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研究生:裴文山
研究生(外文):Bui Van Son
論文名稱:通货膨胀、經濟增長與失業人數 之因果關係研究:以東南亞國家為例
論文名稱(外文):The Granger Causality among Inflation, Economic Growth and Unemployment: Evidence from Southeast Asian Countries
指導教授:張守為張守為引用關係
指導教授(外文):CHANG, SHOU-WEI
口試委員:張守為方顯光黃慶堂
口試委員(外文):CHANG, SHOU-WEIFANG, HSIEN-KUANGHUANG, CHIN-TAM
口試日期:2013-06-18
學位類別:碩士
校院名稱:中國文化大學
系所名稱:財務金融學系
學門:商業及管理學門
學類:財務金融學類
論文種類:學術論文
論文出版年:2013
畢業學年度:101
語文別:英文
論文頁數:71
外文關鍵詞:InflationEconomic GrowthUnemploymentGranger Causality Test
相關次數:
  • 被引用被引用:0
  • 點閱點閱:239
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  • 下載下載:10
  • 收藏至我的研究室書目清單書目收藏:1
This study analyzes the causal relationship among inflation, economic growth and unemployment in six Southeast Asian countries (Indonesia, Malaysia, Singapore, Taiwan, Thailand and Vietnam) with the time series data over 1980-2010. The empirical analyseses using Granger causality test showed that Inflation did Granger cause Economic Growth in most cases while Unemployment was also discovered to have an impact on the variability of inflation. The findings of the study carries fundamental policy implications for economists and escpecially the policy makers of these countries which are under the pressure to ensure and sustain high economic growth at low, acceptable unemployment rate and low, stable inflation rate. Policymakers should consider the policy to manage unemployment and inflation before or at least at the same time when trying to determine the overall or specific economic measures for the sake of sustainable economic growth and social development because any changes in unemployment and inflation can directly or indirectly affect economic growth while inflation and unemployment are correlated.
ABSTRACT Iii
ACKNOWLEDGEMENT Iv
LIST OF TABLES Vii
LIST OF FIGURES Ix
CHAPTER ONE INTRODUCTION 1
1.1 Research Background and Motivations 1
1.2 Research Objectives 9
1.3 Scope of Study 9
1.4 Research Procedure 10
CHAPTER TWO LITERATURE REVIEW 12
2.1 Definition of Research Constructs 12
2.2 Underlying theories about the relationship between
constructs 14
2.3 Empirical Literature 16
CHAPTER THREE RESEARCH METHODOLOGY 23
3.1 Unit Root Test 25
3.2 Optimum Lag Length Selection 27
3.3 Co-integration Test 28
3.4 Vector Autoregressive Model 30
3.5 Vector Error Correction Model 31
3.6 Granger Causality Test 32
CHAPTER FOUR RESEARCH RESULTS 34
4.1 Unit Root Test Results 38
4.2 Optimal Lag Length Selection Results 42
4.3 Co-integration Test Results 44
4.4 Granger Causality Test Results 46
CHAPTER FIVE CONCLUSIONS AND POLICY IMPLICATIONS 59
5.1 Conclusions 59
5.2 Policy Implications 64
REFERENCES 67
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