本文建立一新凱因斯動態隨機一般均衡模型, 以小型開放經濟體做為主要架構, 探討在不同家庭能源用途設定及政府政策目標不同時, 油價衝擊對總體經濟變數所帶來的影響。

本文並以台灣實際資料設定模型參數, 進行數值分析。結果顯示, 若在模型中考慮家庭能源的消費, 則油價衝擊對總體經濟變數的影響程度會顯著提高。結果也顯示油價衝擊對總體經濟的影響, 會因貨幣政策的設定而有所改變。

In this paper, we build a new Keynesian dynamic stochastic general equilibrium (DSGE) model, and apply it to explore the macroeconomic effects of oil-price shocks under alternative energy usages and monetary policy rules. Using Taiwanese data, we calibrate the model parameters and numerically solve the model. Our results suggest that if the household consumption of energy is omitted, the impact of oil-price shocks on the economy diminishes significantly. The results also suggest that the macroeconomic effects of oil-price shocks depend on the setting of monetary policy rules.

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管中閔, 印永翔, 姚睿, 黃朝熙, 徐之強, 陳宜廷 (2010). 台灣動態隨機一般均衡模型(DSGE)建立與政策評估, 行政院經濟建設委員會 98 年度委託研究計畫, 編號：(99)008.104 .