The Source and Influence of Monetary Policy Uncertainty in Taiwan

碩士 === 國立臺北大學 === 經濟學系 === 107 === After 2008 global financial crisis, uncertainty has drawn more and more attention. It is very important to investigate how Taiwans monetary policy uncertainty affects macroeconomic variables and uncertainties are primarily affected by which country. The empirical r...

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Main Authors: LIAO, BO-CHENG, 廖柏誠
Other Authors: LIU, DE-CHIH
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/9b825s
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spelling ndltd-TW-107NTPU03890192019-07-04T06:00:32Z http://ndltd.ncl.edu.tw/handle/9b825s The Source and Influence of Monetary Policy Uncertainty in Taiwan 台灣貨幣政策不確定性的影響與來源 LIAO, BO-CHENG 廖柏誠 碩士 國立臺北大學 經濟學系 107 After 2008 global financial crisis, uncertainty has drawn more and more attention. It is very important to investigate how Taiwans monetary policy uncertainty affects macroeconomic variables and uncertainties are primarily affected by which country. The empirical results are benefit for investors and policy making. The uncertainties are selected for Taiwan, the USA, China and Japan and the macroeconomics variables in Taiwan from 2007 Q1 to 2018 Q4. Firstly, we investigate how Taiwanese monetary policy uncertainty affect macroeconomic variables by employing Structural Vector Auto-regressions (SVAR). Second, this study examine the source of Taiwan monetary policy uncertainty. Finally, this research explores the source of macroeconomic uncertainty in Taiwan. The empirical findings suggest that macroeconomic variables are all significantly affected by monetary policy uncertainty; Taiwanese monetary policy uncertainty is primarily affected by economic policy uncertainty from China and Japan; Taiwanese macroeconomic uncertainty is primarily affected by U.S. economic policy. LIU, DE-CHIH 劉德芝 2019 學位論文 ; thesis 60 zh-TW
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language zh-TW
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description 碩士 === 國立臺北大學 === 經濟學系 === 107 === After 2008 global financial crisis, uncertainty has drawn more and more attention. It is very important to investigate how Taiwans monetary policy uncertainty affects macroeconomic variables and uncertainties are primarily affected by which country. The empirical results are benefit for investors and policy making. The uncertainties are selected for Taiwan, the USA, China and Japan and the macroeconomics variables in Taiwan from 2007 Q1 to 2018 Q4. Firstly, we investigate how Taiwanese monetary policy uncertainty affect macroeconomic variables by employing Structural Vector Auto-regressions (SVAR). Second, this study examine the source of Taiwan monetary policy uncertainty. Finally, this research explores the source of macroeconomic uncertainty in Taiwan. The empirical findings suggest that macroeconomic variables are all significantly affected by monetary policy uncertainty; Taiwanese monetary policy uncertainty is primarily affected by economic policy uncertainty from China and Japan; Taiwanese macroeconomic uncertainty is primarily affected by U.S. economic policy.
author2 LIU, DE-CHIH
author_facet LIU, DE-CHIH
LIAO, BO-CHENG
廖柏誠
author LIAO, BO-CHENG
廖柏誠
spellingShingle LIAO, BO-CHENG
廖柏誠
The Source and Influence of Monetary Policy Uncertainty in Taiwan
author_sort LIAO, BO-CHENG
title The Source and Influence of Monetary Policy Uncertainty in Taiwan
title_short The Source and Influence of Monetary Policy Uncertainty in Taiwan
title_full The Source and Influence of Monetary Policy Uncertainty in Taiwan
title_fullStr The Source and Influence of Monetary Policy Uncertainty in Taiwan
title_full_unstemmed The Source and Influence of Monetary Policy Uncertainty in Taiwan
title_sort source and influence of monetary policy uncertainty in taiwan
publishDate 2019
url http://ndltd.ncl.edu.tw/handle/9b825s
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