(3.236.122.9) 您好!臺灣時間:2021/05/09 07:31
字體大小: 字級放大   字級縮小   預設字形  
回查詢結果

詳目顯示:::

: 
twitterline
研究生:吳海盈
研究生(外文):Hai-Ying Wu
論文名稱:Tobin稅稅率與貨幣內生成長 — 小型開放經濟體系的分析
論文名稱(外文):Monetary Endogenous Growth in a Small Open Economy with Anticipated Tobin Tax Rate Policy
指導教授:廖培賢廖培賢引用關係
指導教授(外文):Peir-Shyan Liaw
口試委員:賴景昌胡士文
口試委員(外文):Cing-Chang LaiShin-Wen Hu
口試日期:2011-06-17
學位類別:碩士
校院名稱:東海大學
系所名稱:經濟系
學門:社會及行為科學學門
學類:經濟學類
論文種類:學術論文
論文出版年:2011
畢業學年度:99
語文別:中文
論文頁數:60
中文關鍵詞:貨幣內生成長Tobin稅Barro Proposition
外文關鍵詞:Monetary Endogenous GrowthTobin TaxBarro Proposition
相關次數:
  • 被引用被引用:0
  • 點閱點閱:270
  • 評分評分:系統版面圖檔系統版面圖檔系統版面圖檔系統版面圖檔系統版面圖檔
  • 下載下載:22
  • 收藏至我的研究室書目清單書目收藏:0
本文我們將以Shaw et al.(2005)小型開放經濟貨幣內生成長模型為基礎,並納入Tobin稅的設計,來進行(1)政策當局一旦宣示未來Tobin稅稅率提高,對經濟體系相關總體經濟變數成長率有何種動態影響的實證面(positive perspective)議題;(2)政策當局一旦企圖追求整體社會福利的極大化時,又應如何選擇Tobin稅稅率的規範面(normative perspective)議題的討論。
結果得到:
1.不管在動態傳遞過程亦或在長期靜止狀態均衡下,政策當局一旦提高Tobin稅稅率,將會造成實質資本的市場價值與實質貨幣餘額-資本比二者、以及實質資本、實質貨幣餘額與淨產出三者的成長率都將隨著Tobin稅稅率的提高呈現上升的趨勢;但本國通貨膨脹率及貨幣貶值率二者卻會隨著Tobin稅稅率的提高而呈現下降的走勢,而消費成長率皆保持不變;且在政策執行的時刻,實質貨幣餘額與淨產出成長率會往下跳動到長期靜止狀態均衡水準,但通貨膨脹率與本國貨幣貶值率卻會跳躍上揚至長期靜止狀態均衡水準。而消費成長率雖保持不變,但卻仍會隨著Tobin稅稅率的提高而降低。
2.在其他情況不變下,Tobin稅稅率的增加有提高靜止狀態均衡時經濟成長率的功效。
3.以最適總體經濟政策而言,當政策當局將Tobin稅稅率提高到臨界稅率 時,就能達成經濟成長率的極大,同時也達成社會福利的極大。這個結論與Futagami et al.(1993)所強調的“Barro Result ”或Ott and Turnovsky (2006)所主張的“Barro Proposition ”完全相符。
第一章 緒論
第一節 研究動機與目的
第二節 文獻回顧
第三節 本文的章節安排
第二章 理論模型的建立
第一節 代表性個人的行為
第二節 政府的行為
第三章 Tobin稅稅率變動的宣示效果與社會福利效果分析
第一節 動態傳遞過程與比較靜態結果
第二節 Tobin稅稅率變動的宣示效果分析
第三節 Tobin稅稅率變動的福利效果分析
第四章 結論
附錄A
附錄B
附錄C
附錄D
附錄E
參考文獻



李佳樺(2004),《投資補貼政策與股價的調整:開放經濟的分析》,國立臺灣大學經濟學研究所碩士論文。
林志陽(2005),《名目所得指標與內生成長:小型開放經濟的分析》,國立臺灣大學經濟學研究所碩士論文。
阮俊英與胡士文(2008),「預料到的貨幣政策和動態調整 : 內生成長模型」,《經濟研究》,第四十四卷第一期,31-66頁。
張文雅與賴景昌(1985),「資本管制與匯率變動的貨幣政策」,《台北市銀月刊》第十六卷第六期,45-55頁。
賴景昌(2003),「開放經濟的內生成長理論」,未出版講義,1-33頁。
賴景昌(2007),《國際金融理論:基礎篇》,第二版。台北,華泰文化。
賴景昌(2008),「貨幣與內生成長」,未出版講義,1-74頁。
Auerbach, A. J. and Kotlikoff, L. J. (1995), Macroeconomics: An Integrated Approach, Ohio: South-Western College Publishing.
Barro, R. J. (1990), “Government Spending in a Simple Model of Endogenous Growth,” Journal of Political Economy 98, pp. 103-125.
Barro, R. J. and Sala-i-Martin, X. (1995), Economic Growth, New York: McGraw-Hill.
Bird, G. and Rajan, R. S. (1999), “Time for Tobin? It May Now be Time to Reconsider the Tobin Tax Proposal,” New Economy 6, pp. 229-233.
Blanchard, O. J. and Fischer, S. (1989), Lectures on Macroeconomics, MA Cambridge: MIT Press.
Buiter, W. H. (1984), “Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples,” Econometrica 52, pp. 665-680.
Burmeister, E. (1980), “On Some Conceptual Issues in Rational Expectations Modeling,” Journal of Money, Credit, and Banking 12, pp. 800-816.
Chang, W. Y. (2002), “Examining the Long-Run Effect of Money on Economic Growth: An Alternative View,” Journal of Macroeconomics 24, pp. 81-102.
Chang, W. Y., Hsieh Y. N., and Lai, C. C. (2000), “Social Status, Inflation, and Endogenous Growth in a Cash-in-Advance Economy,” European Journal of Political Economy 16, pp. 535-545.
Chang, W. Y. and Lai, C. C. (2000), “Anticipated Inflation in a Monetary Economy with Endogenous Growth,” Economica 67, pp. 399-417.
Domar, E. D. (1946), “Capital Expansion, Rate of Growth and Employment,” Econometrica 14, pp. 137-147.
Farmer, R. E. A. (1999), Macroeconomics, Ohio: South-Western College Publishing.
Futagami, K., Morita, Y. and Shibata, A. (1993), “Dynamic Analysis of an Endogenous Growth Model with Public Capital,” Scandinavian Journal of Economics 95, pp. 607-625.
Garber, P. and Taylor, M. P. (1995), “Sand in the Wheels of Foreign Exchange Market: A Sceptical Note,” The Economic Journal 105, pp. 173-180.
Gokan, Y. (2002), “Alternative Government Financing and Stochastic Endogenous Growth,” Journal of Economic Dynamics and Control 26, pp. 681-706.
Harrod, R. F. (1939), “An Essay in Dynamic Theory,” The Economic Journal 49, pp. 14-33.
Hayashi, F. (1982), “Tobin’s Marginal and Average : A Neoclassical Interpretation,” Econometrica 50, pp. 213-224.
Jha, S. K., Wang, P. and Yip, C. K. (2002), “Dynamics in a Transactions-Based Monetary Growth Model,” Journal of Economics Dynamics and Control 26, pp. 611-635.
Lai, C. C., Chen, S. H. and Shaw, M. F. (2005), “Nominal Income Targeting Versus Money Growth Targeting in an Endogenously Growing Economy,” Economics Letters 86, pp. 420-431.
Leonard, D. and Long, N. (1992), Optimal Control Theory and Static Optimization in Economics, Cambridge: Cambridge University Press.
Levhari, D. and Patinkin, D. (1968), “The Role of Money in a Simple Growth Model,” American Economic Review 58, pp. 713-753.
Lucas, R. E., Jr. (1980), “Equilibrium in a Pure Currency Economy,” Economic Inquiry 18, pp. 203-220.
Lucas, R. E., Jr. (1988), “On the Mechanics of Economic Development,” Journal of Monetary Economics 22, pp. 3-42.
Marquis, M. H. and Reffett, K. L. (1991), “Real Interest Rates and Endogenous Growth in a Monetary Economy,” Economics Letters 37, pp. 105-109.
Mino, K. and Shibata, A. (1995), “Monetary Policy, Overlapping Generations, and Patterns of Growth,” Economica 62, pp. 179-194.
Ott, I. and Turnovsky, S. J. (2006),“Excludable and Non-Excludable Public Inputs: Consequences for Economic Growth,” Economica 73, pp. 725-748.
Ramsey, F. (1928), “A Mathematical Theory of Saving,” Economic Journal 38, pp. 543-559.
Rebelo, S. (1991), “Long-Run Policy Analysis and Long-Run Growth,” Journal of Political Economy 99, pp. 500-521.
Reinhart, V. R. (1991), “The ‘Tobin tax’, Asset Accumulation, and the Real Exchange Rate,” Journal of International Money and Finance 10, pp. 420-431.
Reinhart, V. R. (2000), “How the Machinery of International Finance Runs with Sand in Its Wheels,” Review of International Economics 8, pp. 74-85.
Romer, P. M. (1986), “Increasing Returns and Long-Run Growth,” Journal of Political Economy 94, pp. 1002-1037.
Sen, P. and Turnovsky, S. J. (1990), “Investment Tax Credit in an Open Economy,” Journal of Public Economics 42, pp. 277-299.
Shaw, M. F., Lai, C. C. and Chang, W. Y. (2003), “Anticipated Tobin Tax and Endogenous Growth in an Open Monetary Economy,” manuscript.
Shaw, M. F., Lai, C. C. and Chang, W. Y. (2005), “Anticipated Policy and Endogenous Growth in a Small Open Monetary Economy,” Journal of International Money and Finance 24, pp. 719-743.
Shome, P. and Stotsky, J. G. (1995), “Financial Transactions Taxes,” IMF Working Paper, No.77.
Solow, R. M. (1956), “A Contribution to the Theory of Economic Growth,” Quarterly Journal of Economics 70, pp. 65-94.
Spahn, P. B. (1995), “International Financial Flows and Transactions Tax: Survey and Options,” IMF Working Paper, No. 60.
Spahn, P. B. (1996), “The Tobin Tax and Exchange Rate Stability,” Finance and Development 33, pp. 24-27.
Stockman, A. C. (1981), “Anticipated Inflation and the Capital Stock in a Cash-in-Advance Economy,” Journal of Monetary Economics 8, pp. 387-393.
Suen, M. H. and Yip, C. K. (2005), “Superneutrality Indeterminacy and Endogenous Growth,” Journal of Macroeconomics 27 pp. 579-595.
Tobin, J. (1969), “A General Equilibrium Approach to Monetary Theory,” Journal of Money Credit and Banking 1, pp. 15-29.
Tobin, J. (1978), “A Proposal for International Monetary Reform,” Eastern Economics Journal 4, pp. 153-159.
Turnovsky, S. J. (1995), Method of Macroeconomic Dynamics, MA: MIT Press, Cambridge.
Turnovsky, S. J. (1996), “Fiscal Policy, Growth, and Macroeconomic Performance in a Small Open Economy,” Journal of International Economics 40, pp. 41-66.
Turnovsky, S. J. (1997), “Equilibrium Growth in a Small Economy Facing an Imperfect World Capital Market,” Review of Development Economics 1, pp. 1-22.
Turnovsky, S. J. (1999), “Fiscal Policy and Growth in a Small Open Economy with Elastic Labour Supply,” Canadian Journal of Economics 32, pp. 1191-1214.
Turnovsky, S. J. (2002), “Knife-Edge Conditions and the Macrodynamics of Small Open Economies,” Macroeconomic Dynamics 6, pp. 307-335.
Zhang, J. (2000), “Inflation and Growth: Pecuniary Transactions Costs and Qualitative Equivalence,” Journal of Money, Credit, and Banking 32, pp. 1-12.
Wang, P. and Yip, C. K. (1992), “Examining the Long-Run Effect of Money on Economic Growth,” Journal of Macroeconomics 14, pp. 359-369.

連結至畢業學校之論文網頁點我開啟連結
註: 此連結為研究生畢業學校所提供,不一定有電子全文可供下載,若連結有誤,請點選上方之〝勘誤回報〞功能,我們會盡快修正,謝謝!
QRCODE
 
 
 
 
 
                                                                                                                                                                                                                                                                                                                                                                                                               
第一頁 上一頁 下一頁 最後一頁 top
系統版面圖檔 系統版面圖檔