摘 要

台灣，地狹人稠且自然資源匱乏，卻能夠在戰後40年經濟如此快速的成長（由1952年至1995年每人實質GDP平均成長率為6.7%），教育普及與人力資本的累積是主要的關鍵因素，這種看法與內生成長的論點不謀而合。有鑑於此，本文根據Lucas（1988）內生成長理論模型，同時並參考Tallman and Wang（1994）之實證模型，探討台灣人力資本與經濟成長之間的長期關係。
在計量方法的運用上，針對Johansen共整合檢定法須對確定項之性質做假設的缺點。利用Lütkepohl and Saikkonen及Saikkonen and Lütkepohl共整合檢定法，引入一確定項之線性趨勢於資料產生過程（DGP）中以調整檢定式，而無須考慮確定項之性質，在有限樣本（finite number sample）下展現較佳的檢定力。
本文研究期間由1961年至1997年的年資料，總共有37個樣本。主要結論如下：由Johansen的最大概似估計法和Saikkonen and Lütkepohl (2000)之共整合檢定法得到存在一組共整合，顯示台灣人力資本與經濟成長有一長期均衡關係；也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。

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目次

第一章 緒論…………………………………………………………1
第一節 研究動機與目的……………………………………….1
第二節 研究方法……………………………………………….3
第三節 研究架構……………………………………………….4
第二章 理論模型與相關文獻………………………………………6
第一節 人力資本與經濟成長理論模型……………………….8
第二節 國外相關文獻回顧……………………………………12
第三節 國內相關文獻回顧……………………………………14
第三章 研究方法介紹…………………………………………….17
第一節 單根檢定法……………………………………………17
第二節 Johansen最大概似估計法…………………………….22
第三節 最適落後期數選擇法…………………………………27
第四節 Lütkepohl and Saikkonen趨勢調整估計法………….29
第四章 實證分析………………………………………………….39
第一節 實證期間與變數資料說明……………………………39
第二節 單根檢定………………………………………………41
第三節 共整合檢定與分析……………………………………44
第五章 結論與建議……………………………………………….50
第一節 結論……………………………………………………50
第二節 後續研究之建議………………………………………51

參考文獻…………………………………………………………….52

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