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題名 以廠商資料探討匯率變動與廠商生產力之關係
Exchange-Rate Movements and Productivity: a Firm-Level Investigation
作者 蔡致遠
貢獻者 國貿系
關鍵詞 匯率; 廠商資料; 生產力; 中國
exchange rate; firm-level; productivity; China
日期 2021-10
上傳時間 12-May-2026 15:55:27 (UTC+8)
摘要 本計畫建立一個實證模型驗證匯率變動對製造業廠商生產力的影響。我利用實證模型將由銷售額衡量的全要素生產力分成三個部分:全要素生產力,中間投入價格,和市場需求項。我利用中國海關資料和中國製造業普查資料建立對應變數。由於匯率對各個變數的影響方向與程度不同,因此本計畫為實證文獻中匯率對廠商生產力影響方向不一致提供了一個解釋。此外,此計畫也比較了匯率變動跟受文獻普遍支持的關稅變動對各個變數的影響力和重新驗證文獻提出的規模經濟跟研發管道。
In this proposal, I build a structure to measure productivity of firms and provide an empirical model to test the impacts of exchange-rate movements on firm-level productivity, using Chinese Customs Data and Annual Survey of Industrial Firms from National Bureau of Statistics of China. This proposal decomposes revenue-based total factor productivity (TFPR) into three parts which are total factor productivity, a price index of intermediate inputs, and terms of inverse demand. Exchange-rate movements are supposed to affect TFPR through these channels with different directions and magnitudes. This gives a possible answer to why literature cannot provide a conclusive result for the impacts of exchange-rate movements on TFPR. In my empirical model, I also evaluate the role of exchange-rate movements by including the corresponding tariff indexes, which impact on productivity is well established. Moreover, I reassess the channel of scale effect and of the R&D effect, which are offered by the literature.
關聯 科技部, MOST109-2410-H004-134, 109.08-110.07
資料類型 report
dc.contributor 國貿系
dc.creator (作者) 蔡致遠
dc.date (日期) 2021-10
dc.date.accessioned 12-May-2026 15:55:27 (UTC+8)-
dc.date.available 12-May-2026 15:55:27 (UTC+8)-
dc.date.issued (上傳時間) 12-May-2026 15:55:27 (UTC+8)-
dc.identifier.uri (URI) https://ah.lib.nccu.edu.tw/item?item_id=182511-
dc.description.abstract (摘要) 本計畫建立一個實證模型驗證匯率變動對製造業廠商生產力的影響。我利用實證模型將由銷售額衡量的全要素生產力分成三個部分:全要素生產力,中間投入價格,和市場需求項。我利用中國海關資料和中國製造業普查資料建立對應變數。由於匯率對各個變數的影響方向與程度不同,因此本計畫為實證文獻中匯率對廠商生產力影響方向不一致提供了一個解釋。此外,此計畫也比較了匯率變動跟受文獻普遍支持的關稅變動對各個變數的影響力和重新驗證文獻提出的規模經濟跟研發管道。
dc.description.abstract (摘要) In this proposal, I build a structure to measure productivity of firms and provide an empirical model to test the impacts of exchange-rate movements on firm-level productivity, using Chinese Customs Data and Annual Survey of Industrial Firms from National Bureau of Statistics of China. This proposal decomposes revenue-based total factor productivity (TFPR) into three parts which are total factor productivity, a price index of intermediate inputs, and terms of inverse demand. Exchange-rate movements are supposed to affect TFPR through these channels with different directions and magnitudes. This gives a possible answer to why literature cannot provide a conclusive result for the impacts of exchange-rate movements on TFPR. In my empirical model, I also evaluate the role of exchange-rate movements by including the corresponding tariff indexes, which impact on productivity is well established. Moreover, I reassess the channel of scale effect and of the R&D effect, which are offered by the literature.
dc.format.extent 116 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) 科技部, MOST109-2410-H004-134, 109.08-110.07
dc.subject (關鍵詞) 匯率; 廠商資料; 生產力; 中國
dc.subject (關鍵詞) exchange rate; firm-level; productivity; China
dc.title (題名) 以廠商資料探討匯率變動與廠商生產力之關係
dc.title (題名) Exchange-Rate Movements and Productivity: a Firm-Level Investigation
dc.type (資料類型) report