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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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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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.
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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 |
work_keys_str_mv |
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