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題名 總體景氣波動對生育率之影響-以臺灣為例 作者 陳逸如
Chen, Yi Ju貢獻者 吳文傑
陳逸如
Chen, Yi Ju關鍵詞 景氣波動
生育率
順景氣循環
不對稱影響日期 2010 上傳時間 4-Sep-2013 15:09:32 (UTC+8) 摘要 本篇文章之主要研究目的,為探討總體景氣波動對於我國生育率之影響效果,且更進一步探討總體景氣於繁榮與衰退期間對生育率的影響程度是否一致。針對兩個研究目的,利用1964年至2009年我國總體經濟之時間序列資料,以育齡婦女總生育率做為衡量生育水準的指標,作為被解釋變數,於解釋變數有失業率、女性勞動參與率、婦女有偶比例、女性高等教育程度、社會福利支出、都市化程度及家庭計畫實施前後,探討各變數對生育率的影響程度及方向。以上變數皆經過H-P filter去除單根問題及時間趨勢,並採用複迴歸模型以最小平方法進行實證分析,共建立六組複迴歸模型,分別利用總體變數對景氣波動與生育率間是呈現正循環或反循環關係,以及景氣於繁榮與衰退期間的波動對逾放比率的影響程度是否會有不對稱之影響效果做驗證。本文之主要結論分為兩個部分,第一部分發現於本文之研究期間中,我國總體景氣波動會與生育率成負向循環。於第二部分之迴歸估計結果發現,我國總體景氣波動對生育率無不對稱之影響效果,即景氣繁榮與衰退期間對生育率的影響差異不大。由本研究之實證結果可知,臺灣生育率為順景氣循環,當景氣衰退時,生育率會下降,可能為女性對小孩的需求之所得效果大於替代效果所致。希冀本研究之實證結果可以提供政府制定提振生育相關政策之參考 參考文獻 一、中文文獻于宗先、王金利(2009),《台灣人口變動與經濟發展》,臺北:聯經出版事業股份有限公司。內政部人口政策委員會(2007),《人口政策資料彙集》,臺北:中華民國行政院內政部。林侑靜(2010),《教育對生育行為的影響》,桃園,國立中央大學產業經濟系研究所碩士論文。林彩梅、賴素鈴、鄧旭茹(2006),「我國生育率預測方法之探討-趨勢、解構及ARIMA模式比較」,《臺北科技大學學報》,39,頁252-262。孫德雄、陳肇男、李棟明(2001),「台灣家庭計畫之轉折與政策經驗」,《台灣經濟預測與政策》,32(1),頁25-76。張素梅(1988),「婦女勞動參與率的研究─聯立模型分析」,《經濟論文叢刊》,16(2),175-195。莊慧玲(2008),「台灣低生育率現象之探討-總合資料與個體資料之實證研究」,國科會補助專題研究計畫。(NSC96-415-H-007-002)許雯(2009),《總體景氣波動對銀行業不良債權比率之不對稱影響》,臺北,國立政治大學財政學研究所碩士論文。郭英照(2007),《台灣婦女勞參率、生育率、離婚率及經濟成長率之間的關係》,臺中,東海大學經濟學系研究所碩士論文。陳彥仁(2006),《台灣生育率下降下降因素之實證探討》,臺南,國立成功大學政治經濟學研究所碩士論文。黃修梅(2006),《台灣婦女教育程度與龍虎年效應對生育率之影響》,臺北,國立政治大學經濟學研究所碩士論文。黃意萍、余清祥(2002),「台灣地區生育率推估方法的研究」,《人口學刊》,25,頁145-171。楊奕農(2009),《時間序列分析-經濟與財務上之應用》,臺北:雙葉書廊有限公司。葉哲全(2007),《台灣地區生育率、男女勞動力與經濟成長》,臺北,淡江大學產業經濟系研究所碩士論文。劉一龍、王德睦(2005),「台灣地區總生育率的分析:完成生育率與生育步劉君雅、鄧志松、唐代彪(2009),「臺灣低生育率之空間分析」,《人口學刊》,39,頁119-155。調之變化」,《人口學刊》,30,頁97-123。駱明慶(2007),「台灣總生育率下降的表象與實際」,《研究台灣》,第三期,頁38-60。二、英文文獻Adsera, A. (2004), “Changing Fertility Rates in Developed Countries: The Impact of Labor Market Institutions,” Journal of Population Economics, 17, 17-43.Adsera, A. and A. Menendez (2010), “Fertility Changes in Latin America in the Context of Economic Uncertainty,” Population Studies, forthcoming.Bagozzi , R. P. and M. F. Van Loo (1978), “Fertility as Consumption: Theories From the Behavioral Sciences,” Journal of Consumer Research, 4, 199-228.Becker, G. S. (1960), “An Economic Analysis of Fertility,” In Universities National Bureau Committee for Economic Research (ed.), Demographic and Economic Change in Developed Countries, (NJ: Princeton University Press), 209-231.Becker, G. S. (1965), “A Theory of the Allocation of Time,” Economic Journal, 75, 493-517.Becker, G. S. (1992), “Fertility and Economy,” Journal of Population Economics, 5, 185-201.Becker, G. S. and H. G. Lewis (1973), “On the Interaction Between the Quantity and Quality of Children,” Journal of Political Economy, 81, S279-S288.Ben-Porath, Y. (1973), “Short-Term Fluctuations in Fertility and Economic Activity in Israel,” Demography, 10, 185-204. Brann, E. A. (1979), “A Multivariate Analysis of Interstate Variation in Fertility of Teenage Girls,” American Journal of Public Health, 69, 661-666.Butz, W. P. and M. P. Ward (1979), “The Emergence of Countercyclical U.S. Fertility,” American Economic Review, 69, 318-328.Castles, F. G. (2003), “The World Turned Upside Down: Below Replacement Fertility, Changing Preferences and Family-Friendly Public Policy in 21 OECD Countries,” Journal of European Social Policy, 13, 209-227.Chen, S. S. (2007), “Does Monetary Policy Have Asymmetric Effects on Stock Returns?” Journal of Money Credit and Banking 39, 667-688.Cigno, A., L. Casolaro, and F. C. Rosati (2003), “The impact of social security on saving and fertility in Germany,” FinanzArchiv: Public Finance Analysis, 59, 189-211.Colen, C. G., Geronimus, A. T. and M. G. Phipps (2006), “Getting a Piece of the Pie? The Economic Boom of the 1990s and Declining Teen Birth Rates in the United States,” Social Science and Medicine, 63, 1531-1545.Cover, J. P. (1992), “Asymmetric Effects of Positive and Negative Money-Supply Shocks,” Quarterly Journal of Economics, 107, 1261-1282.Dickey, D. A. and W. A. Fuller (1979), “Distribution of the Estimators for Autoregressive Time Series with a Unit Root,” Journal of the American Statistical Association, 74, 427-431.Dickey, D. A. and W. A. Fuller (1981), “Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root,” Econometrica, 49, 1057-1072.Easterlin, R. A. (1975), “An Economic Framework for Fertility Analysis,” Studies in Family Planning, 6, 54-63.Galbraith, V. L. and D. S. Thomas (1941), “Birth Rates and the Interwar Business Cycle,” Journal of the American Statistical Association, 36, 465-476.Granger, C. W. J. and P. Newbold (1974), “Spurious regression in econometrics.” Journal of econometrics, 2, 111-120.Hamilton, J. D. (1996), “This is What Happened to the Oil Price–Macroeconomy Relationship,” Journal of Monetary Economics, 38, 215-220.Hamilton, J. D. (2003), “What is an Oil Shock?” Journal of Econometrics, 113, 363-398.Hamilton, J. D. and G. Lin (1996), “Stock Market Volatility and The Business Cycle,” Journal of Applied Econometrics , 11, 573-593.Hodrick, R. and E. C. Prescott (1997), “Postwar U.S. Business Cycles: An Empirical Investigation,” Journal of Money, Credit, and Banking, 29 (1), 1-16. Kamerschent, D. R. (1971), “The statistics of birth rate determinants,” Journal of Development Studies, 7, 293-303.Karaman Örsal, D. D. and J. R. Goldstein (2010), “The Increasing Importance of Economic Conditions on Fertility,” MPIDR Working Papers WP-2010-014.Kirk, D. (1960), “The Influence of Business Cycles on Marriage and Birth Rates,” In George B. Roberts, (ed.), National Bureau of Economic Research, (MA: National Bureau of Economic Research, Inc.), 257-276.Leibenstein, H. (1974), “An Interpretation of the Economic Theory of Fertility:16 Promising Path or Blind Alley?” Journal of Economic Literature, 12, 457-479.Leibenstein, H. (1975), “The Economic Theory of Fertility Decline,” Quarterly Journal of Economics, 84, 1-31.Macunovich, D. J. (1995), “The Butz-Ward Fertility Model in the Light of More Recent Data,” Journal of Human Resources, 30, 229-255.Mocan, N. H. (1990), “Business Cycles and Fertility Dynamics in the United States: A Vector Autoregressive Model,” Journal of Population Economics, 3, 125-146.Mocan, H. N. and T. G., Bali (2010), “Asymmetric Crime Cycles,” Review of Economics and Statistics, 92, 899-911.Mincer, J.(1963), “Market Prices, Opportunity Costs, and Income Effects.” In C. Christ et al., (ed.), Measurement in Economics: Studies in Mathematical Economics and Econometrics in Memory of Yehuda Grunfeld, (CA: Stanford University Press), 67-82.Newey, W. K. and K. D. West (1987), “A Simple Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix,” Econometrica, 55, 703-708.Ogburn,W. F. and D. S. Thomas (1922), “The Influence of the Business Cycle on Certain Social Conditions,” Journal of the American Statistical Association, 18, 324-340.Okun, A. M. (1962), “Potential GNP: ItsMeasurement and Significance.” In American Statistical Association (ed.), Proceedings of the Business and Economic Statistics Section, 98-103.Silver, M. (1965), “Births, Marriages, and Business Cycles in the United States,” Journal of Political Economy, 73, 237-255.Turchi, B. A. (1975), The Demand for Children: The Economics of Fertility in the United States, MA: Ballinger Publishing Co.Willis, R. J. (1973), “A New Approach to the Economic Theory of Behavior,” Journal of Political Economy, 81, S14-S64.Wu, W. C. and H. P. Cheng (2010), “Symmetric Mortality and Asymmetric Suicide Cycles,” Social Science and Medicine, 70, 1974-1981.Wu, W. C. and H. P. Cheng (2011), “Asymmetric Fertility Cycle,” Working paper.Yang, H.L. (2000), “Education, Married Women’s Participation Rate, Fertility and Economic Growth,” Journal of Economic Development, 25, 101-118. 描述 碩士
國立政治大學
財政研究所
98255002
99資料來源 http://thesis.lib.nccu.edu.tw/record/#G0098255002 資料類型 thesis dc.contributor.advisor 吳文傑 zh_TW dc.contributor.author (Authors) 陳逸如 zh_TW dc.contributor.author (Authors) Chen, Yi Ju en_US dc.creator (作者) 陳逸如 zh_TW dc.creator (作者) Chen, Yi Ju en_US dc.date (日期) 2010 en_US dc.date.accessioned 4-Sep-2013 15:09:32 (UTC+8) - dc.date.available 4-Sep-2013 15:09:32 (UTC+8) - dc.date.issued (上傳時間) 4-Sep-2013 15:09:32 (UTC+8) - dc.identifier (Other Identifiers) G0098255002 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/60060 - 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) 98255002 zh_TW dc.description (描述) 99 zh_TW dc.description.abstract (摘要) 本篇文章之主要研究目的,為探討總體景氣波動對於我國生育率之影響效果,且更進一步探討總體景氣於繁榮與衰退期間對生育率的影響程度是否一致。針對兩個研究目的,利用1964年至2009年我國總體經濟之時間序列資料,以育齡婦女總生育率做為衡量生育水準的指標,作為被解釋變數,於解釋變數有失業率、女性勞動參與率、婦女有偶比例、女性高等教育程度、社會福利支出、都市化程度及家庭計畫實施前後,探討各變數對生育率的影響程度及方向。以上變數皆經過H-P filter去除單根問題及時間趨勢,並採用複迴歸模型以最小平方法進行實證分析,共建立六組複迴歸模型,分別利用總體變數對景氣波動與生育率間是呈現正循環或反循環關係,以及景氣於繁榮與衰退期間的波動對逾放比率的影響程度是否會有不對稱之影響效果做驗證。本文之主要結論分為兩個部分,第一部分發現於本文之研究期間中,我國總體景氣波動會與生育率成負向循環。於第二部分之迴歸估計結果發現,我國總體景氣波動對生育率無不對稱之影響效果,即景氣繁榮與衰退期間對生育率的影響差異不大。由本研究之實證結果可知,臺灣生育率為順景氣循環,當景氣衰退時,生育率會下降,可能為女性對小孩的需求之所得效果大於替代效果所致。希冀本研究之實證結果可以提供政府制定提振生育相關政策之參考 zh_TW dc.description.tableofcontents 論 文 摘 要 i目 錄 ii第一章、緒論 1第一節、研究動機與目的 1第二節、研究範圍與限制 4第三節、研究架構 5第二章、臺灣生育率演進與現況 6第三章、文獻回顧 15第一節、生育理論模型之相關文獻 15第二節、臺灣生育率相關文獻 18第三節、總體景氣波動影響生育率之相關文獻 21第四節、總體景氣波動不對稱影響之相關文獻 28第四章、研究方法 30第一節、實證模型設定 30第二節、變數界定與資料來源 36第五章、實證結果 44第一節、單根檢定結果 44第二節、實證結果分析 46第六章、結論與建議 62第一節、結論 62第二節、建議 64參考文獻 65附錄 70圖表目錄表1:大學以上女性學生比率 9表2:15歲以上女性未婚率-按年齡別分 12表3:總體景氣影響出生率與生育率之相關文獻 27表4:本研究之變數說明 43表5:各變數ADF單根檢定結果 45表6:總體景氣波動影響我國總生育率之兩期間實證結果 47表7:總體景氣波動影響年齡別生育率之實證結果 49表8:總體景氣波動影響年齡別生育率之實證結果1 (1964-2009年) 50表9:總體景氣波動影響年齡別生育率之實證結果2 (1976-2009年) 53表10:總體景氣波動對稱影響我國生育率兩期間之實證結果 55表11:總體景氣波動對稱影響年齡別生育率之實證結果 57表12:總體景氣波動對稱影響年齡別生育率之實證結果1 (1964-2009年)60表13:總體景氣波動對稱影響年齡別生育率之實證結果2 (1976-2009年)61圖1:臺灣我國失業率與總生育率趨勢圖 (1964-2009) 3圖2:臺灣育齡婦女總生育率趨勢圖 (1947-2010) 7圖3:臺灣人口粗出生率與粗死亡率 (1947-2010) 7圖4:臺灣各級教育學齡人口粗在學率趨勢圖 (1976-2009) 10圖5:臺灣育齡婦女總生育率與女性勞動參與率趨勢圖 (1964-2010) 10圖6:臺灣女性平均初婚年齡及生初胎平均年齡趨勢圖 (1975-2010) 11圖7:臺灣戶數與戶量趨勢圖 (1964-2010) 12圖8:臺灣粗結婚率與粗離婚率趨勢圖 (1980-2010) 13圖 9:臺灣我國失業率與總生育率趨勢圖(去除時間趨勢) (1964-2009) 48 zh_TW dc.format.extent 1141067 bytes - dc.format.mimetype application/pdf - dc.language.iso en_US - dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0098255002 en_US dc.subject (關鍵詞) 景氣波動 zh_TW dc.subject (關鍵詞) 生育率 zh_TW dc.subject (關鍵詞) 順景氣循環 zh_TW dc.subject (關鍵詞) 不對稱影響 zh_TW dc.title (題名) 總體景氣波動對生育率之影響-以臺灣為例 zh_TW dc.type (資料類型) thesis en dc.relation.reference (參考文獻) 一、中文文獻于宗先、王金利(2009),《台灣人口變動與經濟發展》,臺北:聯經出版事業股份有限公司。內政部人口政策委員會(2007),《人口政策資料彙集》,臺北:中華民國行政院內政部。林侑靜(2010),《教育對生育行為的影響》,桃園,國立中央大學產業經濟系研究所碩士論文。林彩梅、賴素鈴、鄧旭茹(2006),「我國生育率預測方法之探討-趨勢、解構及ARIMA模式比較」,《臺北科技大學學報》,39,頁252-262。孫德雄、陳肇男、李棟明(2001),「台灣家庭計畫之轉折與政策經驗」,《台灣經濟預測與政策》,32(1),頁25-76。張素梅(1988),「婦女勞動參與率的研究─聯立模型分析」,《經濟論文叢刊》,16(2),175-195。莊慧玲(2008),「台灣低生育率現象之探討-總合資料與個體資料之實證研究」,國科會補助專題研究計畫。(NSC96-415-H-007-002)許雯(2009),《總體景氣波動對銀行業不良債權比率之不對稱影響》,臺北,國立政治大學財政學研究所碩士論文。郭英照(2007),《台灣婦女勞參率、生育率、離婚率及經濟成長率之間的關係》,臺中,東海大學經濟學系研究所碩士論文。陳彥仁(2006),《台灣生育率下降下降因素之實證探討》,臺南,國立成功大學政治經濟學研究所碩士論文。黃修梅(2006),《台灣婦女教育程度與龍虎年效應對生育率之影響》,臺北,國立政治大學經濟學研究所碩士論文。黃意萍、余清祥(2002),「台灣地區生育率推估方法的研究」,《人口學刊》,25,頁145-171。楊奕農(2009),《時間序列分析-經濟與財務上之應用》,臺北:雙葉書廊有限公司。葉哲全(2007),《台灣地區生育率、男女勞動力與經濟成長》,臺北,淡江大學產業經濟系研究所碩士論文。劉一龍、王德睦(2005),「台灣地區總生育率的分析:完成生育率與生育步劉君雅、鄧志松、唐代彪(2009),「臺灣低生育率之空間分析」,《人口學刊》,39,頁119-155。調之變化」,《人口學刊》,30,頁97-123。駱明慶(2007),「台灣總生育率下降的表象與實際」,《研究台灣》,第三期,頁38-60。二、英文文獻Adsera, A. 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