探討台灣耐久財及非耐久財訂價模式

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張富翔(Fu-Hsiang Chang) 查詢紙本館藏

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論文名稱

探討台灣耐久財及非耐久財訂價模式

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摘要(中)

本文建構一個新凱因斯動態隨機一般均衡模型 (DSGE) 並以油價為外生衝擊來探討台灣耐久財與非耐久財訂價模式，因台灣並沒有耐久財及非耐久財價格調整頻率的資料，所以透過經濟體系面臨油價衝擊時的反應，來探討這個議題。本文分別討論耐久財價格有彈性且非耐久財價格有僵固性、耐久財價格有彈性且非耐久財價格有僵固性與兩種財貨均有僵固性的情況，其結果為，當油價上漲時，耐久財價格有彈性且非耐久財價格有僵固性是較符合台灣的。

摘要(英)

This paper analyzes the pricing pattern in the durable and nondurable goods in Taiwan. Based on the stylized fact that the pricing behaviors of durables and nondurables in responses to oil price shocks are di˙erent, we develop a two-sector New Keynesian dynamic stochastic general equilibrium model that includes energy use. Four cases with di˙erent degrees of price rigidity in the two sectors are investigated. The calibration results show that the pricing pattern in Taiwan is best described by the model with rigid nondurable prices and ?exible durable prices.

關鍵字(中)

★ 耐久財
★ 能源
★ 油價
★ 新凱因斯

關鍵字(英)

★ durable goods
★ energy
★ oil price
★ New Keynesian

論文目次

中文摘要.............. i
英文摘要............ iii
誌謝................. v
目錄................ vii
圖目錄............... ix
表目................. xi
一、緒論................................ 1
二、向量自我回歸模型(VAR model) ......... 5
三、模型............................... 11
3.1 家戶. . . . . . . . . . . . . . . . 11
3.2 廠商. . . . . . . . . . . . . . . . 13
3.2.1 最終財廠商. . . . . . . . . . . . . 14
3.2.2 中間財廠商. . . . . . . . . . . . . 14
3.3 油價與貨幣政策. . . . . . . . . . . . 16
3.4 市場結清. . . . . . . . . . .. . . . 17
四、參數校準............................ 19
五、模擬分析............................ 21
六、敏感性分析.......................... 25
七、結論............................... 29
參考文獻............................... 31
附錄一................................. 33
附錄二. 穩態均衡(steady-state) 計算..... 35
附錄三. 線性化(Log-linearization) ...... 39
C.1 家戶. . . . . . . . . . . . . . . . 39
C.2 價格僵固廠商. . . . . . . . . . . . 39
C.3 無價格僵固廠商. . . . . . . . . . . . 40
C.4 市場結清. . . . . . . . . . . . . . . 40
C.5 衝擊及物價. . . . . . . . . . . . . . 41

參考文獻

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指導教授

姚睿

審核日期

2018-7-27

推文