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博碩士論文 etd-0511114-010833 詳細資訊
Title page for etd-0511114-010833
論文名稱
Title
結構性衝擊對能源消費與經濟成長之影響-以台灣與南韓為例
Impacts of structural break of economic growth and energy consumption: Taiwan versus South Korea
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
44
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
2014-05-29
繳交日期
Date of Submission
2014-06-11
關鍵字
Keywords
經濟成長、結構性改變事件、能源消費、因果關係、政策效果
economic growth, causality, the effects of policies, Structural change events, energy consumption
統計
Statistics
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中文摘要
重大的經濟衝擊不斷發生,這些事件可能會造成經濟結構性改變,政府在下決策提昇國家經濟成長之前,必須先瞭解到改變的結果才可使政策效果最有效率,本文章使用Zivot and Andrews檢定、單根檢定、Granger因果關係檢定、共整合檢定、向量自我迴歸模型、向量誤差修正模型檢定、衝擊反應函數分析等七種模型檢測台灣與南韓在結構性事件前後,是否能源消費與經濟成長之間的關係有所改變。
資料分析結果顯示出,不同的結構性改變事件發生之前,台灣為能源消費會影響GDP的單向關係,相同的南韓也呈現能源消費會影響GDP之單向關係。在不同的結構性改變事件之後,台灣改變成能源消費與GDP則不具備任何因果關係,南韓方面則是改變為能源消費與經濟成長會互相影響的雙向關係。
Abstract
Significant economic events continue to occur, these events may cause structural changes in the country, the government must be learned in order to make the policy most efficient, this study uses the Zivot and Andrews test, Unit root test, Granger causality test, Co-integration test, Vector Autoregressive model, Vector Error Correction model, Impulse Response function analysis of seven models to examine the causality between energy consumption and economic growth in Taiwan and South Korea after the structural events.
Before the different structural events, Taiwan’s energy consumption and GDP had unidirectional effect, while the South Korea also displays unidirectional effect. After the different structural events,Taiwan’s energyconsumption and GDP are independent, South Korea displays bidirectional effect.
目次 Table of Contents
摘要 i
Abstract ii
第一章 緒論 1
第一節研究背景 1
第二節研究動機與目的 3
第三節研究方法與資料 4
第二章文獻回顧 5
第一節 經濟成長與能源消費成長關係研究 5
第二節 結構性改變研究 6
第三章研究方法 8
第一節 Zivot and Andrews檢定 10
第二節 最適落後期數選澤準則 10
第三節 共整合檢定 11
第四節 向量自我回歸模型 12
第五節 向量誤差修正模型 13
第六節 Granger因果關係檢定 14
第七節 衝擊反應函數 15
第四章實證結果分析 16
第一節Zivot and Andrews模型方法檢定結果 16
第二節單根檢定結果分析 18
第三節 Granger因果關係檢定結果分析 19
第四節共整合檢定結果分析 22
第五節向量自我迴歸模型與向量誤差修正模型檢定結果分析 23
第六節衝擊反應函數結果分析 29
第五章結論 31
參考文獻 33
參考文獻 References
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