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博碩士論文 etd-0718106-201921 詳細資訊
Title page for etd-0718106-201921
論文名稱
Title
台灣人力資本與經濟成長-隨機共整合分析
The Study of Human Capital and Economic Growth in Taiwan- Stochastic Cointegration Analysis
系所名稱
Department
畢業學年期
Year, semester
語文別
Language
學位類別
Degree
頁數
Number of pages
96
研究生
Author
指導教授
Advisor
召集委員
Convenor
口試委員
Advisory Committee
口試日期
Date of Exam
2006-06-23
繳交日期
Date of Submission
2006-07-18
關鍵字
Keywords
經濟成長、隨機共整合、人力資本
stochastic cointegration, human capital, economic growth
統計
Statistics
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中文摘要
台灣地狹人稠,卻在二次大戰後贏得台灣經濟奇蹟之美譽,人力資本的累積是相當引人關注的因素,本文根據Lucas(1988)內生成長理論模型,再依據黃仁德與趙振瑛(1997)所定義之人力資本變數,探討台灣人力資本與經濟成長之間的長期關係。
實證期間以西元1978年第一季至2006年第一季總共113筆季資料為樣本,探討經濟成長(Yt)、人力資本(Ht)和實質資本(Kt)等三變數的長期關係,除了探用單根檢定及Johansen共整合檢定方法外,並採用Harris, McCabe and Leybourne(2002, 2003)所提出之隨機共整合模型檢定分析,實證結果顯示台灣人力資本與經濟成長確實具有一組長期均衡關係,隨機共整合檢定結果顯示台灣人力資本與經濟成長間具有隨機共整合關係,在異質性隨機共整合檢定結果則不存在異質性隨機共整合關係。
不論從理論或實證上,我們均獲得人力資本與台灣經濟成長具有正面而密不可分的關係,除充分支持內生經濟成長理論對於人力資本影響經濟成長的看法外,也得到人力資本對經濟成長的貢獻率為18%的結論,人力資本為經濟成長的正函數關係,可以作為台灣加強投資人力資本、增加教育補助以提高國家競爭力之政策參考。
Abstract
Taiwan be called “Taiwan’s miracle” after World War II, the important factor is the accumulation of human capital . We use the model of Lucas(1988) and the definition of human capital by Whang and Zhao(1997) to re-examine the relationship between the human capital and economic growth in Taiwan.
The research not only uses the Johansen’s Maximum Likelihood Estimation (MLE) to make cointegration relation numbers and cointegration vectors but also use the stochastic cointegration developed by Harris, McCabe and Leybourne ( 2002, 2003 ) to re-examine the relationship between human capital and economic growth in Taiwan.
Conclusion of the research, there’s one cointegration vector existed by the Johansen’s cointegration test . We found the stochastic cointegration exist between the human capital and economic growth in Taiwan, but not exist the heteroscedastic cointegration. Besides we recognize the the positive relationship between the human capital and economic growth in Taiwan and estimate the contribution rate 18% of human capital.
目次 Table of Contents
第一章 緒論
第一節 研究動機與目的
第二節 研究方法
第三節 研究架構
第二章 相關理論模型與文獻探討
第一節 本文理論模型
第二節 人力資本理論
第三節 經濟成長理論
第四節 國內外相關實證文獻回顧
第三章 研究方法介紹
第一節 單根檢定法(UNIT ROOT TEST)
一、 Dickey-Fuller檢定(Dickey-Fuller, 1979)
二、 Augmented Dickey-Fuller檢定(Dickey-Fuller, 1979)
三、 Phillips-Perron單根檢定(Phillips-Perron, 1998)
四、 KPSS單根檢定(The Kwiatkowski, Phillips, Schmidt and Shin, 1992)
第二節 ENGEL AND GRANGER 二階段估計法
第三節 JOHANSEN最大概似估計法
第四節 隨機共整合檢定
一、隨機共整合簡介
二、隨機共整合模型
三、隨機共整合迴歸模式(Regression)
四、隨機共整合估計(Estimation)
五、隨機共整合假設檢定與統計檢定量(Hypothesis tests and test statistics)
第四章 實證分析
第一節 實證期間與資料來源說明
第二節 單根檢定結果
第三節 最適落後期選取
第四節 JOHANSEN 共整合檢定
第五節 隨機共整合檢定
第五章 結論與建議
第一節 結論
第二節 後續研究建議
附錄一
附錄二
參考文獻
參考文獻 References
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