臺灣博碩士論文加值系統

利用 OECD 11 個國家 1971 年至 2006 年之追蹤資料，有別於傳統共整合模型忽略結構性變化的衝擊，本文應用 Westerlund (2006) 所提出之Panel 結構改變共整合模型 (panel cointergration with structure break)，依序進行單根檢定 (panel unit root test )、結構改變共整合模型檢定及動態最小平方估計模型 ( panel dynamic OLS) 等方法，探討醫療支出與經濟成長的長期均衡關係，並且推估重大事件衝擊導致結構性變化發生對於兩變數之時間序列的穩定影響。實證分析結果發現顯示醫療支出和經濟成長 (每人實質GDP) 兩變數為非穩定序列，且醫療支出成與經濟成長有長期共整合的關係。最後，以動態最小平方估計模型結果，發現醫療支出與經濟成長之間互為正向因果關係。因此，我們發現在這些樣本國家中，醫療支出等健康資本投入增加可促進經濟成長，反之亦然。更重要的是納入結構變化於共整合的檢定，將使得檢定更具完整性，並且分析醫療支出及經濟成長的長期關係時，將對於探討衝擊兩變數的重大事件影響結果，提供政策制定者或醫療經濟學者更具實詳細的訊息，進而提出有效的因應對策。

This paper uses the panel data of 11 OECD countries over a period from 1971 to 2006. Unlike the traditional cointegration model which omitted the impact of structural breaks in the analysis, this paper applies panel cointegration with structural break test proposed by Westerlund (2006), panel unit root test, and panel dynamic OLS test. The empirical results indicate that health care expenditure and economic growth (GDP per capita) are non-stationary in the series; and between the two variables, a long-term cointegration relationship exists. Moreover, a positive correlation between HCE and economic growth is found in the panel dynamic OLS model. The researcher concludes that investing in health capital improves human capital and that boosts economic growth in the sample countries, and vice versa. More importantly, allowing structural breaks in the cointegration analysis obtains reliability in the estimation and proves more detailed and specific information on the consequence of the momentous events on the two variables; and thus enables policy makers and health economists to propose more effective strategies.

章節目錄
審訂書 i
中文摘要 iv
英文摘要 iv
第一章 緒論與研究目的 1
第一節 緒論 1
第二節 研究目的 3
第二章 文獻回顧 4
第一節 健康資本與經濟成長理論 4
第二節 醫療支出與經濟成長 5
第三章 研究方法 8
第一節 理論基礎 8
第二節 資料來源 9
第三節 估計方法 9
第四章 實證分析結果 11
第一節 變數之序列穩定與長期均衡關係結果 11
第二節 結構性轉變之實證結果分析 14
第三節 醫療支出與 GDP 之長期因果關係 17
第五章 結論與建議 20
參考文獻 22

圖表目錄
圖 1 各國GDP與HCE之時間序列圖 12
表1 人均國內生產毛額及醫療支出追蹤資料單根檢定 13
表2 人均國內生產毛額 (GDP) 及醫療支出 (HCE) 追蹤結構改變共整合檢定 14
表3 動態最小平方估計模型結果 (被解釋變數：GDP) 17
表4 動態最小平方估計模型結果 (被解釋變數：HCE ) 19
表5 人均國內生產毛額及醫療支出追蹤結構改變共整合檢定-頑強性檢定 19

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