研究生: |
葉碧儀 IP, PEK I |
---|---|
論文名稱: |
國家貿易關係的存續期間及波動度研究:台灣電子產業出口貿易之實證分析 Duration and volatility of trade relationship in Taiwan’s electronic sectors |
指導教授: |
李宜
Lee, Yi |
口試委員: |
馮炳萱
黃瑞萌 |
學位類別: |
碩士 Master |
系所名稱: |
科技管理學院 - 經濟學系 Department of Economics |
論文出版年: | 2011 |
畢業學年度: | 99 |
語文別: | 中文 |
論文頁數: | 60 |
中文關鍵詞: | 台灣出口貿易關係 、存續期間 、存活分析 、Cox 比例風險模型 |
外文關鍵詞: | Export trade relationship, Duration, Survival Analysis, Cox proportional hazard model |
相關次數: | 點閱:3 下載:0 |
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國家的貿易關係除了分析其貿易量、貿易形態及貿易對象外,另一個值得探討的是它們持續貿易了多久時間,以及彼此貿易關係的穩定狀況。台灣作為全球電子產業的核心供應國,每年皆出口大量電子製品至世界各國,主要貿易國家有美國、日本、南韓和中國等。若從國家面來看,台灣與這些國家之間一直維持著持續且穩定的貿易關係;然而,從產品面來分析,將發現台灣電子業的產品貿易關係是非常動態。本文將針對電子業的出口貿易關係進行存活估計,利用1997年至2009年電子業出口貿易的年資料,收集整理成國家-產品貿易資料對,並進一步將電子業產品按台灣經濟研究院的產品定義劃分為中間財產品及最終財產品,重點探討不同財貨性質的產品之間存活狀況是否存在差異。研究結果發現台灣電子產品的出口貿易較預期脆弱,普遍產品存活期間都很短暫,平均存活期約4-5年(中位數為2年),產品貿易關係並沒有隨著存活期間越長而出現穩定的狀態;國家間一旦建立起產品貿易關係,中間財的存活期不管在任何時間點,都較最終財的存活期長、貿易關係發生中斷的風險也較低。為追究造成兩者差異的原因,本研究的第二部分將利用Cox 比例風險模型從國家面與產品面因素去估計不同因素對貿易關係存活(失敗風險)率的影響,以及他們分別對中間財及最終財所造成的影響差異。結果顯示代表國家面因素的兩國的距離、共同語言、進口國的國內生產毛額、進口國信貸發展指標,對貿易關係的存活期都有顯著的影響效果。另外代表產品面因素的起始貿易值越大、單一產品同時出口的國家數目越多,將顯著降低貿易關係發生中斷的風險率;而產品的進口需求彈性越高、貿易關係出現多重區間的數目越多,將顯著增加貿易關係的失敗風險率。在面對相同的貿易條件時,中間財所面對的風險程度較最終財低41%,說明兩財貨貿易存活情況的確存在明顯差異。這樣的估計結果與存活率分析的發現一致。
In this thesis, we examine the duration of Taiwan exports in the electronics sector during the periods, 1997-2009. We find that the trade relationships are very dynamic at the product level, and the duration of the electronic products is, in general, very short and unstable. On average, the trade relationships only survive for 4 years. Furthermore, we find significant differences in the survival status between the Parts & Components (P&C) and the Final Products (FP) industries. Comparing with the FP, products in the P&C industry have longer trade duration, higher survival rates, and face a lower default risk (Hazard rate). We next use the Cox hazard model to analyze the impacts of the country-specific factors (such as country size) as well as product specific factors (demand elasticity) on trade duration. The results indicate that these variables are important determinants of trade duration: countries share common language face a lower hazard rate; products with a lower elasticity of import demand, higher initial trade volumes and more trade partners also have lower hazard rates. In addition, products in the Parts & Components (P&C) face a 41% lower hazard rate relative to products in the Final Products (FP) industries.
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台灣電子業出口貿易資料來源
Taiwan Industry Economics Services and Industry (http://www.itis.org.tw)
台灣產業技術知識服務計劃
Technology Intelligence Services on line (http://tie.tier.org.tw)
台灣經濟研究院產經資料庫