臺灣博碩士論文加值系統

隨著臺灣所得分配不均現象的逐漸惡化，本文的主要目的即是欲以一個代表性個人(representative individual)的模型架構，來探討1981年至2002年期間臺灣的所得演進趨向。文中利用個人偏好因素的理由，將消費的跨期行為反映到所得變化的過程。當存在富人與窮人的所得互異個體，造成高所得者較有經濟能力逐步累積財產，低所得者則在必需品上支出較高比例維持生活而難以累積財產，在不同的消費行為表現下，由一個特定之消費總支出的跨期替代彈性(intertemporal elasticity of substitution)與滿足Engel法則可以描繪如此的趨勢。本文以Atkeson and Ogaki (1996)的架構，使用延伸可加性對數效用函數(extended addilog utility function)，在加入一個維生水準(subsistence level)的機制下，估計效用參數值以計算各期的跨期替代彈性。實證方法使用一般化動差法(generalized method of moments，GMM)進行估計，在使用合理的效用參數估計值計算消費總支出的跨期替代彈性與食物的支出彈性下，發現跨期替代彈性是一個逐步上升的趨向，而食物的支出彈性是略顯持平。這裡的結果不是完全支持所得的變動是反映在跨期替代的程度與支出比例的變化，其可能的原因大致是在維生水準或是曲率參數比例的估計仍有偏差的問題。譬如台灣80年代後是一個已超越基本維生水準的情況，經濟的成長會改變跨期的消費替代性，但純就必需品的支出傾向而言，有可能已趨於穩定。

With income inequality deteriorates in Taiwan gradually, the thesis analyzes the evolution of income distribution in Taiwan from 1981 to 2002 by utilizing a representative individual model. I use the mechanism of a individual''s rational preference to explain why the rich get richer and the poor get poorer. In different consumption propensity, the intertemporal elasticity of substitution and the expenditure elasticity of demand for food are the tools that measure the evolution of income distribution. The study uses generalized method of moments (GMM) to measure the estimates of extended addilog utility parameters, and then calculates the value of income-varying intertemporal elasticity of substitution and expenditure elasticity of demand for food. By the behavior of intertemporal consumption allocation and satisfying Engel''s law, the empirical results depict a change of income distribution in Taiwan.

1 緒論.....................................1
1.1 研究動機與目的......................1
1.2 研究方法............................4
1.3 本文架構............................5
2 研究概念.................................6
2.1 代表性個人的消費決策................6
2.2 消費的成長與波動....................8
2.3 Engel 法則..........................9
3 文獻回顧................................11
4 理論架構................................14
5 實證方法................................17
6 實證結果................................21
6.1 資料來源與操作.....................21
6.2 估計結果...........................23
7 結論與建議..............................34
附錄A: 數學推導............................35
附錄B: 消費函數的估計......................39
參考文獻...................................47

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