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銀行金融創新與貨幣政策的效力
Thesis

銀行金融創新與貨幣政策的效力

林育群
Masters, 國立清華大學, 經濟學系
2004

Abstract

金融創新 貨幣政策 CC-LM 模型 financial innovation monetary policy CC-LM model
This paper uses an extension of CC-LM model of Bernanke and Blinder (1988) to discuss the efficacy of monetary policy when financial innovations become popularized. We employ the U.S. data to estimate CC curve. We find that the CC curve responds less to monetary expansions(contractions) when financial innovations become popularized. We also find, in contrast to previous literature e.g. Estrella(2002), the interest rate was not an important transmission channel of monetary policy.

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