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研究生:陳韻婷
研究生(外文):Yun-Ting Chen
論文名稱:OECD國家財政支出與經濟成長之間的因果關係:Wagner法則的驗證
論文名稱(外文):The Relationship between Government Expenditure and Economic Growth in the OECD Countries : Test of Wagner’s Law
指導教授:陳仕偉陳仕偉引用關係
指導教授(外文):Shyh-Wei Chen
學位類別:碩士
校院名稱:大葉大學
系所名稱:國際企業管理學系碩士班
學門:商業及管理學門
學類:企業管理學類
論文出版年:2009
畢業學年度:97
語文別:中文
論文頁數:47
中文關鍵詞:Wagner 法則共整合檢定因果關係
外文關鍵詞:Wagner’s Lawcointegrationcausal relationship
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政府支出與經濟成長之間的互動關係,一直是政府相關部門與學者專家關心的議題。Wagner 法則認為經濟活動的熱絡會增加政府的稅收而促進政府成長,隱含經濟成長對於政府支出存在因果關係。本文探討政府支出與經濟成長之間的因果關係,我們以 OECD 七個國家為研究對象,在研究方法上,首先應用單根定檢視資料的非定態性質,在共整合的檢定過程中,我們採用 Pesaran et al. (2001) 的邊界共整合檢定法進行實證研究,為了驗證邊界檢定結果的頑強性,最後以 Granger 因果檢定法檢定變數間的關係。線性因果關係檢定結果可得,泰國支持華格納法則;義大利與紐西蘭支持凱因斯假說;而丹麥、菲律賓、新加坡與瑞士均不支持華格納假說或凱因斯假說。
This paper examines the relationships between government expenditure and economic growth for 7 OECD countries. We adopt unit root tests to determine the existence of a unit root of each series. We then employ the autoregressive distributed lag (ARDL) bounds testing approach to test for cointegration. The advantages of the ARDL approach are not prerequisite to examine the non-stationarity property and order of intergration of the variables. The procedure can be employed regardless of whether the underlying variables are integrated of order zero i.e. I(0), integrated of order one i.e. I(1) or fractionally integrated. F-test is used to examine whether a cointegrating relationship exists among the variables. The results show that Thailand supports Wagner’s law; Italy and New Zealand support Keynesian theory; Denmark, Philippines, Singapore and Switzerland support neither Wagner’s law nor Keynesian theory.
中文摘要 ..................... iii
英文摘要 ..................... iv
誌謝辭  ..................... v
內容目錄 ..................... vi
第一章  前言................... 1
第二章  文獻回顧................. 5
第三章  實證方法................. 9
  第一節  單根檢定............... 9
  第二節  共整合檢定.............. 12
第三節 因果關係檢定............. 15
第四章 實證結果................. 17
第一節 資料來源與基本統計特性........ 17
第二節 單根檢定結果............. 19
第三節 共整合分析檢定結果.......... 21
第四節 線性因果關係檢定結果......... 23
第五節 與過去文獻對比............ 25
第五章 結論與建議................ 27
參考文獻 ..................... 29
附錄A 各國變數成長率之基本統計量........ 37
附錄B 取對數原始資料的單根檢定表........ 39
附錄C 差分資料的單根檢定表........... 41
附錄D 無時間趨勢項模型之邊界檢定表....... 43
附錄E 有時間趨勢項模型之邊界檢定表....... 44
附錄F 線性因果關係檢定表............ 45
附錄G 各國因果關係結果整理........... 47
一、中文部份

吳定,張潤書,陳德禹,賴維堯(2001),行政學,台北:國立空中大學出版。

二、英文部份

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