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| Title: | 東協區域整合對亞洲各主要國家的經濟影響分析
The impact analysing of ASEAN intergration on countries in ASIA |
| Authors: | 吳政潔 |
| Contributors: | 徐士勛
吳政潔 |
| Keywords: | 全球化向量自我迴歸
東協
衝擊反應函數
GVAR
impulse response |
| Date: | 2013 |
| Issue Date: | 2014-07-14 11:24:06 (UTC+8) |
| Abstract: | 近十年來,東協的經濟快速發展,在未來的幾年內,將完成東協經濟共同體(AEC)的組織,屆時整個東南亞的區域整合將成為全球重要的經濟體系之一。因此本文採用Pesaran, Schuermann and Weiner在2004年提出來的GVAR模型架構,利用該模型可以將國家進行區域整合的特點,針對外來的實質產出以及金融市場的衝擊下,討論有無執行區域整合的東協與亞洲各主要國家之間的經濟影響分析。其中,我們也進行一項擬真的情況,就是將台灣納入東協的區域整合,並比較與台灣未納入東協區域整合之情況有何差異。此外本文也將東協五國ASEAN當作亞洲區的外在衝擊來源,分析東協的實質GDP出現一單位標準差的正向衝擊時對亞洲各主要國家的影響。
本文的實證結果發現在產出面及金融面的負向衝擊之下,東協尚未整合的情況所顯示的衝擊反應結果相較整合後以及東協納入台灣的情況要來的強烈,表示整個東協的區域整合對亞洲的主要國家是具有正面效應的,且台灣在納入東協後其衝擊反應結果也顯示若台灣納入東協對台灣本身經濟穩定性是有助益的。 |
| Reference: | 金秀琴(2003). 「東亞區域經濟整合之發展及對我國之影響」，〈〈國家發展委員會經濟研究〉〉， 第 4 期。
徐世勳(2001). 「區域貿易協定演變對APEC與台灣經貿的影響評估—「東協加三」成立自由貿易區的模擬分析」，〈〈自由中國之工業〉〉，第 91 卷， 第 10 期，頁 1--45。
Pesaran, M. H., T. Schuermann and S. M. Weiner (2004). Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model,{Journal of Business and Economic Statistics}, {22(2)}, 129--162.
Gurara, D. Z., M. Ncube (2013). Global Economic Spillovers to Africa: A GVAR Approach,{African Development}, {183}, 1--26.
Chia, S. Y (2011). Association of Southeast Asian Nations Economic Integration: Developments and Challenges,{Asian Economic Policy Review}, {6}, 43--63.
Petri, P. A., M. G. Plummer and F. Zhai (2012). ASEAN Economic Community: A General Equilibrium Analysis,{Journal of Asian Economic}, {26(2)}, 93--118.
Dees, S., F. D. Mauro and M. H. Pesaran (2007). Exploring The Internation Linkages Of The EURO Area:A Global Var Analysis,{Journal of Applied Economics}, {22}, 1--38.
Dees, S., S. Holly, M. H. Pesaran and L. V. Smith (2007). Long Run Macroeconomic Relations in the Global Economy,
{The Open Access,Open Assessment E-Journal}, {1(3)}.
Dees, S., M. H. Pesaran, L. V. Smith and R. P. Smith(2009). Journal of Money, Credit and Banking,{Journal of Money, Credit and Banking}, {41(7)}, 1482--1502.
Cakir, M. Y. and A. Kabundi(2013). Journal of Money, Credit and Banking,{Economic Research Southern Africa Working Paper}, {362}.
Pesaran, M. H., T. Schuermann, B. J. Treutler and S. M. Weiner (2006). Macroeconomic Dynamics and Credit Risk: A Global Perspectiv,{Journal of Money, Credit and Banking}, {38(5)}, 1211--1261.
Nimmo, M. G., H. V. Nguyen and Y. Shin (2008).International Linkages of the Korean Macroeconomy: The Global VAR Modelling Approach,{Journal of Economic Literature Classi?cations}, {C32, C53, E17}.
Hiebert, T. and I. Vansteenkiste (2010).International trade, technological shocks and spillovers in the labour market: a GVAR analysis of the US manufacturing sector,{Applied Economics}, {42}, 3045--3066.
Pesaran, M. H., T. Schuermann and L. V. Smith(2009).Rejoinder to comments on forecasting economic and financial variables with global VARs,{International Journal of Forecasting}, {25}, 703--715.
Gilbert, J. , R. Scollay and B. Bora(2001).Assessing Regional Trading Arrangement In The ASIA-PACIFIC,{Policy Issues In International Trade and Commodities Study Series}, {15}, 1--27.
Gurara, D. Z. and M. Ncube (2013).Global Economic Spillovers to Africa: A GVAR Approach,{African Development Bank Group}, {183}. |
| Description: | 碩士
國立政治大學
經濟學系
101258003
102 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0101258003 |
| Data Type: | thesis |
| Appears in Collections: | [經濟學系] 學位論文
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