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| Title: | 臺灣的經濟成長與地下經濟：ARDL分析
Underground Economy and Economic Growth of Taiwan：The ARDL Approach |
| Authors: | 陳柏臻
Chen, Po-Chen |
| Contributors: | 洪福聲
Hung, Fu-Sheng
陳柏臻
Chen, Po-Chen |
| Keywords: | 經濟成長
地下經濟
自我迴歸遞延分配模型
長期關係
Economic Growth
Underground Economy
Autoregressive Distributed Lag Model
Long-term Relationship |
| Date: | 2024 |
| Issue Date: | 2024-09-04 14:39:36 (UTC+8) |
| Abstract: | 地下經濟的存在可能使官方統計之經濟指標失真，亦使國家稅基遭受侵蝕，進一步影響國家財政健全，如何控制其發展更是所有國家的重要課題。本文擷取台灣1990至2016共計27年之季資料，以台灣實質GDP成長率為因變數、MCDR法估計之地下經濟規模成長率、出口佔GDP比率之年增率、人口成長年增率、民間固定資本形成毛額年增率、M1B貨幣供給年增率、消費者物價指數年增率、重大事件虛擬變數等季資料為自變數，使用自我迴歸遞延分配模型 (autoregressive distributed lag model, 以下簡稱ARDL），分析地下經濟規模對經濟成長的影響。實證結果顯示變數間具有一組長期共整合關係，地下經濟規模成長率、出口佔GDP比率之年增率、人口成長率、貨幣供給年增率與民間固定資本形成毛額年增率之迴歸係數均呈現顯著。將地下經濟轉變為地上經濟活動需要政府機關與民間共同努力，擁有穩定且充足的財政基礎，才能使政府將稅收有效率地分配。
The existence of the underground economy may distort official economic indicators and erode the national tax base, further affecting the soundness of national finances. Controlling its development is a critical issue for all countries. This study analyzes the impact of the underground economy on economic growth in Taiwan using 27 years of quarterly data from 1990 to 2016. The dependent variable is Taiwan's real GDP growth rate, and the independent variables include the growth rate of the underground economy (estimated using the MCDR method), the annual growth rate of the ratio of exports to GDP, the annual population growth rate, the annual growth rate of gross fixed capital formation by the private sector, the annual growth rate of M1B money supply, the annual growth rate of the consumer price index, and dummy variables for significant events. The autoregressive distributed lag model (ARDL) was employed for analysis. The empirical results show that there is a long-term cointegrated relationship among the variables, and the regression coefficients for the growth rate of the underground economy, the annual growth rate of the ratio of exports to GDP, the population growth rate, the growth rate of money supply, and the annual growth rate of gross fixed capital formation by the private sector are all significant. Transforming underground economic activities into above-ground ones requires joint efforts from government agencies and the private sector. A stable and sufficient fiscal foundation is essential for the government to efficiently allocate tax revenues. |
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| Description: | 碩士
國立政治大學
經濟學系
111258033 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0111258033 |
| Data Type: | thesis |
| Appears in Collections: | [經濟學系] 學位論文
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