政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/4992
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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/4992


    Title: 經濟整合與國際景氣循環:台灣之實證分析
    Other Titles: Integration and International Business Cycle---The Empirical Study of Taiwan
    Authors: 王智賢
    Keywords: 台灣;國際景氣循環;經濟整合;實證分析
    Taiwan;International business cycle;Economic integration;Empirical analysis
    Date: 2003
    Issue Date: 2007-04-18 18:25:39 (UTC+8)
    Publisher: 臺北市：國立政治大學財政系
    Abstract: 本文建立一兩國國際景氣循環模型，探討國家之間景氣波動連結關係。理論架構是以 Hallett and Piscitelli (2002) 的簡化模型為分析基礎，得 到一跨國向量自我迴歸關係式。本文主要的結論為：假設跨國間產出衝擊 無相關下，則國際間生產依賴程度與產出相關性的關係不為負；此外，若 跨國間產出衝擊相關性不為零時，產出的相關性決定於本國與外國衝擊 變異數及共變數的相對大小。本文以台灣及其主要貿易 15 國做實證研究，在不同的長期趨勢設定下，台灣與大部分的國家隨著生產面依賴程度增 強，國際景氣循環之相關性將愈高，亦即與這些國家均具有進一步經濟整 合的條件。
    Description: 核定金額：397500元
    Data Type: report
    Appears in Collections:[Department of Public Finance] NSC Projects

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