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https://ah.lib.nccu.edu.tw/handle/140.119/78784| 題名: | 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 |
作者: | 李崇凱 | 貢獻者: | 林馨怡 李崇凱 |
關鍵詞: | 全球化 通貨膨脹率 分量迴歸 追蹤資料 |
日期: | 2015 | 上傳時間: | 1-十月-2015 | 摘要: | 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。 | 參考文獻: | Anderson, T.W., and Cheng Hsiao. (1981)\nEstimation of Dynamic Models with Error Components. \nJournal of the American Statistical Association, 76, 589--606.\n\nArellano, Manuel, and Stephen Bond. (1991)\nSome Tests for Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations.\nReview of Economic Studies, 58, 277--97.\n\nBall, Laurence M. (2006)\nHas Globalization Changed Inflation?\nNBER Working Paper, No. 12687.\n\nBatini, Nicoletta, Brian Jackson, and Stephen Nickell. (2005)\nAn Open-Economy New Keynesian Phillips Curve for the U.K.\nJournal of Monetary Economics, 52, 1061--71.\n\nBernanke, Ben S. 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(2010)\nThe New Keynesian Phillips Curve of Rational Expectations: A Serial Correlation Extension.\nJournal of Applied Economics, 13, 159--79. | 描述: | 碩士 國立政治大學 經濟學系 102258019 |
資料來源: | http://thesis.lib.nccu.edu.tw/record/#G0102258019 | 資料類型: | thesis |
| Appears in Collections: | 學位論文 |
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| 801901.pdf | 1.38 MB | Adobe PDF2 | View/Open |
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