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題名 出口與經濟成長的因果關係:台灣的實證研究
其他題名 An Empirical Study of the Export-led Growth Hypothesis Using Taiwanese Data
作者 黃台心
Huang, Tai-hsin
貢獻者 金融系
關鍵詞 共整合;因果關係檢定;出口導引經濟成長
cointegration;causality test;export-let growth
日期 2002.12
上傳時間 27-Oct-2014 10:42:35 (UTC+8)
摘要 本研究使用四變數(所得、出口、固定資本形成及貿易條件)向量自我迴歸模型,分別採用Toda and Phillips (1993,1994) 和Toda and Yamamoto (1995)兩種 Granger無因果關係檢定法,探討出口導引經濟成長假說,是否適用於台灣。實證分析結果,兩種方法均無法拒絕此假說,顯示政府過去採行的出口擴張政策,成勁地導引總體經濟成長。另外,經濟成長刺激出口增加的假說,遭到兩種方法的拒斥。
The current paper tests the export-led growth hypothesis using Taiwan`s time series data from 1951 to 1998 within the framework of four-variable vector autoregressive (VAR) models that contain unit roots. Two testing procedures are employed. One is proposed by Toda and Phillips (1993, 1994), which employs a Johansen-type error correction model. The other is a lag-augmented VAR approach, proposed by Toda and Yamamoto (1995), which need not take into account possible integration and cointegration among series. Empirical results from both approaches appear to reject the null hypothesis of Granger no-causality from export to output. However, no causal link from output to export is found.
關聯 經濟論文叢刊,30(4),465-490
資料類型 article
dc.contributor 金融系en_US
dc.creator (作者) 黃台心zh_TW
dc.creator (作者) Huang, Tai-hsinen_US
dc.date (日期) 2002.12en_US
dc.date.accessioned 27-Oct-2014 10:42:35 (UTC+8)-
dc.date.available 27-Oct-2014 10:42:35 (UTC+8)-
dc.date.issued (上傳時間) 27-Oct-2014 10:42:35 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/70793-
dc.description.abstract (摘要) 本研究使用四變數(所得、出口、固定資本形成及貿易條件)向量自我迴歸模型,分別採用Toda and Phillips (1993,1994) 和Toda and Yamamoto (1995)兩種 Granger無因果關係檢定法,探討出口導引經濟成長假說,是否適用於台灣。實證分析結果,兩種方法均無法拒絕此假說,顯示政府過去採行的出口擴張政策,成勁地導引總體經濟成長。另外,經濟成長刺激出口增加的假說,遭到兩種方法的拒斥。en_US
dc.description.abstract (摘要) The current paper tests the export-led growth hypothesis using Taiwan`s time series data from 1951 to 1998 within the framework of four-variable vector autoregressive (VAR) models that contain unit roots. Two testing procedures are employed. One is proposed by Toda and Phillips (1993, 1994), which employs a Johansen-type error correction model. The other is a lag-augmented VAR approach, proposed by Toda and Yamamoto (1995), which need not take into account possible integration and cointegration among series. Empirical results from both approaches appear to reject the null hypothesis of Granger no-causality from export to output. However, no causal link from output to export is found.en_US
dc.format.extent 2078282 bytes-
dc.format.mimetype application/pdf-
dc.language.iso en_US-
dc.relation (關聯) 經濟論文叢刊,30(4),465-490en_US
dc.subject (關鍵詞) 共整合;因果關係檢定;出口導引經濟成長en_US
dc.subject (關鍵詞) cointegration;causality test;export-let growthen_US
dc.title (題名) 出口與經濟成長的因果關係:台灣的實證研究zh_TW
dc.title.alternative (其他題名) An Empirical Study of the Export-led Growth Hypothesis Using Taiwanese Dataen_US
dc.type (資料類型) articleen