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研究生:郭正傑
研究生(外文):Kuo, Chengchieh
論文名稱:GDP、出口與能源消耗間因果關係探討:以台灣與韓國為例
論文名稱(外文):The Granger Causality Between GDP, Exports And Energy Consumption: Evidence FromTaiwan And Korea
指導教授:郭國誠郭國誠引用關係
指導教授(外文):Kuo, Kuocheng
口試委員:柯勝揮陳美惠
口試委員(外文):Ko, ShenghueiChen, Meihui
口試日期:2012-06-26
學位類別:碩士
校院名稱:中國文化大學
系所名稱:國際貿易學系
學門:商業及管理學門
學類:貿易學類
論文出版年:2012
畢業學年度:100
語文別:中文
論文頁數:72
中文關鍵詞:GDP出口能源消耗Granger因果關係檢定
外文關鍵詞:GDPexportsenergy consumptionGranger causality test
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本研究以時間序列分析台灣及韓國在1971至2010年GDP、出口及能源消耗三變數間的因果關係,運用單根檢定、共整合與Granger因果關係檢定得到實證結果為台灣在「GDP對出口」存在單向因果關係,「能源消耗對出口」存在單向因果關係,「GDP對能源消耗」存在雙向因果關係;在韓國亦可發現「出口對GDP」存在單向因果關係,「能源消耗對出口」存在單向因果關係。從研究結果建議政府應多使用有效率的能源及開發替代能源等政策,如此在台灣不僅能降低污染還能推動經濟及出口的成長,而在韓國亦有相同效果,從能源消耗帶起出口的增加,將也同時促進經濟成長。
This paper applies time series to investigate the casuality between GDP, export and energy consumption in Taiwan and Korea for the period between 1971-2010. Unit Roots Test, Cointegration Test, Granger Causality Test are applied. The empirical results indicate that there exist unidirectional causality running from GDP to exports and energy consumption to exports. Moreover, bi-directional causality between GDP and energy consumption has been found. It also finds that Korea shows unidirectional causality running from exports to GDP and energy consumption to exports. The finding suggests that government may develop renewable energy and improve of efficient energy as strategy.
中文摘要 ..................... iii
英文摘要 ..................... iv
誌謝辭  ..................... v
內容目錄 ..................... vi
表目錄  ..................... viii
圖目錄  ..................... ix
第一章  緒論................... 1
  第一節  研究背景與動機............ 1
  第二節  研究目的............... 8
  第三節  研究範圍............... 9
  第四節  研究架構............... 9
  第五節  研究流程............... 10
第二章  文獻回顧................. 13
  第一節  經濟成長與能源消耗之關係....... 13
  第二節  出口與經濟成長之關係......... 25
  第三節  出口與能源消耗之關係......... 31
第三章  研究方法................. 32
  第一節  單根檢定............... 32
  第二節  落後期選擇方法............ 36
  第三節  共整合檢定.............. 37
  第四節  向量自我迴歸模型........... 41
  第五節  向量誤差修正模型........... 42
  第六節  Granger因果關係檢定.......... 43
第四章  實證分析................. 46
  第一節  變數定義................ 46
  第二節  資料來源................ 46
  第三節  單根檢定................ 48
  第四節  最適落後期數............. 49
  第五節  共整合檢定.............. 50
  第六節  向量自我迴歸模型........... 51
  第七節  Granger因果關係檢定.......... 53
第五章  結論與建議................ 57
  第一節  研究結論............... 57
  第二節  後續研究及建議............ 59
參考文獻 ..................... 62

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2. GDP、能源消耗與二氧化碳排放因果關係之探討-以台灣、韓國、香港、新加坡為例
3. GDP、能源消耗與CO2排放之間的因果關係與環境顧志耐曲線之研究:以八大工業國為例
4. GDP、出口、能源消耗與二氧化碳排放之因果關係研究:以中國大陸和台灣為例
5. GDP、能源消耗與外來直接投資之因果關係-以東南亞五國為例
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7. 國內生產毛額、外人直接投資與能源消耗因果關係之研究: 以美國與中國為例
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9. 尼加拉瓜市場的出口部門的國內生產總值,居民消費價格指數,匯率出口產生影響
10. 經濟增長,出口和能源消耗之間的 Granger因果關係: 以石油輸出國家為例
11. 台灣對外及外人直接投資,出口與經濟成長之關聯性研究
12. 經濟成長、出口與電力消耗間 Granger因果關係之研究:以墨西哥與阿根廷為例
13. 能源消耗、國內生產毛額與人口關聯性之研究—印尼與泰國之Granger因果關聯性探究
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