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研究生:沈振銘
論文名稱:我國國防支出對經濟成長影響之研究
論文名稱(外文):A study of the defenseexpenditure versus the economic growth in Taiwan
指導教授:馮惠珊馮惠珊引用關係
學位類別:碩士
校院名稱:國防管理學院
系所名稱:資源管理研究所
學門:商業及管理學門
學類:其他商業及管理學類
論文種類:學術論文
論文出版年:2002
畢業學年度:90
語文別:中文
論文頁數:76
中文關鍵詞:國防支出經濟成長多變量共整合分析因果關係
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近年來中共不斷擴張國防軍備,對我國國防安全產生強大威脅,由於直接影響國防力量強弱的關鍵因素為國防支出規模的大小。因此,面對中共強大的軍事威脅,如何建立有效的防衛武力,確保國人生命財產安全,一直都是國人關注的焦點。本文擬就我國國防支出的經濟效應作一分析,透過經濟成長理論Barro(1990)的內生成長模型,作為研究的理論架構,將政府支出區分為國防支出和非國防支出,與經濟成長等變數建構一VAR模型,以台灣地區的時間序列資料(1952年2000年,共49筆),配合電腦套裝軟體Eviews3.1版,採用單根檢定,多變量共整合分析,在本文實證發現變數間並不存在共整合關係,因此則以Granger向量自我迴歸(VAR)模型來分析變數間的因果關係。發現國防支出與經濟成長的關係有顯著的因果關係,由於迴歸係數為正,基於統計資料的測定,國防支出的增加,將有助於經濟成長。而且發現國防支出對非國防支出亦有因果關係,由於迴歸係數為負,研判國防支出會排擠到非國防支出,此皆與本文所建構之內生成長理論一致。
The national security of our country is always under tremendous pressure, due to the endless military expansion of Mainland China. Since the scale of the defense expenditure is the critical factor that directly affects our defensive capability. Therefore, as we facing the strong military threaten from the Mainland China, how to continuously establish our effective defensive capability to assure our national security, has almost always been the top priority of our national policy. The study is proposed to analyze the influence of our defense expenditure on our economical growth. The theoretical model that used in this study is the Barro’s (1990) endogenous-growth models. This model basically divided the government expenditure into two categories: “Defense Expenditure” and “Government Sectors without Defense Expenditure”, together with other variables, such as economical growth, a VAR model can be established. Take advantage of the time series data (1952 to 2000, 49 sets) of Taiwan area with the computer software package Eviews(Version 3.1), using unit root, co-integration and Granger causality tests, as well as VAR (Vector Auto Regression). The results of our empirical analysis have shown, first, significant influence to economical growth has been found as the defense expenditure changes. Since the regression coefficient is positive, which implies that the increasing defense-spending scale promotes the economical growth. Second, there is a negative effect of defense expenditure on government sectors without defense expenditure, which implies that the defense expenditure squeeze out government sectors without defense expenditure. These results of empirical analysis are well compliance with the Economical Growth Theory.
總 目 錄
中文摘要……………………………………………………………………..I
英文摘要……………………………………………………………………..II
目 錄……………………………………………………………………III
圖 目 錄…………………………………………………………………….VI
表 目 錄…………………………………………………………………...VII
目 錄
第一章 緒論……………………………..……………………………..….…1
1.1 研究動機………………………………………………………………1
1.2 研究目的…………..…………………………………………………..4
1.3 本文架構與流程..…..…………………………………………………7
1.4 研究範圍………………………………………………………………9
第二章 文獻探討…….……………………………………………………..10
2.1 國防經濟的特性……………………………………………………..10
2.2 國防支出影響經濟成長的途徑……………………………………..13
2.3 國防支出對經濟成長之影響………………………………………..21
第三章 實證模型之設定………….………………………………………..27
3.1 前言…………………………………………………………………..27
3.2 理論模型之建構……………………………………………………..30
3.3 實證流程與相關實證方法…………………………………………..35
第四章 實證分析……….…………………………………………………..48
4.1 資料來源與處理……………………………………………………..48
4.2 共整合分析……………………………………………………….….51
4.3 Granger因果關係檢定結果……………………..………………..….57
第五章 結論與後續研究建議.……………………………………………..60
5.1 結論…………………………………………………………………..60
5.2 建議…………………………………………………………………..63
5.2 後續研究建議………………………………………………………..65
參考文獻…………………………………………………………………….66
附錄 實證研究數據………………………………………………………...73
圖 目 錄
圖1.3.1研究流程圖……………………………………………………….8
圖3.3.1實證流程圖……………………………………………………….47
圖4.1.1各變數原始值序列圖…………………………………………….50
圖4.2.1各變數一階差分值序列圖……………………………………….53
表 目 錄
表1.1.1國防預算占中央政府總預算及國民生產毛額比率……………….2
表2.3.1國防支出對經濟成長影響之文獻整理……………………………25
表4.2.1 ADF單根檢定表…………………………………………………...51
表4.2.2 VAR模型最適落後期選取檢定表………………………………...54
表4.2.3共整合向量數目檢定表:軌跡檢定法…………………………..…55
表4.2.4共整合向量數目檢定表:最大特性根檢定法……………………..55
表4.3.1因果關係模型最適落後期選取檢定表…………………………....57
表4.3.2 Granger因果關係結果統計表…………………………………....58
參考文獻
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