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| Title: | 能源消費、能源價格與經濟成長：台灣的實證分析
Energy Consumption, Energy Prices and Economic Growth: Evidence from Taiwan |
| Authors: | 陳昀君
Chen, Yun-Chun |
| Contributors: | 洪福聲
Hung, Fu-Sheng
陳昀君
Chen, Yun-Chun |
| Keywords: | ADF單根檢定
共整合檢定
Granger因果關係檢定
ADF unit root test
Cointegration test
Granger causality test |
| Date: | 2018 |
| Issue Date: | 2018-07-31 13:49:23 (UTC+8) |
| Abstract: | 長久以來各國政府無不致力於促進經濟發展，但隨著環境保護議題受到民眾重視，學者開始探討不同國家與區域間能源消費與經濟成長間之關係，惟迄今仍未得到一致性之實證結果，且極少有專門針對臺灣地區進行之研究。
本研究以臺灣地區1983年第1季到2017年第2季止之資料，藉由ADF單根檢定、Johansen共整合檢定、向量誤差修正模型與Granger因果關係檢定，研究能源價格、能源消費與經濟成長之間的關係。
結果顯示，當以消費者物價指數(CPI)及GDP平減指數(GDP deflator)為能源價格替代變數進行分析時，三項變數間均存在一個共整合關係，即能源消費會受到GDP及能源價格影響。
而Granger短期因果關係檢定則顯示，以消費者物價指數(CPI)為能源價格替代變數時，可得到GDP與能源消費、GDP與能源價格及能源消費與能源價格間皆有雙向因果關係；但在以GDP平減指數(GDP deflator)為能源價格替代變數時，檢定結果發現僅能源消費與能源價格之間有雙向因果關係，而GDP對能源價格有單向因果關係，且能源消費亦僅對GDP有單向因果關係。
本研究另依據實證結果，探討未來能源政策，提出一些相對應的看法。
For a long time, all countries of the world are doing their best to promote economic development. As people pay more attention to the issues of environmental protection, researchers are trying to find out the relationship between energy consumption and economic growth. To date, the empirical findings are still inconsistent, and studies that use Taiwan as the research subject are very few. This thesis estimates the relationship between energy consumption, energy prices and GDP for Taiwan, based on quarterly data for the period from 1983Q1 to 2017Q2. The techniques employed include ADF unit root test, cointegration test, vector error correction model and Granger causality test.
The results indicate that there is a single cointegration relationship between energy consumption, energy prices and GDP, which means that energy consumption can be influenced by GDP and energy prices. For the causality test, there are bidirectional causality between GDP and energy consumption, GDP and energy prices, energy consumption and energy prices, when consumer price index (CPI) is used as the substitute variable for energy prices. However, when using GDP deflator as the substitute variable for energy prices, bidirectional causality only exist between energy consumption and energy prices, a unidirectional causal relationship running from GDP to energy prices, and a unidirectional causal relationship running from energy consumption to GDP. Based on these results, we also offer some suggestions for the energy policy of Taiwan. |
| Reference: | 行政院主計總處 總體統計資料庫
經濟部能源局 能源統計資料查詢系統
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| Description: | 碩士
國立政治大學
行政管理碩士學程
105921049 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0105921049 |
| Data Type: | thesis |
| DOI: | 10.6814/THE.NCCU.MEPA.019.2018.F09 |
| Appears in Collections: | [行政管理碩士學程(MEPA)] 學位論文
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