臺灣博碩士論文加值系統

本文使用1980年至2010年的失業率資料，實證探討歐洲(PIIGS)五國失業率是否有磁滯效應，以作為政府制定政策的參考。
當不考慮結構性變動時，傳統單根檢定(ADF、PP、KPSS)的實證結果出現不一致，此可能是由於未考慮結構性變動，使定態序列出現近似單根的現象。因此為了改善此現象，本文以更具統計檢定力及效率的傅立葉函數檢定法來重新檢測失業率的定態特徵。
根據傅立葉函數定態檢定結果顯示，葡萄牙、義大利、西班牙失業率可拒絕單根檢定，代表失業率在長期會趨近自然失業率，政府不需過多的政策干預，而愛爾蘭和希臘失業率不拒絕單根檢定，亦即具有磁滯效應，衝擊會對均衡失業造成持續性的影響，因此政府必須干預並制定政策，使失業率回復到原來的水準。

目 錄
誌謝 .................................................. i
摘要 .................................................. ii
目錄 .................................................. iii
表目錄 ................................................ iv
圖目錄 ................................................ v
第一章 緒論 ........................................... 1
一、研究動機與目的 ............................. 1
二、本文架構 ................................... 3
第二章 文獻回顧 ....................................... 4
第三章 研究步驟與方法 ................................. 7
一、研究步驟 ................................... 7
二、研究方法 ................................... 8
第四章 歐洲五國(PIIGS)失業率的實證結果與分析 .......... 15
一、資料來源與分析 ............................. 15
二、單根檢定實證結果 ........................... 17
第五章 結論 ........................................... 19
參考文獻 .............................................. 21
附錄 .................................................. 24

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林瓊香與李秀雲(2001)，「東亞國家失業率的panel單根檢定」，東吳大學經濟所博士論文。
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