| dc.contributor.advisor | 王國樑 | zh_TW |
| dc.contributor.author (Authors) | 陳麗雪 | zh_TW |
| dc.creator (作者) | 陳麗雪 | zh_TW |
| dc.date (日期) | 2003 | en_US |
| dc.date.accessioned | 14-Sep-2009 13:26:10 (UTC+8) | - |
| dc.date.available | 14-Sep-2009 13:26:10 (UTC+8) | - |
| dc.date.issued (上傳時間) | 14-Sep-2009 13:26:10 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0091258028 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/32219 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 經濟研究所 | zh_TW |
| dc.description (描述) | 91258028 | zh_TW |
| dc.description (描述) | 92 | zh_TW |
| dc.description.abstract (摘要) | 當匯率的變動沒有完全反映在出口價格上時，即產生匯率不完全轉嫁的效果。本文以台灣中游石化業的13種產品作為研究對象，資料期間為民國78年1月至民國91年12月，並且在考慮中游石化業的特性下，採用成本加成定價法模型，來探討匯率波動時對出口價格的影響。 實證上，我們為考慮資料定態性的問題，乃採用ADF單根檢定、共整合分析與誤差修正模型。此外，我們利用衝擊反應函數與預測誤差變異數分解，來了解各變數對出口價格的影響。實證結果發現：各產品間的出口匯率轉嫁不盡相同；當受外在衝擊後調整恢復至長期均衡關係的調整速度也不同；各產品的出口價格受其他變數的影響亦有所不同。 | zh_TW |
| dc.description.tableofcontents | 目錄…………………………………………………………………………………Ⅰ 表次…………………………………………………………………………………Ⅱ 圖次…………………………………………………………………………………Ⅵ 第一章 緒論 ………………………………………………………………………1 第一節 研究背景與動機 ………………………………………………………1 第二節 研究方法與內容 ………………………………………………………2 第三節 章節架構 ………………………………………………………………3 第二章 文獻回顧 …………………………………………………………………4 第一節 中游石化業定義 ………………………………………………………4 第二節 相關文獻 ………………………………………………………………4 第三章 理論模型 …………………………………………………………………9 第四章 實證模型與方法 …………………………………………………………12 第一節 實證模型 ………………………………………………………………12 第二節 資料來源 ………………………………………………………………12 第三節 計量方法 ………………………………………………………………15 第五章 實證結果 …………………………………………………………………21 第一節 單根檢定 ………………………………………………………………21 第二節 共整合分析 ……………………………………………………………21 第三節 衝擊反應函數 …………………………………………………………29 第四節 預測誤差變異數分解 …………………………………………………31 第六章 結論與建議 ………………………………………………………………34 參考文獻……………………………………………………………………………36 附錄…………………………………………………………………………………41 表次 表Ⅰ 變數的衡量方法與資料來源 ………………………………………………14 表Ⅱ 共整合關係 …………………………………………………………………23 表Ⅲ 匯率轉嫁係數 ………………………………………………………………25 表Ⅳ 匯率轉嫁彙總表 ……………………………………………………………28 表Ⅴ 調整速度彙總表 ……………………………………………………………29 表Ⅵ 主要誤差變異來源彙總表 …………………………………………………33 表1中游石化業產品中英文名稱…………………………………………………41 表2各產品資料的起訖時間………………………………………………………42 表3各產品投入產出公式…………………………………………………………42 表 4.1 ADF 單根檢定―ABS ……………………………………………………43 表4.2 ADF 單根檢定―CB………………………………………………………44 表4.3 ADF 單根檢定―EG………………………………………………………44 表4.4 ADF 單根檢定― HDPE …………………………………………………45 表4.5 ADF 單根檢定―LDPE……………………………………………………45 表4.6 ADF 單根檢定―ME………………………………………………………46 表 4.7 ADF 單根檢定―PP………………………………………………………46 表 4.8 ADF 單根檢定―PS………………………………………………………47 表 4.9 ADF 單根檢定―PTA ……………………………………………………47 表 4.10 ADF 單根檢定― PVA …………………………………………………48 表 4.11 ADF 單根檢定― PVC …………………………………………………48 表 4.12 ADF 單根檢定―SM ……………………………………………………49 表 4.13 ADF 單根檢定―VAM …………………………………………………50 表 5 最適落後期數 ………………………………………………………………51 表 6.1 共整合向量個數檢定─ ABS ……………………………………………51 表 6.2 共整合向量個數檢定─CB ………………………………………………51 表 6.3 共整合向量個數檢定─EG ………………………………………………52 表 6.4 共整合向量個數檢定─HDPE……………………………………………52 表 6.5 共整合向量個數檢定─LDPE……………………………………………53 表 6.6 共整合向量個數檢定─ME………………………………………………53 表 6.7 共整合向量個數檢定─PP ………………………………………………54 表 6.8 共整合向量個數檢定─PS ………………………………………………54 表 6.9 共整合向量個數檢定─ PTA ……………………………………………55 表 6.10 共整合向量個數檢定─PVA ……………………………………………55 表 6.11 共整合向量個數檢定─PVC……………………………………………56 表 6.12 共整合向量個數檢定─S M ……………………………………………56 表 6.13 共整合向量個數檢定─ VAM …………………………………………57 表7.1 顯著性檢定─ABS…………………………………………………………58 表7.2 顯著性檢定─ CB…………………………………………………………58 表7.3 顯著性檢定─ EG…………………………………………………………59 表7.4 顯著性檢定─HDPE ………………………………………………………59 表7.5 顯著性檢定─ LDPE………………………………………………………60 表7.6 顯著性檢定─ ME…………………………………………………………60 表7.7 顯著性檢定─ PP …………………………………………………………61 表7.8 顯著性檢定─ PS …………………………………………………………61 表7.9 顯著性檢定─PTA …………………………………………………………62 表7.10 顯著性檢定─ PVA………………………………………………………62 表7.11 顯著性檢定─PVC ………………………………………………………63 表7.12 顯著性檢定─ SM ………………………………………………………63 表7.13 顯著性檢定─VAM………………………………………………………64 表8.1 誤差修正模型─ABS………………………………………………………65 表8.2 誤差修正模型─ CB………………………………………………………66 表8.3 誤差修正模型─ EG………………………………………………………67 表8.4 誤差修正模型─HDPE ……………………………………………………67 表8.5 誤差修正模型─LDPE ……………………………………………………68 表8.6 誤差修正模型─ME ………………………………………………………69 表8.7 誤差修正模型─ PP………………………………………………………69 表8.8 誤差修正模型─ PS………………………………………………………70 表8.9 誤差修正模型─PTA………………………………………………………71 表8.10 誤差修正模型─ PVA……………………………………………………72 表8.11 誤差修正模型─ PVC……………………………………………………73 表8.12 誤差修正模型─SM………………………………………………………73 表8.13 誤差修正模型─VAM ……………………………………………………74 表 9.1 衝擊反應函數― ABS ……………………………………………………75 表 9.2 衝擊反應函數―CB ………………………………………………………76 表 9.3 衝擊反應函數―EG ………………………………………………………77 表 9.4 衝擊反應函數―HDPE……………………………………………………78 表 9.5 衝擊反應函數―LDPE……………………………………………………79 表 9.6 衝擊反應函數―ME………………………………………………………80 表 9.7 衝擊反應函數―PP ………………………………………………………81 表 9.8 衝擊反應函數―PS ………………………………………………………82 表 9.9 衝擊反應函數― PTA ……………………………………………………83 表 9.10 衝擊反應函數―PVA ……………………………………………………84 表 9.11 衝擊反應函數―PVC……………………………………………………85 表 9.12 衝擊反應函數― SM……………………………………………………86 表 9.13 衝擊反應函數― VAM …………………………………………………87 表 10.1 預期誤差變異數分解―ABS……………………………………………88 表 10.2 預期誤差變異數分解― CB……………………………………………89 表 10.3 預期誤差變異數分解― EG……………………………………………90 表 10.4 預期誤差變異數分解―HDPE …………………………………………91 表 10.5 預期誤差變異數分解― LDPE…………………………………………92 表 10.6 預期誤差變異數分解― ME……………………………………………93 表 10.7 預期誤差變異數分解― PP ……………………………………………94 表 10.8 預期誤差變異數分解― PS ……………………………………………95 表 10.9 預期誤差變異數分解―PTA ……………………………………………96 表 10.10 預期誤差變異數分解― PVA …………………………………………97 表 10.11 預期誤差變異數分解― PVC…………………………………………98 表 10.12 預期誤差變異數分解―SM……………………………………………99 表 10.13 預期誤差變異數分解―VAM…………………………………………100 表11 中游石化業產品的出口比例………………………………………………101 目次 圖 1.1出口價格與中間投入成本走勢圖─ ABS ………………………………105 圖 1.2出口價格與中間投入成本走勢圖─ CB…………………………………105 圖 1.3出口價格與中間投入成本走勢圖─ EG…………………………………106 圖 1.4出口價格與中間投入成本走勢圖─HDPE………………………………106 圖 1.5出口價格與中間投入成本走勢圖─ LDPE………………………………107 圖 1.6出口價格與中間投入成本走勢圖─ ME…………………………………107 圖 1.7出口價格與中間投入成本走勢圖─ PP …………………………………108 圖 1.8出口價格與中間投入成本走勢圖─ PS …………………………………108 圖 1.9出口價格與中間投入成本走勢圖─PTA…………………………………109 圖 1.10出口價格與中間投入成本走勢圖─ PVA ………………………………109 圖 1.11出口價格與中間投入成本走勢圖─ PVC………………………………110 圖 1.12出口價格與中間投入成本走勢圖─SM…………………………………110 圖 1.13出口價格與中間投入成本走勢圖─VAM………………………………111 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0091258028 | en_US |
| dc.subject (關鍵詞) | 中游石化業 | zh_TW |
| dc.subject (關鍵詞) | 共整合分析 | zh_TW |
| dc.subject (關鍵詞) | 誤差修正模型 | zh_TW |
| dc.subject (關鍵詞) | 衝擊反應分析 | zh_TW |
| dc.subject (關鍵詞) | 匯率轉嫁 | zh_TW |
| dc.title (題名) | 出口匯率轉嫁效果之探討-以台灣中游石化業為例 | zh_TW |
| dc.type (資料類型) | thesis | en |
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