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研究生:秦順鵬
研究生(外文):Chin, Shun-Peng
論文名稱:資本移動性之研究-以東亞主要國家為例
論文名稱(外文):Research of Capital Mobility : The Case of East Asia Principle countries
指導教授:陳思寬陳思寬引用關係---
指導教授(外文):Shikuan Chen
學位類別:碩士
校院名稱:國立臺灣大學
系所名稱:國際企業學系研究所
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:1998
畢業學年度:86
語文別:中文
論文頁數:2
中文關鍵詞:資本移動性投資儲蓄相關性單根
外文關鍵詞:Capital MobilityCorrelation between investment and saving ratesunit root
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論文摘要這篇是有關於資本移動性的研究,將東亞主要國家,中華民國臺灣、韓國、新加
坡、香港、日本、印尼、馬來西亞與菲律賓等國家,用投資與儲蓄的相關性,看看其國內
的投資是否需依賴國內的儲蓄,如果其投資與儲蓄的相關性較小,國內的投資較不依賴國
內的儲蓄,就是代表有較大的資本移動性。並用投資率與儲蓄率做單根檢定,用原始數據
做投資與儲蓄的相關性檢定時,這些時間數列呈現有非定態的現象,則用傳統的統計方法
是不適當的,一般的文獻都是直接取差分來處理這非定態的現象。再將取差分後的投資率
與儲蓄率做單根檢定,數列呈現為定態,則用傳統的統計方法為適當,再將取差分後的數
據,做投資與儲蓄的相關性檢定。研究所得的結論:一、 單根檢定的結果,時間數列未
取差分前的原始數據,確實存在有非定態的現象。用取差分後的數列,確實是可以消除投
資率與儲蓄率非定態的現象,所以其取差分是為適當,二、 用其取過差分後的投資率與
儲蓄率,做投資與蓄儲相關性檢定,這些東亞主要國家中,香港、新加坡、台灣與馬來西
亞、的國內儲蓄對國內投資影響不大,資本移動性較大,其次為菲律賓與韓國,而日本與
印尼相對的國內儲蓄對國內投資影響較大,資本移動性較小。
THESIS ABSTRACT GRADUATE INSTITUTE OF INTERNATIONAL BUSINESS
NATIONAL TAIWAN UNIVERSITYNAME:CHIN, SHUN-PENG MONTH/YEAR:JUNE,1998A AVISER
:SHIKUAN CHEN RESEARCH OF CAPITAL MOBILITY:THE CASE OF: EAST ASIA PRINCIPAL
COUNTRIES This thesis emphasizes the capital mobility of several Ea
st Asian countries such as Taiwan, Korea, Singapore, Hong Kong, Japan, Indones
ia, Malaysia and the Philippines. We use a correlation between investment and
saving rates to test capital mobility in order to determine whether or not th
e level of domesticinvestment relies on the level of domestic saving. If the
country has little correlation between investment and saving rates then the do
mestic investment rates are less dependent on the domestic saving rates. Thus
representing the fact that country has ahigh capital mobility. Another p
ossible measure utilizes a unit root to test investment and saving rates. If
one uses an original time series of investment and saving rates to test correl
ation, the time series would be non-stationary rendering the use of a traditio
nal statistics testing method inappropriate. In general, article by other aut
hors always used differencing to solve the time series of non-stationary. Afte
r differencing the time series of the investment and saving rates, we test the
unit root. If the time series is stationary. Traditional statistical testing
methods are appropriate for use. Thus, allowing accurate testing of the inve
stment and saving rates correlation. The conclusions of this study are p
resented as follows:1. Unit root testing of the original time series of inves
tment and saving rates data proved the existence of non-stationary. A
fter differencing the time series of the investment and saving rates that
would eliminate non-stationary. Then, the time series become stationary so
that differencing is adequate.2. By testing the correlation of investment an
d saving rates with differencing time series of investment and saving rate
s, Hong Kong, Singapore, Taiwan and Malaysia were found to have domest
ic investment rates that were less affected by domestic saving rates. Thes
e countries can be classified as having a high capital mobility. The Phil
ippines and Korea were classified as having a medium capital mobility rate
, while in Japan and Indonesia it was found that the domestic investment
rates were heavily affect by domestic saving rates and thus were classif
ied by study as having low capital mobility.
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