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Title: 全球化與通貨膨脹率-追蹤資料分量迴歸之應用
Globalization and Inflation - The Application of Panel Quantile Regression
Authors: 李崇凱
Contributors: 林馨怡
Keywords: 全球化
Date: 2015
Issue Date: 2015-10-01 14:24:34 (UTC+8)
Abstract: 本文使用追蹤資料分量迴歸模型來分析全球化之下,通貨膨脹率受國外經濟狀態變數的影響。我們使用 1980--2013 年 45 個國家的季資料及 1970--2013 年 56 個國家的年資料做分析。根據全球化假說 (Globalization Hypothesis) ,隨著全球化程度的提升,通貨膨脹率受國外經濟狀態的影響會增加。由實證結果發現在通貨膨脹率較低時,國外經濟狀態對通貨膨脹率有顯著正向的影響,隨著通貨膨脹率提升,兩者關係有下降的趨勢但仍為顯著正相關。此結果指出隨著全球化程度較高、通膨較低時,通貨膨脹率受國外經濟狀態影響較大並呼應 Ihrig et al. (2010) 全球化假說的論點。
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