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政大機構典藏 > 社會科學學院 > 經濟學系 > 期刊論文 > Item 140.119/37751

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/37751

Title:	臺灣失業率的轉換機率與預測--馬可夫轉換模型的應用
Other Titles:	Transition Probability and Forecasting on Taiwan Unemployment Rate: A Markov Switching Model Analysis
Authors:	黃仁德;林彥伶 Hwang, Jen-te;Lin, Yen-ling
Contributors:	經濟系
Keywords:	失業率;馬可夫轉換模型;轉換機率 Markov switching model;Transition probability;Unemployment rate
Date:	2002-09
Issue Date:	2009-10-10 10:18:58 (UTC+8)
Abstract:	本文應用馬可夫轉換模型，以台灣1978至2001年的失業率季資料進行實證研究，結果得到台灣低失業率狀態持續的期限大於高失業率狀態持續的期限，這與商業循環具有非對稱的性質相同。在2002年的季失業率預測方面，失業率持續在高失業率狀態的機率超過0.5，即使失業率有逐漸下降的趨勢，但幅度卻相當的小，高失業率狀態至少將延續到2002年的年底。 This paper studies the Taiwan unemployment rate from 1978 to 2001 by Markov switching model. It is known that the period of low unemployment rate is persistent and longer than the period of high unemployment rate in Taiwan. This result is consistent with that the economic expansion is longer than the economic recession in general. In forecasting the unemployment rate of 2002, we find that the persistent probability of high unemployment rate is over 0.5. The unemployment rate will decrease only a little in the near future, and it will keep in a high level until the end of 2002.
Data Type:	article
Appears in Collections:	[經濟學系] 期刊論文

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