本研究之目的係欲進行台灣1981年至2012年自然失業率的估計，並探討2000Q3失業率攀升現象是否源於經濟結構變動，自然失業率於此時點是否具有結構性轉變與恆久性增加，且探究影響自然失業率之主要解釋因素。
　　本文採用結構式向量自我迴歸（SVAR）模型與狀態空間（state space）模型估計。SVAR模型方面，利用失業率、實質GDP與CPI建構模型，導入三條Blanchard and Quah長期限制認定條件，離析各期自然失業率改變造成之結構衝擊，並藉長期衝擊反應函數累積法估計出持續達到均衡穩定狀態之自然失業率。狀態空間模型方面，首以逐次更新預測法進行通膨預測，試圖用非預期通膨捕捉名目變數對失業率的影響；進而加入多項影響景氣榮衰之實質面變數，以衡量景氣循環對失業率的影響，建構可觀測失業率與不可觀測自然失業率之關聯，並利用Kalman filter估計出自然失業率。
　　綜合實證分析，台灣1999Q2與2000Q2自然失業率具結構性變動，意味2000Q3失業率攀升確實起因於經濟結構有所轉變，且平均實質失業保險給付金、勞動生產力成長率、男性勞動參與率與青年勞動參與率為顯著影響自然失業率之解釋變數。運用狀態空間模型估計自然失業率結果較SVAR模型估計結果適切，兩模型進行迴歸分析，實證結果顯示估計之係數正負值皆符合理論預測方向。

外文部分：
Ando, A., & Brayton, F. (1995). Prices, wages, and employment in the US economy: a traditional model and tests of some alternatives.: Cambridge University Press.
Andrews, D. W. K. (1993). Tests for parameter instability and structural-change with unknown change-point. Econometrica, 61(4), 821-856.
Ball, L., & Mankiw, N. G. (2002). The NAIRU in theory and practice. Journal of Economic Perspectives, 16(4), 115-136.
Bernanke, B. S. (1986). Alternative explorations of the money-income correlation. Carnegie-Rochester Conference Series on Public Policy, 25, 49-99.
Beveridge, S., & Nelson, C. R. (1981). A new approach to decomposition of economic time-series into permanent and transitory components with particular attention to measurement of the business-cycle. Journal of Monetary Economics, 7(2), 151-174.
Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.
Blanchard, O. J., & Summers, L. H. (1987). Hysteresis in unemployment. [Article]. European Economic Review, 31(1-2), 288-295.
Boone, L. (2000). Comparing semi-structural methods to estimate unobserved variables : the HPMV and Kalman filter approaches.
Chow, G. C. (1960). Test of equality between sets of coefficients in two linear regressions. Econometrica, 28(3), 591-605.
Clark, P. K. (1987). The cyclical component of US economic activity. Quarterly Journal of Economics, 102(4), 797-814.

Friedman, M. (1968). The role of monetary policy. American Economic Review, 58(1), 1-17.
Gregory, A. W., & Hansen, B. E. (1996a). Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics, 70(1), 99-126.
Gregory, A. W., & Hansen, B. E. (1996b). Tests for cointegration in models with regime and trend shifts. Oxford Bulletin of Economics and Statistics, 58(3), 555-&.
Groenewold, N., & Hagger, A. J. (1998). The natural unemployment rate in Australia since the seventies. Economic Record, 74(224), 24-35.
Hall, R. E. (2005). Job loss, job finding, and unemployment in the US economy over the past fifty years: MIT Press.
Harvey, A. C. (1989). Forecasting. Structural time series models and the Kalman filter: Cambridge University Press.
Hodrick, R. J., & Prescott, E. C. (1981). Post-war U.S. business cycles: an empirical
investigation.
Juhn, C. H., Murphy, K. M., & Topel, R. H. (1991). Why has the natural rate of unemployment increased over time. Brookings Papers on Economic Activity(2), 75-142.
King, T. B., & Morley, J. (2007). In search of the natural rate of unemployment. Journal of Monetary Economics, 54(2), 550-564.
Laubach, T. (2001). Measuring the NAIRU: Evidence from seven economies. Review of Economics and Statistics, 83(2), 218-231.
Lilien, D. M. (1982). Sectoral shifts and cyclical unemployment. Journal of Political Economy, 90(4), 777-793.
Mehrara, M., Sargolzaei, M., & Ahmadi, R. (2012). Estimation of natural rate of unemployment in Iran: an SVAR Approach. International Journal of Business and Behavioral Sciences, 2(5), 55-61.
Phelps, E. (1968). Money-wage dynamics and labor market equilibrium. Journal of Political Economy, 76, 678-711.
Quandt, R. E. (1960). Tests of the hypothesis that a linear-regression system obeys 2 separate regimes. Journal of the American Statistical Association, 55(290), 324-330.
Schwert, G. W. (1989). Tests for unit roots - a monte-carlo investigation. Journal of Business & Economic Statistics, 7(2), 147-159.
Shimer, R., Rogerson, R., & Topel, R. (1999). Why is the US unemployment rate so much lower? In B. S. Bernanke & J. J. Rotemberg (Eds.), Nber Macroeconomics Annual 1998 (Vol. 13, pp. 11-73).
Sims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1-48.
Staiger, D., Stock, J. H., & Watson, M. W. (1996). Estimates of the NAIRU and forecasts of inflation for different price indexes.Unpublished manuscript.
Staiger, D., Stock, J. H., & Watson, M. W. (1997). How precise are estimates of the natural rate of unemployment? (Vol. Reducing Inflation: Motivation and Strategy): University of Chicago Press.
Stephanides, G. (2006). Measuring the NAIRU: Evidence from the European Union, USA and Japan. International
Research Journal of Finance and Economics(1), 29-35.
Taylor, J. B. (1993). Discretion versus policy rules in practice. Carnegie-Rochester Conference Series on Public Policy, 39(1), 195-214.

中文部分：
石柱鮮、孫皓與宋平平. (2008). 中國自然失業率的估計與應用──基於HPMV濾波的實證分析. 財經科學, 6(243), 63-71.
李秀雲. (2005). 貿易條件與開放經濟失業率之單根─兼論台灣自然失業率之估計. 經濟論文, 33(1), 35-66.
林慈芳. (2003). 自然失業率之分析與對策. 自由中國之工業, 92(6), 111-128.
都陽與陸暘. (2011). 中國的自然失業率水平及其含義. 世界經濟, 4, 3-21.
曾湘泉與于泳. (2006). 中國自然失業率的測量與解析. 中國社會科學, 4, 65-77.
黃仁德與鍾建屏. (2008). 臺灣產業結構變動與失業率關係之探討. 經社法制論叢, 41(1), 67-108.
廖俊男與張志揚. (2012). 台灣地區無加速通膨失業率(NAIRU)之探討. 中央銀行季刊, 34(3), 51-82.
鍾經樊與林志宇. (2007). 應用結構 VAR 模型探討臺灣自然失業率. 國民經濟動向統計季報, 116.