臺灣博碩士論文加值系統

由於國際貿易對台灣的經濟影響甚鉅，故本研究想探討與國際貿易相關的影響變數對於台灣貿易的影響大小以及方向。本研究使用1994：1~2005：12之月資料進行研究探討，以VEC模型估計變數的長、短期影響，接著，使用一般化衝擊反應函數分析J曲線是否存在台灣。
本研究除了探討台灣的整體貿易，更就美國及日本兩國進行雙邊貿易的研究，結果可發現，不同的貿易對手國，變數的影響效果會產生差異性。另外，與過去研究台灣之季資料比較發現，月資料較容易表現出價格效果。
整體而言，本國所得對貿易影響為負，外國所得為正，實質匯率與匯率波動這兩個變數會因為貿易對手的不同而有所差異，故政策的實行應有多方面的考量。最後，台灣不存在傳統上的J 曲線型態。

Trade has a great impact on Taiwan’s economy, thus we want to know what variables affect the trade of Taiwan. The model is estimated on monthly data from 1994:1 to 2005:12 and using VECM to estimate both long-run and short-run effects of the variables considered. Then, generalized impulse response functions provide an approach to check whether a J-curve exists in Taiwan.
Except the aggregated trade of Taiwan, this study also examines Taiwan’s bilateral-trade conditions with US and Japan respectively. The estimated results could be very unlike because of different trade partners. Additionally, comparing with the quarterly data of Taiwan that gets from early studies, it is apparently that monthly data could give the price effect obviously.
Altogether, the effect on trade of domestic income is negative and that of foreign income is positive. There are some differences in real exchange rate and exchange rate volatility because of different trade partners. Finally, there is no traditional J-curve in Taiwan.

目錄

第一章 緒論…………………………………...……………….……………………1
第一節 研究動機與目的…………………………………………………………1
第二節 研究架構…………………………………………………………………2
第二章 文獻回顧……………………………………………………………………3
第一節 國外文獻…………………………………………………………………3
第二節 國內文獻………………………………………………………………..12
第三章 研究方法…………………………………...……………….……………..14
第一節 單根檢定………………………………………………………………..14
第二節 共整合檢定……………………………………………………………..15
第三節 向量誤差校正模型……………………………………………………..19
第四節 自我迴歸條件異質變異模……………………………………………..20
第五節 一般化衝擊反應函數…………………………………………………..21
第四章 實證模型及資料…………………………...……………….……………..23
第一節 實證模型………………………………………………………………..23
第二節 資料來源………………………………………………………………..28
第三節 資料處理………………………………………………………………..29
第五章 實證結果及分析…………………………...……………….……………..31
第一節 單根檢定結果…………………………………………………………..31
第二節 共整合檢定結果………………………………………………………..32
第三節 向量誤差校正模型估計結果…………………………………………..36
第四節 一般化衝擊反應函數估計結果………………………………………..38
第六章 結論與建議………………………………...……………….……………..43
第一節 結論……………………………………………………………………..43
第二節 研究限制與外來研究…………………………………………………..44
參考文獻……………………………………………………………………………..46
附錄…………………………………………………………………………………..50

表目錄

表4-1 實證模型之使用變數………………………………………………………28
表5-1 台灣對加總之貿易餘額單根檢定結果表…..……………………………..31
表5-2 台灣對加總之貿易餘額VAR模型最式落後期選擇……………………...33
表5-3 台灣對加總之貿易餘額共整合檢定表……………………………………34
附表1 VEC模型估計結果表……………………………………………………..50

圖目錄

圖5-1 台灣對加總之貿易餘額的一般化衝擊反應分析…………………………38
圖5-2 台灣對美國之貿易餘額的一般化衝擊反應分析…………………………40
圖5-2 台灣對日本之貿易餘額的一般化衝擊反應分析…………………………41

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