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자산시장버블과 가계부실화 그리고 디플레 연구
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자산시장버블과 가계부실화 그리고 디플레 연구.hwp
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자산시장버블과 가계부실화 그리고 디플레 연구.hwp
[Size :
287 Kbyte
]
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자료설명
자산시장버블과 가계부실화 그리고 디플레 연구에 대한 글입니다.
up자산시장버블과가계부실화
up자산시장버블과가계부실화
목차/차례
1. 개요
2. 자산시장의 버블
1) 자산시장 버블의 정의
2) 자산시장의 구조변화(Cusum 검정결과)
3. 가계부문의 부실화가능성
1) 가계부문의 현황
2) 가계부문의 부실화 가능성
3) 가계부채의 시나리오 분석
4. 디플레 압력하의 정책선택
5. 정책적 시사점
― 참고문헌 ―본문/내용
가계부문의 이자상환비율, 금융자산/금융부채비율, 가계흑자율, 실업률, 연체율의 가중평균으로 구성된 가계부실화지수의 추이는 최근 다소 안정화기미를 보이는 것으로 나타나고 있다. 이는 이자상환비율이나 금융자산/부채비율이 악화된 반면 실업률하락, 연체율하락, 가계흑자율 등의 지표가 호전되었기 때문이다.
참고문헌
이충언, 우리나라 주식시장의 합리적 거품규모 추정, 금융학회지 제 4권 제 2호, 147-168, 1999.
최희갑,ꡒ자산가격동향과 버블평가ꡓ, 삼성경제연구소 (2002)
Bernanke B. and M. Gertler, 2000, `Monetary Policy and Asset Price Volatility,` in New Challenges for Monetary Policy, Federal Reserve Bank of Kansas City.
_______, 1995, `Inside the Black Box: The Credit Channel of Monetary Transmission Mechanism,` Journal of Economic Perspectives 9, 2748.
Blanchard, Oliver J and Mark W. Watson ꡒBubbles, Rational Expectations, and Financial Marketsꡓ, Crises in the Economic and Financial Structure, 1982.
Borio, C., N. Kennedy, and S.D. Prowse, `Exploring Aggregate Asset Price Fluctuations Across Countries: Measurement, Determinants, and Monetary Policy Implications,`BIS, Economic Papers 40, 1994.
Carlstrom and Fuerst, 1997, `Agency costs, net worth, and business fluctuations: a computable general equilibrium analysis,` American Economic Review 87, 893910.
Catao, L., and S.L. Rodriguez, `Banks and Monetary Shocks in Emerging Markets: How Far Can We Go with the Credit View,` IMF Working paper 68, 2000.
Choi, G., Structural Changes and the Scope of Inflation Targeting in Korea, Federal Reserve Bank of San Francisco, Working Paper Series 2002, Forthcoming in International Economic Journal.
Christoffersen P. and T. Slok, `Do Asset Prices in Transition Countries Contain Information about Future Economic Activity?,` IMF Working Paper 103, 2000.
Clarida, R., J. Gali, and M. Gertler, `The Science of Monetary Policy: A New Keynesian Perspective,` Journal of Economic Literature, 16611707, 1999.
Goodhart, C. and B. Hofmann, `Asset Prices, Financial Conditions, and the Transmission of Monetary Policy,` Conference Paper on Asset Prices, Exchange Rates and Monetary Policy, Stanford University 2001.
Hubbard, R.G., and A. Kashyap, `Internal Net Worth and the Investment Process: An Application to U.S. Agriculture,` Journal of Political Economy 100:3, 506534, 1992.
Kashyap, A.K. and J.C. Stein, `The Impact of Monetary Policy on Bank Balance Sheets,` Carnegie-Rochester Conference Series on Public Policy, 151195, 1995.
Kashyap, A.K., J.C. Stein, and D. Wilcox, `Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance,` American Economic Review 83, 7898, 1993.
Kindleberger, Charles P. ꡒManias, Panic and Crashes, New York “, Basic Books 1978.
Kiyotaki N. and John H. Moore, `Credit cycles,` Journal of Political Economy
105, 211248, 1997.
Ludvigson, S., `Consumption and Credit: A Model of Time-Varying Liquidity
Constraints,` Federal Reserve Bank of New York, 1997.
Leroy, Stephen F. and Richard D. Porter ꡒThe Present Value Relation: Test Based on Implied Variance Boundsꡓ, Econometrica, 1981.
McCallum, B.T. and E. Nelson, `An Optimizing IS-LM Specification for
Monetary Policy and Business Cycle Analysis,` Journal of Monetary
Economics 43(3), 553578, 1999.
Michael D. Bordo and Olivier Jeanne, Boom-Bust in Asset Price, Economic Instability, and Monetary Policy, NBER, 2002
Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias. Cambridge, MA: MIT Press, 2000.
Robert J. Shiller ꡒMeasuring Bubble Expectations and Investor Confidenceꡓ, National Bureau of Economic Research, 1999.
Samuelson, Paul A. ꡒIntertemporal Price Equilibrium: A Prolongue to the
Theory of Speculationꡓ, The M.I.T. Press, 1967.
Stiglitz Joseph E. ꡒSymposium on Bubblesꡓ, Journal of Economic
Perspectives, 1990.
최희갑,ꡒ자산가격동향과 버블평가ꡓ, 삼성경제연구소 (2002)
Bernanke B. and M. Gertler, 2000, `Monetary Policy and Asset Price Volatility,` in New Challenges for Monetary Policy, Federal Reserve Bank of Kansas City.
_______, 1995, `Inside the Black Box: The Credit Channel of Monetary Transmission Mechanism,` Journal of Economic Perspectives 9, 2748.
Blanchard, Oliver J and Mark W. Watson ꡒBubbles, Rational Expectations, and Financial Marketsꡓ, Crises in the Economic and Financial Structure, 1982.
Borio, C., N. Kennedy, and S.D. Prowse, `Exploring Aggregate Asset Price Fluctuations Across Countries: Measurement, Determinants, and Monetary Policy Implications,`BIS, Economic Papers 40, 1994.
Carlstrom and Fuerst, 1997, `Agency costs, net worth, and business fluctuations: a computable general equilibrium analysis,` American Economic Review 87, 893910.
Catao, L., and S.L. Rodriguez, `Banks and Monetary Shocks in Emerging Markets: How Far Can We Go with the Credit View,` IMF Working paper 68, 2000.
Choi, G., Structural Changes and the Scope of Inflation Targeting in Korea, Federal Reserve Bank of San Francisco, Working Paper Series 2002, Forthcoming in International Economic Journal.
Christoffersen P. and T. Slok, `Do Asset Prices in Transition Countries Contain Information about Future Economic Activity?,` IMF Working Paper 103, 2000.
Clarida, R., J. Gali, and M. Gertler, `The Science of Monetary Policy: A New Keynesian Perspective,` Journal of Economic Literature, 16611707, 1999.
Goodhart, C. and B. Hofmann, `Asset Prices, Financial Conditions, and the Transmission of Monetary Policy,` Conference Paper on Asset Prices, Exchange Rates and Monetary Policy, Stanford University 2001.
Hubbard, R.G., and A. Kashyap, `Internal Net Worth and the Investment Process: An Application to U.S. Agriculture,` Journal of Political Economy 100:3, 506534, 1992.
Kashyap, A.K. and J.C. Stein, `The Impact of Monetary Policy on Bank Balance Sheets,` Carnegie-Rochester Conference Series on Public Policy, 151195, 1995.
Kashyap, A.K., J.C. Stein, and D. Wilcox, `Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance,` American Economic Review 83, 7898, 1993.
Kindleberger, Charles P. ꡒManias, Panic and Crashes, New York “, Basic Books 1978.
Kiyotaki N. and John H. Moore, `Credit cycles,` Journal of Political Economy
105, 211248, 1997.
Ludvigson, S., `Consumption and Credit: A Model of Time-Varying Liquidity
Constraints,` Federal Reserve Bank of New York, 1997.
Leroy, Stephen F. and Richard D. Porter ꡒThe Present Value Relation: Test Based on Implied Variance Boundsꡓ, Econometrica, 1981.
McCallum, B.T. and E. Nelson, `An Optimizing IS-LM Specification for
Monetary Policy and Business Cycle Analysis,` Journal of Monetary
Economics 43(3), 553578, 1999.
Michael D. Bordo and Olivier Jeanne, Boom-Bust in Asset Price, Economic Instability, and Monetary Policy, NBER, 2002
Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias. Cambridge, MA: MIT Press, 2000.
Robert J. Shiller ꡒMeasuring Bubble Expectations and Investor Confidenceꡓ, National Bureau of Economic Research, 1999.
Samuelson, Paul A. ꡒIntertemporal Price Equilibrium: A Prolongue to the
Theory of Speculationꡓ, The M.I.T. Press, 1967.
Stiglitz Joseph E. ꡒSymposium on Bubblesꡓ, Journal of Economic
Perspectives, 1990.
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