耐久財與能源補貼政策

以作者查詢圖書館館藏

、以作者查詢臺灣博碩士

、以作者查詢全國書目

、勘誤回報

、線上人數：128

、訪客IP：3.145.156.250

姓名

陳冠翰(Guan-han Chen) 查詢紙本館藏

畢業系所

經濟學系

論文名稱

耐久財與能源補貼政策

相關論文

★ Inflation Forecasting in Japan: Are Disaggregated CPI Components Informative?	★ 台灣股票市場中個別公司報酬率風險和報酬的關係
★ 總體經濟基本面是否有助於匯率的預測?	★ 財務市場顯著異質性: 簡單代理人基財務模型之實證研究
★ The Macroeconomic Effects of Foreign Direct Investment	★ 最適政府支出組成-不完全競爭總體模型
★ 資料訊息問題與前瞻性泰勒法則	★ 考慮政府投資外部性之動態隨機一般均衡模型
★ 台灣小型開放動態隨機一般均衡模型之預測評估	★ 生產力變動與實質匯率?產業別的實證研究
★ 考量消息衝擊下的動態隨機一般均衡模型	★ Are Foreign-Owned Auction Houses More Efficient in the Chinese Art Market?
★ 產能利用率與能源補貼政策	★ Composition of Public Expenditure and Government Production in a DSGE Model
★ 耐久財與台灣景氣循環	★ 利用機器學習預測臺幣匯率

檔案

[Endnote RIS 格式]

[Bibtex 格式]

[相關文章]

[文章引用]

[完整記錄]

[館藏目錄]

[檢視]

[下載]

本電子論文使用權限為同意立即開放。
已達開放權限電子全文僅授權使用者為學術研究之目的，進行個人非營利性質之檢索、閱讀、列印。
請遵守中華民國著作權法之相關規定，切勿任意重製、散佈、改作、轉貼、播送，以免觸法。

摘要(中)

本文以實質景氣循環模型為架構, 探討加入耐久財的能源價格補貼效果。模型中總和消費包含非耐久財、耐久財和能源。其中, 耐久財與能源呈現互補的關係。將耐久財加入模型會減弱能源價格衝擊對經濟體的影響, 於模型調校中, 有耐久財與沒有耐久財的結果差異不大。在補貼方面, 對不同單位進行能源價格補貼會得到不同的效果。相較於補貼家計單位, 補貼廠商能改善能源價格衝擊對總產出的影響。從福利分析的觀點出發, 同時補貼家計單位與廠商能稍微改善家計單位效用的預期值。

摘要(英)

This thesis analyzes the effect of energy subsidy policy in a RBC model that considers durable goods. The consumption aggregator integrates nondurable goods, durable goods and energy in a way that the last two ingredients are complements. The incorporation of durable goods into the model mitigates the negative impact from energy price shocks. The calibration results indicate that impacts are similar for models with and without durable goods. On the other hand, subsidizing firms would result in smaller impact on output while subsidizing households would enlarge
it. The welfare analysis implies that subsidizing both firms and households would slightly improve the expected utility of households

關鍵字(中)

★ 實質景氣循環模型
★ 能源價格衝擊
★ 能源補貼政策
★ 耐久財

關鍵字(英)

★ RBC model
★ Energy price shock
★ Energy price subsidy
★ Durable good

論文目次

1 緒論1
2 文獻回顧4
3 模型設定6
3.1 廠商. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.2 家計單位. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
3.3 政府與市場均衡. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
3.4 對數線性化(log-linearization) . . . . . . . . . . . . . . . . . . . . . . 13
3.4.1 廠商決策. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.4.2 家計單位決策. . . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.4.3 政府與市場均衡. . . . . . . . . . . . . . . . . . . . . . . . . . 16
4 衝擊反應函數分析17
4.1 模型調校(calibration) . . . . . . . . . . . . . . . . . . . . . . . . . . 17
4.2 衝擊反應函數分析. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
5 福利分析30
6 結論33
參考文獻35
附錄38
A 數學附錄38
A.1 廠商均衡方程式. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
A.2 家計單位均衡方程式. . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
A.3 政府與市場均衡. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
A.4 靜止均衡. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
A.4.1 廠商靜止均衡. . . . . . . . . . . . . . . . . . . . . . . . . . . 42
A.4.2 家計單位靜止均衡. . . . . . . . . . . . . . . . . . . . . . . . . 43
A.4.3 政府與市場靜止均衡. . . . . . . . . . . . . . . . . . . . . . . . 43
A.5 對數線性化. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
A.5.1 廠商決策. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
A.5.2 家計單位決策. . . . . . . . . . . . . . . . . . . . . . . . . . . 45
A.5.3 政府與市場均衡. . . . . . . . . . . . . . . . . . . . . . . . . . 46
B 反應係數47

參考文獻

Aguiar-Conraria, L., & Wen, Y. (2007). Understanding the large negative impact of oil shocks. Journal of Money, Credit and Banking, 39(4), 925-944.
An, S., & Kang, H. (2011). Oil shocks in a DSGE model for the Korean economy.Commodity Prices and Markets, East Asia Seminar on Economics, 20, 295-321.
Barsky, R. B., House, C. L., & Kimball, M. S. (2007). Sticky-price models and durable goods. The American economic review, 97(3), 984-998.
Ben Aissa, M. S., & Rebei, N. (2012). Price subsidies and the conduct of monetary policy. Journal of Macroeconomics, 34(3), 769-787.
Bodenstein, M., Guerrieri, L., & Gust, C. J. ( 2013). Oil shocks and the zero bound on nominal interest rates. Journal of International Money and Finance, 32(1), 941-967.
Bodenstein, M., Guerrieri, L., & Kilian, L. (2012). Monetary policy responses to oil price fluctuations. IMF Economic Review, 60(4), 470-504.
Bouakez, H., Rebei, N., & Vencatachellum, D. (2008). Optimal pass-through of oil prices in an economy with nominal rigidities. Working Paper.
De Miguel, C., & Manzano, B. (2006). Optimal oil taxation in a small open economy. Review of Economic Dynamics, 9(3), 438-454.
Dhawan, R., & Jeske, K. (2008). Energy price shocks and the macroeconomy: the role of consumer durables. Journal of Money, Credit and Banking, 40(7),
1357-1377.
Dhawan, R., & Jeske, K. (2008). What determines the output drop after an energy price increase: Household or firm energy share? Economics Letters, 101(3),
202-205.
Erceg, C., & Levin, A. (2006). Optimal monetary policy with durable consumption goods. Journal of Monetary Economics, 53(7), 1341-1359.
Forni, L., Gerali, A., & Pisani, M. (2011). Global oil shocks and the Euro area. An empirical model-based analysis. Working Papers.
Jongwanich, J., & Park, D. (2011). Inflation in developing Asia: pass-through from global food and oil price shocks. Asian-Pacific Economic Literature,
25(1), 79-92.
Kam, T., Lees, K., & Liu, P. (2009). Uncovering the hit list for small inflation targeters: a Bayesian structural analysis. Journal of Money, Credit and Banking,
41(4), 583-618.
Medina, J. P., & Soto, C. (2005). Oil shocks and monetary policy in an estimated DSGE model for a small open economy. Working Paper.
Monacelli, T. (2009). New Keynesian models, durable goods, and collateral constraints.Journal of Monetary Economics, 56(2), 242-254.
Montoro, C. (2012). Oil shocks and optimal monetary policy. Macroeconomic Dynamics, 16(02), 240-277.
Peersman, G., & Stevens, A. (2010). Oil demand and supply shocks: An analysis in an estimated DSGE-model. Working Paper.
Rebei, N., Aissa, B., & Safouane, M. (2012). Price subsidies and the conduct of monetary policy. Journal of Macroeconomics 34(3), 769-787.

指導教授

姚睿(Ruey Yau)

審核日期

2013-7-29

推文