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研究生:陳俊傑
研究生(外文):CHEN,CHUN-CHIEH
論文名稱:固定匯率制度下之Tobin稅效果分析
指導教授:賴宗福賴宗福引用關係
指導教授(外文):LAI,CHUNG-FU
口試委員:陳卓泰黃郁珊賴宗福
口試委員(外文):CHEN,CHO-TAIHUANG,YU-SHANLAI,CHUNG-FU
口試日期:2017-04-26
學位類別:碩士
校院名稱:佛光大學
系所名稱:應用經濟學系
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:2017
畢業學年度:105
語文別:中文
論文頁數:39
中文關鍵詞:Tobin 稅個體基礎新開放總體經濟學
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有關資本管制效果的文獻多為實證分析的結果,少數理論文獻較少針對資本管制對總體經濟的影響有完整的推論,更加缺乏文獻在一般均衡的架構下,同時納入個體基礎以及不完全競爭市場特性,探討資本管制對多個開放總體經濟變數之研究。而且,匯率代表國內外貨幣資產的相對價格,擔負著連結國內外經濟、調節經濟內外部均衡的重要任務,然而若一國採取固定匯率制度,匯率無法在經濟體系中承擔傳導(transmission)的功能時,Tobin稅政策對總體經濟變數的影響為何,則缺乏完整的討論,因此,本文欲尋求進一步的突破。
本文以新開放總體經濟學(New Open Economy Macroeconomics)作為分析架構,建立一個兩國、符合不完全競爭市場結構的設定,且具有個體基礎(micro-foundation)的對稱開放總體經濟模型,藉以探討在固定匯率制度下,Tobin稅衝擊對各個總體經濟變數(例如:消費、產出(output)、價格、匯率、貿易條件(terms of trade)…等)的長期影響。
經由理論推導及模擬分析,本文發現在長期間,Tobin稅率的提高會造成外國消費、世界總消費、本國產出、外國物價指數、本國特定商品在本國之價格、外國特定商品在外國之價格以及貿易條件上升,但會使得本國消費、本國物價指數、本國特定商品在外國之價格以及外國特定商品在本國之價格下跌,外國產出則不受Tobin稅率的影響。

目錄
摘要 Ⅰ
目錄 Ⅱ
圖目錄 IV
表目錄 V
第一章 前言 1
第一節 研究動機與目的 1
第二節 研究方法 4
第三節 本文架構 4
第二章 新開放總體經濟模型介紹 6
第三章 理論模型 14
第一節 基本假設 14
第二節 模型設定 14
第三節 均衡解求導 19
第四節 對數線性化 20
第四章 Tobin稅衝擊對總體經濟變數的影響 25
第一節 聯立方程式求解 25
第二節 結果詮釋 26
第五章 結論與建議 27
參考文獻 28

圖目錄
圖1-1論文架構圖 8


表目錄
表4-1 探討 τ、 n 、δ的影響26
表4-1-1 26
表4-1-2 26
表4-1-3 26
表4-1-4 27
表4-1-5 27
表4-1-6 28
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