dc.contributor.advisor | 王國樑 | zh_TW |
dc.contributor.author (Authors) | 林育謙 | zh_TW |
dc.contributor.author (Authors) | Lin,Yu Chien | en_US |
dc.creator (作者) | 林育謙 | zh_TW |
dc.creator (作者) | Lin,Yu Chien | en_US |
dc.date (日期) | 2007 | en_US |
dc.date.accessioned | 18-Sep-2009 16:00:20 (UTC+8) | - |
dc.date.available | 18-Sep-2009 16:00:20 (UTC+8) | - |
dc.date.issued (上傳時間) | 18-Sep-2009 16:00:20 (UTC+8) | - |
dc.identifier (Other Identifiers) | G0095258001 | en_US |
dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/35779 | - |
dc.description (描述) | 碩士 | zh_TW |
dc.description (描述) | 國立政治大學 | zh_TW |
dc.description (描述) | 經濟研究所 | zh_TW |
dc.description (描述) | 95258001 | zh_TW |
dc.description (描述) | 96 | zh_TW |
dc.description.abstract (摘要) | 本文透過一開放經濟體系寡占模型的建立與推導,於1989年至1997年的期間,針對台灣中游石化產業的18種產品,探討匯率波動與市場結構對產業獲利率所產生之影響。由於實證資料屬panel data,於實證分析時,變異數容易產生異質性變異(heteroskedasticity)的問題,所以本文先對實證模型進行Hausman Test,結果顯示該實證模型適合使用隨機效果模型進行實證估計。根據實證結果發現,原料進口加權匯率對本國廠商內銷獲利率的影響為負向;出口比對本國廠商內銷獲利率的影響為正向;原料進口加權匯率與國內產業集中度的乘積對本國廠商內銷獲利率的影響為正向;原料進口加權匯率與出口比的乘積對本國廠商內銷獲利率的影響同樣為正向。分析上述結果,在國內廠商生產過程中,使用國外進口生產原料超過某一特定比例的假設之下,當本國貨幣貶值時,國內廠商因進口原料成本增加,將導致其內銷獲利率減少,且內銷獲利率減少幅度與市場競爭程度成正比,與出口比成反比。 | zh_TW |
dc.description.tableofcontents | 目錄目錄 ……………………………………………………………………Ⅰ表次 ……………………………………………………………………Ⅲ圖次 ……………………………………………………………………Ⅲ第一章 緒論 …………………………………………………………1第一節 研究動機與目的……………………………………………1第二節 研究方法與內容……………………………………………2第三節 章節架構……………………………………………………3第二章 文獻回顧………………………………………………………4第一節 國內文獻……………………………………………………4第二節 國外文獻……………………………………………………5第三章 理論模型……………………………………………………10第一節 基本假設…………………………………………………10第二節 模型設定…………………………………………………10第三節 模型推導 …………………………………………………12第四章 實證模型 ……………………………………………………15第一節 實證方程式 ………………………………………………15第二節 資料說明 …………………………………………………18第五章 實證結果 ……………………………………………………20第一節 實證方法 …………………………………………………20第二節 實證結果分析 ……………………………………………21第六章 結論與建議 …………………………………………………23數學附錄 ………………………………………………………………25參考文獻 ………………………………………………………………31附表 ……………………………………………………………………34表次表4-1 實證模型的各種變數衡量公式與資料來源…………………19表5-1 Hausman Test結果……………………………………………21表5-2 實證結果………………………………………………………22附表一 中游石化業產品中英文名稱(僅節錄本文研究產品) ……34附表二 各產品投入產出公式 ………………………………………35附表三 固定效果模型檢定 …………………………………………36附表四 實證結果(已對模型變異數取一致性估計量) ……………36圖次圖1-1 新台幣/美元年平均匯率(1983年-1999年)…………………2 | zh_TW |
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dc.language.iso | en_US | - |
dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0095258001 | en_US |
dc.subject (關鍵詞) | 石化業 | zh_TW |
dc.subject (關鍵詞) | 匯率 | zh_TW |
dc.subject (關鍵詞) | 產業結構 | zh_TW |
dc.subject (關鍵詞) | PCM | en_US |
dc.title (題名) | 匯率波動與產業結構對產業獲利率之影響:以台灣中游石化業為例 | zh_TW |
dc.title (題名) | Exchange Rate, Market Structure and Profitability: the Case of Taiwan`s Petrochemical Industries | en_US |
dc.type (資料類型) | thesis | en |
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