(44.192.112.123) 您好!臺灣時間:2021/03/09 00:01
字體大小: 字級放大   字級縮小   預設字形  
回查詢結果

詳目顯示:::

我願授權國圖
: 
twitterline
研究生:劉佳雨
研究生(外文):Liu Chia Yu
論文名稱:出口不穩定與經濟成長的因果關係─東亞地區實證研究
指導教授:陳宏易陳宏易引用關係
指導教授(外文):Chen Hung Yi
學位類別:碩士
校院名稱:東吳大學
系所名稱:國際貿易學系
學門:商業及管理學門
學類:貿易學類
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:60
中文關鍵詞:出口不穩定經濟成長因果關係共整合誤差修正模型
外文關鍵詞:export instabilityeconomic growthGranger-causalitycointegrationvector error correction model
相關次數:
  • 被引用被引用:16
  • 點閱點閱:338
  • 評分評分:系統版面圖檔系統版面圖檔系統版面圖檔系統版面圖檔系統版面圖檔
  • 下載下載:86
  • 收藏至我的研究室書目清單書目收藏:5
摘 要
本文嘗試以共整合檢定及多變數誤差修正模型,分析日本、亞洲四小龍與四小虎等東亞九國出口不穩定與經濟成長間的因果關係。從共整合的檢定結果顯示,出口不穩定、投資、出口與經濟成長等實證變數,在所有的國家中皆存在著長期穩定的均衡關係。而在Granger因果關係的檢定結果也發現,經濟發展程度不同的區域,如亞洲四小龍與亞洲四小虎地區的國家,所呈現出來的因果關係會有所差異。而在所分析的國家中我們發現,有三分之二的國家(包括日本)其出口不穩定會對經濟成長造成影響。此外,本文也利用衝擊反應分析與預測誤差變異數分解,探討這些變數的動態調整過程。結果顯示,出口不穩定對經濟成長在長期下的確存在著負面的影響,雖然在統計上並具不顯著性。綜合以上的結果,我們可以發現對於經濟成長影響的因素、方向、與期間在各國並不盡相同,這也表示過去以橫斷面(cross-section)的方法來解釋各國出口不穩定對經濟成長的方法並不恰當。
關鍵詞:出口不穩定、經濟成長、因果關係、共整合、誤差修正模型
Abstract
In this paper, we try to analyze the causality between export instability and economic growth for 9 east Asian countries by using the cointegration analysis and multivariate error correction model. The cointegration results indicate that export instability, investment, and export have long-run relationship with economic growth in all countries. In addition, the results of Granger causality for different level of economic development are not the same. In two-thirds of these countries, the causality results show that export instability will cause economic growth. When we incorporate the impulse responses and error variance decomposition in the analysis, we find that export instability would negatively affect economic growth in all countries, although they are not statistically significant. In summary, the variables causing the economic growth, the direction (positive or negative) affecting the economic growth, and the duration of impacts on economic growth are different for each country. This implies that using cross-section analysis to explain the individual country’s export instability on causing the economic growth is impropriated.
Keywords: export instability, economic growth, Granger-causality, cointegration, vector error correction model
目   次
第一章  研究動機與目的.................1
第二章  文獻回顧....................5
第一節  國內文獻部分.................5
第二節  國外文獻部分.................6
第三章  實證模型架構、流程與相關實證方法....... 12
第一節  實證變數選取.................12
第二節 樣本來源與處理................13
第三節  實證流程...................15
第四節  單根檢定...................17
第五節  共整合向量之估計與檢定............18
第六節  向量誤差修正模型...............22
第七節  Granger因果關係.............. 23
第八節  衝擊反應函數與預測誤差變異數分解.......26
第四章  實證結果....................29
第一節  單根檢定結果.................29
第二節  共整合檢定結果................32
第三節  Granger因果關係檢定結果.......... 34
第四節  預測誤差變異數分解結果與衝擊反應分析.....41
第五章  結論..................... 52
參考文獻 ........................57
圖   次
圖3.1實證流程圖.....................16
圖4.1各變數之衝擊反應圖-日本..............46
圖4.2各變數之衝擊反應圖-台灣..............47
圖4.3各變數之衝擊反應圖-韓國..............47
圖4.4各變數之衝擊反應圖-香港..............48
圖4.5各變數之衝擊反應圖-新加玻.............48
圖4.6各變數之衝擊反應圖-泰國..............49
圖4.7各變數之衝擊反應圖-菲律賓.............49
圖4.8各變數之衝擊反應圖-馬來西亞............50
圖4.9各變數之衝擊反應圖-印尼..............50
表   次
表1.1各國出口佔國內生產毛額比例............. 3
表3.1變數處理說明表...................13
表3.2各國樣本起迄期間..................14
表4.1單根檢定表-原始序列水準值.............30
表4.2單根檢定表-一階差分值...............31
表4.3 VAR模型最適落後期數選取表.............32
表4.4共整合向量目檢定表.................33
表4.5 Granger因果關係檢定表...............35
表4.7 Granger因果關係彙整表...............36
表4.8預測誤差變異分解表.................42
表5.1各國實證結論彙整表.................54
參考文獻
賴明佑(民69),「台灣出口貿易與國民所得成長關係的探討」,國立政治大學國貿研究所碩士論文。
莊春發(民70),「貿易集中度、出口不穩定、經濟成長─台灣之研究」,經濟研究,23,139-51。
于宗先(民70),「對外貿易與經濟穩定」,台灣對外貿易論文集,中研院經研所,225-42。
蘇華山(民70),「台灣出口貿易不穩定性之研究」,台灣經濟,55,1-12。
陳宏易、黃寶玉、張大成(民90),「台灣出口收益不穩定性的成因及對產業的影響」,東吳經濟商學學報,32,55-82。
Ahmad, J. and Harnhirun, S.(1995), “Unit Roots and Cointegration in Estimating Causality between Exports and Economic Growth: Empirical Evidence from the ASEAN Countries”, Economic Letters, 49, 329-334.
Alexander, W. R. J. and Hansen, P.(1998), “Government, Exports, Instability, and Economic Growth in Sub-Saharan Africa”, The South African Journal Economics, 66(4), 492-511.
Brock, P. L.(1991), “Export Instability and the Economic Performance of Developing Countries”, Journal of Economic Dynamics and Control, 15, 129-147.
Chen, Hung-Yi (2002), “Causality between Export Instability and Economic Growth in Asia-Pacific Countries,” Working paper.
Coppock, J. D.(1962), “International Economic Instability”, New York: McGraw-Hill.
Dawe, D.(1996), “A New Look at the Effects of Export Instability on Investment and Growth”, World Development, 24(12), 1905-1914.
Dickey, D. A. and Fuller, W. A. (1979), “Distribution of the Estimators for Autoregressive Time Series with a Unit Root”, Journal of the American Statistical Association, 74, 427-431.
____(1981), “Likelihood Ratio Statistic for Autoregressive Time Series with a Unit Root”, Econometrics, 49, 1057-1072.
Enders, Walter(1995), “Applied Econometric Time Series”, John Wiley and Sons Inc.
Engle, R. F. and Granger, C. W. J.(1987), “Cointegration and Error Correction: Representation, Estimation and Testing”, Econometrica, 55, 252-276.
Flores, R. G., Jr. and Szafarz, A.(1996), “An Enlarged Definition of Cointegration”, Economics Letters, 50, 193-195.
Fosu, A. K.(1992), “Effect of Export Instability on Economic Growth in Africa”, Journal of Developing Areas, 26(3), 323-332.
Ghali, K. H.(1998), “Government Size and Economic Growth: Evidence from a Multivariate Cointegration Analysis”, Applied Economics, 31, 975-981.
Ghirmay, T., Sharma, S. C. and Grabowski, R.(1999), “Export Instability, Income Terms of Trade Instability and Growth: Causal Analyses”, The Journal of International Trade and Economic Development, 8(2), 209-229.
____(2001), “Exports, Investment, Efficiency and Economic Growth in LDC: An Empirical Investigation”, Applied Economics, 33(6), 689-700.
Glezakos, C.(1973), “Export Instability and Economic Growth: A Statistical Verification”, Economic Development and Cultural Change, 21(4), 670-678.
Granger, C. W. J.(1969), “Investigation Causal Relations by Econometric Models And Cross-Spectral Methods”, Econometrica, 37, 424-438.
____(1986b), “Developments in the Study of Co-integrated Economic Variables”, Oxford Bulletin of Economics and Statistics, 48, 213-228.
Granger, C. W. J. and P. Newbold(1974), “Spurious Regressions in Econometrics”, Journal of Econometrics, 2, 111-120.
Gyimah-Brempong, K.(1991), “Export Instability and Economic Growth in Sub-Saharan Africa”, Economic Development and Cultural Change, 39(4), 815-828.
Hansen, H. and Juselius, K.(1995), “CATS in RATS : Cointegration Analysis of Time Series”.
Islam, M. N.(1998), “Export Expansion and Economic Growth: Testing for Cointegration and Causality”, Applied Economics, 30, 415-425.
Johansen, S.(1988), “Statistical Analysis of Cointegrating Vectors”, Journal of Economic Dynamics and Control, 12, 231-254.
Johansen, S.(1991), “Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Models”, Econometrica, 59, 1551-1580.
Johansen, S. and Juselius, K.(1990), “Maximum Likelihood Estimation and Inference on Cointegration with Applications to the Demand for Money”, Oxford Bulletin of Economics and Statistics, 52, 169-210.
Lim, D.(1987), “Export Instability, Investment and Economic Growth in Developing Countries”, Australian Economic Papers, 26(49), 318-327.
Love, J.(1986), “Commodity Concentration and Export Earnings Instability”, Journal of Development Economics, 24,239-329.
____(1990), “Export Earnings Instability: The Decline Reversed?”, Journal of Development Studies, 26, 2, 324-329.
MacBean, A.(1966), Export Instability and Economic Development, Cambridge, MA: Harvard University Press.
Masih, R.(1998), “A Multivariate Cointegrated Modeling Approach in Testing Temporal Causality between Energy Consumption, Real Income and Prices with an Application to Two Asian LDCs”, Applied Economics, 30, 1287-1298.
Moran, Cristian(1983), “Export Fluctuations and Economic Growth: An Empirical Analysis”, Journal of Development Economics, 12, 195-218.
Phillips, P. C. B. and Perron, P.(1988), “Testing for a Unit Root in Time Series Regression”, Biometrika, 75(2), 335-346.
Said, S. and Dickey, D. A.(1984), “Testing for Unit Roots in Autoregressive Moving Average Models with Unknown Order”, Biometrica, 71, 599-607.
Savvides, Andreas(1984), “Export Instability and Economic Growth: Some New Evidence”, Development and Cultural Change, 32(3), 607-623.
Serletis, A. (1992), “Export Growth and Canadian Economic Development”, Journal of Development Economics, 38, 133-145.
Sims, C. A.(1980), “Macroeconomics and Reality”, Econometrica, 48, 1-48.
Tan, Gerald(1983), “Export Instability, Export Growth and GDP Growth”, Journal of Development Economics, 12, 219-227.
Thornton, John(1997), “Exports and Economic Growth : Evidence from 19th Century Europe”, Economics Letters, 55, 235-240.
Toda, H. and Phillips, P. C. B.(1993), “Vector Autoregressive and Causality”, Econometrica, 61, 1367-1393.
____(1994), “Vector Autoregressive and Causality : A Theoretical Overview and Simulation Study”, Econometric Reviews, 13, 259-285.
Voivodas, Constantin S.(1974), “The Effect of Foreign Exchange Instability on Growth”, The Review of Economics and Statistics, 51(3), 410-422.
Yotopoulos, P. A. and J. B. Nugent(1976), “Economics of Development: Empirical Investigations”, Holiday Lithograph Corporation.
Wilson, Peter(1994), “Export Earnings Instability of Singapore, 1954-1988: A Time Series Analysis”, Journal of Asian Economics, 5(3), 399-412.
QRCODE
 
 
 
 
 
                                                                                                                                                                                                                                                                                                                                                                                                               
第一頁 上一頁 下一頁 最後一頁 top
系統版面圖檔 系統版面圖檔