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研究生:戴韻珊
論文名稱:臺灣地下經濟之探討-MIMIC模型之應用
指導教授:孫佳宏老師
學位類別:碩士
校院名稱:國立中正大學
系所名稱:國際經濟研究所
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:2004
畢業學年度:92
語文別:中文
論文頁數:58
中文關鍵詞:地下經濟MIMIC模型
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本文首先利用三種傳統的估計方法:通貨對活期存款比率法、交易法與貨幣需求法,來估計台灣地下經濟粗略規模,再進一步利用Jöreskog and Goldberger (1975) 所提出的MIMIC (multiple indicators and multiple causes) 模型,將地下經濟視為一個不可觀測之變數 (latent variable or unobservable variable),同時設定導致地下經濟的原因為成因變數 (causes),而前三種估計方法所估計出的地下經濟粗略規模作為指標變數 (indicators)。此不可觀測之變數一方面會受成因變數的影響,另一方面也會反應在指標變數上,利用這樣的關係,本文將可以更精確地求出台灣地下經濟的規模。研究結果發現臺灣1962年∼2002年地下經濟規模為27%∼5.6%,有逐年下降的趨勢。
第1章 緒論 1
1.1 研究動機 1
1.2 研究目的 2
1.3 研究架構 3
第2章 地下經濟之介紹與文獻回顧 4
2.1 地下經濟的意義 4
2.2 地下經濟的成因 6
2.3 地下經濟的影響 8
2.4 地下經濟估計方法之文獻回顧 9
2.4.1 直接估計法 9
2.4.2 間接估計法 11
2.4.3 多指標與多成因的方法 (multiple indicators and multiple causes;MIMIC model) 17
第3章 理論模型與估計步驟 22
3.1 通貨對活期存款比率法 22
3.2 交易法 23
3.3 貨幣需求法 25
3.4 MIMIC模型 27
第4章 台灣地下經濟實證結果 31
4.1 通貨對活期存款比率法 31
4.2 交易法 35
4.3 貨幣需求法 41
4.4 MIMIC模型 46
第5章 結論 51
參考文獻 53
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