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題名 高所得份額趨勢探討-分量迴歸下結構性改變之應用
Trends in top income shares-structural changes in regression quantiles
作者 賴沂良
貢獻者 林馨怡
賴沂良
關鍵詞 高所得份額
分量迴歸
結構性改變
日期 2011
上傳時間 30-Oct-2012 11:32:09 (UTC+8)
摘要 本文使用Qu(2008)以及Oka and Qu(2011)分量迴歸下結構性改變檢定分析20世紀與二次世界大戰戰後不同區域與國家之高所得份額趨勢變化。不同以往一般結構性改變檢定，加入分量迴歸的概念研究一國家之高所得份額趨勢改變是否來自中高分量。不同區域的實證扣除考慮多個分量下沒有偵測出結構性改變的區域外，有一半支持高所得份額趨勢改變來自中高分量；戰後不同國家扣除考慮多個分量下沒有偵測出結構性改變的國家外，除了美國其餘國家都支持高所得份額趨勢改變來自中高分量。
參考文獻 Aaberge, Rolf, and Anthony B. Atkinson(2010), ""Top Incomes in Norway,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes: A Global Perspective, vol. 2 (New York: Oxford University Press, 2010).
Alvaredo, Facundo, ""Top Incomes and Earnings in Portugal, 1936-2005,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes: A Global Perspective, vol. 2 (New York: Oxford University Press, 2010).
Alvaredo, Facundo, and Emmanuel Saez (2009), ""Income and Wealth Concentration in Spain from a Historical and Fiscal Perspective,`` Journal of the European Economic Association, 1140-1167.
Andrews, Donald W.K., Ploberger, W. (1994), ""Optimal tests when a nuisance parameter is present only under the alternative,`` Econometrica, 62(6), 1383-1414.
Atkinson, Anthony B. (2005), ""Top incomes in the UK over the 20th century,`` Journal of the Royal Statistical Society, 70, 9-38.
Atkinson, Anthony B., ""Top Incomes in a Rapidly Growing Economy: Singapore,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes: A Global Perspective,
vol. 2 (New York: Oxford University Press, 2010)
Atkinson, Anthony B., and Andrew Leigh, ""The Distribution of Top Incomes in New Zealand,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries
(New York: Oxford University Press, 2007a)
Atkinson, Anthony B., and Andrew Leigh, ""The Distribution of Top Incomes in Australia,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries
(New York: Oxford University Press, 2007b)
Atkinson, Anthony B., and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries (New York: Oxford University Press, 2007).
Atkinson, Anthony B., and Thomas Piketty (Eds.), Top Incomes: A Global Perspective, vol. 2 (New York: Oxford University Press, 2010).
Bai, Jushan (1997), ""Estimation of a change point in multiple regression models,`` The Review of Economics and Statistics, 79(4), 551-563.
Bai, Jushan and Perron, Pierre (1998), ""Estimatng and testing linear models with multiple structural changes,`` Econometrica, 66(1), 47-78.
Bai, Jushan and Perron, Pierre (2003), ""Computation and analysis of multiple structural change models,`` Journal of Applied Econometrics, 18(1), 1-22.
Bai, Jushan and Perron, Pierre (2003), ""Critical values for multiple structural change tests,`` The Econometrics Journal, 6, 72-78.
Banerjee, Abhijit, and Thomas Piketty, ""Top Indian Incomes, 1922-2000,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes: A Global Perspective, vol. 2 (New York: Oxford University Press, 2010)
Dell, Fabien, Top Incomes in Germany throughout the Twentieth Century ""Top Incomes in Germany throughout the Twentieth Century,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries (New York: Oxford University Press, 2007)
Dell, Fabien, Thomas Piketty, and Emmanuel Saez , ""Income and Wealth Concentration in Switzerland of the 20th Century,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries (New York: Oxford University Press,
2007)
Hasen, Bruce E. (2001), ""The new econometrics of structural change: Dating breaks in u.s. labor productivity,`` Journal of Economic Perspectives, 15(4), 117-128.
Jantti, Markus, Marja Riihela, Risto Sullstrom, and Matti Tuomala, ""Trends in Top Income Shares in Finland,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes: A Global Perspective, vol. 2 (New York: Oxford University Press, 2010)
Kuznets, Simon (1953), ""Shares of Upper Income Groups in Income and Savings,``
National Bureau of Economic Research.
Moriguchi, Chiaki, and Emmanuel Saez (2008), ""The Evolution of Income Concentration in Japan, 1886-2005: Evidence from Income Tax Statistics,`` Review of Economics and Statistics, 90, 713-734.
Nolan, Brian, ""Long-Term Trends in Top Income Shares in Ireland,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries (New York: Oxford University Press, 2007)
Oka Tatsushi and Qu Zhongjun (2011), ""Estimating Structural Changes in Regression Quantiles,`` Journal of Econometrics, 162(2), 248-267.
Piketty, Thomas (2005), ""Top Income Shares in the Long Run: An Overview,`` Journal of the European Economic Association, 3, 1-11.
Piketty, Thomas, ""Income, Wage, and Wealth Inequality in France, 1901-98,`` Journal of the European Economic Association, in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries (New York: Oxford University Press,
2007)
Piketty, Thomas and Emmanuel Saez (2003), ""Income Inequality in the United States, 1913-1998,`` Quarterly Journal of Economics, 118, 1-39.
Piketty, Thomas and Emmanuel Saez (2006), ""The Evolution of Top Incomes: A Historical and International,`` American Economic Review, 96(2), 200-205.
Ploberger, Werner.,and Kramer, Walter. (1992), ""The Cusum Test with Ols Residuals,`` Econometrica, 60(2), 271-285.
Roger Koenker and Gilbert Bassett, Jr. (1978), ""Regression Quantiles,`` Econometrica, 46, 33-50.
Roine, Jesper and Daniel Waldenstrom (2008), ""The evolution of top incomes in an egalitarian society: Sweden, 1903-2004,`` Journal of Public Economics, 92, 366-387.
Roine, Jesper and Daniel Waldenstrom (2011), ""Common Trends and Shocks to Top Incomes: A Structural Breaks Approach,`` Review of Economics and Statistics, 93(3), 832-846.
Roine, Jesper, Jonas Vlachos, and Daniel Waldenstrom (2009), ""The long-run determinants of inequality: What can we learn from top income data,`` Journal of Public Economics, 93, 974-988.
Salverda, Wiemer, and Anthony B. Atkinson, ""Top Incomes in the Netherlands over the Twentieth Century,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries, (New York: Oxford University Press, 2007).
Saez, Emmanuel, and Michael R. Veall, ""The Evolution of High Incomes in Canada, 1920-2000,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries, (New York: Oxford University Press, 2007).
Qu, Zhongjun (2008), ""Testing for structural change in regression quantiles,`` Journal of Econometrics, 146, 170-184.
Qu, Zhongjun, Perron, Perron (2007), ""Estimating and testing structural changes in multivariate regressions,`` Econometrica, 75, 459-502.
描述 碩士
國立政治大學
經濟學系
99258026
100
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0099258026
資料類型 thesis
dc.contributor.advisor 林馨怡zh_TW
dc.contributor.author (Authors) 賴沂良zh_TW
dc.creator (作者) 賴沂良zh_TW
dc.date (日期) 2011en_US
dc.date.accessioned 30-Oct-2012 11:32:09 (UTC+8)-
dc.date.available 30-Oct-2012 11:32:09 (UTC+8)-
dc.date.issued (上傳時間) 30-Oct-2012 11:32:09 (UTC+8)-
dc.identifier (Other Identifiers) G0099258026en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/54702-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 經濟學系zh_TW
dc.description (描述) 99258026zh_TW
dc.description (描述) 100zh_TW
dc.description.abstract (摘要) 本文使用Qu(2008)以及Oka and Qu(2011)分量迴歸下結構性改變檢定分析20世紀與二次世界大戰戰後不同區域與國家之高所得份額趨勢變化。不同以往一般結構性改變檢定，加入分量迴歸的概念研究一國家之高所得份額趨勢改變是否來自中高分量。不同區域的實證扣除考慮多個分量下沒有偵測出結構性改變的區域外，有一半支持高所得份額趨勢改變來自中高分量；戰後不同國家扣除考慮多個分量下沒有偵測出結構性改變的國家外，除了美國其餘國家都支持高所得份額趨勢改變來自中高分量。zh_TW
dc.description.tableofcontents 1 緒論……………………………………………………………………………………………………………………1
2 文獻回顧………………………………………………………………………………………………………………3
2.1 盎格魯薩克遜地區(澳洲、紐西蘭、愛爾蘭、加拿大、英國、美國)……………5
2.2 斯堪地那維亞地區(挪威、瑞典、芬蘭)…………………………………………………………7
2.3 歐洲大陸地區(法國、德國、荷蘭、西班牙、瑞士、葡萄牙)…………………………8
2.4 亞洲地區(印度、日本、新加坡)……………………………………………………………………11

3 分量迴歸下結構性改變檢定……………………………………………………………………………14
3.1單一結構性改變檢定……………………………………………………………………………………14
3.1.1 給定分量下單一結構性改變檢定………………………………………………………14
3.1.2 多個分量下單一結構性改變檢定………………………………………………………19
3.2 多個結構性改變檢定…………………………………………………………………………………19
3.2.1 給定分量下多個結構性改變之參數與變動時間點的估計與推論……23
3.2.2 多個分量下多個結構性改變之參數與變動時間點的估計與推論……24
3.3 重複橫斷面之給定分量及多個分量下多個結構性改變檢定之係數與變動時間點的估計與推論……………………………………………………………………………………………25
3.4 給定分量及多個分量下結構性改變檢定之變動時間點數量決定……………28

4 實證…………………………………………………………………………………………………………………31
4.1 資料與模型…………………………………………………………………………………………………31
4.2 20世紀高所得份額之結構改變…………………………………………………………………34
4.3 二次世界大戰戰後高所得份額之結構改變………………………………………………39
4.3.1 四大區域…………………………………………………………………………………………39
4.3.2 個別國家…………………………………………………………………………………………43
4.4 個別區域與國家各個分量支配整個結構性變動點討論…………………………55

5 結論…………………………………………………………………………………………………………………58

附錄………………………………………………………………………………………………………………………59

參考文獻………………………………………………………………………………………………………………79		zh_TW
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0099258026en_US
dc.subject (關鍵詞) 高所得份額zh_TW
dc.subject (關鍵詞) 分量迴歸zh_TW
dc.subject (關鍵詞) 結構性改變zh_TW
dc.title (題名) 高所得份額趨勢探討-分量迴歸下結構性改變之應用zh_TW
dc.title (題名) Trends in top income shares-structural changes in regression quantilesen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) Aaberge, Rolf, and Anthony B. Atkinson(2010), ""Top Incomes in Norway,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes: A Global Perspective, vol. 2 (New York: Oxford University Press, 2010).
Alvaredo, Facundo, ""Top Incomes and Earnings in Portugal, 1936-2005,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes: A Global Perspective, vol. 2 (New York: Oxford University Press, 2010).
Alvaredo, Facundo, and Emmanuel Saez (2009), ""Income and Wealth Concentration in Spain from a Historical and Fiscal Perspective,`` Journal of the European Economic Association, 1140-1167.
Andrews, Donald W.K., Ploberger, W. (1994), ""Optimal tests when a nuisance parameter is present only under the alternative,`` Econometrica, 62(6), 1383-1414.
Atkinson, Anthony B. (2005), ""Top incomes in the UK over the 20th century,`` Journal of the Royal Statistical Society, 70, 9-38.
Atkinson, Anthony B., ""Top Incomes in a Rapidly Growing Economy: Singapore,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes: A Global Perspective,
vol. 2 (New York: Oxford University Press, 2010)
Atkinson, Anthony B., and Andrew Leigh, ""The Distribution of Top Incomes in New Zealand,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries
(New York: Oxford University Press, 2007a)
Atkinson, Anthony B., and Andrew Leigh, ""The Distribution of Top Incomes in Australia,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries
(New York: Oxford University Press, 2007b)
Atkinson, Anthony B., and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries (New York: Oxford University Press, 2007).
Atkinson, Anthony B., and Thomas Piketty (Eds.), Top Incomes: A Global Perspective, vol. 2 (New York: Oxford University Press, 2010).
Bai, Jushan (1997), ""Estimation of a change point in multiple regression models,`` The Review of Economics and Statistics, 79(4), 551-563.
Bai, Jushan and Perron, Pierre (1998), ""Estimatng and testing linear models with multiple structural changes,`` Econometrica, 66(1), 47-78.
Bai, Jushan and Perron, Pierre (2003), ""Computation and analysis of multiple structural change models,`` Journal of Applied Econometrics, 18(1), 1-22.
Bai, Jushan and Perron, Pierre (2003), ""Critical values for multiple structural change tests,`` The Econometrics Journal, 6, 72-78.
Banerjee, Abhijit, and Thomas Piketty, ""Top Indian Incomes, 1922-2000,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes: A Global Perspective, vol. 2 (New York: Oxford University Press, 2010)
Dell, Fabien, Top Incomes in Germany throughout the Twentieth Century ""Top Incomes in Germany throughout the Twentieth Century,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries (New York: Oxford University Press, 2007)
Dell, Fabien, Thomas Piketty, and Emmanuel Saez , ""Income and Wealth Concentration in Switzerland of the 20th Century,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries (New York: Oxford University Press,
2007)
Hasen, Bruce E. (2001), ""The new econometrics of structural change: Dating breaks in u.s. labor productivity,`` Journal of Economic Perspectives, 15(4), 117-128.
Jantti, Markus, Marja Riihela, Risto Sullstrom, and Matti Tuomala, ""Trends in Top Income Shares in Finland,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes: A Global Perspective, vol. 2 (New York: Oxford University Press, 2010)
Kuznets, Simon (1953), ""Shares of Upper Income Groups in Income and Savings,``
National Bureau of Economic Research.
Moriguchi, Chiaki, and Emmanuel Saez (2008), ""The Evolution of Income Concentration in Japan, 1886-2005: Evidence from Income Tax Statistics,`` Review of Economics and Statistics, 90, 713-734.
Nolan, Brian, ""Long-Term Trends in Top Income Shares in Ireland,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries (New York: Oxford University Press, 2007)
Oka Tatsushi and Qu Zhongjun (2011), ""Estimating Structural Changes in Regression Quantiles,`` Journal of Econometrics, 162(2), 248-267.
Piketty, Thomas (2005), ""Top Income Shares in the Long Run: An Overview,`` Journal of the European Economic Association, 3, 1-11.
Piketty, Thomas, ""Income, Wage, and Wealth Inequality in France, 1901-98,`` Journal of the European Economic Association, in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries (New York: Oxford University Press,
2007)
Piketty, Thomas and Emmanuel Saez (2003), ""Income Inequality in the United States, 1913-1998,`` Quarterly Journal of Economics, 118, 1-39.
Piketty, Thomas and Emmanuel Saez (2006), ""The Evolution of Top Incomes: A Historical and International,`` American Economic Review, 96(2), 200-205.
Ploberger, Werner.,and Kramer, Walter. (1992), ""The Cusum Test with Ols Residuals,`` Econometrica, 60(2), 271-285.
Roger Koenker and Gilbert Bassett, Jr. (1978), ""Regression Quantiles,`` Econometrica, 46, 33-50.
Roine, Jesper and Daniel Waldenstrom (2008), ""The evolution of top incomes in an egalitarian society: Sweden, 1903-2004,`` Journal of Public Economics, 92, 366-387.
Roine, Jesper and Daniel Waldenstrom (2011), ""Common Trends and Shocks to Top Incomes: A Structural Breaks Approach,`` Review of Economics and Statistics, 93(3), 832-846.
Roine, Jesper, Jonas Vlachos, and Daniel Waldenstrom (2009), ""The long-run determinants of inequality: What can we learn from top income data,`` Journal of Public Economics, 93, 974-988.
Salverda, Wiemer, and Anthony B. Atkinson, ""Top Incomes in the Netherlands over the Twentieth Century,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries, (New York: Oxford University Press, 2007).
Saez, Emmanuel, and Michael R. Veall, ""The Evolution of High Incomes in Canada, 1920-2000,`` in Anthony B. Atkinson and Thomas Piketty (Eds.), Top Incomes over the Twentieth Century: A Contrast between European and English-Speaking Countries, (New York: Oxford University Press, 2007).
Qu, Zhongjun (2008), ""Testing for structural change in regression quantiles,`` Journal of Econometrics, 146, 170-184.
Qu, Zhongjun, Perron, Perron (2007), ""Estimating and testing structural changes in multivariate regressions,`` Econometrica, 75, 459-502.		zh_TW