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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/69469


    Title: 影響台灣國際貿易因素之實證研究—以我國主要貿易對象、美國以及歐元區為例
    An empirical study in the factors on Taiwan foreign trade
    Authors: 周柏祐
    Contributors: 朱美麗
    周柏祐
    Keywords: 出口量
    貿易條件
    貧困化成長
    結構式向量自我迴歸模型
    Date: 2014
    Issue Date: 2014-09-01 13:51:16 (UTC+8)
    Abstract: 由於過往文獻在討論國際貿易時多討論匯率波動與外國產出變動對我國出口量的影響,但生產成本對國際貿易的影響也很重要,故本文選擇將國內與外國生產成本納入模型當中,建構一個包含匯率、國內生產成本、貿易條件、出口量、外國產出以及外國生產成本共六個變數的SVAR模型,並分別就我國主要貿易對象、美國以及歐元區三組資料進行分析,討論不同的外國變數是否將對我國出口量與貿易條件產生不同影響。
    在國內變數之間的交互影響上,不同的資料實證結果差異並不大。實證結果顯示匯率上升將造成我國出口量短期減少,長期增加,且匯率和貿易條件長期呈現負相關;國內生產成本上升在長期將造成出口量減少,貿易條件改善;貿易條件和出口量兩者之間則呈現反向關係。
    不論是在我國主要貿易對象、美國或是歐元區的實證結果都指出,外國產出上升將造成我國出口量在短期上升,長期下降;而當我國主要貿易對象產出上升時,我國貿易條件短期惡化,長期將改善;美國與歐元區的產出上升,則將造成我國貿易條件在短期和長期都惡化。
    外國生產成本變動對我國出口量與貿易條件的影響在不同對象中存在不同效果。當美國生產成本上升,在長期將使我國出口量減少、貿易條件改善,但當歐元區生產成本增加時,長期則將造成我國出口量增加、貿易條件惡化。造成結果不同的可能原因為,我國自歐元區進口的商品中包含較多最終商品,因此歐元區生產成本變動對我國生產成本與出口價格影響較小。
    實證結果顯示,在長期我國出口量上升往往伴隨著貿易條件的惡化,表示我國在國際貿易發展上可能具有貧困化成長的問題。
    Reference: 參考文獻
    中文部分:
    王泓仁(2005),台幣匯率對我國經濟金融活動之影響,《中央銀行季刊》,第二十七卷第一期,頁13-45。
    主計總處、經建會(2010),我國貿易條件變動情形,《新聞稿》,3 月。
    朱美智、黃麗倫、吳黃蘋(2011),貿易條件、經濟成長與因應貿易條件惡化的對策,《國際金融參考資料》,第六十二輯,頁114-120。
    陳旭昇(2013),時間序列分析--總體經濟與財務金融之應用,東華書局。
    郭佩婷(2008),匯率不確定性對台灣出口波動之影響,《政治大學國際經營與貿易學系碩士論文》。
    趙蒼頡(2006),匯率波動對台灣出口量的影響:以新加坡和泰國為例,《國立台灣大學國際企業學研究所碩士學位論文》。
    賴景昌(2011),總體經濟學,雙葉書廊。
    賴惠子、徐維健、張萊華(2013),我國央行對油價衝擊反應之探討,《應用經濟論叢》,93期,頁1-41。 
    英文部分:
    Abeysinghe, T. and T. L. Yeok, (1998), “Exchange Rate Appreciation and Export Competitiveness. The Case of Singapore,” Applied Economics, 30, 51-55.
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    Cakir, K. (2008), “Trade Liberalisation and Competitiveness of Emerging Market Economies,” University of Jhonnesburg.
    Coudert, V., C. Couharde and V. Mignon, (2008), “Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies,” Manuscript.
    Elbourne, A. (2008), “The UK Housing Market and the Monetary policy transmission mechanism: An SVAR approach,” Journal of Housing Economics, 17, 65-87.
    Fang, W. S. and S. M. Miller, (2004), “Exchange Rate Depreciation and Exports: The Case of Singapore Revisited,” Manuscript.
    Heppke-Falk, K.H., J. Tenhofen and G.B. Wolff (2006), “The Macroeconomic Effects of Exogenous Fiscal Policy Shocks in Germany: a Disaggregated SVAR Analysis.” Deutsche Bundesbank, Discussion Paper, Series 1: Economic Studies, No.41/2006.
    Krugman, P. R. (1989), “Differences in Income Elasticities and Trends in Real Exchange Rate,” European Economic Review, 33(5), 1031–1046.
    Pozo, S. (1992), “Conditional Exchange-Rate Volatility and the Volume of International Trade: Evidence from the Early 1900s,” The Review of Economics and Statistics, Vol. 74, No. 2, 325-329.
    Rosenberg, M. R. and D. Folkerts-Landau, (2002), “The Deutsche Bank Guide to Exchange-Rate Determination - A Survey of Exchange-Rate Forecasting Models and Strategies,” Deutsche Bank.
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    Toda, H. Y. and T. Yamamoto, (1995), “Statistical Inference in Vector Autoregressions with Possibly Integrated Processes,” Journal of Econometrics, 66, 225-250.
    Van Bergen, J. (2010), “6 Factors That Influence Exchange Rates,” Available at: http://www.investopedia.com/articles/basics/04/050704.asp
    UNCTAD (2005), “Chapter III: Evolution in the Terms of Trade and Its Impact on Developing Countries,” Trade and Development Report, September.
    Zaidi, M. A. S. and L. A. Fisher, (2010), “Monetary Policy and Foreign Shocks: A SVAR Analysis for Malaysia,” Korea and the World Economy, Vol.11, No.3, 527-550.
    Description: 碩士
    國立政治大學
    經濟學系
    101258028
    103
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0101258028
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

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