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題名 民主與經濟成長之分量迴歸分析
Democracy and Economic Growth: A Reassessment
作者 林馨怡
貢獻者 經濟系
關鍵詞 民主化; 經濟成長; 分量迴歸; 衝擊反應
Democracy; Growth; Quantile Regression; Impulse Responses
日期 2018-12
上傳時間 16-七月-2025 11:12:58 (UTC+8)
摘要 在這個兩年期的計劃當中,我們引進追蹤資料分量迴歸模型用以描繪民主對經濟成長的異 質效果。因爲模型存在内生性問題,我們使用fitted value方法結合Canay (2011)的方 法,提出一個三步驟的估計方法。此外,本計劃更進一步延伸及修正Jordd (2005)的local projection方法,提出可以衡量民主化衝擊對未來經濟成長之影響的方法;此方法的好處 是較不受模型設定正確與否的影響。本計劃希望利用分量迴歸,對民主與經濟成長議題做 一個冗整的分析。
In this two-year project, we introduce quantile regression for panel data to address the heterogeneous effect of democracy on economic growth and account for unobserved heterogeneity in panel data. We use a fitted value approach to solve the endogeneity problem from democracy, and combine the method of Canay (2011) to propose a three-step estimator for the panel data quantile regression with endogenous regressors. Furthermore, we extend the local projection of Jorda (2005) to estimate the impulse responses of growth to democracy. Our proposed method can measure the long-run effect of democratic effects that is robust to misspecification of the underlying models. We use the three-step estimator for the local projections and can understand the effects of democracy on the distribution of future growth.
關聯 科技部, MOST105-2410-H004-008-MY2, 105.08-107.07
資料類型 report
dc.contributor 經濟系
dc.creator (作者) 林馨怡
dc.date (日期) 2018-12
dc.date.accessioned 16-七月-2025 11:12:58 (UTC+8)-
dc.date.available 16-七月-2025 11:12:58 (UTC+8)-
dc.date.issued (上傳時間) 16-七月-2025 11:12:58 (UTC+8)-
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/158055-
dc.description.abstract (摘要) 在這個兩年期的計劃當中,我們引進追蹤資料分量迴歸模型用以描繪民主對經濟成長的異 質效果。因爲模型存在内生性問題,我們使用fitted value方法結合Canay (2011)的方 法,提出一個三步驟的估計方法。此外,本計劃更進一步延伸及修正Jordd (2005)的local projection方法,提出可以衡量民主化衝擊對未來經濟成長之影響的方法;此方法的好處 是較不受模型設定正確與否的影響。本計劃希望利用分量迴歸,對民主與經濟成長議題做 一個冗整的分析。
dc.description.abstract (摘要) In this two-year project, we introduce quantile regression for panel data to address the heterogeneous effect of democracy on economic growth and account for unobserved heterogeneity in panel data. We use a fitted value approach to solve the endogeneity problem from democracy, and combine the method of Canay (2011) to propose a three-step estimator for the panel data quantile regression with endogenous regressors. Furthermore, we extend the local projection of Jorda (2005) to estimate the impulse responses of growth to democracy. Our proposed method can measure the long-run effect of democratic effects that is robust to misspecification of the underlying models. We use the three-step estimator for the local projections and can understand the effects of democracy on the distribution of future growth.
dc.format.extent 116 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) 科技部, MOST105-2410-H004-008-MY2, 105.08-107.07
dc.subject (關鍵詞) 民主化; 經濟成長; 分量迴歸; 衝擊反應
dc.subject (關鍵詞) Democracy; Growth; Quantile Regression; Impulse Responses
dc.title (題名) 民主與經濟成長之分量迴歸分析
dc.title (題名) Democracy and Economic Growth: A Reassessment
dc.type (資料類型) report