman, D. and J. Terninko” On the Measurement of Opportunity Cost in Transactions Demand Models” J.F (Sep. 1971)
    72. White, E.J “The Effect of Bank Credit Cards on the Household Transactions Demand for Money” J.M.C.B (Feb. 1976)

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