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| Title: | 台灣進口物價匯率轉嫁之研究 |
| Authors: | 柯中逵 |
| Contributors: | 陳坤銘
饒秀華
柯中逵 |
| Keywords: | 進口物價
匯率轉嫁
不對稱性
產業細分 |
| Date: | 2006 |
| Issue Date: | 2009-09-18 14:13:20 (UTC+8) |
| Abstract: | 在匯率轉嫁的議題上，台灣實證大都利用加總資料(aggregated data)來做分析與研究。國外文獻發現，將產業細分後加以研究的結果，與使用加總資料之結果似乎有些出入。故本文將利用進口之鋼鐵、汽車、成衣、原油等產業細分資料，並採用共整合分析來尋找長期轉嫁關係。其結果發現：1.利用季資料頻率來做分析較為適合。2.長期匯率為不完全轉嫁，且轉嫁程度並不高。3.在不對稱轉嫁的研究結果顯示，長期不對稱轉嫁之現象並不明顯，惟鋼鐵產業據統計顯著性，表示其有不對稱性，但不對稱性之差異並不大。
In the past, most people used aggregated data to analyze Taiwan exchange rate pass-through. In this paper, we analyze Taiwan exchange rate pass-through into import price by subdividing industry data and use cointegrating test to estimate their relation in long run. We find out some difference from past documents of empirical analyses of Taiwan. First, using seasonal data is more suitable than using monthly data to analyze this issue. Second, exchange rate pass-through is uncompleted in the long run. And the magnitude of pass-through is far away from 1(completed pass-through). Third, in the long run, there is no asymmetry of exchange rate pass-through. |
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| Description: | 碩士
國立政治大學
國際經營與貿易研究所
94351021
95 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0094351021 |
| Data Type: | thesis |
| Appears in Collections: | [國際經營與貿易學系 ] 學位論文
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