本文採用自我迴歸分配遞延模型(autoregressive distributed lag model, ARDL)和Toda & Yamamoto因果檢定，檢驗台灣各類進口能源消費、貿易、經濟成長之關聯，資料期間從1990年第一季至2015年第四季。首先以ADF單根檢定確認變數資料皆非I(2)序列，再使用ARDL區間測試法分析總能源消費與個別能源消費(煤、石油、天然氣)和經濟成長、進口、出口之間的長短期關係，最後以Toda & Yamamoto因果檢定法檢測變數間的因果關係。研究結果說明：(一)能源消費、貿易、經濟成長之間存在長期共整合關係。(二)長期彈性顯示，總能源消費和個別能源消費(煤炭、石油、天然氣)對經濟成長有正向影響。(三)因果檢定顯示，總能源消費對經濟成長和實質出口額有單向的因果關係；煤炭消費對經濟成長和進出口無顯著的因果關係；石油消費對進出口有雙向的因果關係；經濟成長對天然氣消費、天然氣消費對進口有單向因果關係，且實質出口額與天然氣消費有雙向的因果關係。

This paper uses ARDL model (autoregressive distributed lag model) and Toda and Yamamoto causality test to investigate the linkage among imported energy consumption, trade, and economic growth in case of Taiwan covering the period of 1990Q1-2015Q4. We adopted ADF unit root test to examine the order of integration. In addition, ARDL bounds testing approach is applied to analyze the short-term and long-term relationship among aggregate or disaggregate energy consumption, economic growth, import, and export. Toda and Yamamoto causality test is also applied to investigate the causal relationship among the variables. Our empirical findings confirm the existence of cointegration among the series. Total energy consumption and disaggregate energy consumption (coal, oil, and natural gas) have positive impact on economic growth. The causality analysis reveals that unidirectional causal relationship running from total energy use to economic growth and export, economic growth to natural gas consumption, and natural gas consumption to import. The feedback relation exists between oil consumption and trade, natural gas consumption and export. However, the causality relationship doesn’t exist among coal consumption, economic growth, and trade.

論文審定書..............................................i
誌 謝 ......................................................ii
中文摘要............................................... .iii
英文摘要............................................... .iv
目 錄.......................................................v
圖 次.......................................................vi
表 次.......................................................vii
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
一、研究動機...........................................3
二、研究目的...........................................4
第二章 文獻回顧.......................................5
第一節 國外文獻.......................................5
第二節 研究主體為台灣之文獻...................6
第三節 文獻結果之比較.............................7
第三章 研究方法.......................................9
第一節 變數設定與資料來源.......................9
第二節 生產函數......................................10
第三節 單根檢定......................................11
第四節 最適落後期之選擇準則...................12
第五節 自我遞延迴歸模型與區間測試法......13
第六節 Toda & Yamamoto因果檢定............15
第四章 研究結果......................................18
第一節 變數趨勢圖...................................18
第二節 單根檢定......................................19
第三節 選擇最適落後期數.........................20
第四節 ARDL Bounds test.........................21
第五節 Toda & Yamamoto因果檢定............26
第五章 結論與建議....................................30
參考文獻..................................................32
一、中文部分...........................................32
二、英文部分...........................................32
圖 次
圖1-1 歷年國際原油價格............................2
圖1-2 國內總能源消費量和國內生產毛額.....3
圖4-1 各變數資料趨勢圖...........................19
圖4-2 Toda & Yamamoto因果關係圖..........28
表 次
表3-1 變數名稱與定義..............................10
表4-2 ADF單根檢定結果...........................21
表4-3 最適落後期數選擇結果.....................21
表4-4 Bounds test檢定表..........................22
表4-5 Model 1長短期動態.........................24
表4-6 Model 2長短期動態.........................25
表4-7 Model 3長短期動態.........................25
表4-8 Model 4長短期動態.........................26
表4-9 Toda & Yamamoto因果檢定結果.......28

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