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研究生:藍麗惠
研究生(外文):Li-HueiLan
論文名稱:匯率轉嫁與國際生產分工:台灣的理論與實證分析
論文名稱(外文):Exchange rate pass-through and cross-border production sharing: A theoretical and empirical analysis of Taiwan
指導教授:莊雙喜莊雙喜引用關係
指導教授(外文):Shuang-Shi Chuang
學位類別:博士
校院名稱:國立成功大學
系所名稱:企業管理學系
學門:商業及管理學門
學類:企業管理學類
論文種類:學術論文
論文出版年:2016
畢業學年度:105
語文別:中文
論文頁數:37
中文關鍵詞:匯率轉嫁市場定價生產分工
外文關鍵詞:exchange rate pass-throughpricing-to-marketproduction sharing
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現有文獻針對世界各國研究指出,匯率轉嫁的程度有呈現出持續下降的現象。因此本研究首先提出理論模型來分析匯率轉嫁的程度,設定成沒有考慮中間財貨的傳統貿易情況,以及有考慮中間財貨的簡單與複雜生產分工貿易情況。比較它們之間差異後發現,生產分工是造成匯率轉嫁程度持續下降現象的可能原因所在。其次,由模型分析得到的相關有待實證假說後,本研究以國際生產分工貿易的代表性國家─台灣,來進行上述實證假說的檢驗。本研究期望經由一系列不同生產條件與匯率轉嫁的整合性研究,來提供許多遵循相似台灣發展模式的出口導向之新興國家,它們在重要的政策制定之參考,因為匯率轉嫁的高低,對於新興國家們的貿易政策與通貨膨脹影響是非常重大的。
This paper uses the theoretical model created by Ghosh (2009) to analyze the extent of exchange rate pass-through (ERPT) for traditional trade and different production sharing cases. Comparing the differences among these scenarios revealed that production sharing could be a reason for the continual decline in ERPT. Furthermore, empirical evidence from Taiwan discovered that under production sharing, the pricing-to-market for intermediate goods exporters and the currency fluctuation in the home nation of final goods exporters will further influence the magnitude of decline in the ERPT.
中文摘要 I
Extend Abstract II
誌謝詞 XV
目錄 XVI
表目錄 XVII
圖目錄 XVIII
第一章 前言 1
第二章 理論模型與實證假說 4
第一節 傳統貿易情況 4
第二節 簡單生產分工貿易情況 6
第三節 複雜生產分工貿易情況 7
第三章 研究方法與資料說明 10
第四章 實證結果分析 12
第一節 PTM V.S. ERPT─以最大進出口貿易國家為區分 12
第二節 PTM V.S. ERPT─以五大進出口貿易國家為區分 13
第五章 結論 16
參考文獻 18
附錄一 傳統貿易情況(不考慮成本函數) 21
附錄二 傳統貿易情況(有考慮成本函數) 22
附錄三 簡單生產分工貿易情況 24
附錄四 複雜生產分工貿易情況 25
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