Please use this identifier to cite or link to this item: https://ah.nccu.edu.tw/handle/140.119/32219


Title: 出口匯率轉嫁效果之探討-以台灣中游石化業為例
Authors: 陳麗雪
Contributors: 王國樑
陳麗雪
Keywords: 中游石化業
共整合分析
誤差修正模型
衝擊反應分析
匯率轉嫁
Date: 2003
Issue Date: 2009-09-14 13:26:10 (UTC+8)
Abstract: 當匯率的變動沒有完全反映在出口價格上時,即產生匯率不完全轉嫁的效果。本文以台灣中游石化業的13種產品作為研究對象,資料期間為民國78年1月至民國91年12月,並且在考慮中游石化業的特性下,採用成本加成定價法模型,來探討匯率波動時對出口價格的影響。
實證上,我們為考慮資料定態性的問題,乃採用ADF單根檢定、共整合分析與誤差修正模型。此外,我們利用衝擊反應函數與預測誤差變異數分解,來了解各變數對出口價格的影響。實證結果發現:各產品間的出口匯率轉嫁不盡相同;當受外在衝擊後調整恢復至長期均衡關係的調整速度也不同;各產品的出口價格受其他變數的影響亦有所不同。
Reference: 中文部分
吳中書 (1995),「台灣進口物價匯率轉嫁效果之探討」,開放總體經濟論文集,頁 43-61。
吳博欽、陳本盛 (2001),「避險措施、出口不穩定與匯率轉嫁─以台灣電子資訊產業為例」,台灣經濟學會論文集,頁63-93。
劉宗欣、張銘仁 (2003),「進口物價的匯率轉嫁與不對稱性:台灣的實証研究」,中央研究院經濟研究所經濟論文,第二時八卷第4期,頁369-396。
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Description: 碩士
國立政治大學
經濟研究所
91258028
92
Source URI: http://thesis.lib.nccu.edu.tw/record/#G0091258028
Data Type: thesis
Appears in Collections:[經濟學系] 學位論文

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