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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/69468


    Title: 台灣出口量價變動之分析
    A study in Taiwan export
    Authors: 謝孟錡
    Hsieh, Meng Chi
    Contributors: 朱美麗
    Chu, Mei Lie
    謝孟錡
    Hsieh, Meng Chi
    Keywords: 出口量
    出口價格
    結構式向量自我迴歸(SVAR)模型
    向量誤差修正模型(VECM)
    Date: 2013
    Issue Date: 2014-09-01 13:51:03 (UTC+8)
    Abstract: 為了探討匯率與國外所得對台灣出口價格與出口數量的影響,本文利用台灣與主要貿易對手國的月資料,以單根檢定檢視資料的穩定性,並依照共整合分析判定是否存在共整合關係,然後使用SVAR模型或VECM,觀察匯率、國外變數以及出口價量之間內生關係。實證結果發現:匯率對出口價格與數量,在長短期都有顯著的效果;國外所得與國外生產成本對台灣的出口價格與數量的影響,短期不顯著,但長期根據與台灣的貿易對象不同,而有不同的結果:中國為台灣的第一大出口國,其產出對台灣生產成本與出口量的影響比其他國家影響顯著;日本為台灣第一大進口國,其生產成本對台灣生產成本、出口價格以及出口量影響大且持久;韓國與台灣產品屬於競爭關係,其生產成本與台灣出口量有關係,當韓國生產成本增加使台灣相同產品相對便宜,而使台灣出口量增加,但效果於一年後遞減。
    Reference: 方文碩、賴奕豪 ( 2001 ),「匯率風險對出口貿易之衝擊」,台灣金融財務季刊,第2卷第1期,頁83-101。
    方文碩、張倉耀、葉志權 ( 2005 ),「匯率貶值及其風險與出口」,經濟研究,第41卷第1期,頁105-139。
    柯勝揮、江朝宗 ( 2011 )「實質所得、相對價格、匯率與國際貿易之關聯分析:以台灣對美貿易為例」,華人經濟研究期刊,第9卷第2期,頁21-32。
    吳中書、許良華 ( 1996 ),「匯率波動對台灣九大產業出口價格之影響」,台灣經濟學會年會論文集, 頁282-310。
    黃台心 ( 2002 ),「出口與經濟成長的因果關係:台灣的實證研究」,經濟論文叢刊,第30卷第4期,頁465-490。
    張瑞娟、徐茂炫、林君瀅( 2006 ),「檢視台灣機電及紡織出口貿易受匯率波動影響的不對稱性-格子搜尋法虛擬變數的應用」,台灣經濟預測與政策,36:2,頁115-139。
    劉宗欣、張銘仁( 2000 ),「進口物價的匯率轉嫁與不對稱性:台灣的實證研究」,經濟論文,第28卷,頁369-396。
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    Description: 碩士
    國立政治大學
    經濟學系
    101258014
    102
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0101258014
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

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