Please use this identifier to cite or link to this item: https://ah.nccu.edu.tw/handle/140.119/69468


Title: 台灣出口量價變動之分析
A study in Taiwan export
Authors: 謝孟錡
Hsieh, Meng Chi
Contributors: 朱美麗
Chu, Mei Lie
謝孟錡
Hsieh, Meng Chi
Keywords: 出口量
出口價格
結構式向量自我迴歸(SVAR)模型
向量誤差修正模型(VECM)
Date: 2013
Issue Date: 2014-09-01 13:51:03 (UTC+8)
Abstract: 為了探討匯率與國外所得對台灣出口價格與出口數量的影響,本文利用台灣與主要貿易對手國的月資料,以單根檢定檢視資料的穩定性,並依照共整合分析判定是否存在共整合關係,然後使用SVAR模型或VECM,觀察匯率、國外變數以及出口價量之間內生關係。實證結果發現:匯率對出口價格與數量,在長短期都有顯著的效果;國外所得與國外生產成本對台灣的出口價格與數量的影響,短期不顯著,但長期根據與台灣的貿易對象不同,而有不同的結果:中國為台灣的第一大出口國,其產出對台灣生產成本與出口量的影響比其他國家影響顯著;日本為台灣第一大進口國,其生產成本對台灣生產成本、出口價格以及出口量影響大且持久;韓國與台灣產品屬於競爭關係,其生產成本與台灣出口量有關係,當韓國生產成本增加使台灣相同產品相對便宜,而使台灣出口量增加,但效果於一年後遞減。
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Description: 碩士
國立政治大學
經濟學系
101258014
102
Source URI: http://thesis.lib.nccu.edu.tw/record/#G0101258014
Data Type: thesis
Appears in Collections:[經濟學系] 學位論文

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