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    Title: 財政政策的乘數效果-追蹤資料分量迴歸之應用
    The multiplier effect of fiscal policy-an application of panel data quantile regression
    Authors: 徐鵬凱
    Hsu, Peng Kai
    Contributors: 林馨怡
    Lin, Hsin Yi
    徐鵬凱
    Hsu, Peng Kai
    Keywords: 財政政策
    景氣
    分量迴歸
    追蹤資料
    Fiscal policy
    Business cycle
    Quantile regression
    Panel data
    Date: 2016
    Issue Date: 2017-04-05 15:39:10 (UTC+8)
    Abstract: 在 2008 年金融危機之後,財政政策的非線性效果已漸漸受到關注。本文使用 1960-2012 年 48 個國家的季資料分析財政政策的非線性效果,並使用動態追蹤資料分量迴歸模型來驗證當經濟處在不同的景氣階段時,財政政策是否有不同的成效。本文發現,景氣處在相對較差的階段時,財政政策乘數較大,而景氣處在相對較好的階段時,財政政策乘數則較小,實證結果支持財政政策確實具有非線性效果。本文可提供政府在政策制定上之參考依據,並合理化政府利用財政工具拯救經濟的手段。
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    Description: 碩士
    國立政治大學
    經濟學系
    103258003
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0103258003
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

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