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研究生:李旻錞
研究生(外文):Min-chung Lee
論文名稱:實質匯率對台灣就業和工資的影響
論文名稱(外文):The effect of real exchange rate on employment and wage in Taiwan
指導教授:邱魏頌正邱魏頌正引用關係
指導教授(外文):Song-zan Chiou-wei
學位類別:碩士
校院名稱:南華大學
系所名稱:管理經濟學系經濟學碩士班
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:2009
畢業學年度:97
語文別:中文
論文頁數:44
中文關鍵詞:勞動市場實質匯率Johansen 共整合模型向量誤差修正模型
外文關鍵詞:labor marketJohansen modelsVector error correct model(VECM)real exchange rate
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  由於台灣是屬於出口為導向的海島型經濟體系,匯率為影響進出口貿易量之重要條件。而匯率變動若處於相當不穩定之狀態,將使得廠商面臨著潛在性匯兌風險的壓力隨之提高,使得廠商趨向保守的態度而不敢大量的投入資金於貿易市場上,故造成訂單上的減少而逐漸衝擊到廠商僱佣勞動市場(就業和工資)上的偏好。因此,台灣廠商面臨著匯率不穩定之狀態是否會調整勞動市場(就業和工資)以彌補財務上的損失是一個值得探討的問題。本文除了探討實質匯率對於勞動市場(就業和工資)的影響之外,並且針對彼此之間的長、短期關係的影響深入的探討,以釐清實質匯率對於勞動市場(就業和工資)之間的關係。在實證方法上則採用Johansen 共整合模型以及向量誤差修正模型(vector error correction model,VECM)探討實質匯率對於勞動市場(就業和工資)之間的關係,期間為1980 年至2007 年之季資料(1980Q1:2007Q4);另外,本文亦針對台灣主要七大產業作實證上之探討,分別為工業、製造業、服務業、批發及零售業、住宿及餐飲業、運輸、倉儲及通信業和金融及保險業等產業。實證結果顯示出實質匯率在短期中除了金融及保險業的就業方面無任何顯著性之效果外,其餘的產業(如工業、製造業、服務業、批發及零售業、住宿及餐飲業、運輸、倉儲及通信業)皆呈現出顯著性的負面影響;而在長期中對於所有產業(如工業、製造業、服務業、批發及零售業和金融及保險業)則無任何顯著性的影響,除了住宿及餐飲業和運輸、倉儲及通信業。另一方面,實質匯率在長、短期中對於所有產業(如工業、製造業、服務業、批發及零售業、住宿及餐飲業、運輸、倉儲及通信業和金融及保險業)的工資方面皆無任何顯著性的影響,此結果與過去文獻中的觀點完全相反。
  Taiwan is a developed country with heavy trading activities, and exchange rate has been a crucial factor in the economy. Theoretically, faced with potential exchange rate risk and under the pressure of decreasing orders, firms tend to hire less labor and cut down wage gradually. This is an important issue that was not dealt with for an export-oriented country like Taiwan in the past. This thesis uses Johansen model and Vector error correct model(VECM)to study the real effect of exchange rate on labor market(employment and wage) using quarterly data from 1980 to 2007. Besides, this thesis focuses on seven industries: industry, manufacturing, service, selling and retail business, accommodation, transporting, storage and communication, finance and insurance, etc. The evidence shows that real exchange rate will impact in the short run on the industry, manufacturing, service, selling and retail business, accommodation, transporting, storage and communication industries employment; but else industries are not significant effects. In the long run, real exchange rate will not impact employment in the most of industries except accommodation, transporting, storage and communication. Furthermore, real exchange rate will not impact, both in the short or long run, on the wage, which is opposite to viewpoint of the past studies.
誌謝………………………………………………………………………I
摘要………………………………………………………………………II
Abstract………………………………………………………………III
目錄………………………………………………………………………IV
表目錄……………………………………………………………………V
  
第一章 前言………………………………………………………………1
  
第二章 文獻回顧…………………………………………………………4
  
第三章 資料來源、模型設定與變數選取以及計量方法……………11
第一節 資料來源………………………………………………………11
第二節 模型設定與變數假設…………………………………………12
第三節 計量方法………………………………………………………13
  
第四章 實証結果………………………………………………………19
第一節 單根檢定(ADF、PP)………………………………………19
第二節 Johansen 模型與誤差修正模型(VECM).…………………21
  
第五章 結論與建議……………………………………………………36
  
參考文獻…………………………………………………………………38
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