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研究生： 許碧純
Pi-Chwen Hsu
論文名稱： 臺灣地區貨幣需求再研究－金融性風險之實證分析
The Money Demand Function Revisited Evidence from Financial Risk Using Taiwan Data
指導教授： 陳禮潭
Lii-tarn Chen
口試委員:
學位類別： 碩士
Master
系所名稱： 管理學院 - 產業經濟研究所
Graduate Institute of Industrial Economics
畢業學年度： 89
語文別： 中文
論文頁數： 81
中文關鍵詞： 貨幣需求 、金融性風險 、誤差修正模型 、共整合
外文關鍵詞： money demand, financial risk, error-correction model
相關次數： 點閱：17  下載：0 
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    • 目錄 第一章 緒論 第一節 研究動機與目的-----------------------------------------------第1頁 第二節 研究方法與論文架構-----------------------------------------第3頁 第二章 文獻回顧 第一節 貨幣需求理論的文獻回顧------------------------------------第5頁 第二節 實證研究的文獻整理-----------------------------------------第8頁 第三章 理論模型 第一節 理論模型的建構---------------------------------------------第18頁 第二節 比較靜態分析------------------------------------------------第24頁 第四章 實證模型 第一節 實證模型之背景---------------------------------------------第29頁 第二節 實證模型的建構---------------------------------------------第35頁 第五章 實證分析 第一節 資料來源、定義與變數建構------------------------------第39頁 第二節 資料的恆定性檢測------------------------------------------第45頁 第三節 共整合檢定分析---------------------------------------------第52頁 第四節 最適遲延期數的選取---------------------------------------第60頁 第五節 估計共整合誤差修正模型---------------------------------第63頁 第六章 實證結果分析 第一節 模型之穩定性檢測------------------------------------------第66頁 第二節 實證結果的討論---------------------------------------------第69頁 第三節 後續研究方向------------------------------------------------第74頁 參考文獻---------------------------------------------------------------------第75頁 附錄 金融性風險之建構-------------------------------------------------第81頁 圖目 研究步驟流程圖----------------------------------------------------------------第38頁 圖一 rb和re比較圖-----------------------------------------------------------第42頁 圖二 m1b和m2水準值序列圖---------------------------------------------第46頁 圖三 y和c水準值序列圖----------------------------------------------------第46頁 圖四 srbm1b和srbm2水準值序列圖--------------------------------------第47頁 圖五 srem1b和srem2水準值序列圖--------------------------------------第47頁 圖六 stv水準值序列圖-------------------------------------------------------第47頁 圖七 ve和vb水準值序列圖-------------------------------------------------第48頁 圖八 m1b和m2一階差分序列圖------------------------------------------第48頁 圖九 c和y一階差分序列圖------------------------------------------------第48頁 圖十 srbm1b和srbm2一階差分序列圖-----------------------------------第49頁 圖十一 srem1b和srem2一階差分序列圖--------------------------------第49頁 圖十二 stv一階差分序列圖-------------------------------------------------第49頁 圖十三 ve和vb一階差分序列圖-------------------------------------------第50頁 圖十四 模型一CUSUM Test序列圖---------------------------------------第67頁 圖十五 模型二CUSUM Test序列圖---------------------------------------第67頁 圖十六 模型三CUSUM Test序列圖---------------------------------------第68頁 圖十七 模型四CUSUM Test序列圖---------------------------------------第68頁 表目 表一 國內文獻中所得、利率的長期彈性以及所選定之規模變數的比較---- ---------------第13頁 表二 單根檢定的結果--------------------------------------------------------第51頁 表三 共整合檢定的結果-----------------------------------------------------第58頁 表四 不同模型之VAR最適延遲期數及其工具變數選取的結果---第61頁 表五 估計共整合誤差修正模型--------------------------------------------第64頁 表六 所建構之 及 --------------------------------------------------------第81頁

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