最適通貨籃權數之探討

The Optimal Weights Of Currency Basket

陳宥仁(Yu-Ren Chen)

指導教授 ： 胡春田

國立臺北大學/社會科學學院/經濟學系/碩士(2009年)

摘要

自從70年代布列頓森林體制(Bretton Woods System)崩潰後，許多開發中國家實行一籃通貨匯率制度（basket of currencies）以穩定該國匯率。由於傳統文獻忽略了本國具有影響通貨籃內國家市場的力量以及本國勞動要素在國際間移動等經濟行為。因此針對上述的問題，本文依據Turnovsky（1982）的隨機靜態總體模型，探討最適通貨籃權數應如何訂定。並進一步討論各國各種市場波動的大小以及結構參數的變化對於最適權數的影響，以做為政策當局在估計權數值的依據。

關鍵字

通貨籃

並列摘要

Ever since the collapse of Bretton Woods System in 1970’, many Developing countries implemented the policy of “basket of currencies” to stabilize the exchange rate. Because the literature of the past neglected the economic behavior that our own country has the power to affect the market of basketin-country and the factor of labor moves between countries. Therefore, as to the problem mentioned, this essay was based on Turnovsky’s model, to discuss about how to choose the optimal weights of currency basket. Moreover, it discovered the optimal wieghts influenced by the fluctuation in various markets of countries, and the variation of the structural parameters. In order to become a basis for the authority on calculating the weights.

並列關鍵字

Currency basket

參考文獻

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