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研究生: 江永基
論文名稱: 政府政策與經濟成長—台灣、日本和南韓的實證研究
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: 90
中文關鍵詞: 內生成長外生成長向量自我回歸衝擊反應函數累積衝擊反應函數預測誤差變異數分解Choleski decompositionBlanchard & Quah decomposition
外文關鍵詞: endogenous growth, exogenous growth, Vector Autoregression, impulse response function, accumulative impulse response function, forecasting error variance decomposition, Choleski decomposition, Blanchard & Quah decomposition
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  • 在本文中,我們將檢驗台灣、日本和南韓的政府若干政策變數(政府消費性支出、稅率、貨幣供給成長率以及教育經費支出)與相關的重要變數(投資率和儲蓄率)的恆常性變動,能否恆常性地引發產出成長率,而符合內生成長理論的隱含;另一方面,則是利用VAR的架構,探討這些變數變動在Choleski Decomposition與Blanchard & Quah Long-Run Decomposition的設定下,對經濟成長率之影響的持續性和貢獻性。
    由實證的結果,我們發現:整體來講,東亞三國的政府消費性支出與儲蓄率較符合生成長理論的要求。另外,在政策建議方面:若考量政策對經濟成長之持續性的累積效應和貢獻性的大小,則增加貨幣的發行、鼓勵儲蓄以及刺激投資對東亞三國的經濟成長具有較強的正面助益。


    第一章 緒論..................................................3 第一節 研究動機與目的........................................3 第二節 本文架構..............................................5 第二章 文獻回顧..............................................6 第一節 現代經濟成長理論演化之簡介............................6 第二節 實證文獻回顧..........................................9 第三章 實證模型.............................................12 第一節 實證步驟.............................................12 第二節 AUGMENTED DICKEY-FULLER UNIT-ROOT TEST...............13 第三節 JONES (1995)長期關係式檢定...........................14 第四節 向量自我回歸分析.....................................15 第四章 實證結果.............................................23 第一節 資料來源與處理.......................................23 第二節 AUGMENTED DICKEY-FULLER UNIT ROOT TEST結果分析.......24 第三節 JONES長期關係式檢定之結果分析........................25 第四節 二元向量自我迴歸結果分析.............................27 第五節 多元向量自我迴歸結果分析.............................32 第五章 結論與政策建議......................................36 參考文獻....................................................38 附錄........................................................43 附錄一、人力資本模型與AK模型之關係推導......................43 附錄二、BARRO(1990)政府支出模型.............................46 附錄三、CHANG、HSIEH & LAI(2000)擴充貨幣部門之內生成長模型..51 附錄四、各國經濟變數的時間序列..............................54 附錄五、INNOVATION ACCOUNTINGS附圖..........................57

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