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研究生:來以平
研究生(外文):Yi P. Lai
論文名稱:東北亞四國國防支出與經濟成長相關性研究
論文名稱(外文):The Relationship between Defense Expenditure and Economic Growth in Taiwan, Japan, South Korea and China
指導教授:郭國誠郭國誠引用關係陳美惠陳美惠引用關係
指導教授(外文):Kuo C. KuoMei H. Chen
學位類別:碩士
校院名稱:國防大學國防管理學院
系所名稱:國防財務資源研究所
學門:商業及管理學門
學類:財務金融學類
論文種類:學術論文
論文出版年:2009
畢業學年度:97
語文別:中文
論文頁數:59
中文關鍵詞:國防支出經濟成長單根檢定共整合分析因果關係檢定
外文關鍵詞:Defense expenditureThe panel cointegration testsEconomic growthThe panel unit root
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本文研究對象為東北亞四國台灣、日本、韓國及中國,並以台灣、日本、韓國為ㄧ群組(資本主義國家),對照中國(社會主義國家),進行國防支出與經濟成長相關性研究。運用橫斷面 (Cross-Section Data) 和時間序列 (Time Series) 數據資料,分析國防支出增長與經濟成長之間的關係。以「國內生產毛額成長率」、「國防支出成長占前期國內生產毛額比率」及「勞動力成長率」為變數,透過1991年至2007年四國共68筆資料,進行Panel單根檢定、Panel共整合分析與Granger 因果關係檢定,檢定結果顯示後冷戰時期東北亞台灣、日本、韓國(資本主義國家)國防支出成長對經濟成長影響無顯著因果關係;中國(社會主義國家)國防支出成長對經濟成長影響有顯著因果關係。
This research studies four countries in Northeast Asia including Taiwan, Japan, Korea and China, relating Taiwan, Japan and Korea as a group (Capitalist countries) into comparison with China (Socialist country), to carry out defense expenditure and economic growth related research. The use of cross-section and time series data, analysis of defense spending growth and the relationship between economic growth. To “GDP growth rate”, “Defense expenditure accounted for the early growth rate of GDP” and “Labor force growth rate”, as the variables, through the 1991 to 2007 between the four countries 68 data, information on the panel unit root tests, the panel cointegration tests, and the Granger causality tests. The results showed that after the Cold War in Northeast Asia, there were no obvious relations between the defense expenditure growth rate and the economic growth rate in Taiwan, Japan and Korea (Capitalist countries). On the contrary, in China (Socialist country), the relations between the defense expenditure growth rate and the economic growth rate are quite obvious.
摘 要 ii
誌 謝 iv
目 錄 v
圖目錄 vii
表目錄 viii
第一章 緒論 1
1.1 研究背景與動機 2
1.2 研究目的與範圍 3
1.2.1 研究目的 3
1.2.2 研究範圍 5
1.3 研究架構與步驟 5
第二章 文獻探討 9
2.1 國防支出與經濟成長關係 9
2.1.1 國防支出與經濟成長有負面效應 9
2.1.2 國防支出與經濟成長有正面效應 12
2.1.3國防支出與經濟成長包含正負效應或效應不顯著 16
2.2 其他國外相關文獻 21
第三章 研究方法 25
3.1 Panel單根檢定 25
3.1.1 Levin, Lin and Chu Test (LLC Test) 26
3.1.2 Im, Pesaran and Shin Test (IPS Test) 27
3.1.3 Hadri Test 28
3.2 Panel共整合檢定 29
3.2.1 共整合分析之概念 29
3.2.2 共整合個數的檢定 32
3.2.3 落後期選擇方法 32
3.3 Panel誤差修正模型 33
第四章 實證分析 36
4.1資料來源與處理 36
4.2 Panel單根檢定 37
4.2.1 資本主義國家Panel單根檢定結果 38
4.2.2 社會主義國家單根檢定結果 39
4.3 Panel共整合檢定 41
4.3.1 資本主義國家Panel共整合檢定結果 41
4.3.2 社會主義國家共整合檢定結果 43
4.4 Panel誤差修正模型 44
第五章 結論與建議 48
5.1 結論 48
5.2 後續研究建議 50
參考文獻 51
中文部份 51
英文部分 54
網路資料 59
圖1-1 研究架構圖 6
圖1-2 研究步驟圖 7
圖3-1 研究流程圖 35
表2-1 國防支出對經濟成長的相關文獻整理 23
表4-1 變數定義表 37
表4-2 資本主義國家Panel原始單根檢定結果 38
表4-3 資本主義國家Panel一階差分單根檢定結果 39
表4-4 社會主義國家原始單根檢定結果 40
表4-5 社會主義國家一階差分單根檢定結果 41
表4-6 資本主義國家Panel共整合檢定結果(G) 42
表4-7 資本主義國家Panel共整合檢定結果(D) 42
表4-8 資本主義國家Panel共整合檢定結果(L) 43
表4-9 社會主義國家共整合檢定結果 44
表4-10 資本主義國家Panel最適落後期數選取檢定表 45
表4-11 社會主義國家最適落後期數選取檢定表 45
表4-12 資本主義國家Panel誤差修正實證結果 45
表4-13 社會主義國家誤差修正實證結果 46
中文部份
1. 王廷軒、郭國誠、王維康(2007),「台灣國防支出與經濟發展相關性之研究」,2007管理創新與新願景研討會。
2. 宋根來(1995),「國防支出與經濟成長關係之探討」,國立台灣大學三民主義研究所未出版碩士學位論文。
3. 李美娟(2005),「從隨機共整合角度分析台灣國防支出規模與經濟成長之關係」,國立中山大學經濟研究所未出版碩士學位論文。
4. 杜國靜(2002),「我國政府支出與經濟成長關係之研究」,朝陽科技大學財務金融系未出版碩士學位論文。
5. 汪進揚、趙一鳴(2005),「經濟發展與國防需求關係之研究」,真理財經學報,第12期,頁24-47。
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8. 查台傳(2004),「國防預算規模合理化之研究」,國立台灣大學政治學研究所公共行政組未出版碩士學位論文。
9. 張清興(1988),「國防支出與經濟成長因果關係之研究」,國防管理學院資源管理研究所未出版碩士學位論文。
10. 馮惠珊、沈振銘(2002),「我國國防支出對經濟成長影響之研究」,亞太社會科技學報,第1卷,第2期,頁159-175。
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12. 葉恆菁(2001),「國家經濟能力、軍事防禦能力與國防預算關係之研究」,國防管理學報,第24卷,第1期,頁45-59。
13. 劉立倫、汪進揚、葉恒菁(2003),「軍事防禦能力、國家經濟能力與國防預算關係之研究」,國防管理學報,第24卷,第1期,頁45-59。
14. 劉立倫、翁慈青(2005),「大陸軍事威脅、國家經濟能力與我國防預算因果影響關係之探討」,國防管理學報,第26卷,第2期,頁21-36。
15. 劉純之(1994),「國防預算、經濟成長與社會福利」,83年度國防事務管理研討會論文,國家政策研究中心。
16. 潘建華(2006)。「就美對外軍售來探析我國對美之軍購作為」,《空軍學術雙月刊》,第590期,頁69-86。
17. 賴振生、蔡政文(2002),「後冷戰時期東北亞區域安全體制建立之研究」,國立臺灣師範大學三民主義研究所未出版博士學位論文。
18. 賴岳謙(2003),「軍購與軍備體制對台灣軍事工業發展的影響」,全球防衛雜誌:軍事家,第231期,頁76-79。
19. 聶建中、劉自強(2005),「經濟成長與國防支出之非線性關聯性研究-縱橫門檻效果分析」,國防管理學報,第26卷,第1期,頁1-13。
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4. Barro, R. J. (1990), “Government Spending in a Simple of Endogenous Growth”, Journal of Political Economy, 98(2/5), PP. 103-126.
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網路資料
1. 中華民國行政院主計處,網址:http://www.stat.gov.tw/mp.asp?mp=1。
2. 中華民國外交部,網址:http://www.mofa.gov.tw/。
3. 中華民國國防部,網址:http://www.mnd.gov.tw/。
4. 商業週刊,網址:http://www.businessweekly.com.tw/。
5. 瑞典斯德哥爾摩國際和平研究所,網址:http://www.sipri.org/。
6. 世界銀行,網址:http://www.worldbank.org/。
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