跳到主要內容

臺灣博碩士論文加值系統

(3.235.120.150) 您好!臺灣時間:2021/08/03 07:18
字體大小: 字級放大   字級縮小   預設字形  
回查詢結果 :::

詳目顯示

我願授權國圖
: 
twitterline
研究生:黃雍漢
研究生(外文):Yeong-haan Huang
論文名稱:台灣景氣循環研究
論文名稱(外文):The business cycles of Taiwan
指導教授:梁國源梁國源引用關係
指導教授(外文):Kuo-Yuan Liang
學位類別:碩士
校院名稱:國立臺灣大學
系所名稱:經濟學研究所
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:2009
畢業學年度:97
語文別:英文
論文頁數:47
中文關鍵詞:Kitchin循環Juglar循環頻譜分析景氣循環交互作用
外文關鍵詞:Kitchin CyclesJuglar CyclesSpectral AnalysisBusiness CyclesInterplay of Cycles
相關次數:
  • 被引用被引用:8
  • 點閱點閱:380
  • 評分評分:
  • 下載下載:0
  • 收藏至我的研究室書目清單書目收藏:0
景氣循環是現實經濟當中的一股重要力量。然而,對於景氣循環的關注大多集中在短週期的存貨循環,而其他的中長週期循環所得到的關注與它們對經濟的影響力相比卻相當短少。因此,本研究使用應用台灣資料與頻譜分析,說明除了經建會認定的3至5年的短循環之外,7至11年的中循環以及更長的循環也同時存在,應受更多重視。決策者尤其應當在形成反景氣政策時加強對於中長週期循環的理解並加入考量。政治人物可以藉由對於中長週期循環的研究搭配上對短週期循環既有的知識來了解’景氣循環的下行週期的深度以及長度,以便在應對經濟衰退時更能以有限的資源做出更具效益的政策。
The business cycle is an important force in the economy. However, the attention on it is mostly on the short-term inventory cycle, while the other cycles receive way fewer notice than it should for the influence it has on the economy. Therefore, this thesis attempts to illustrate that middle cycles of 7-11 years and even longer cycles exist in addition to the commonly acknowledged 3-5 year short run cycles identified by the CEPD of Taiwan and deserves enhanced consideration using Taiwanese data and spectral analysis, Decision makers should put the higher order cycles into exceptional consideration specially when forming countercyclical policies. Politicians can have a better understanding of the depth and scope of economic downturns through the studies of middle and long waves in addition to the short cycles, and thus optimize the choice and strength of policies implemented, especially with limited resources.
口試委員會審定 i
誌謝 ii
中文摘要 ii
英文摘要 iv
目錄
圖目錄
表目錄
第一章 Introduction 9
第二章 Business cycles 11
2. 1 The Kitchin Inventory Cycle and the Juglar Fixed Investment cycle 15
2.2 The Kuznets building cycle 17
2.3 The Kondratieff 18
第三章 The business cycles in Taiwan 20
3. 1 Cycle Identification 20
3.2 Cycles in Real GNP growth 29
第四章Spectral Analysis 33
第五章 Conclusion 37

Reference 39
Appendix A 42
Appendix B 44
Abramnovitz, M, (1956). ‘Resources and output trends in the United States since 1870’, Thesiss and Proceedings, American Economic Review, 46, 5-23.
Abramnovitz, M,(1964). Evidences of Long Swings in Aggregate Construction Since the Civil War (NBER, Columbia University press)
Bloomfield, P. (1976). Fourier Analysis of Time Series: An Introduction (Wiley)

Burns, A.F. (1934). Production Trends in the Un, 4ited States Since 1870 (National Bureau of Economic Research)
Chatfield, C. (1989) The analysis of time series, fourth edition (Chapman & Hall)
Dauten, C.A. & L.M. Valentine (1978). Business Cycles and forecasting (5th edition, Prentice-Hall)
Van Duijn, J. J. (1983). The long wave in economic life (George Allen & Unwin Publishers Ltd., London)
Fisher, R. A. (1929). Tests of significance in harmonic analysis. Proceedings of the Royal Society, Series A, 125, 54-59.
Easterlin, R,A. (1968). Population, Labor Force, and Long Swings in Economic Growth: the American Experience (NBER, Columbia University Press)
Evans, M.K. (1969). Macroeconomic Activity (Harper & Row)
Van Gelderen, J. (1913). ‘Springvioed: beschouwingen over industrieele ontwikkeling en prijsbeweging’, De Nieuwe Tijd, 18,253-77, 369-84 and 445-64
Granger, C. W. J. (1964). Spectral analysis of economic time series (Princeton University Press, Princeton, New Jersey)
Granger, C. W. J. (1966). The typical spectral shape of an economic variable, Econometrica, 34, 150–161
Haberler, G. (1937). Prosperity and Depression (Allen & Unwin)
Hansen, A.H. (1964). Business Cycles and National Income (expanded edition, W. W. Norton)
Juglar, C.(1862). Des crisis commerciales et leur retour periodique en France, en Angleterre et aux WEtats Unis (Librarie GUullaumin et cie).
Kitchein, J. (1923). Cycles and trends in economic factors, Review of Economic Statistics, 5, 10-16.
Klotz, B.P. & L. Neal (1973) ‘Spectral and cross-spectral analysis of the long-swing hypothesis’, Review of Economics and Statistics, 55, 291-98.
Kondratieff, N.D. (1926). ‘Die langen Wellen der Kunjunktor’, Archiv fur Sozalwissenschaft and Sozialpolitik, 56, 573-609.
Kuznets, S. (1930). Secular Movements in Production and Prices (Houghton Mifflin)
Kuznets, S. (1952). ‘Long -term changes’, Income and Wealth of the United States (Bowes & Bowes)
Long, C.D. (1940). Building Cycles and the Theory of Investment (Princeton University Press)
Lovell, M.C. (1975). Macroeconomics: Measurement, Theory and Policy (John Wiley)
Matthews, R.C.O. (1959). The Trade Cycle (Cambridge University Press)
Metzler, L.A. (1941). ‘The nature and stability of inventory cycles’, Review of Economic Statistics, 23, 113-29.
Moore, G.H. (1980). Business Cycles, Inflation, and forecasting (National Bureau of Economic Research, Studies in Business Cycles, 24, Ballinger)
Rostow, w.W. (1975). ‘Kondratieff, Schumpeter , and Kuznets: trend periods revisited’, Journal of Economic History, 35, 719-53.
Russell, R.J. (1985). ‘Significance tables for the results of Fast Fourier Transforms’, British Journal of Mathematical and Statistical Psychology, 38, 116-119.
Samuelson, P.A. (1980) Economics (11th edition, McGraw-Hill)
Schumpeter, J.A. (1939). Business Cycles (McGraw-Hill)
Shinohara, Miyohei (1996) ‘Cyclical dynamics of the 50 years of postwar Japan – Interplay among different cycles’, The Japanese Economic review, 47, 62-78.
Wilson, L.L. (1964). Catalogue of cycles, Part I: Economics (Foundation for the Study of Cycles Inc.)
de Wolf, S. (1924). ‘Prosperitats- und Depressionsperioden’, in: Otto Jensen (ed.): Der lebendige Marxismus, Festgave zum 70. Geburtstage von Karl Kautsky
de Wolf, S. (1929). Het economidche getij (J. Emmering)
Warner, R.M. (1998). Spectral Analysis of Time-Series Data, The Guilford Press
QRCODE
 
 
 
 
 
                                                                                                                                                                                                                                                                                                                                                                                                               
第一頁 上一頁 下一頁 最後一頁 top