| dc.contributor.advisor | 黃智聰 | zh_TW |
| dc.contributor.author (Authors) | 童偉碩 | zh_TW |
| dc.contributor.author (Authors) | Tong,Wei-Shuo | en_US |
| dc.creator (作者) | 童偉碩 | zh_TW |
| dc.creator (作者) | Tong,Wei-Shuo | en_US |
| dc.date (日期) | 2005 | en_US |
| dc.date.accessioned | 18-Sep-2009 10:57:55 (UTC+8) | - |
| dc.date.available | 18-Sep-2009 10:57:55 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-Sep-2009 10:57:55 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0093255019 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/34702 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 財政研究所 | zh_TW |
| dc.description (描述) | 93255019 | zh_TW |
| dc.description (描述) | 94 | zh_TW |
| dc.description.abstract (摘要) | 由相關數據可知，台灣民眾涉入股市甚深，故股市的榮枯將直接影響到財富高低，也直接的影響消費與勞動參與的變化。當股市大幅上漲，理論上會出現三種效果。第一種為財富效果，當股市上漲，投資股票的勞動者之財富大幅增加，將會產生財富效果，進而使勞動者退出勞動市場不再工作，導致勞動參與率之下降。第二種效果則為正向之替代效果，當股市上漲，將會使大眾預期未來工資上漲，而使得未來休閒之機會成本上升，而決定重新回到勞動市場中工作，導致勞動參與率上升。第三種效果則為負向之替代效果，因股市上漲，部分民眾會認為投資股市將可在短期內獲取高額報酬，而退出勞動市場以專心買賣股票，此舉將導致勞動參與率之下降。綜合上述，股票市場之榮枯將反映在總體勞動參與的變化上。故本文研究目的即為探究台灣股票市場的榮枯對勞動參與之影響為何。本研究使用1978年1月至2004年12月之時間序列資料，並以加權股價指數、勞動參與率、經濟成長率與一般生育率為內生變數，以Pesaran and Shin（1998）與 Pesaran et al.（2001）所提出來自我迴歸分配落後加共整合模型（Autoregressive Distributed Lag approach to Cointegration, ARDL + cointegration），來檢驗上述的關係。主要的發現分為長期與短期兩部分。先就長期而言，當股票市場上漲時，不論對男性或女性的影響皆為正向關係，且影響的程度隨年齡增加而上升。再就短期而言，當股票呈現多頭格局時，可發現股票上漲對男性勞動參與率的影響為正，但其效果非常小，幾乎為零。但股票上漲對女性勞動參與率的影響則是負向關係。除此之外，股票市場榮枯對男性與女性勞動參與之影響效果隨年齡上升而增加，亦即對越接近退休年齡層的勞動力影響越大。最後，為了降低實證模型發生錯誤的機會，並使研究過程更為嚴謹，於是對本文模型和估計結果使用更多的方法加以檢定。 | zh_TW |
| dc.description.abstract (摘要) | The paper tries to investigate the relationship between stock market and labor force participation in Taiwan. This study adopts official time series data of monthly labor force participation rate, weighted stock index, general fertility rate, real GDP growth rate from 1978 to 2004, and the Autoregressive Distributed Lag (ARDL) approach to cointegration proposed by Pesaran and Shin (1998) and Pesaran et al. (2001). The main finding of this study is that stock market has a significantly positive effect on Taiwan’s labor force participation of both male and female in the long run. In the short run, stock market has a slightly positive effect on labor force participation of male, but negative effect on labor force participation of female. The result is reasonable but not similar with the finding in America provided by Chen and French (2000). In addition, the effect of the stock market on labor force participation increases by age. Finally, in order to reduce the mistakes occurred in positive models and enable the study more rigorous, then uses more methods to test the models and the result. | en_US |
| dc.description.tableofcontents | 第一章 緒論 1第一節 研究背景與目的……………………………………………1第二節 研究架構……………………………………………………4第二章相關文獻回顧…………………………………………………7第一節探討總體與男性勞動供給之相關文獻………………………7第二節 探討女性勞動供給之相關文獻………………………………11第三節股市影響勞動需求或供給之相關文獻………………………18第四節本章小結………………………………………………………23第三章台灣的勞動市場與股票市場……………………………… 25第一節台灣勞動市場（1978年至2004年）………………………25第二節台灣股票市場（1978年至2004年）………………………28第三節本章小結…………………………………………………… 32第四章研究設計 ……………………………………………………34第一節 勞動供給理論模型…………………………………………34第二節 實證模型設定與資料來源…………………………………39第三節 實證變數假設………………………………………………42第四節 本章小結……………………………………………………45第五章實證結果與模型檢定 ………………………………………47第一節 長期關係之實證結果………………………………………47第二節 短期關係之實證結果………………………………………49第三節 模型正確性之相關檢定……………………………………52第四節 本章小結……………………………………………………56第六章結論與政策意涵 ……………………………………………58參考文獻 ………………………………………………………………61 | zh_TW |
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| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0093255019 | en_US |
| dc.subject (關鍵詞) | 勞動參與率 | zh_TW |
| dc.subject (關鍵詞) | 股票市場 | zh_TW |
| dc.subject (關鍵詞) | 一般生育率 | zh_TW |
| dc.subject (關鍵詞) | 台灣 | zh_TW |
| dc.title (題名) | 台灣股票市場對勞動參與之影響 | zh_TW |
| dc.title (題名) | The Effect of Stock Market on Labor Force Participation in Taiwan | en_US |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | 一、中文文獻 | zh_TW |
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