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研究生:王慧華
研究生(外文):Hui-Hua Wang
論文名稱:國際收支平衡表平衡項波動:已開發國家與開發中國家的實證研究
論文名稱(外文):The Volatility of the Balancing Item in BOP:An Empirical Study of Advanced Countries and Developing Countries
指導教授:林玫吟林玫吟引用關係
指導教授(外文):Mei Yin Lin
學位類別:碩士
校院名稱:世新大學
系所名稱:經濟學研究所(含碩專班)
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:55
中文關鍵詞:國際收支平衡表平衡項資本移動經濟開放程度
外文關鍵詞:BOPBalancing itemCapital mobilityEconomic opennessSubset VAR
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  • 下載下載:1
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所謂「國際收支平衡表」指在特定期間內,本國居住民與非居住民因發生國際經濟交易活動,以貨幣記帳形式的借貸紀錄。近年來,國際貿易與國際金融活動頻繁,國與國之間的開放程度增加,而國際收支平衡表記錄所有的對外交易,因此許多經濟學者也開始研究國際收支平衡表的相關議題。本研究主要探討已開發國家、新興國家及開發中國家國際收支平衡表中平衡項波動因素,除目前文獻上針對平衡項本身落後期、匯率變動、跨國利率差、經濟開放程度探討外,亦加入金融深化程度以Subset VAR模型分析。

本研究發現已開發國家平衡項的波動因素與開放程度(如挪威)或季節因素(如瑞典)有關。而新興國家與開發中國家部份則較為複雜,南非的資本移動及開放程度均扮演重要角色,而菲律賓在各種選擇策略下無法找出一致的結論以說明平衡項波動的因素。

傳統文獻中認為最重要的時間誤差因素,除了菲律賓在Sequential Elimination of Regressors篩選策略下有接近顯著的影響,其餘國家平衡項本身落後期係數均不顯著,或甚至被刪除掉。因此本文推論,時間誤差對平衡項的影響並不大。
Balance of payment (BOP) is defined as the record of transactions between the country’s residents and foreign residents over a specified period. This study explores which factors have any effect on the volatility of balancing item in advanced countries and developing countries.

The result of subset VAR (Vector Autoregression) approach shows that the volatility of the balancing item in Norway is related with its economic openness, and in Sweden is related with seasonal adjustment. Capital mobility and openness play important roles in the volatility of the balancing item in South Africa. However, we could not account for the balancing item in Philippines by using these strategies.

Early studies thought of timing errors are the essential factors, but in our result suggests that the balancing item pattern is not necessarily due to timing errors.
目 錄
論文合格同意書
序言…………………………………………………………………………………….I
中文摘要……………………………………………………………………………..II
英文摘要…………………………………………………………………………….III
目錄…………………………………………………………………………………..IV
表目錄………………………………………………………………………………..VI
圖目錄……………………………………………………………………………….VII
第壹章 緒論………………………………………………………………………...1
第一節 研究動機與背景……………………………………………………….1
第二節 研究目的……………………………………………………………….2
第三節 研究方法與步驟……………………………………………………….3
第貳章 文獻回顧與探討…………………………………………………………...5
第一節 國際收支平衡表組成內容…………………………………………….5
第二節 文獻回顧……………………………………………………………….7
第三節 本章綜論……………………………………………………………..10
第參章 模型估計與簡定之計量方法……………………………………………..12
第一節 單根檢定方法………………………………………………………..12
第二節 最適落後期數選取與序列相關檢定方法…………………………..15
第三節 VAR模型與Subset VAR模型………………………………………...17
第肆章 實證結果與分析…………………………………………………………..25
第一節 資料描述……………………………………………………………..25
第二節 單根檢定結果………………………………………………………..32
第三節 Subset VAR模型之估計與檢定……………………………………..34
第四節 本章小結……………………………………………………………..39
第伍章 結論與建議………………………………………………………………..42
參考文獻……………………………………………………………………………..44
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