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博碩士論文 etd-0716108-143710 詳細資訊
Title page for etd-0716108-143710
論文名稱
Title
兩岸投資與貿易關係之非線性研究
Nonlinear Analysis in Investment and Trade across Taiwan Starit
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
2008-06-18
繳交日期
Date of Submission
2008-07-16
關鍵字
Keywords
中國投資、兩岸貿易、平滑轉換迴歸模型、誤差修正模型
trade, China investment, STAR, nonlinear ECM
統計
Statistics
本論文已被瀏覽 5750 次,被下載 2407
The thesis/dissertation has been browsed 5750 times, has been downloaded 2407 times.
中文摘要
本文採用1994年第4季至2007年第4季,共53筆季資料,建立進口、出口及貿易總值誤差修正模型,分別探討赴中國投資佔台灣所得的比例,隨著時間增加時,使得兩岸的進口、出口及貿易總值佔台灣所得比例增減變化情形,同時應用線性最小平方迴歸分析方法及非線性平滑轉換迴歸分析方法,實證結果發現非線性模型的解釋能力較佳,較為適合描述兩岸投資及貿易實際現象,即兩岸投資與兩岸貿易之間可能適合非線性動態調整過程。再者,由誤差修正模型的長期均衡關係發現,當台灣對中國投資比例增加時,台灣對中國出口比例增加,自中國進口比例減少,對中國產生貿易順差,同時亦發現當台灣對中國投資比例增加時,帶動中國所得成長。但隨著中國與台灣相對所得增加時,台灣對中國出口比例減少,自中國進口比例卻增加,減弱投資衍生的貿易順差效果。另一方面,對中國投資比例增加使得兩岸貿易總值比例增加,顯示兩岸貿易往來緊密頻繁。
Abstract
In this paper, we examine the relationship between outward FDI and trades across Taiwan Strait during the period 1994Q4 to 2007Q4. We modify the export function, import function and trade function by including outward FDI variable to reflect the effect of bilateral trade between Taiwan and China. Empirical evidences indicate that the coefficient is significantly crucial to the long-run relationship. Due to the failure of a linear error-correction model (ECM) in describing the dynamics of exports and trades, we apply a nonlinear ECM to examine its dynamics and find supporting to the appropriateness of the nonlinear model empirically. Furthermore, outward FDI in percentages of Taiwan GDP was found increasing exports and decreasing imports across Taiwan Strait in percentages of Taiwan GDP. Then, the results also indicate the possibility of a positive effect of the ratio of China GDP to Taiwan GDP on the ratio of import to Taiwan GDP and a negative effect of the ratio of export to Taiwan GDP. It possibly offsets the balance of trade surplus at the same time. Finally, the bilateral trade across Taiwan Strait raises while the FDI ratio is increasing. China becomes the most important trade partner to Taiwan in recent years.
目次 Table of Contents
第一章 緒 論 1
第一節 前 言 1
第二節 研究動機與目的 1
第三節 台灣對中國投資及雙邊貿易現況 2
第四節 研究架構 3
第二章 文獻回顧與探討 9
第一節 對外投資與貿易文相關文獻 9
第二節 非線性STAR模型相關文獻 12
第三章 實證模型與研究方法 15
第一節 實證模型 15
第二節 實證研究架構 17
第三節 研究方法 18
第四章 實證結果與分析 33
第一節 實證資料選取與說明 33
第二節 變數資料處理與說明 35
第三節 實證結果與分析 36
第五章 結論與建議 61
第一節 結論 61
第二節 未來研究方向 62
參考文獻 63
參考文獻 References
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