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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/23604


    Title: 物價膨脹之共積分析
    Other Titles: Cointegration Analysis of Inflation
    Authors: 莊武仁;汪志遠
    Contributors: 淡江大學財務金融學系
    Keywords: 物價膨脹;共積分析
    Date: 1999-05
    Issue Date: 2013-03-12 12:19:52 (UTC+8)
    Publisher: 臺北縣:淡江大學
    Abstract: 本文利用共積分析將影響臺灣物價膨脹的因素分成內部、貨幣和外部三個部門,
    以偏離各部門長期均衡關係之誤差修正項,建立一個物價膨脹模型,實證結果發現三個部門
    的誤差修正項,均對物價膨脹有顯著的影響,內部部門之工資超漲將產生明顯的成本推動效
    果,貨幣部門的超額供給亦有需求拉動之作用,外部部門的失衡亦將造成顯著之輸入性膨脹
    效果。就此三部門對物價膨脹的影響程度而言,在長期中工資超漲的成本推動影響最明顯,
    貨幣的需求拉動效果次之,而輸入性膨脹的影響則最小。
    Relation: 淡江人文社會學刊=Tamkang Journal of Humanities and Social Sciences 3,頁133-161
    Appears in Collections:[財務金融學系暨研究所] 期刊論文

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