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研究生:吳懿軒
研究生(外文):Yi -shiuan
論文名稱:勞動儲藏行為與景氣循環關聯性實證研究
論文名稱(外文):An Empirical Study on the Relationship between the Labor Hording and the Business Cycles in Taiwan
指導教授:賴宏彬賴宏彬引用關係
學位類別:碩士
校院名稱:國立中正大學
系所名稱:國際經濟所
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:2006
畢業學年度:94
語文別:中文
論文頁數:45
中文關鍵詞:勞動儲藏生產技術衝擊總要素生產率景氣循環
外文關鍵詞:technology shocks.labor hoardingtotal factor productivitybusiness cycles
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本文目的主要在探討廠商勞動儲藏行為與景氣循環的聯動關係。以台灣1982年1月到2003年12月的季資料加以分析,並以Burnside,Eichenbaum,Rebelo(1993) 所提出的實質景氣循環模型(RBC)為分析架構。當勞動儲藏變數加入RBC分析時,即可減少生產技術衝擊變異對綜合要素生產率的解釋,約可減少40%,使得造成實質景氣循環因素的索洛殘差不但能為生產技術衝擊項解釋並且能為勞動儲藏項解釋。經由實證結果得知,景氣擴張時,廠商增加勞動要素投入密集度,降低勞動儲藏,景氣緊縮時,廠商減少勞動要素投入密集度,提升勞動儲藏,因此廠商勞動儲藏行為的確能成為解釋景氣循環的重要因素之ㄧ。
In this paper we apply the methods of Burnside,Eichenbaum,Rebelo(1993) to investigate whether both the labor hoarding of manufactures and the real business cycles have some relationships in Taiwan. We conclude that the percentage of total factor productivity variability that technology shocks can account for is substantially reduced about 40 percent once labor hoarding is allowed for. It makes that the percentage of solow residual variability that not only technology shocks but also labor hoarding can account for is quite obvious. These empirical findings suggest that the manufactures increase labor input and reduce the labor hoarding during the economic expansion, but the manufactures reduce labor input and increase the labor hoarding during the economic contraction. The labor hoarding of manufactures indeed becomes one of the most important factors for explaining Taiwan’s business cycles.
目錄
第一章 緒論 1
第一節 研究動機 1
第二節 研究目的 2
第三節 本文架構 3
第二章 文獻回顧 4
第一節 RBC學派沿革與創新 4
第二節 勞動儲藏議題 7
2.1.1 勞動儲藏的評估 7
2.1.2 使用BER模型做為勞動儲藏衡量的原因 9
第三章 模型介紹 11
第四章 計量方法 16
第一節 一般動差法(GMM)估計 16
第二節 假設檢定 18
第三節 一般動差法的適用時機 19
第五章 實證結果分析 21
第一節 參數設定值 21
第二節 實證分析與結果 21
5.2.1 ADF單根檢定 21
5.2.2 X-12-ARIMA的季節調整方法與一階差分 22
5.2.3 利用Hodrick-Prescott過濾器平滑資料 23
5.2.4 參數和動差的結果與分析 25
第三節 勞動儲藏與景氣循環的關聯性 26
第六章 結論 31
參考文獻 32
附錄一 38
附錄二 40
附錄三 44

表目次
表一:BER模型以GMM計量方法估計出的參數估計值與標準差
36
表二:實證資料來源 37

圖目次
圖一:未經過季節調整的產出、政府消費、工時、資本存量、資本形成,民間消費
22
圖二:經過H-P filter 處理的產出、政府消費、工時、資本存量、
資本形成,民間消費
24
圖三:工作效率與實質產出(GDP)變動率(1982-2003) 27
圖四:工作效率與實質產出(GDP)變動率(1992-2003) 27
一、中文部分:
行政院主計處(1981),「中華民國七十年台閩地區工商業普查報告」。
行政院主計處(1981),「中華民國七十年台灣地區工商業固定資產現值調查報告」。
行政院主計處(1988),「中華民國七十七年台灣地區國富調查報告」。
行政院主計處(2003),「中華民國‧台灣地區勞動生產力趨勢分析報告」。
行政院勞委會(2003),「中華民國勞動統計年報」。
邱文賢(1992),「台灣工業部門資本存量推估研究」,《台灣銀行季刊》,43:3,頁230-257。
張雅棻 官德星(2004),「總要素生產力與經濟成長:台灣的實證研究」,《經社法制論叢》,36:3,頁230-257。
陸怡蕙(1999),「解析勞動儲藏與勞動報酬短期遞增的關係」,《農業經濟叢刊》,5:1,頁121-132。

二、英文部分:
Abbott, T.A., Z. Griliches, and J. Hausman, (1988), “Short-Run Movements in Productivity Market Power versus Capacity Utilization”, mimeo.

Basu, S., (1996), “Procyclical Productivity: Increasing Returns or Cyclical Utilization?”, Quaterly Journal of Economics, 111, pp.720-751.

Burnside, C.,(1999), “Real Business Cycle Models: Linear Approximation and GMM Estimation”, The World Bank.

Burnside, C., and M. Eichenbaum, (1996), “Factor-Hoarding and the Propagation of Business-Cycle Shocks”, American Economic Review, 86, pp.1154-1174.

Burnside, C., M. Eichenbaum, and S. Rebelo, (1993), “Labor Hoarding and the Business Cycle”, Journal of Political Economy, 101, pp.245-273.

Caballero, R., and R.K. Lyons, (1992), “External Effects in U.S. Procyclical Productivity”, Journal of Monetary Economics, 29, pp. 209-226.

Christiano, L., and M. Eichenbaum, (1992), “Current Real Business Cycle Theories and Aggregate Labor-Market Fluctuations”, American Economic Review, 82, pp. 430-450.

Christiano, L., and M. Eichenbaum, (1988), “Is Theory Really Ahead of Measurement? Current Real Business Cycle Theory and Aggregate Market Fluctuations”, NBER Working Papers, NO. 2700.

Eichenbaum, M., (1991), “Real Business-Cycle Theory Wisdom or Whimsy”, Journal of Economic Dynamics and Control, 15, pp.607-626.

Fair, R., (1985), “Excess Labour and the Business Cycle”, American Economic Review, 75, pp. 239-45.

Fairise, X., and F. Langot, (1994), “Labor Productivity and the Business cycle: Can R.B.C. Models Be Saved?”, European Economic Review, 38, pp.1581-1594.

Fay, J.A., and J.L. Medoff, (1985), “Labor and Output Over the Business Cycle: Some Direct Evidence”, American Economic Review, 75, pp.638-655.

Felices, G ., (2003), “Assessing the Extent of Labor Hoarding”, Bank of England Quarterly Bulletin, 43, pp.198-206.

Hamermesh, D., (1993), “Labor Demand”, Princeton University Press.

Hamilton, J. D., (1994), “Time Series Analysis”, Princeton University Press.

Hall, R., (1988), “The Relation between Price and Marginal Cost in U.S. Industry”, Journal of Political Economy, 96, pp.921-947.

Hansen, L.P., (1982), “Large Sample Properties of Generalized Method of Moments Estimators”, Econometrica, 50, pp.1029-1054.

Hansen, G. D., (1985), “Indivisible Labor and the Business Cycle”, Journal of Monetary Economics, 56, pp.309-327.

Hodrick, R.J., and E.C. Prescott, (1997), “Post-War Business Cycles: An Empirical Investigation”, Journal of Money, Credit and Banking, 29, pp.1-16.

Horning, B.C., (1994), “Labor Hoarding and the Business Cycle”, International Economic Review, 35, pp.87-100.

Jaimovich, N., (2004), “Firm Dynamics, Markup Variations, and the Business Cycle”, mimeo, University of California, San Diego.

King, R.G.., and S. Rebelo, (1999), “Resuscitating Real Business Cycles”, in John Taylor and Michael Woodford, eds., Handbook of Macroeconomics, pp.928-1002.

King, R., C. Plosser., and S. Rebelo.,(1998), “Production, Growth and Business Cycles: Technical Appendix”, mimeo.

Kydland, F.E., and E.C. Prescott, (1982), “Time to Build and Aggregate Fluctuations”, Econometrica, 50, pp.1345-1370.

(1999) “Generalized Methods of Moments Estimation,” Cambridge University Press.

Long, J., and C. Plosser, (1983), “Real Business Cycles”, Journal of Political Economy, 91, pp. 39-69.

Lucas, R.E., and E.C. Prescott,(1971) “Investment Under Uncertainty”, Econometrica, 39, pp. 659-81.

Ogaki, M., (1993), “Generalized Method of Moments: Economertic Applications”, in G.. S. Maddala, C. R. Rao, and H. D. Vinod. Eds, Handbook of Statistics, II.

Prescott, E., (1986), “Theory Ahead of Business-Cycle Measurement”, Carnegine-Rochester Conference Series on Public Policy, 25, pp.11-44.

Rogerson, R., (1988), “Indivisible Labor, Lotteries and Equilibrium”, Journal of Monetary Economics, 21, pp.3-16.

Schor, J.B., and S.Bowles, (1987), “Employment Rents and the Incidence of Strikes”, Review of Economics and Statistics, 69, pp.584-92.

Summers, L.,(1986), “Some Skeptical Observation on the Real Business Cycle Theory”, Quarterly Review: Federal Reserve Bank of Minneapolis, 10, pp.23-27.

Taylor, J., (1979), “The Theory and Measurement of Labor Hoarding: A Comment”, Scottish Journal of Political Economy, 26, pp.191-201.
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