| dc.contributor.advisor | 吳中書 | zh_TW |
| dc.contributor.author (Authors) | 王俊欽 | zh_TW |
| dc.creator (作者) | 王俊欽 | zh_TW |
| dc.date (日期) | 2004 | en_US |
| dc.date.accessioned | 18-Sep-2009 16:04:32 (UTC+8) | - |
| dc.date.available | 18-Sep-2009 16:04:32 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-Sep-2009 16:04:32 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0912580151 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/35799 | - |
| 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) | 91258015 | zh_TW |
| dc.description (描述) | 93 | zh_TW |
| dc.description.abstract (摘要) | 政府支出與國民所得的關係一直是學者們所關切的問題，因為政府支出是否能促進經濟成長，亦或隨著經濟成長政府規模不斷的擴大，其中的關係一直沒有一定的定論。1930年代的經濟大蕭條，「凱因斯革命」企圖以增加政府支出來挽救景氣，認為透過財政政策的介入能影響有效需求，進而對抗景氣循環維持經濟的穩定；而在研究政府支出成長時，1877年德國財政學者Adolph Wagner所提出政府活動遞增法則(Law of Increasing State Activity )是最常被用來解釋公共部門的成長，所謂的華格納法則是指 「政府部門的活動其重要性會隨著經濟發展或是所得的增加而提高其重要性」。 故本文的主要目的除了參考Islam(2001)的模型，研究政府支出與國民所得的因果關係外，本文將政府總支出分成政府消費支出、投資支出、移轉性支出，檢定不同性質的政府支出指標是否符合華格納法則。近年來政府規模逐年下降，因此不同時期經濟發展階段對於華格納法則可能有著不同的詮釋，故本文不同於以往的文章皆以某一段期間來研究華格納法則，而將時間序列的資料區分為民國五十六年第一季至八十四年第四季的資料，以及民國八十五年第一季至民國九十二年第四季的資料來分別驗證台灣地區華格納法則是否仍成立，所用的方法以Johansen的最大概似法，檢定政府支出與國民所得的長期均衡關係並驗證政府支出相對規模的所得彈性是否大於零；若變數間存在共整合關係，則以誤差修正模型來檢定政府支出與國民所得因果關係。 而在研究政府支出成長時，公共支出所購買的財貨勞務的內容可能不同於國民所得，政府支出的物價水準與一般消費的物價水準可能有所不同，因此以相同的物價水準來平減名目政府支出以及國民所得，可能無法得知明確的實質的政府相對規模，故本文的另一個主要目的在於以實質政府相對規模與名目政府相對規模兩種不同形式，研究實質政府相對規模的成長趨勢是否與名目的政府相對規模的成長趨勢是否有所不同。 研究結果發現，在第一階段樣本期間，不論以名目政府相對規模或實質政府相對規模作為政府規模指標下，華格納法則在台灣地區中皆不成立；在第二階段樣本期間，除了實質政府移轉性支出外，其餘的名目或實質政府相對規模作為政府規模指標下，華格納法則在台灣地區中是不成立的。故華格納法則在台灣地區是否成立，與不同的政府支出類型、名目或實質變數和本文所區分的時期有關。 | zh_TW |
| dc.description.tableofcontents | 第一章 緒論___________________________1第一節 研究背景______________________________1第二節 研究動機與目的________________________3第三節 本文架構______________________________4第二章 文獻回顧_____________________________5第一節 前言__________________________________5第二節 實證文獻______________________________6第三章 實證流程與相關實證方法________________15第一節 實證流程_____________________________15第二節 單根檢定_____________________________16第三節 共整合檢定___________________________18第四節 向量誤差修正模型_____________________23第五節 Granger因果關係檢定__________________24第四章 實證模型與實證分析__________________26第一節 實證模型_____________________________26第二節 資料處理_____________________________29第三節 單根檢定結果_________________________32第四節 共整合檢定結果_______________________36第五節 因果關係檢定結果_____________________41第五章 結論與建議__________________________44第一節 結論_________________________________44第二節 建議_________________________________47參考文獻___________________________________48附圖_______________________________________52附表_______________________________________54表次(表1-1)政府支出成長趨勢___________________________2(表2-1)文獻比較與整理____________________________13(表4-1)變數名稱與資料來源________________________29(表4-2)第一階段ADF單根檢定_____________________33(表4-3)第一階段PP單根檢定_______________________33(表4-4)第二階段ADF單根檢定_____________________35(表4-5)第二階段PP單根檢定_______________________35(表4-6)第一階段共整合個數與趨勢檢定結果__________36(表4-7)第二階段共整合個數與趨勢檢定結果__________38(表4-8)第一階段因果關係檢定______________________41(表4-9)第二階段名目變數因果關係檢定______________42(表4-10)第二階段實質變數因果關係檢定_____________43附表1：共整合檢定結果___________________________54附表2：無線性趨勢檢定___________________________69附表3：ECM、VAR殘差檢定______________________76圖次附圖1：各名目、實質變數趨勢圖___________________52 | zh_TW |
| dc.format.extent | 46153 bytes | - |
| dc.format.extent | 59605 bytes | - |
| dc.format.extent | 46363 bytes | - |
| dc.format.extent | 106256 bytes | - |
| dc.format.extent | 154241 bytes | - |
| dc.format.extent | 163844 bytes | - |
| dc.format.extent | 479678 bytes | - |
| dc.format.extent | 56979 bytes | - |
| dc.format.extent | 69468 bytes | - |
| dc.format.extent | 95500 bytes | - |
| dc.format.extent | 1116324 bytes | - |
| dc.format.extent | 412015 bytes | - |
| dc.format.extent | 317699 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0912580151 | en_US |
| dc.subject (關鍵詞) | 華格納法則 | zh_TW |
| dc.subject (關鍵詞) | 共整合 | zh_TW |
| dc.subject (關鍵詞) | 政府支出 | zh_TW |
| dc.subject (關鍵詞) | 誤差修正模型 | zh_TW |
| dc.title (題名) | 台灣地區華格納法則之再驗證 | zh_TW |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | 中文部分 | zh_TW |
| dc.relation.reference (參考文獻) | 徐偉初(1984)，「華格納法則及貝克假設之實證檢定：台灣地區公共支 | zh_TW |
| dc.relation.reference (參考文獻) | 出水準成長趨勢研究」，國立政治大學學報，第五十期，p.205-224。 | zh_TW |
| dc.relation.reference (參考文獻) | 孫克難(1997)，「台灣地區政府支出成長之政經因素分析」，財稅研究，第二十九卷，第四期，p1-20。 | zh_TW |
| dc.relation.reference (參考文獻) | 張李淑容(1996)，「台灣地區公共支出水準成長之研究—華格納法則與貝克假說之實證檢定」，台中商專學報，第二十八期，p333-370。 | zh_TW |
| dc.relation.reference (參考文獻) | 黃珮瑜(2001)，「我國政府之長期實質支出資料的建立與分析」國立政治大學財政研究所碩士論文。 | zh_TW |
| dc.relation.reference (參考文獻) | 楊瑞元(1998)，「我國公共支出與收入所得彈性之實證估計」，國立暨南國際大學經濟學研究所碩士論文。 | zh_TW |
| dc.relation.reference (參考文獻) | 劉其昌(1995)，「財政學」五南出版社。 | zh_TW |
| dc.relation.reference (參考文獻) | 魏艾、曾聖文(2003)，「中國大陸財政支出與經濟成長—因果關係的驗證」，中國大陸研究，第四十六卷，第六期，p137-162。 | zh_TW |
| dc.relation.reference (參考文獻) | 英文部份 | zh_TW |
| dc.relation.reference (參考文獻) | Ahsan, S. M., A. C. C Kwan, and B. S Sahni. (1992) “Public | zh_TW |
| dc.relation.reference (參考文獻) | expenditure and national income casualty: further evidence on the role of omitted variables.” Southern Economic Journal,Vol.pp.623-632. | zh_TW |
| dc.relation.reference (參考文獻) | Baumol,W. J.(1967) “Marcroeconomics of unbalance growth:the anatomy of urban crisis. ”American Economic Review,Vol. 57,pp.415-26. | zh_TW |
| dc.relation.reference (參考文獻) | Beck, M.(1976) “The expanding public sector:some contrary evidence.”National Tax Jouranl,Vol. 29.pp.15-21. | zh_TW |
| dc.relation.reference (參考文獻) | Beck, M.(1979c) “Public sector growth: a real perspective.”Public Finance,Vol. 34,pp.313-56. | zh_TW |
| dc.relation.reference (參考文獻) | Burney, N. A.(2002) “Wagner’s hypothesis:evidence from Kuwait using cointegration test .” Applied Economics ,Vol. 34,pp.49-57. | zh_TW |
| dc.relation.reference (參考文獻) | Chang, T.(2002) “An econometric test of Wagner’s law for six countries based on cointegration and error-correction modeling techniques” Applied Economics ,Vol. 34,pp.1157-1169. | zh_TW |
| dc.relation.reference (參考文獻) | Cheng, B. S. and T. W Lai,. (1997) “Government expenditure and economic growth | zh_TW |
| dc.relation.reference (參考文獻) | in South Korea: a VAR approach.” Journal of Economic Development,pp.11-24. | zh_TW |
| dc.relation.reference (參考文獻) | Chletsos, M. and C. Kollias(1997)“Testing Wagner’s law using disaggregated public expenditure data in the case of Greece：1958-93”, Applied Economics,Vol. 29,pp371-377. | zh_TW |
| dc.relation.reference (參考文獻) | Chow, Y. F., J. A. Cotsomitis and A. C. C. Kwan(2002) “Multivariate cointegration and causality tests of Wagner’s hypothesis evidence from the UK.” Applied Economics ,Vol. 34,pp.1671-77. | zh_TW |
| dc.relation.reference (參考文獻) | Dickey, D. and W. A. Fuller (1979) “Distubution of the estimation for autoregressive time series with a unit root.”Jounal of American Statical Association, Vol. 74,pp.427-31. | zh_TW |
| dc.relation.reference (參考文獻) | Dickey, D. and W. A. Fuller (1981)“Likelihood ratio statistics for autoregressive time series with a unit root.”Econometrica, Vol. 49, pp.1057-1072. | zh_TW |
| dc.relation.reference (參考文獻) | Enders, W.(1995) “ Applied Econometric Time Series .” Iowa State University. | zh_TW |
| dc.relation.reference (參考文獻) | Engle R. E. and C. W. J. Granger (1987) “Cointegration and error-correction:representation,estimation,and testing.”Econometrica, Vol. 55,pp.251-76. | zh_TW |
| dc.relation.reference (參考文獻) | Glasure, Y. U.(2002) “Energy and national income in Korea：further evidence on the role of omitted variables.” Energy Economics,pp.355-365. | zh_TW |
| dc.relation.reference (參考文獻) | Granger, C. W. J.(1969) “ Ivestigation causal relation by econometric models and cross-spectural methods. ” Econometrica,Vol. 37,pp.424-38. | zh_TW |
| dc.relation.reference (參考文獻) | Granger, C. W. J.(1986b) “ Development in the study of co-integrated economic variables. ” Oxford Bulletin of Economics and Staticits,Vol. 48,pp.213-28. | zh_TW |
| dc.relation.reference (參考文獻) | Granger, C. W. J. and P. Newbold (1974) “Spurious regression in econometics.”Journal of econometics,Vol 2,pp.111-20. | zh_TW |
| dc.relation.reference (參考文獻) | Heller, P. S.(1981) “Diverging trends in the shares of nominal and real government expenditure in GDP:implications for policy. ”National Tax Journal,Vol. 34.pp.61-74. | zh_TW |
| dc.relation.reference (參考文獻) | Islam, A. M.(2001) “Wagner’s law revisited：cointegration and exogeneity test for the USA.” Applied Economics Letters,Vol. 8,pp.509-515. | zh_TW |
| dc.relation.reference (參考文獻) | Johansen, S.(1988) “Statistical analysis of cointegration vectors ” Journal of Economic Dynamics and Control,Vol 12, pp.231-254. | zh_TW |
| dc.relation.reference (參考文獻) | Johansen, S.(1991) “Estimation and hypothesis of cointegrating vectors in Gaussian vector autoregression models. ” Econometrica,Vol 59.pp.1551-80. | zh_TW |
| dc.relation.reference (參考文獻) | Johansen, S.(1995) “Likelihood-based inference in coingrated vector autoregressive models. ”Oxford University Press. | zh_TW |
| dc.relation.reference (參考文獻) | Johansen, S and K. Juselius (1990) “Maximum likelihood estimation and inference on cointegration with application to the demand for money. ” Oxford Bulletin of Economics and Staticits,Vol. 52,pp.169-209. | zh_TW |
| dc.relation.reference (參考文獻) | Karagianni, S. , M. Pempetzoglou and S. Strikou (2002) “Testing Wagner`s law for the European Union economies.” The Journal of Applied Business Research , Vol 18,No 4, pp.107-117. | zh_TW |
| dc.relation.reference (參考文獻) | Legrenzi, G. (2002) “The role of omitted variables in identifying a long-run equilibrium relationship for the Italian government growth”International Tax and Public Finance, Vol. 9,pp.435-449. | zh_TW |
| dc.relation.reference (參考文獻) | Mann, A. J.(1980) “Wagner’s law:an econometric test for Mexico,1925-1976” National Tax Journal,Vol. 45,pp.189-201. | zh_TW |
| dc.relation.reference (參考文獻) | Nagarajan, P. and A. Spears (1990) “An econometric test of Wagner’s law for Mexico：A Re-examination”,Public Finance/Finance Publiques ,Vol. 45 ,No 1,pp.165-168 | zh_TW |
| dc.relation.reference (參考文獻) | Pantula, S. G.(1989) “Testing for unit root in time series data. ”Econometirc Theory,Vol. 5,pp.256-71. | zh_TW |
| dc.relation.reference (參考文獻) | Phillips, P. and P. Perron (1988) “Testing for a unit root in time series regression.”Biomeirica,Vol.75,pp.335-46. | zh_TW |
| dc.relation.reference (參考文獻) | Said, S. snd D. Dickey (1984) “Testing for unit roots in autoregressive-moving average models with unknown order ”Biometica,Vol. 71,pp.559-607. | zh_TW |
| dc.relation.reference (參考文獻) | Singh, B. and B. S. Sahni (1984),“Causality between public expenditure and national income”, The review of Economics and Statistics, Vol.66,No.4,pp.630-644. | zh_TW |
| dc.relation.reference (參考文獻) | Yousefi, M. and Abizadeh, S.(1998),“An empirical analysis of South Korea’s | zh_TW |
| dc.relation.reference (參考文獻) | economic development and public expenditure growth”, Journal of Socio-Economic, Vol.27, No.6, pp.687-700. | zh_TW |
