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    Title: 通貨膨脹對金融發展影響之長期與短期分析
    Other Titles: The long-and short-run relationship between financial development and inflation
    Authors: 邱奕盛;Chiu, I-sheng
    Contributors: 淡江大學經濟學系碩士班
    林淑琴;Lin, Shu-chin
    Keywords: 通貨膨脹;金融發展;PMG估計方法;Inflation;Financial Development;Pooled mean group Estimation
    Date: 2008
    Issue Date: 2010-01-11 02:12:42 (UTC+8)
    Abstract: 以往在探討通貨膨脹對金融發展的影響較著重於長期的分析上,短期間是否存在著差異性則並未做深入的研究,因此本文特別針對通貨膨脹對金融發展影響的長期與短期效果進行分析,以銀行的發展為實證研究對象,利用PMG(Pooled Mean Group)估計方法進行計量分析。得到以下結論:
    (一)在所有樣本國家下,發現通貨膨脹對金融發展的長期影響上呈現顯著為負的現象,可能由於通貨膨脹率的上漲對金融部門資源配置效率的能力產生負面影響,使得長期下通貨膨脹對金融發展影響呈現顯著為負的情形。在短期係數方面的實證結果,通貨膨脹對金融發展出現顯著為正向的影響,原因可能來自經濟社會對金融服務的需求提高,伴隨產生金融部門的擴大,使得在短期上通貨膨脹與金融發展上存在顯著為正向的互動關係。
    (二)在高、中、低所得國家群組中,實證結果出現共通現象是通貨膨脹的長期係數三組一致趨於顯著性為負的關係。而在通貨膨脹的短期係數方面則出現不同的結果,高所得群組出現不顯著的情形,中所得群組傾向於不確定,低所得國家群組則是出現顯著性為正向的變動關係。短期效果如此差異的原因可能在於低所得國家群組中,金融體系的發展本身比起高所得群組就來得緩慢或不夠健全,短期下的通貨膨脹能適度刺激金融發展的需求,使得低所得國家群組出現短期係數顯著為正的情形,而高所得群組本身金融發展可能已較健全,產生通貨膨脹的短期係數顯著性並不強烈。
    This study examines the short-and long-run effects of inflation on financial development, with special emphasis on banking sector development. Applying the Pooled Mean Group (PMG) estimation to a panel data consisting of 80 countries over the period 1960~2004, some interesting results emerge.
    First, in general, inflation and financial development are cointegrated. And, inflation tends to have negative long-run effects but positive short-run effect on financial development.
    Second, when segregating the sample into the high-, middle- and low-income subsample, the positive long-run and negative short-run impacts of inflation are found to hold for the low-income countries.
    Appears in Collections:[經濟學系暨研究所] 學位論文

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