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博碩士論文 etd-0517116-000133 詳細資訊
Title page for etd-0517116-000133
論文名稱
Title
歐肯法則適用於台灣之實證研究
How the Magnitude on Okun’s Law-An Empirical Studies for the Taiwan’s Case
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
76
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
2016-06-11
繳交日期
Date of Submission
2016-06-23
關鍵字
Keywords
產出、失業率、死亡交叉點、景氣循環、最小平方法、歐肯法則
Ordinary Least Squares (OLS), Unemployment Rate, Okun's Law, Output, Death Crossover, Business Cycle
統計
Statistics
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中文摘要
產出與失業率向來為判斷一國或地區經濟運行狀態之重要指標,本研究主要探討歐肯法則是否適用於我國經濟體制,以1978~2015年之季資料,利用最小平方法作迴歸分析,實證結果兩者互動關係仍合乎歐肯法則之負向關係。另估計出歐肯係數絕對值:依性別分男性高於女性;依年齡分25~34歲最高;依教育程度分國中最高,可知上述區分類別較易受景氣循環波動影響。由近年來產出與失業率之變動趨勢,發現經濟成長對改善失業作用愈微乎其微,未來經濟成長率與失業率否能出現黃金交叉點之關鍵非於GDP,乃取決失業率,期能供政府擬定經濟發展政策可能造成衝擊之因應參考。
Abstract
Output and unemployment rate have always been the two important indicators for the determination of status of economic operation of a country or region. This study was aimed to explore whether Okun's law was applicable to the economic system of our nation. Based on the data of the quarters in 1978 to 2015, the regression analysis was conducted using the ordinary least squares (OLS). The empirical results showed that the interaction of both of them still conformed to the negative relationship of Okun's law. On the other hand, the absolute value of Okun's coefficient was calculated. The absolute value of Okun's coefficient of male was higher than that of female, that of those aged 25~34 was the highest, and that of those whose highest education was junior high school was the highest. It was thus known that the classifications mentioned above were more subject to the fluctuation of the business cycle. And the variation trend of the output and unemployment rate in recent years indicated that the economic growth functioned little to unemployment deduction. It was not GDP but the unemployment rate that determined whether the golden crossover would appear between the economic growth rate and the unemployment rate. Those can be a reference for the government to deal with the impact of the policies made for economic development.
目次 Table of Contents
論文審定書 i
論文公開授權書 ii
誌 謝 iii
摘 要 iv
Abstract v
目 錄 vi
圖 次 vii
表 次 viii
第一章 緒 論 1
第一節 研究流程與架構 1
第二節 研究目的 7
第三節 研究流程與架構 8
第二章 文獻回顧 11
第一節 英文文獻 11
第二節 中文文獻 15
第三節 本章小結 21
第三章 實證模型與研究方法 23
第一節 實證模型設定 23
第二節 單根檢定 24
第三節 HP濾器法 26
第四節 共整合檢定 28
第五節 最小平方法 32
第四章 實證結果與分析 35
第一節 樣本資料描述 35
第二節 實證結果與分析 35
第三節 本章小結 50
第五章 結論與建議 52
第一節 結論 52
第二節 研究建議 52
參考文獻 57
附  錄 61
參考文獻 References
一、中文部分:
1.田慧琦(2010),「台灣失業率和產出之關聯及可能影響因素探討」,中央銀行季刊,第三十二卷第三期,29-66頁。
2.江靜儀(2006),「歐肯法則(Okun’s Law)-台灣實證研究」,經濟論文,第三十四卷第三期,355-389頁。
3.吳中書(2005),台灣產業別歐肯法則之探討,行政院國家科學委員會專題研究計畫,委託研究計畫編號:NSC93-2415-H-001-017。
4.吳柏林(2013),現代統計學,臺北市,五南圖書出版股份有限公司。
5.林淑敏(2011),「歐肯法則在我國之實證研究」,主計月刊,第662期,48-53頁。
6.拉斐.巴特拉(Ravi Batra,2015),葉姿佑譯,搶救失業大作戰:我們如何擺脫失業、負債與貧窮,臺北市,商周出版。
7.保羅.克魯曼(Paul Krugman,2012),楊大慶譯,克魯曼觀點:拼有感經濟,臺北市,時報文化。
8.馬丁.福特(Martin Ford,2016) ,李芳齡譯,被科技威脅的未來:人類沒有工作的那一天,臺北市,天下雜誌。
9.高誘(2009)註,戰國策,西漢劉向編集,臺北市,藝文印書館股份有限公司。
10.陳玉芳與林財川(2007),「以非參數估計方法探討台灣地區奧肯法則」,統計與資訊評論,第九卷,1-19頁。
11.陳旭昇(2013),時間序列分析-總體經濟與財務金融之應用,臺北市,臺灣東華書局股份有限公司。
12.張紹勳(2012),計量經濟及高等研究法,臺北市,五南圖書出版股份有限公司。
13.楊奕農(2009),時間序列分析-經濟與財務上之應用,臺北市,雙葉書廊。
14.萬哲鈺與高崇瑋(2008),「不對稱歐肯法則之臺灣實證」,臺灣經濟預測與政策,第三十九卷第一期,1-31頁。
二、英文部分:
1.Caraiani, P. (2006), ” The relationship between unemploymenet and output cycles in Korea”, Romanian Journal of Economic Forecasting,1,51-64.
2.Cuaresma, J.C. (2003), “Okun’s Law Revisited”, Oxford Bulletin of Economics and Statistics, 65(4),439-451.
3.Harris, R. and B. Silverstone (2001), “Testing for Asymmetry in Okun’s Law: A Cross- Country Comparison”, Economics Bulletin, 5(2), 1–13.
4.Huang, H. C. and Y. K. Chang, (2005),” Investigating Okun’s law by the structural break with threshold approach: evidence from Canada”, The Manchester School, 73(5), 599-611.
5.Huang, H.C. and S. C. Lin, (2006), “A Flexible Nonlinear Inference to Okun's Relationship”, Applied Economics Letters 13(5), 325-331.
6.IMF(2010), “Unemployment Dynamics during Recessions and Recoveries: Okun’s Law and beyond”, World Economic Outlook, 69-107. Apr. 21.
7.Kim, M J, S. Y. Park and S. Y. Jei (2015), “An empirical test for Okun’s law using a smooth time-varying parameter approach: evidence from East Asian countries”, Applied Economics Letters, 22(10), 788–795.
8.Lee, J. (2000) “The Robustness of Okun’s Law: Evidence from OEC Countries,” Journal of Macroeconomics, 22(2), 331–356.
9.Martin, F. J. P.(1993), “Okun’s Law: Theoretical Foundations and Revised Estimates”, The Review of Economics and Statistics, 75, 331-336.
10.Moosa, I. A. (1997), “A Cross-Country Comparison of Okun’s Coeffient”, Journal of Comparative Economics,24,335-356.
11.Okun, A.M. (1962), “Potential GNP: Its Measurement and Significance”, Proceedings of the Business and Economic Statistics Section of the American Statistical Association, 98–104.
12.Rülke , J. C. (2012), “Do professional forecasters apply the Phillips curve and Okun’s law? Evidence from six Asian-Pacific countries”, Japan and the World Economy, 24, 317–324.
13.Silvapulle, P. , I. A. Moosa, and M. J. Silvapulle (2004), “Asymmetry in Okun’s Law”, Canadian Journal of Economics, 37(2), 353–374.
14.Vir´en, M. (2001), “TheOkun Curve is Non-Linear”, Economics Letters, 70(2), 253–257.
15.Zanin, L. (204), “On Okun’s law in OECD countries: An analysis by age cohorts”, Economics Letters, 125, 243–248.
三、網路資訊:
1.梁明義與王文音,「台灣半世紀以來快速經濟發展的回顧與省思」,財團法人經濟資訊推廣中心網址:http://www.tedc.org.tw/sol/handout13.pdf。
2.行政院主計總處,主計故事108「歷年失業率之變遷」。http://www.dgbas.gov.tw/lp.asp?ctNode=99&CtUnit=59&BaseDSD=7
3.The Government of the Hong Kong Special Administrative Region of the People's Republic of China,中華人民共和國香港特別行政區政府統計處,http://www.censtatd.gov.hk。
4.Department of Statistics Singapore新加坡統計局,http://www.tablebuilder.singstat.gov.sg。
5.Ministry of Manpower,新加坡政府人力部,http://www.mom.gov.sg。
6.The Bank of Korea,南韓中央銀行,http://www.bok.or.kr。
7.Statistics Bureau of Japan(SBJ),日本總務省統計局,http://www.stat.go.jp。
8.Cabinet Office,Government of Japan,日本政府內閣府,http://www.cao.go.jp/。
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