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研究生: 李介中
論文名稱: 內生成長模型之時間序列檢定-東亞國家之實證分析
指導教授: 黃朝熙
口試委員:
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: 2001
畢業學年度: 89
語文別: 中文
論文頁數: 65
中文關鍵詞: 經濟成長內生成長理論模型新古典成長模型時間序列分析
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  • 摘要
    本文的研究乃是以時間序列分析法來探討內生成長模型理論,是否可以普遍用來解釋台灣及東亞經濟體系長期的經濟成長。

    實證結果如下:(一)從東亞地區各國成長率的時間序列分析檢定結果看來,很少國家有如內生成長理論所強調的有恆久性變動現象,甚至可說沒有;另外在實質資本投資率方面,其時間序列分析結果,除了緬甸以外,其他11個國家在實質資本投資率上,皆呈現統計上顯著增長。這樣結果暗示AK-style模型對於東亞快速發展地區,其背後長期經濟成長的力量來源,並無法提供良好的預測。(二)對於投資率呈現正向變動趨勢的國家而言,很難找出有其他政策變數(如:政府消費性支出比率及進出口貿易份額比率上)可以直接地抵銷投資率對經濟成長率的影響。從以上總結來看,東亞快速發展地區的大多數國家實質資本投資率,雖然皆呈現出顯著而恆久性的增長,但大多數國家經濟成長率卻沒有很明顯的上升。此外,對於這些投資率呈現正向變動趨勢的國家,也很難找出有其他政策變數,可以直接地抵銷投資率對經濟成長率的影響。這暗示內生成長的理論模型對於東亞快速發展地區,其背後長期經濟成長的動力來源,並無法提供良好的預測。


    目錄 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 本文架構…………………………………………………3 第二章 文獻回顧及探討…………………………………………4 第一節 經濟成長的差異…………………………………………4 第二節 理論文獻回顧……………………………………………9 第三節 實證文獻回顧 ………………………………………13 第三章 模型設定…………………………………………………18 第一節 理論模型…………………………………………………18 第二節 實證方法及模型設定……………………………………25 第四章 實證結果分析及資料來源處理……………………………29 第一節 變數的說明及資料的來源與處理………………………30 第二節 經濟成長的時間序列特性………………………………32 第三節 內生成長理論模型的實證分析…………………………37 第四節 其他相關變數之時間序列分析…………………………42 第五章 結論與未來研究方向……………………………………47 附錄…………………………………………………………………51 附錄一 ………………………………………………………………49 附錄二 ………………………………………………………………57 參考文獻……………………………………………………………59

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