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    题名: 全球化與通貨膨脹率-追蹤資料分量迴歸之應用
    Globalization and Inflation - The Application of Panel Quantile Regression
    作者: 李崇凱
    贡献者: 林馨怡
    李崇凱
    关键词: 全球化
    通貨膨脹率
    分量迴歸
    追蹤資料
    日期: 2015
    上传时间: 2015-10-01 14:24:34 (UTC+8)
    摘要: 本文使用追蹤資料分量迴歸模型來分析全球化之下,通貨膨脹率受國外經濟狀態變數的影響。我們使用 1980--2013 年 45 個國家的季資料及 1970--2013 年 56 個國家的年資料做分析。根據全球化假說 (Globalization Hypothesis) ,隨著全球化程度的提升,通貨膨脹率受國外經濟狀態的影響會增加。由實證結果發現在通貨膨脹率較低時,國外經濟狀態對通貨膨脹率有顯著正向的影響,隨著通貨膨脹率提升,兩者關係有下降的趨勢但仍為顯著正相關。此結果指出隨著全球化程度較高、通膨較低時,通貨膨脹率受國外經濟狀態影響較大並呼應 Ihrig et al. (2010) 全球化假說的論點。
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    描述: 碩士
    國立政治大學
    經濟學系
    102258019
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0102258019
    数据类型: thesis
    显示于类别:[經濟學系] 學位論文

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