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題名 臺灣實質薪資影響因素: ARDL 模型
Determinants of Real Wage in Taiwan : The ARDL Approach作者 童培德
Tung, Pei-Te貢獻者 洪福聲
Hung, Fu-Sheng
童培德
Tung, Pei-Te關鍵詞 實質薪資
ARDL 模型
動態調整
Real Wage
ARDL Approach
Dynamics日期 2024 上傳時間 4-九月-2024 14:37:01 (UTC+8) 摘要 薪資作為勞工主要的所得，很大程度影響了國民的消費決策以及福利水準。從總體的角度來看，可能引發工資-通貨膨脹循環，是各國貨幣當局實行政策時的參考指標之一。而近年來最熱門的議題就是實質薪資為何和經濟成長脫鉤，以及實質薪資和「勞動生產力」脫鉤的現象，由上述可見，一般所認為影響薪資水準的變數，或是理論上的看法，可能未必和現實一致，令人好奇究竟在實證研究中，實質薪資和哪些因素有關。因此本文希望以 Pesaran (2001) 提出的 ARDL 模型探討可能影響實質薪資的因素，對實質經常性薪資的長短期關係。
Wages, as the primary source of income for workers, significantly influ-ence both consumption decisions and welfare levels. From a macroeconomic perspective, wages can trigger a wage-inflation cycle, which is a key indica-tor for monetary authorities when implementing policies. In recent years, a hot topic has been the decoupling of real wages from economic growth and from ”labor productivity.” This trend suggests that the variables tradi-tionally believed to affect wage levels, or the theoretical perspectives used to understand them, may not align with empirical reality. This raises curiosity about which factors are actually related to real wages. Therefore, this article aims to explore these factors using the ARDL model proposed by Pesaran (2001), with a focus on both the long-term and short-term relationships of real regular wages.參考文獻 中經院(2015)，「低薪資對我國勞動市場的影響與政府因應策略」，勞動部委託研究。 江豐富（2006）。外勞引進對本國勞工失業、職業選擇及薪資之影響。臺灣經濟預測與政策，37(1)，69-111。 李長泰、張景福（2019）。外籍勞工對本國勞工薪資與雇用之影響：臺灣之實證研究。經濟研究，55(2)，279-321。 吳宜欣（2023）。外籍移工對臺灣勞工薪資及就業之影響。國立高雄大學碩士論文。 林昀蔚（2014）。工會強度對總體薪資與經濟成長之影響。國立中正大學碩士 論文。 林依伶、楊子霆（2018）。經濟成長、薪資停滯? 初探台灣實質薪資與勞動生產力成長脫鉤之成因。經濟論文，46(2)，263-322。 林依伶、蕭宇翔、張天惠（2017）。「台灣名目經常性薪資成長影響因素之實證分析-兼論通膨預期與薪資成長的關係」，中央銀行季刊第39 卷第1 期。 林常青、張俊仁、盧姝璇（2017）。薪資停滯？事實陳述與亞洲跨國比較。人文及社會科學集刊，29(1)，87-125。 53 周志霖（2017）。引進外籍勞工對我國薪資之影響。國立臺灣大學碩士論文。 徐美（2021）。臺灣高等教育擴張政策實施對大學及以上學歷與過度教育工作者薪資之影響。臺灣經濟預測與政策，51(2)，1-48。 黃麗卿（2012）。我國勞動生產力與受僱薪資之探討。世新大學碩士論文。 謝念億（2015）。基本工資調整對薪資之影響分析：以台灣製造業及服務業為例。國立中央大學碩士論文。 陳劍虹(2013)。「臺灣近年薪資成長停滯原因探討及改善對策」，經濟研究，第13 期 陳坤銘（2007）。引進外籍勞工對台灣經濟影響之再分析。中山人文社會科學期刊，15(1)，1-26。 蔡心遠（2015）。進出口與附加價值對台灣製造業薪資之影響。國立清華大學碩士論文。 黃國治（2012）。公部門調薪對民間薪資的帶動效果。國立臺灣大學碩士論 文。 Acemoglu, D., & Restrepo, P. (2019, May). Automation and new tasks: How technology displaces and reinstates labor. Journal of Economic Perspectives, 33(2),3–30. Afonso, A., & Gomes, P. (2014). Interactions Between Private and Public Sector Wages. Journal of Macroeconomics, 39, 97–112. Akay, G., & Dogan, C. (2013). The effect of labor supply changes on output: Empirical evidence from US industries. Journal of Productivity Analysis, 39(2), 123-130. Besley, T., & Ghatak, M. (2005). Competition and Incentives with Motivated Agents.American Economic Review, 95(3), 616–636. Blanchard, O., & Katz, L. F. (1999). Wage Dynamics: Reconciling Theory and Evidence. American Economic Review, 89(2), 69–74. Blanchflower, D., & Bryson, A. (2003, 09). What effect do unions have on wages now and would ’what do unions do’ be surprised? National Bureau of Economic Research, Inc, NBER Working Papers. Chen, C.-L., & Kuan, C.-M. (2006). The Impacts of Globalization on Wage Inequality in Taiwan Manufacturing: Evidence from Quantile Regression Analyses. Dickey, D. A., & Fuller, W. A. (1979). Distribution of the Estimators for Autoregressive Time Series With a Unit Root. Journal of the American Statistical Association, 74(366), 427–431. Downes, A. S., & Leon, H. L. (1994). The Wage-Productivity Hypothesis in a Small Developing Country: The Case of Barbados. Social and Economic Studies,43(4), 115–141. Eser, F., Karadi, P., Lane, P. R., Moretti, L., & Osbat, C. (2020). The Phillips curve at the ECB. The Manchester School, 88, 50–85. Gentle, P., Upadhyaya, K., & Paudel, K. (2007). Real Wages, Real Interest Rates and the Phillips Curve: Evidence from Canadian Data. Economia Internazionale /International Economics, 60, 319-331. Ghaffarzadegan, N., Xue, Y., & Larson, R. C. (2017). Work-education mismatch: An Endogenous Theory of Professionalization. European Journal of Operational Research, 261(3), 1085-1097. Gruen, D., & Pagan, C., Adrian Thompson. (1999). The Phillips curve in Australia.Journal of Monetary Economics, 44(2), 223-258. Iheanacho, E. (2016). The Impact of Financial Development on Economic Growth in Nigeria: An ARDL analysis. Economies, 4(4), 26. Kondo, K., & Okubo, T. (2015). Interregional labour migration and real wage disparities: Evidence from Japan. Papers in Regional Science, 94(1), 67-87. Korkmaz, O. (2021). Is Labor Productivity Linked to Real Wages? An Empirical Study of the Turkish Manufacturing Sector. Verimlilik Dergisi, 25-48. Korpi, T., & Tåhlin, M. (2009). Educational mismatch, wages, and wage growth: Overeducation in Sweden, 1974–2000. Labour Economics, 16(2), 183–193. Kumar, S., Webber, D. J., & Perry, G. (2012). Real wages, Inflation and Labour Productivity in Australia. Applied Economics, 44(23), 2945–2954. Lane, P. R., Eser, F., Karadi, P., Moretti, L., & Osbat, C. (2019). The Phillips curve at the ECB. Marquetti, A. (2004). Do rising real wages increase the rate of labor-saving technical change? Some econometric evidence. Metroeconomica, 55(4), 432–441. Muto, I., & Shintani, K. (2017). An empirical study on the New Keynesian wage Phillips curve: Japan and the US. The B.E. Journal of Macroeconomics, 20. Perotti, R. (1996). Growth, Income Distribution, and Democracy: What the Data Say. Journal of Economic Growth, 1(2), 149–187. Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds Testing Approaches to the Analysis of Level Relationships. Journal of Applied Econometrics, 16(3), 289–326. Seok, B. H., & You, H. M. (2022). Macroeconomic impacts of increasing the minimum wage: The case of Korea. Economic Modelling, 113, 105880. Tsai, Y. (2010). Returns to overeducation: A longitudinal analysis of the U.S. labor market. Economics of Education Review, 29(4), 606-617. Whelan, K. (2002). Real Wage Dynamics and the Phillips Curve. Finance and Economic Discussion Series No.2. Yasin, M. (2009). The Impact of Free Trade Agreement with Mexico on Real Wages of Production Workers in Manufacturing in the United States. Southwest Business Economics Journal 17. 描述 碩士
國立政治大學
經濟學系
111258002資料來源 http://thesis.lib.nccu.edu.tw/record/#G0111258002 資料類型 thesis dc.contributor.advisor 洪福聲 zh_TW dc.contributor.advisor Hung, Fu-Sheng en_US dc.contributor.author (作者) 童培德 zh_TW dc.contributor.author (作者) Tung, Pei-Te en_US dc.creator (作者) 童培德 zh_TW dc.creator (作者) Tung, Pei-Te en_US dc.date (日期) 2024 en_US dc.date.accessioned 4-九月-2024 14:37:01 (UTC+8) - dc.date.available 4-九月-2024 14:37:01 (UTC+8) - dc.date.issued (上傳時間) 4-九月-2024 14:37:01 (UTC+8) - dc.identifier (其他 識別碼) G0111258002 en_US dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/153284 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 經濟學系 zh_TW dc.description (描述) 111258002 zh_TW dc.description.abstract (摘要) 薪資作為勞工主要的所得，很大程度影響了國民的消費決策以及福利水準。從總體的角度來看，可能引發工資-通貨膨脹循環，是各國貨幣當局實行政策時的參考指標之一。而近年來最熱門的議題就是實質薪資為何和經濟成長脫鉤，以及實質薪資和「勞動生產力」脫鉤的現象，由上述可見，一般所認為影響薪資水準的變數，或是理論上的看法，可能未必和現實一致，令人好奇究竟在實證研究中，實質薪資和哪些因素有關。因此本文希望以 Pesaran (2001) 提出的 ARDL 模型探討可能影響實質薪資的因素，對實質經常性薪資的長短期關係。 zh_TW dc.description.abstract (摘要) Wages, as the primary source of income for workers, significantly influ-ence both consumption decisions and welfare levels. From a macroeconomic perspective, wages can trigger a wage-inflation cycle, which is a key indica-tor for monetary authorities when implementing policies. In recent years, a hot topic has been the decoupling of real wages from economic growth and from ”labor productivity.” This trend suggests that the variables tradi-tionally believed to affect wage levels, or the theoretical perspectives used to understand them, may not align with empirical reality. This raises curiosity about which factors are actually related to real wages. Therefore, this article aims to explore these factors using the ARDL model proposed by Pesaran (2001), with a focus on both the long-term and short-term relationships of real regular wages. en_US dc.description.tableofcontents 1 緒論1 2 文獻回顧5 3 研究流程及方法11 3.1 研究流程 11 3.2 使用方法 12 3.2.1 單根檢定 12 3.2.2 資訊準則 14 3.2.3 序列相關檢定 15 3.2.4 ARDL 模型 16 3.2.5 異質性檢定 19 3.2.6 常態性檢定 21 3.2.7 CUSUM test and CUSUM of squares test 22 4 變數說明及處理 24 4.1 變數說明 24 4.1.1 實質經常性薪資(RWAGE) 24 4.1.2 失業率(UN_SA) 25 4.1.3 製造業生產力指數(PROD) 26 4.1.4 高等教育擴張(HIGHEDU) 27 4.1.5 外籍勞工(FOREIGN) 28 4.1.6 企業營收(REV) 29 4.1.7 基本薪資(BASIC) 30 4.1.8 團體協約家數(GROUP) 32 4.1.9 公務人員調薪(PUBLIC_ADJ) 33 4.1.10 貿易條件(TOT) 33 4.1.11 出口數量指數(EXPORT) 34 5 實證結果 37 5.1 相關性 37 5.2 單根檢定 37 5.3 最適落後期選擇標準 41 5.4 長期關係以及序列相關檢定 42 5.5 短期關係以及誤差修正模型 46 5.6 異質變異數檢定 48 5.7 常態性檢定 48 5.8 CUSUM test and CUSUM of squares test 49 6 結論與建議 51 參考文獻53 附錄58 zh_TW dc.format.extent 873418 bytes - dc.format.mimetype application/pdf - dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0111258002 en_US dc.subject (關鍵詞) 實質薪資 zh_TW dc.subject (關鍵詞) ARDL 模型 zh_TW dc.subject (關鍵詞) 動態調整 zh_TW dc.subject (關鍵詞) Real Wage en_US dc.subject (關鍵詞) ARDL Approach en_US dc.subject (關鍵詞) Dynamics en_US dc.title (題名) 臺灣實質薪資影響因素: ARDL 模型 zh_TW dc.title (題名) Determinants of Real Wage in Taiwan : The ARDL Approach en_US dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) 中經院(2015)，「低薪資對我國勞動市場的影響與政府因應策略」，勞動部委託研究。 江豐富（2006）。外勞引進對本國勞工失業、職業選擇及薪資之影響。臺灣經濟預測與政策，37(1)，69-111。 李長泰、張景福（2019）。外籍勞工對本國勞工薪資與雇用之影響：臺灣之實證研究。經濟研究，55(2)，279-321。 吳宜欣（2023）。外籍移工對臺灣勞工薪資及就業之影響。國立高雄大學碩士論文。 林昀蔚（2014）。工會強度對總體薪資與經濟成長之影響。國立中正大學碩士 論文。 林依伶、楊子霆（2018）。經濟成長、薪資停滯? 初探台灣實質薪資與勞動生產力成長脫鉤之成因。經濟論文，46(2)，263-322。 林依伶、蕭宇翔、張天惠（2017）。「台灣名目經常性薪資成長影響因素之實證分析-兼論通膨預期與薪資成長的關係」，中央銀行季刊第39 卷第1 期。 林常青、張俊仁、盧姝璇（2017）。薪資停滯？事實陳述與亞洲跨國比較。人文及社會科學集刊，29(1)，87-125。 53 周志霖（2017）。引進外籍勞工對我國薪資之影響。國立臺灣大學碩士論文。 徐美（2021）。臺灣高等教育擴張政策實施對大學及以上學歷與過度教育工作者薪資之影響。臺灣經濟預測與政策，51(2)，1-48。 黃麗卿（2012）。我國勞動生產力與受僱薪資之探討。世新大學碩士論文。 謝念億（2015）。基本工資調整對薪資之影響分析：以台灣製造業及服務業為例。國立中央大學碩士論文。 陳劍虹(2013)。「臺灣近年薪資成長停滯原因探討及改善對策」，經濟研究，第13 期 陳坤銘（2007）。引進外籍勞工對台灣經濟影響之再分析。中山人文社會科學期刊，15(1)，1-26。 蔡心遠（2015）。進出口與附加價值對台灣製造業薪資之影響。國立清華大學碩士論文。 黃國治（2012）。公部門調薪對民間薪資的帶動效果。國立臺灣大學碩士論 文。 Acemoglu, D., & Restrepo, P. (2019, May). Automation and new tasks: How technology displaces and reinstates labor. Journal of Economic Perspectives, 33(2),3–30. Afonso, A., & Gomes, P. (2014). Interactions Between Private and Public Sector Wages. Journal of Macroeconomics, 39, 97–112. Akay, G., & Dogan, C. (2013). The effect of labor supply changes on output: Empirical evidence from US industries. Journal of Productivity Analysis, 39(2), 123-130. Besley, T., & Ghatak, M. (2005). Competition and Incentives with Motivated Agents.American Economic Review, 95(3), 616–636. Blanchard, O., & Katz, L. F. (1999). Wage Dynamics: Reconciling Theory and Evidence. American Economic Review, 89(2), 69–74. Blanchflower, D., & Bryson, A. (2003, 09). What effect do unions have on wages now and would ’what do unions do’ be surprised? National Bureau of Economic Research, Inc, NBER Working Papers. Chen, C.-L., & Kuan, C.-M. (2006). The Impacts of Globalization on Wage Inequality in Taiwan Manufacturing: Evidence from Quantile Regression Analyses. Dickey, D. A., & Fuller, W. A. (1979). Distribution of the Estimators for Autoregressive Time Series With a Unit Root. Journal of the American Statistical Association, 74(366), 427–431. Downes, A. S., & Leon, H. L. (1994). The Wage-Productivity Hypothesis in a Small Developing Country: The Case of Barbados. Social and Economic Studies,43(4), 115–141. Eser, F., Karadi, P., Lane, P. R., Moretti, L., & Osbat, C. (2020). The Phillips curve at the ECB. The Manchester School, 88, 50–85. Gentle, P., Upadhyaya, K., & Paudel, K. (2007). Real Wages, Real Interest Rates and the Phillips Curve: Evidence from Canadian Data. Economia Internazionale /International Economics, 60, 319-331. Ghaffarzadegan, N., Xue, Y., & Larson, R. C. (2017). Work-education mismatch: An Endogenous Theory of Professionalization. European Journal of Operational Research, 261(3), 1085-1097. Gruen, D., & Pagan, C., Adrian Thompson. (1999). The Phillips curve in Australia.Journal of Monetary Economics, 44(2), 223-258. Iheanacho, E. (2016). The Impact of Financial Development on Economic Growth in Nigeria: An ARDL analysis. Economies, 4(4), 26. Kondo, K., & Okubo, T. (2015). Interregional labour migration and real wage disparities: Evidence from Japan. Papers in Regional Science, 94(1), 67-87. Korkmaz, O. (2021). Is Labor Productivity Linked to Real Wages? An Empirical Study of the Turkish Manufacturing Sector. Verimlilik Dergisi, 25-48. Korpi, T., & Tåhlin, M. (2009). Educational mismatch, wages, and wage growth: Overeducation in Sweden, 1974–2000. Labour Economics, 16(2), 183–193. Kumar, S., Webber, D. J., & Perry, G. (2012). Real wages, Inflation and Labour Productivity in Australia. Applied Economics, 44(23), 2945–2954. Lane, P. R., Eser, F., Karadi, P., Moretti, L., & Osbat, C. (2019). The Phillips curve at the ECB. Marquetti, A. (2004). Do rising real wages increase the rate of labor-saving technical change? Some econometric evidence. Metroeconomica, 55(4), 432–441. Muto, I., & Shintani, K. (2017). An empirical study on the New Keynesian wage Phillips curve: Japan and the US. The B.E. Journal of Macroeconomics, 20. Perotti, R. (1996). Growth, Income Distribution, and Democracy: What the Data Say. Journal of Economic Growth, 1(2), 149–187. Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds Testing Approaches to the Analysis of Level Relationships. Journal of Applied Econometrics, 16(3), 289–326. Seok, B. H., & You, H. M. (2022). Macroeconomic impacts of increasing the minimum wage: The case of Korea. Economic Modelling, 113, 105880. Tsai, Y. (2010). Returns to overeducation: A longitudinal analysis of the U.S. labor market. Economics of Education Review, 29(4), 606-617. Whelan, K. (2002). Real Wage Dynamics and the Phillips Curve. Finance and Economic Discussion Series No.2. Yasin, M. (2009). The Impact of Free Trade Agreement with Mexico on Real Wages of Production Workers in Manufacturing in the United States. Southwest Business Economics Journal 17. zh_TW
