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研究生: 陳建宇
Chen, Chien-Yu
論文名稱: Hicks 的暫時均衡與 Wicksell 的累積過程
On Hicks' interpretation of Wicksell's cumulative process
指導教授: 潘萬祥
Pan, Wan-Hsiang
口試委員: 林靜儀
龔治齊
學位類別: 碩士
Master
系所名稱: 科技管理學院 - 經濟學系
Department of Economics
論文出版年: 2011
畢業學年度: 99
語文別: 中文
論文頁數: 37
中文關鍵詞: HicksWicksell暫時均衡累積過程內部貨幣動態經濟學
外文關鍵詞: Hicks, Wicksell, temporary equilibrium, cumulative process, inside money, dynamic
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  • 現代數理經濟學的發展,有一部份是由於 J.R. Hicks (1946) Value and Capital 一書的影響。Hicks 在 Value and Capital 一書中,發展了他的暫時均衡分析法,以探討動態經濟學的議題,而其中一個主要目的,就是討論 Wicksell 的累積過程。但在這部分, Hicks 並沒有從經濟單位的極大化問題出發,逐步定義商品空間以及市場均衡,而只是藉由其在靜態分析的設計與結果,來推論其動態模型的性質;雖然日後在數理經濟學界中, J.M. Grandmont 應用了暫時均衡分析法,研究總體經濟與貨幣理論的相關議題,但Grandmont 並沒有把重心放在檢驗 Hicks分析的數學邏輯的正確性,Grandmont 所設計的模型,與 Hicks 的原始概念其實不盡相同,因而自 Grandmont 以下對暫時均衡分析的衍生與推廣,其實已經超出了 G. Debreu 所定義的數理經濟學的範疇:檢證某經濟學模型的內在邏輯。但 Grandmont 的模型是的確可以在適當的修改後,用以討論 Value and Capital 的動態部分的議題,所以我們以 Grandmont 的數學架構為基礎,加以適當的修改,為 Hicks 所描述的經濟體系建構出完整的模型以及市場均衡的定義,並以其對 Wicksell 累積過程的討論為例,探討 Hicks 的分析在邏輯上的一致性,結果卻發現 Hicks 對於 Wicksell 體系與累積過程的相關詮釋,不僅相互矛盾而且無法成立。


    1. 序論 ...............................................1 2. Hicks 與 Grandmont 的暫時均衡分析模型 ..............4 2.1 Hicks 的暫時均衡分析法 .........................4 2.2 Grandmont 的貨幣暫時均衡分析模型 ...............7 2.2.1 模型基本架構 .............................7 2.2.2 市場均衡 .................................9 2.3 Hick對於Wicksell體系與累積過程的分析 ..........12 2.3.1 Value and capital 的累積過程 ............13 2.3.2 Capital and Growth的累積過程 ............15 3. 修正後的Grandmont貨幣暫時均衡分析模型 .............17 3.1模型基本架構 ...................................17 3.2市場均衡 .......................................21 4. 關於Hicks對Wicksell體系詮釋的驗證 .................23 4.1單位彈性與名目未定性 ...........................23 4.2零套利條件 .....................................25 4.3 Hicks對於Wicksell體系詮釋上的矛盾與謬誤 .......27 5. 結論 ..............................................29 參考文獻 .............................................31 附錄A. ...............................................34 附錄B. ...............................................36

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