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研究生:沈信宏
研究生(外文):Sheen,Shinn-Horge
論文名稱:匯率波動對進口貿易之影響-------共整合分析法
論文名稱(外文):The Effect of Exchange Rate Volatility on Imports-----Cointegration Analysis
指導教授:方文碩方文碩引用關係
指導教授(外文):Fang,Wen-Shwo
學位類別:碩士
校院名稱:逢甲大學
系所名稱:經濟學系
學門:社會及行為科學學門
學類:經濟學類
論文種類:學術論文
論文出版年:2001
畢業學年度:89
語文別:中文
中文關鍵詞:進口波動共整合
外文關鍵詞:importvolatilitycointegration
相關次數:
  • 被引用被引用:7
  • 點閱點閱:218
  • 評分評分:
  • 下載下載:0
  • 收藏至我的研究室書目清單書目收藏:2
本文利用單根檢定(ADF與KPSS)與Johansen共整合分析法,探討台灣九大主要貿易進口國之實質進口值與匯率波動的關係,期間為1977年1月至1999年6月為止,同時考慮1997年7月從泰國蔓延之亞洲金融風暴是否波及台灣總體經濟,實證結果發現九個貿易國家中有四個國家之匯率波動與其實質進口值呈正向關係,其餘國家皆呈現負向關係,隱含匯率波動長期而言不利貿易
之發展。
另考慮在亞洲金融風暴發生後加入虛擬變數,結果顯示整體而言台灣的經濟體質相對他國較為優異,雖然仍無法避免受到眨值效應的影響,但對貿易的衝擊程度仍屬有限。匯率波動所產生的衝擊,不僅造成國家經濟競爭力的減弱,損及個人利潤,就其長期而言更不利於國家之經濟成長,因此如何降低匯率波動對實質面的影響,諸如引進更多的衍生性金融商品、各種衡量經濟脈動之預測機制的設定或是替代產業發展的可行性等,皆能減少匯率風險的成本,並使本國產業所受到的衝擊程度降至最低。
摘要
目錄
表目錄
壹.前言
貳.文獻回顧
參模型設定與匯率波動效果理論
肆資料來源與研究方法
伍實證結果分析
陸.結論
參考文獻
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