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摘要
本文利用一個兩國的開放經濟模型，來討論實質景氣循環的跨國傳遞現象。爲了引進較多的動態傳遞機能，我們考慮了不同國家的人民可以有不同的偏好，此外，我們也討論了臨時性偏好衝擊和恆常性技術變動對景氣波動的影響。在實證方面，我們利用美國和五大工業國的資料，透過一般化動差法(GMM)的方式加以估計和檢定，並將模型模擬的結果和實際的資料比較。
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We extend the real business cycle model to a two-country world. The international comovements and fluctuations of various real aggregate variables in these two countries are studied. In particular, we allow heterogeneous agents, permanent technology shocks and temporary preference shocks to introduce more dynamics into the model. We use aggregate data of US and G5 to test our model. Estimation and testing are conducted by the generalized method of moments (GMM) procedures. The simulation results of the estimated model are also compared with the actual data.
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- Chen, K. J. (2014). Three Essays on Real Business Cycles [doctoral dissertation, National Taiwan University]. Airiti Library. https://doi.org/10.6342/NTU.2014.01379
- Popa, I., & Popescu, D. I. (2013). Motivation in the Context of Global Economic Crisis. Journal of Eastern Europe Research in Business, 2013(), m1-13. https://doi.org/10.5171/2013.923384
- 馬慶權（2019）。Business Cycles and Investment Strategist〔碩士論文，國立政治大學〕。華藝線上圖書館。https://doi.org/10.6814/NCCU201900164