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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/35119


    Title: 匯率波動對台灣出口的影響
    Authors: 黃韻禎
    Huang,Yun Chen
    Contributors: 饒秀華
    Rau,Hsiu Hua
    黃韻禎
    Huang,Yun Chen
    Keywords: 匯率波動
    出口
    移動平均變異數
    GARCH
    TGARCH
    EGARCH
    Date: 2006
    Issue Date: 2009-09-18 14:12:31 (UTC+8)
    Abstract: 本文主要探討匯率波動對台灣出口貿易的影響,實證重點在於匯率波動估計方法之不同,是否會對出口貿易產生不同的影響。樣本期間自1990年1月至2006年12月,共204筆月資料。匯率波動的估計模型包含移動平均變異數、GARCH模型、門檻GARCH模型(TGARCH)及指數型GARCH模型(EGARCH),本研究先估計出匯率波動因子再進一步代入出口方程式中作估計,相較於國內其他文獻,本文考慮了匯率波動不對稱情形存在的可能性,同時也考慮了變數是否呈定態的問題。實證結果顯示,台幣貶值會造成比較大的匯率波動;利用TGARCH(1,2)作為匯率波動估計模型,結果顯示匯率波動增加會刺激台灣對美國和日本的出口量。
    Reference: 中文部份
    方文碩,賴奕豪,民國90年,「匯率風險對出口貿易之衝擊」,台灣金融財務季刊,第二卷,第一期,第83~101頁。
    吳祥銘,民國90年,「亞洲金融風暴前後匯率波動對於出口影響之探討—以亞洲國家為例」,淡江大學國際貿易學研究所未出版碩士論文。
    胡育豪,民國86年,「匯率波動對出口量的影響--台灣出口產業之實證研究」,政治大學國際貿易學研究所未出版碩士論文
    鄭俊揚,民國94年,「匯率波動對台灣產業進出口的影響」,台北大學經濟學研究所未出版碩士論文。
    蔡孟純,民國89年,「匯率波動風險對出口量的影響—對不同資料型態的分析」,淡江大學國際貿易學研究所末出版碩士論文。
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    Description: 碩士
    國立政治大學
    國際經營與貿易研究所
    94351005
    95
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0094351005
    Data Type: thesis
    Appears in Collections:[國際經營與貿易學系 ] 學位論文

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