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| Title: | 總體經濟指標對台灣外銷訂單之影響— 以美國市場為例
The Effect of Macroeconomics Indicators on Export Orders in Taiwan—Evidence from the U.S. Market |
| Authors: | 葉詠欣
Ye, Yong-Sin |
| Contributors: | 洪福聲
林朕陞
林君宗
葉詠欣
Ye, Yong-Sin |
| Keywords: | 外銷訂單
美國
總體經濟指標
預測模型
Export Orders
The United States
Macroeconomic Indicators
Forecasting |
| Date: | 2023 |
| Issue Date: | 2023-12-01 10:46:06 (UTC+8) |
| Abstract: | 台灣是以外貿為導向之海島型經濟體，在外銷國家中以美國佔比最高，顯示台灣與美國之間貿易依存度高。本文旨在研究影響台灣整體產業、紡織品、電子產品、資訊與通信產品、電機產品、機械、基本金屬以及其製品外銷美國的訂單金額佔比之因素。實證方法上，本文應用向量誤差修正模型 (vector error correction model, VECM)，使用台灣1984年第一季至2022年第四季之台灣整體產業與各產業外銷美國訂單金額佔比，同時於模型中考量美國人均實質GDP、美國CPI、台灣CPI以及匯率等四個總體經濟變數，藉以探討變數之間的長期與短期因果關係，並建立產業之預測模型。研究結果顯示匯率對於各產業均有長期及短期影響性，台灣CPI、美國CPI對不同產業的長期及短期影響程度有所不同，而美國人均實質GDP長期而言對各產業影響性不顯著，但是短期而言會影響電子產品外銷美國訂單金額佔比。在預測模型方面，本文發現台灣整體產業、資訊與通信產品、機械、基本金屬及其製品外銷美國訂單金額佔比預測模型預測能力較佳。
Taiwan is an open and trade-oriented economy. Among the export countries of Taiwan, the United States has the highest proportion. The purpose of this thesis is to study the factors affecting the proportion of Taiwan's overall industry, textiles, electronic products, information and communication products, electrical products, machinery, and basic metals' export orders from the United States. We employ the vector error correction model (VECM) as the empirical method. Dependent variables include the proportions of the number of export orders to the United States in the period of 1984-2022 for overall industry and individual industry in Taiwan. At the same time, we consider four macroeconomic variables in the model, including the real GDP per capita of the United States, the CPI of the United States, the CPI of Taiwan, and the exchange rate to explore the long-term and short-term causal relationship among all variables and establish a forecast model for the industry. The results show that the exchange rate has long-term and short-term impacts on various industries. The CPI of the United States and the CPI of Taiwan have different long-term and short-term impacts on different industries. In the long run, the per capita real GDP of the United States has no significant impact on various industries, but in the short term, it will affect the proportion of electronic products exported to the United States. In terms of forecasting, we find that our model has better forecasting ability on Taiwan's overall industry, information and communication products, machinery, and basic metals. |
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| Description: | 碩士
國立政治大學
國際金融碩士學位學程
111zb1028 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0111ZB1028 |
| Data Type: | thesis |
| Appears in Collections: | [國際金融碩士學位學程] 學位論文
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