| dc.contributor.advisor | 沈中華 | zh_TW |
| dc.contributor.advisor | Shen, Chung-Hua | en_US |
| dc.contributor.author (Authors) | 林昌平 | zh_TW |
| dc.contributor.author (Authors) | Lin, Chang-Ping | en_US |
| dc.creator (作者) | 林昌平 | zh_TW |
| dc.creator (作者) | Lin, Chang-Ping | en_US |
| dc.date (日期) | 2004 | en_US |
| dc.date.accessioned | 18-Sep-2009 17:22:56 (UTC+8) | - |
| dc.date.available | 18-Sep-2009 17:22:56 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-Sep-2009 17:22:56 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0922580161 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/36172 | - |
| 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) | 92258016 | zh_TW |
| dc.description (描述) | 93 | zh_TW |
| dc.description.abstract (摘要) | 本篇論文在panel data 的模型基礎下，將Hansen (1999)所提出的panel threshold model與Arellano and Bond (1991)的panel dynamic model進行結合，成功推導出panel dynamic threshold model的模型設定，本模型的特色在加入內生解釋變數落後項的動態解釋下，進行門檻效果的檢定，以觀察實證資料是否存在顯著的門檻效果。我們並進一步運用此panel dynamic threshold model 對於金融發展與經濟成長間的互動關係進行實證分析，發現若不採用門檻變數將實證資料進行區分，所獲得的實證結果將會受到金融發展程度較高國家的資料所影響，而金融發展程度較低的國家資料卻因此喪失其原本應具有的影響力。此外，若比較採用股市發展變數做為門檻變數的實證結果和以銀行發展變數做為門檻變數的實證結果，則於金融發展變數對於經濟成長影響的差異性上，以銀行發展變數做為探討金融發展對於經濟成長影響性的門檻變數應是較為適合的選擇。 | zh_TW |
| dc.description.abstract (摘要) | The aim of this article is to investigate whether finance development has positive or negative relationship with the economic growth. We argue that the past studies do not reach consensus between finance development and the economic growth because the relationship may be indeed nonlinear. We plan to examine whether the effect of finance development on the growth depends on the threshold variable of bank development and stock market development. To examine this hypothesis, we develop a panel dynamic threshold model (PDTM) to test this hypothesis.The PDTM is a direct extension of the recent two research strands when using panel data. One is the dynamic panel model of Arellano and Bond (1991), who consider the lagged dependent variable into the panel data. The other is the non-dynamic panel threshold model of Hansen (1999), who takes threshold effect into the panel data model. Past studies, however, did not take dynamic and threshold into account simultaneously.Our PDTM thus incorporates the threshold into the dynamic panel data. Results demonstrate that the relationship between finance development and economic growth is nonlinear. | en_US |
| dc.description.tableofcontents | 第一章 緒論 1.1 研究動機與目的 1 1.2 研究方法 2 1.3 研究限制 3 1.4 研究架構 4第二章 文獻回顧 2.1 金融發展與經濟成長的傳統研究 5 2.2 Panel data分析方法於金融發展與經濟成長間的應用 9 2.2.1 Panel Threshold Model相關實證研究 10 2.2.2 Panel Dynamic Model相關實證研究 11第三章 計量方法與模型 3.1 Panel Threshold Model 13 3.1.1 模型設定 13 3.1.2 門檻效果檢定 16 3.1.3 Bootstrap反覆抽樣法 18 3.2 Panel Dynamic Model 19 3.2.1 模型設定 19 3.2.2 GMM估計法 20 3.3 Panel Dynamic Threshold Model 22 3.3.1 模型設定 22 3.3.2 GMM估計法 24 3.3.3 門檻效果檢定與Bootstrap反覆抽樣法 25第四章 資料與實證結果分析 4.1 資料說明與處理 28 4.2 實證Panel Dynamic Threshold Model的設定 38 4.3 以銀行發展為門檻變數 39 4.4 以股市發展為門檻變數 41第五章 結論 50參考文獻 52 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0922580161 | en_US |
| dc.subject (關鍵詞) | 經濟成長 | zh_TW |
| dc.subject (關鍵詞) | 金融發展 | zh_TW |
| dc.subject (關鍵詞) | 門檻迴歸 | zh_TW |
| dc.subject (關鍵詞) | GMM估計法 | zh_TW |
| dc.subject (關鍵詞) | panel data | en_US |
| dc.title (題名) | 金融發展、經濟成長與Panel Dynamic Threshold Model | zh_TW |
| dc.type (資料類型) | thesis | en |
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