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研究生:邱奇珍
研究生(外文):Chi-Chen Chiu
論文名稱:實質工資對失業衝擊的非線性反應─台灣之實證
論文名稱(外文):Real Wages Respond Non-linearly to Unemployment Shocks: Evidence from Taiwan
指導教授:張倉耀張倉耀引用關係
指導教授(外文):Tsang-Yao Chang
學位類別:碩士
校院名稱:逢甲大學
系所名稱:經濟學所
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:2005
畢業學年度:93
語文別:中文
論文頁數:60
中文關鍵詞:實質工資僵固性門檻自我迴歸模型動能門檻自我迴歸模型自我迴歸落遲分配界限檢定非線性調整
外文關鍵詞:TARARDL Bounding TestReal Wage RigidityM-TAR
相關次數:
  • 被引用被引用:6
  • 點閱點閱:378
  • 評分評分:
  • 下載下載:103
  • 收藏至我的研究室書目清單書目收藏:2
本研究之目的在於,驗證台灣實質工資的非線性動態調整過程。 近幾年來,因為面對國內外許多重大事件的衝擊,造成勞動市場失衡,失業率不斷攀升,身負調節機能的工資,似乎沒有發揮太多功效。對此現象,本研究援用效率工資模型做為總體經濟理論之基礎;在計量經濟方法論上,首先利用Johansen共整合和ARDL Bounding檢定,確定實質工資、失業率和生產力之間存在長期均衡關係,其次則是應用Enders and Siklos (2001)的門檻自我迴歸模型(threshold autoregressive model, TAR)和動能門檻自我迴歸模型(momentum threshold autoregressive model, M-TAR)進行實證分析,研究結果發現,實質工資具有向下僵固性,因此對於失業率改變所造成的衝擊,其行為反應是,在門檻值以下,反向調整至長期均衡的速度大於門檻值以上的反向調整速度,即實質工資與失業率之間,存在非線性的衝擊反應特性,這正是本研究所要揭示的。
The purpose of this research is to test the nonlinear and dynamic adjustments in Taiwan real wages. Recently, because facing many domestic and international impacts of major events that cause the labor market to be out-of-balance. The rate of unemployment is soaring and the wages which regulate the adjustment function seems not to function efficiently. Under this situation, this research quotes the efficiency wage model for the foundation of the macroeconomic theory. In the econometric methodology, we adopt Johansen cointegration tests and ARDL Bounding tests to test the long run relationship between real wages, unemployment and productivity at first. Secondly, we applied threshold autoregressive model and momentum threshold autoregressive model (Enders and Siklos, 2001) for our empirical analysis. The empirical results find the downward rigidity in real wages. When real wages reacts to the rate of unemployment changes, the speed of reverse adjustment to the long run equilibrium under the threshold value is speedier than it is over the threshold value. Namely, the relationship between the real wages and the rate of unemployment exist non-linear phenomena. This is the main point that our research wants to address.
【目 錄】

第一章、緒論
1.1研究背景 1
1.2研究動機 3
1.3研究架構與流程 5

第二章、文獻回顧
2.1實證研究文獻回顧 7

第三章、理論模型
3.1效率工資理論 10
3.2實證模型 11

第四章 研究方法
4.1單根檢定 12
4.2 Johansen共整合檢定 18
4.3自我迴歸落遲分配界限檢定 21
4.4非線性共整合檢定 24
4.5門檻誤差修正模型 26
4.6 殘差診斷性檢定 27

第五章 實證結果與分析
5.1資料收集與整理 30
5.2資料特性 32
5.3實證結果與分析 36

第六章 結論與建議
6.1結論 52
6.2建議 53

參考文獻 55


【表目錄】

表1-1國內外大事年表 3
表2-1文獻回顧整理表 9
表5-1資料來源 30
表5-2資料之敘述統計 33
表5-3傳統單根檢定 37
表5-4非線性KSS單根檢定 38
表5-5 Johansen共整合檢定 39
表5-6 ARDL Bounding檢定 41
表5-7 UECM的係數估計表 42
表5-8 UECM的殘差診斷性檢定 43
表5-9門檻自我迴歸模型設定 45
表5-10 TECM的係數估計表 49
表5-11 TECM的殘差診斷性檢定 51


【圖目錄】

圖1-1台灣總體經濟變數時間序列圖 2
圖1-2 研究流程 6
圖5-1資料趨勢圖 34
圖5-2 UECM的CUSUM檢定圖 44
圖5-3 UECM的CUSUMSQ檢定圖 44
圖5-4 TAR模型 46
圖5-5 M-TAR模型 46
參考文獻

林淑惠 (2002),「台灣區域性失業率之磁滯效應─Panel單根檢定方法與應用」,逢甲大學經濟學系所碩士論文。
施彥青 (1998),「工資決定因素及長期均衡之探討」,東吳大學經濟學系研究所碩士論文。
楊曉姍 (2002),「台灣失業率的不對稱性─理論與實證分析」,台灣大學經濟學系研究所碩士班。
羅秋雲 (1992),「努力程度、工資與非自願性失業─一些效率工資的探討」,逢甲大學經濟學系研究所碩士論文。
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