耐久財與能源補貼政策

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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

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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

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指導教授

姚睿(Ruey Yau)

審核日期

2013-7-29

推文