進口原料與匯率衝擊對臺灣經濟影響之動態隨機一般均衡模型分析;The Effects of Imported Materials and Exchange Rate Shocks on Taiwan’s economy in a Dynamic Stochastic General Equilibrium Model

National Chung Cheng University Institutional Repository > 管理學院 > 經濟系國際經濟學研究所 > 學位論文 > Item A095B0000Q/643

Please use this identifier to cite or link to this item: http://ccur.lib.ccu.edu.tw/handle/A095B0000Q/643

Title:	進口原料與匯率衝擊對臺灣經濟影響之動態隨機一般均衡模型分析;The Effects of Imported Materials and Exchange Rate Shocks on Taiwan’s economy in a Dynamic Stochastic General Equilibrium Model
Authors:	林佳慧;LIN, JIA-HUEI
Contributors:	經濟系國際經濟學研究所
Keywords:	動態隨機一般均衡模型;新凱因斯模型;小型開放經濟市場;外生衝擊;進口原料;DSGE;Keynesian Model;Small Open Economy;Exogenous Shocks;Imported Raw Materials
Date:	2017
Issue Date:	2019-07-17
Publisher:	經濟系國際經濟學研究所
Abstract:	本研究模擬臺灣的整體經濟狀況，建立一小型的開放經濟體系之動態隨機一般均衡模型(Dynamic Stochastic General Equilibrium Model, DSGE)，因臺灣為一原料匱乏之國家，故假設當生產原料完全仰賴進口時，探討本國在面臨技術進步(生產力)衝擊、緊縮性貨幣政策衝擊，以及匯率衝擊時，貿易財與非貿易財之消費與其他總體經濟變數之變化。研究結果顯示不論技術進步(生產力)衝擊、緊縮性貨幣政策衝擊或匯率衝擊，三者均能提升本國的貿易財與非貿易財之購買量，但緊縮性貨幣政策衝擊會造成總產量和薪資下降，且薪資下降程度又較技術進步衝擊大，而匯率衝擊會使廠商邊際成本增加。 This paper sets up a small-open-economy dynamic stochastic general equilibrium (DSGE) model for the case of Taiwan. Because Taiwan is a country lacking of raw materials, this study assumes that Taiwan’s raw materials are completely imported so as to discuss the dynamics of tradable and non-traded consumption along with other economic variables in response to productivity shocks, monetary policy shocks, and exchange rate shocks. The results show that three shocks all can increase tradable and non-traded consumptions. However, contractionary policy shocks will decrease output and wages more than productivity shocks. Also, exchange rate shocks will increase the marginal costs of production.
Appears in Collections:	[經濟系國際經濟學研究所] 學位論文

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML	381	View/Open

Loading...