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研究生: 李金炫
論文名稱: 相對價格變異與通貨膨脹及資源分派效率之關係的研究
指導教授: 汪義育
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: 1987
畢業學年度: 75
語文別: 中文
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  • 目錄
    第一章 緒論………1
    第二章 文獻回顧與檢討………5
    第一節 Parks系列與Barro系列之區分………5
    第二節 總體變數與個體變數之混淆………12
    第三節 內生變數與外生變數之混淆………18
    第四節 不同經濟結構假定之影響………21
    附錄A………29
    第三章 存貨調整、久暫混淆與相對價格變異………35
    第一節 A&M動態規劃模型之一般化………36
    第二節 通貨膨脹率之變異與相對價格變動之變異………49
    第三節 關於資源分派效率………64
    第四章 結論………79
    附錄B………83
    附錄C………105
    參考文獻……… 117

    參考文獻
    1. Arnihud ,Y. & H. Mendelson , "The Output-Inflation Relationship :An Inventory-Adjustment Approach , " JME 9 , 1982 a , 163~184 .
    2.__________, "Relative Price Dispersion and Economic Shocks : An Inventory-Adjustment Approach , " JMCB, Aug. 1982 b , 390~398.
    3. Barro , R.J. , "Rational Expectations and the Role of Monetary Policy , " JME 2 , 1976 , 1~32 .
    4. Benveniste , L. & J. Scheinkman , "On the Differentiability of the Value Function in Dynamic Models of Economics," Econometrica 47, No. 3 , 1979, 727~732
    5. Blinder , A. S. , " Inventories and Sticky Prices: More on the Microfoundations of Macroeconomics , " AER 72 , No. 3 , Jun. 1982 , 334~348 .
    6. Blinder , A.S. , "Can the Production Smoothing Model of Inveni tory Behanior Be Saved ? " QJE 101, Aug. 1986 , 431~453 .
    7. Blinder, A.S. & S. Fischer , "Inventories, Rational Expectations , and the Business Cycle , " JME 8 , 1981 , 277~304
    8. Bordo , M. D. , " The Effects of Monetary Change on Relative Commodity Prices and the Role of Long-Term Contracts , " JPE 88 , No. 6 , 1980 , 1088~1109.
    9. Chu , C. Y. Cyrus , "On Saving the Production Smoothing Model of Inventory Behavior , " Discussion Paper , No. 8606 , Taipei : Institute of Economics , Academia
    Sinica , Dec. 1986.
    10. Cukierman , A., "Rational Expectations and the Role of Monetary Policy :A Generalization , " JME 5, 1979a , 213~229 .
    11.__________, "The Relationship between Relative Prices and the General Price Level :A Suggested Interpretation," AER 69, No.3 ,Jun. 1979 b, 444~447.
    12._________ , Inflation, Stagflation, Relative Prices, and Imperfect Information , N. Y.: Cambridge University Press , 1984 .
    13. _________, "Relative Price Variability, Inflation and the Allocative Efficiency of the Price System , " JME 9 , 1982 , 131~162 .
    14.Cukierman, A. & P. Wachtel, "Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence, "AER 69, No.4, Sep. 1979 , 595~609 .
    15.________, "Relative Price Variability and Nommiform Inflationary Expectations , " JPE 90, No. 1, 1982, 146~157 .
    16. Davidson , L. S. & R. W. Hafer , " Relative Price Variabi1ity Evidence from Supply and Demand Events , " JME 15,1985, 333~341
    17. Fischer , S. , "Long-Term Contracts , Rationa1 Expectations, and the Optimal Money Supply Rule , " JPE 85, No. 1 , 1977 .
    18._________, "Relative Shocks, Relative Price Variability and Inflation , " Brookings Papers on Economic Activity, No. 2 , 1981 , 381~431 .
    19._________, "Relative Price Variability and Inflation in the U.S. a.1d Germany , " European Economic Review 18,171~196。
    20. Friedman , M., "The Demand for Money : Some Theoretical and Empirical Results," JPE 67, No . 4, Aug. 1959 , 327~351
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    23.Hercowitz, Z., "Money and the Dispersion of Relative Prices , " JPE 89, No. 2 , 1981 , 328~355.
    24. Lucas , R.E. , Jr. , "Some International Evidence on Output-Inflation Trade-Offs," AER 63 , No. 3, Jun. 1973,326~332 .
    25._________, " Understanding Business Cycle , " in : Studies in Business-Cycle Theory , The MIT Press , 1981.
    26.Muth , J. F., " Optimal Properties of Exponentially Weighted Forecasts , " JASA 55 , Jun , 1960 , 299~306.
    27. Parkin , M . , Macroeconomics , Prentice- Hall , Inc., 1984 .
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    29. Sellekaerts W. & B. Sellekaerts, "Both Anticipated and Unanticipated Inflation Determine Relative Price Variability," JPKE 6, No.4, 1984, 500~508.
    30._________, "The Impact of Anticipated and Unanticipated Inflation on Relative Price Variability :Further Results , " JPKE 8 , No. 4 , 1986 , 614~622 .
    31. Vining , D. R. & T. C. Elwertowski , "The Relationship between Relative Prices and the General Price Level , " AER 66 , No. 4 , Sep. 1976 , 699~708 .
    32.王春源:“理性預期下管債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(1985)11月。
    33.李秀芬“相對價格離散之理論與驗證",政大碩士論文,民國75年1月。

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