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題名 匯率變動對貿易收支與產出之影響 : 國際間的實證研究
作者 林容如
貢獻者 劉錦添
林容如
日期 1988
上傳時間 4-May-2016 14:22:12 (UTC+8)
參考文獻 參考文獻
     一、 中文部分
     1. 劉錦添 “台灣國際收支的實證研究”，政治大學國際貿易研究所碩士論文，1978年。
     2. 龔尚智 “匯率變動對貿易的影響”， 政治大學國際貿易研究所碩士論文，1980年。
     3. 劉瑞恆 “匯率變動對台灣國際收支之影響”， 政治大學國際貿易研究所碩士論文，1984年。
     4. 鄭鴻章 “匯率估計與預測之研究──台灣實證分析”， 政治大學國際貿易研究所碩士論文，1987年。
     5. 柳復起 “現代國際金融”，三民書局，1984年。
     
     二、英文部分
     1. Akaike, H. (1969), "Fitting autoregression for prediction". Annals of the Istitute of Statistical Mathematics 21. 243-247.
     2. Alexander, Sidney S. (1952) , "Effects of a Devaluation on a Trade Balance". IMF Staff Paper 2, 263-278.
     3. Almon. S. (1965), "The distributed lag between capital appropriations and expenditures". Econometrica. 33, Jan. , 178-196.
     4. Amemiya, T. (198O) , "Selection of Regressors . "International Economic Review 21, 331-354.
     5. Amemiya, T. and K. Morimune (1974) , "Selecting the Optimal Order of Polynomial in the Almon Distributed Lag". Review of Economics and Statistics 56. 378-386.
     6. Bahman i-Oskooee , Mohsen (1985) , "Devaluation and the J-curve: Some Evidence From LDCS", The Review of Economics and Statistics 67. No. 3, 500-504.
     7. _____(1986), "Determinants of International Trade Flow : The Case of Developing Countries". Journal of Development Economics 20, No. 1, 107-123.
     8. Barro, Robert J. (1978), " Unanticipated Money. Output, and the Price Level in the United States". Journal of Political Economy 86. No. 4, Aug. , 549-580.
     9. Bird, Graham (1983) , " Should Developing Countries Use Currency Depreciation as a Tool of Balance of Payment Adjustment? A Review of the Theory and Evidence, and a Guide for the Policy Maker". The Journal of Development Studies. 19. No. 4. 461-484.
     10. Cargill, T. F. and R. A. Meyer (1974), "Some time and frequency domain distributed lag estimators: A comparative Monte Carlo study ”, Econometrica. 42, No. 6. 1031-1044.
     11. Cooper, R. N. (1971), " An Assessment of Currency Devaluation in Developing Countries", in G. Ran is (ed.) , Government and Economic Development (New Haven : Yale University Press).
     12. Donovan. Donal J. (1981) , " Real Responses Associated with Exchange Rate Action in Selected Upper Credit Tranche Stabilization Programs", IMF Staff Paper 28 . 698–728.
     13. Dornbusch, Rudiger (1973) , ” Devaluation , money, and nontraded goods" . American Economic Review 63, 871-880.
     14. Edwards, Sebastian (1986) , "Are Devaluations Contractionary?". The Review of Economics and Statistics, Aug. 68 (3), 501-508.
     15. Fama. Eugene F. ; Fisher , Lawrence : Jensen, Michael C. : and Roll. Richard. (1969) , " The Adjustment of Stock Prices to New Information”,International Economic Review . 10 (1) Feb. , 1-21.
     16. Frenkel. Jacob A. and Carlos Rodriguez (1975) , " Portifolio equilibrium and the balance of payments : A monetary approach ". American Economic Review 65. 674-688.
     17. Godfrey, L. G. and D. S. Poskitt (1975), Testing the restrictions of the Almon lag technique. ". Journal of the American Statistical Association 70, Mar. 105-108.
     18. Gylfason , Thorvaldur and Ole Risager (1984 ) . " Does devaluation Improve The Current Account?". European Economic Review 25, 37 –64.
     19. Gylfason . Thorvaldur and Michael Schmid ( 1983) , "Does devaluation cause stagflation?", Canadian Journal of Economics. Vol 16 . . 641-654.
     20. Himarios, Daniel (1985) , "The Effects of Devaluation on the Trade Balance : A Critical View and Reexamination of Miles`s "New Results` ". Journal of International Money and Finance 4, 553-563.
     21. Hirschman , Albert O. (1949 ) , "Devaluation and the Trade Balance: A Note". The Review of Economics and Statistics 31, 50-54.
     22. Kelejian, H. H. and W. E. Oates (1974), Introduction to econometrics : Principles and applications. (Harper and Row. New York )
     23. Knight , J. B. (1976) , "Devaluation and income distribution in less developed countries " . Oxford Economic Paper. July。
     24. Krugman, P. and L. Taylor (1978), " Controactionary Effects of Devaluation ” , Journal of International Economics. 8. Aug. . 445-456.
     25. Meade (1951). The Theory of International Economic Policy, Vol I: The Balance of Payments (London: Oxford University Press)
     26. Miles, Marc A. (1979), " The Effects of Devaluation on the Trade Balance and the Balance of Payments: Some New Results". Journal of Political Economy. Vol.87. No. 31 . 600-620.
     27. Mundell, R. A. (1971), Monetary Theory Inflation Interest & Growth in the World Economy, Pacific Palisades, Calif : Goodyear Publishing Co. , Inc.
     28. Schmidt, Peter and Roger N. Waud (1973) , The Almon lag technique and the monetary versus fiscal policy debate " . Journal of the American Statistical Association 68. March, 11-19.
     29. Spitaller, Erich (1980) , "Short-Run Effects of Exchange Rate Changes on Terms of Trade and Trade Balance" , IMF Staff Paper. June , Vol 27, No. 2. 320-348.
     30. Solimano, Andre "s (1986), " Contractionary Devaluation in the southern cone". Journal of Development Economics 23. 135-151.
     31. Ter?svirta. Timo (1976). "A note on bias in the Almon distributed lag estimator " . Econometrica. 44, No. 6. Nov. , 1317-1321.
     32. Trivedi. P. K. and A. R. Pagan (1976). " Polynomial distributed lags: A unified treatment". Workins Paper no. 34. Nov. ( Faculty of Economics, Australian National University, Canberra )
     33. Warner Dennis and Mordechai E. Kreinin (1983). " Determinants of international trade flows " . Review of Economics and Statistics Vol 65, No. 1, 96-104.
描述 碩士
國立政治大學
國際經營與貿易學系
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002005707
資料類型 thesis
dc.contributor.advisor 劉錦添zh_TW
dc.contributor.author (Authors) 林容如zh_TW
dc.creator (作者) 林容如zh_TW
dc.date (日期) 1988en_US
dc.date.accessioned 4-May-2016 14:22:12 (UTC+8)-
dc.date.available 4-May-2016 14:22:12 (UTC+8)-
dc.date.issued (上傳時間) 4-May-2016 14:22:12 (UTC+8)-
dc.identifier (Other Identifiers) B2002005707en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/90446-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 國際經營與貿易學系zh_TW
dc.description.tableofcontents 目錄
     表次
     圖次
     第一章 緒論………1
     第一節 研究動機與目的………1
     第二節 本文架構………2
     第二章 匯率變動的貿易收支效果之文獻評介與模型之建立………5
     第一節 匯率變動之貿易收支效果文獻評介………6
     第二節 貿易收支實証模型之建立………14
     第三節 結論………17
     第三章 匯率變動對貿易收支之影響的實証研究………22
     第一節 各國經濟之特性………24
     第二節 落後期數之估計………34
     第三節 多項階數之估計………40
     第四節 實証分析………42
     第四章 匯率變動的產出效果之文獻評介與模型之建立………67
     第一節 匯率變動之產出效果文獻評介………68
     第二節 實質產出實証模型之建立………76
     第三節 結論………77
     第五章 匯率變動對產出之影響的實証研究………80
     第一節 落後期數之估計………81
     第二節 多項階數之估計………86
     第三節 實証分析………87
     第六章 結論與建議………110
     附錄:資料來源………116
      參考文獻………120
     
     表次
     表2-1 貿易收支實証文獻之比較………18
     表2-2 出口需求彈性之估計………19
     表2-3 進口需求彈性之估計………20
     表3-1 各國匯率制度之比較………25
     表3-2 各國名目、實質匯率變動次數………27
     表3-3 各國貿易收支順、逆差次數………28
     表3-4 工業國家之平均每季變動率………30
     表3-5 開發中國家之平均每季變動率………31
     表3-6 新興工業化國家之平均每季變動率………32
     表3-7 工業國家選擇落後期數之FPE值………37
     表3-8 開發中國家選擇落後期數之FPE值………38
     表3-9 新興工業化國家選擇落後期數之FPE值………39
     表3-10 工業國家選擇多項階數之PC值………43
     表3-11 開發中國家選擇多項階數之PC值………44
     表3-12 新興工業化國家選擇多項階數之PC值………45
     表3-13 工業國家貿易收支估計結果………47
     表3-14 開發中國家貿易收支估計結果………48
     表3-15 新興工業化國家貿易收支估計結果………49
     表3-16 本模型之估計結果………61
     表3-17 貶值之貿易收支效果實證分析之比較………62
     表4-1 產出實證文獻之比較………78
     表5-1 工業國家選擇落後期數之FPE值………83
     表5-2 開發中國家選擇落後期數之FPE值………84
     表5-3 新興工業化國家選擇落後期數之FPE值………85
     表5-4 工業國家選擇多項階數之PC值………89
     表5-5 開發中國家選擇多項階數之PC值………90
     表5-6 新興工業化國家選擇多項階數之PC值………91
     表5-7 世界與各區域之物價變動率1971~1986………92
     表5-8 實質產出變動率1963~1982………93
     表5-9 工業國家產出估計結果………95
     表5-10 開發中國家產出估計結果………96
     表5-11 新興工業化國家產出估計結果………97
     表5-12 本模型之估計結果………107
     表5-13 貶值之產出效果實證分析之比較………108
     表6-1 貿易收支與產出效果之比較………113
     
     圖次
     圖3-1 世界進出口比例………55
     圖3-2 貶值情況(J曲線) ………65
     圖3-3 升值情況(倒轉的J曲線) ………65
     圖5-1 通貨膨脹:世界與各區域1971~1986………88		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002005707en_US
dc.title (題名) 匯率變動對貿易收支與產出之影響 : 國際間的實證研究zh_TW
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 參考文獻
     一、 中文部分
     1. 劉錦添 “台灣國際收支的實證研究”，政治大學國際貿易研究所碩士論文，1978年。
     2. 龔尚智 “匯率變動對貿易的影響”， 政治大學國際貿易研究所碩士論文，1980年。
     3. 劉瑞恆 “匯率變動對台灣國際收支之影響”， 政治大學國際貿易研究所碩士論文，1984年。
     4. 鄭鴻章 “匯率估計與預測之研究──台灣實證分析”， 政治大學國際貿易研究所碩士論文，1987年。
     5. 柳復起 “現代國際金融”，三民書局，1984年。
     
     二、英文部分
     1. Akaike, H. (1969), "Fitting autoregression for prediction". Annals of the Istitute of Statistical Mathematics 21. 243-247.
     2. Alexander, Sidney S. (1952) , "Effects of a Devaluation on a Trade Balance". IMF Staff Paper 2, 263-278.
     3. Almon. S. (1965), "The distributed lag between capital appropriations and expenditures". Econometrica. 33, Jan. , 178-196.
     4. Amemiya, T. (198O) , "Selection of Regressors . "International Economic Review 21, 331-354.
     5. Amemiya, T. and K. Morimune (1974) , "Selecting the Optimal Order of Polynomial in the Almon Distributed Lag". Review of Economics and Statistics 56. 378-386.
     6. Bahman i-Oskooee , Mohsen (1985) , "Devaluation and the J-curve: Some Evidence From LDCS", The Review of Economics and Statistics 67. No. 3, 500-504.
     7. _____(1986), "Determinants of International Trade Flow : The Case of Developing Countries". Journal of Development Economics 20, No. 1, 107-123.
     8. Barro, Robert J. (1978), " Unanticipated Money. Output, and the Price Level in the United States". Journal of Political Economy 86. No. 4, Aug. , 549-580.
     9. Bird, Graham (1983) , " Should Developing Countries Use Currency Depreciation as a Tool of Balance of Payment Adjustment? A Review of the Theory and Evidence, and a Guide for the Policy Maker". The Journal of Development Studies. 19. No. 4. 461-484.
     10. Cargill, T. F. and R. A. Meyer (1974), "Some time and frequency domain distributed lag estimators: A comparative Monte Carlo study ”, Econometrica. 42, No. 6. 1031-1044.
     11. Cooper, R. N. (1971), " An Assessment of Currency Devaluation in Developing Countries", in G. Ran is (ed.) , Government and Economic Development (New Haven : Yale University Press).
     12. Donovan. Donal J. (1981) , " Real Responses Associated with Exchange Rate Action in Selected Upper Credit Tranche Stabilization Programs", IMF Staff Paper 28 . 698–728.
     13. Dornbusch, Rudiger (1973) , ” Devaluation , money, and nontraded goods" . American Economic Review 63, 871-880.
     14. Edwards, Sebastian (1986) , "Are Devaluations Contractionary?". The Review of Economics and Statistics, Aug. 68 (3), 501-508.
     15. Fama. Eugene F. ; Fisher , Lawrence : Jensen, Michael C. : and Roll. Richard. (1969) , " The Adjustment of Stock Prices to New Information”,International Economic Review . 10 (1) Feb. , 1-21.
     16. Frenkel. Jacob A. and Carlos Rodriguez (1975) , " Portifolio equilibrium and the balance of payments : A monetary approach ". American Economic Review 65. 674-688.
     17. Godfrey, L. G. and D. S. Poskitt (1975), Testing the restrictions of the Almon lag technique. ". Journal of the American Statistical Association 70, Mar. 105-108.
     18. Gylfason , Thorvaldur and Ole Risager (1984 ) . " Does devaluation Improve The Current Account?". European Economic Review 25, 37 –64.
     19. Gylfason . Thorvaldur and Michael Schmid ( 1983) , "Does devaluation cause stagflation?", Canadian Journal of Economics. Vol 16 . . 641-654.
     20. Himarios, Daniel (1985) , "The Effects of Devaluation on the Trade Balance : A Critical View and Reexamination of Miles`s "New Results` ". Journal of International Money and Finance 4, 553-563.
     21. Hirschman , Albert O. (1949 ) , "Devaluation and the Trade Balance: A Note". The Review of Economics and Statistics 31, 50-54.
     22. Kelejian, H. H. and W. E. Oates (1974), Introduction to econometrics : Principles and applications. (Harper and Row. New York )
     23. Knight , J. B. (1976) , "Devaluation and income distribution in less developed countries " . Oxford Economic Paper. July。
     24. Krugman, P. and L. Taylor (1978), " Controactionary Effects of Devaluation ” , Journal of International Economics. 8. Aug. . 445-456.
     25. Meade (1951). The Theory of International Economic Policy, Vol I: The Balance of Payments (London: Oxford University Press)
     26. Miles, Marc A. (1979), " The Effects of Devaluation on the Trade Balance and the Balance of Payments: Some New Results". Journal of Political Economy. Vol.87. No. 31 . 600-620.
     27. Mundell, R. A. (1971), Monetary Theory Inflation Interest & Growth in the World Economy, Pacific Palisades, Calif : Goodyear Publishing Co. , Inc.
     28. Schmidt, Peter and Roger N. Waud (1973) , The Almon lag technique and the monetary versus fiscal policy debate " . Journal of the American Statistical Association 68. March, 11-19.
     29. Spitaller, Erich (1980) , "Short-Run Effects of Exchange Rate Changes on Terms of Trade and Trade Balance" , IMF Staff Paper. June , Vol 27, No. 2. 320-348.
     30. Solimano, Andre "s (1986), " Contractionary Devaluation in the southern cone". Journal of Development Economics 23. 135-151.
     31. Ter?svirta. Timo (1976). "A note on bias in the Almon distributed lag estimator " . Econometrica. 44, No. 6. Nov. , 1317-1321.
     32. Trivedi. P. K. and A. R. Pagan (1976). " Polynomial distributed lags: A unified treatment". Workins Paper no. 34. Nov. ( Faculty of Economics, Australian National University, Canberra )
     33. Warner Dennis and Mordechai E. Kreinin (1983). " Determinants of international trade flows " . Review of Economics and Statistics Vol 65, No. 1, 96-104.		zh_TW