先持有現金模型下，通貨膨脹與產出之間的關聯性

The Relationship between Inflation and Output Growth in a Cash-Constrained Economy

王泰維(Tai-Wei, Wang)

指導教授 ： 盧佳慧

國立臺北大學/社會科學學院/經濟學系/碩士(2011年)

摘要

本文主要是藉由一般化「先持有現金」限制的模型，透過新古典生產技術，來探討名目貨幣成長率的變動，對於整個經濟體系實質變數的成長會造成什麼樣的影響。而一般化的設定，便是讓消費和投資在支出上現金限制的比例，會分別受到消費和投資的「信用額度」所影響；而這兩個信用額度，是家計單位可以透過各自的生產部門內生決定出來的。本文藉由理論模型的比較靜態，並透過「數據分析」的方式，做出以下結論：名目貨幣成長率和資本累積之間呈現同方向的變動；然而值得注意的是，名目貨幣成長率卻和產出以及消費之間呈現反方向的變動。

關鍵字

資本累積 ； 現金限制

並列摘要

This paper investigates the relationships between inflation and capital stock, output, and consumption, respectively, in the neoclassical growth model with a general cash-in-advance constraint. We show that the relationship between inflation and capital stock is positive if the degree of cash constraints on consumption and investment are endogenous, and both the relationships between inflation and output/consumption are negative.

並列關鍵字

capital accumulation ； cash constraint

參考文獻

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