臺灣博碩士論文加值系統

台灣經濟因參與國際組織失利與兩岸互動僵局，而存在被「邊緣化」的危險，近來一直是各界討論的焦點。 2005 年12月東亞峰會我方不得其門而入，以及今年總統元旦文告宣示兩岸經貿政策將持續緊縮的趨勢下，我國是否因此加速陷入經濟「邊緣化」的困境，進而影響國內總體經濟與國際金融的穩定性，已成為重要的政策研究課題。本文研究目的，在於考量中、台、日、美等四國在東亞區域經濟所扮演的角色及其互動關係之後，建立一個多國經濟協作模型，並針對台灣參與國際經濟合作機制與經濟邊緣化之間的關係，進行定義並予以量化評估。本文將葉國俊 (2005) 的總體賽局模型進行擴充，在各國仍保有財政與貨幣政策工具等假設下，運用Nash (1950, 1953) 只探討合作機制的效率解，但不論及協商過程的研究方法，建立十五項虛擬的經濟協調合作機制，重新觀察在各種經濟衝擊下，台灣若參與包含中國在內的各種經濟合作架構，是否能使我國較非合作賽局的現況為佳。根據模擬的結果，兩岸合作是台灣免於邊緣化的可行方式但非唯一選項，且台灣無須擔憂中國能結合美、日大國使台灣落入邊緣化的險境中，但台灣在某些合作賽局機制的損失函數值可小於非合作賽局值，表示參與區域性經濟合作機制，對我國總體經濟穩定性應具正面效益。

Economic marginalization has been a main concern in Taiwan because of the country’s imbalanced economic and political relations with China, and its failure to participate in important international organizations. In this thesis we linked the regional cooperative mechanism to economic marginalization, and established a model to describe the relationship among China, Taiwan, Japan, and the United States. We want to analyze whether there exists any possible coalitional options to help stabilize Taiwan’s economy when it is confronted by a shock. The results are: (1) Taiwan should actively participate in regional cooperative originations including those belonging to China；(2) China is unable to ally with the United States or Japan to force Taiwan into the stress of marginalization. This analysis is preliminary but it would provide a direction for cross-strait policies and future economic development for Taiwan.

1 前言………………………………………………………………………………………1
2 模型結構與估計結果……………………………………………………………………4
2.1模型設定……………………………………………………………………...............4
2.2資料來源與處理…………………………………………………………………5
2.3實證資料分析………………………………………………………………………6
2.3.1單根檢定………………………………………………………………………7
2.3.2 Johansen共積檢定…………………………………………………………7
2.3.3誤差修正模型…………………………………………………………………9
3 理論模型假定與經濟政策設計………………………………………………………12
3.1 假設………………………………………………………………………………12
3.2 非合作、完全合作、與部份合作賽局………………………………………………14
3.2.1 損失函數與限制式 ………………………………………………………14
3.2.2 賽局設計…………………………………………………………………...16
4 模擬分析……………………………………………………………………………18
5 結論……………………………………………………………………………………25
附錄1. 非合作與合作賽局的解法…………………………………………………………27
附錄2. 敏感度分析…………………………………………………………………………30
注釋…………………………………………………………………………………...............36
參考文獻…………………………………………………………………………………38

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