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| Title: | 實質選擇權與工作搜尋決策－以台灣失業者為例
Real Options and Job Search Decisions－Evidence from the Unemployed in Taiwan |
| Authors: | 薛博升
Hsueh, Po Sheng |
| Contributors: | 莊奕琦
王信實
Chuang, Yih Chyi
Wang, Shinn Shyr
薛博升
Hsueh, Po Sheng |
| Keywords: | 實質選擇權
工作搜尋
保留工資
失業期間
奈特不確定性
Real options
Job search
Reservation wage
Unemployment duration
Knightian Uncertainty |
| Date: | 2011 |
| Issue Date: | 2012-10-30 11:09:38 (UTC+8) |
| Abstract: | 本文分成兩個部分探討失業者的工作搜尋決策，第一部分利用遞延選擇權模型模擬市場景氣、預期工作機會出現機率、不確定性等因素對失業者工作搜尋決策的影響。第二部份利用2006年至2010年主計處的「人力資源調查」及「人力運用調查」資料從事實證分析。本文從實證分析中驗證以下的模擬結果：一、市場上的工資波動率與失業者的保留工資有正向關係，與移轉到就業的機率有負向關係。二、失業者對工作機會出現機率的預期較高時，擁有較高的保留工資，移轉到就業的機率較低。另外，學習速度較快的失業者在搜尋工作的過程中會以較快的速度下降保留工資，移轉到就業的機率較高。三、失業者對於工作搜尋報酬的不確定程度較高時，擁有較低的保留工資，移轉到就業的機率較高。
This thesis consists of two parts. The first part is devoted to applying a real option approach to simulate the impacts of market prospect, expected offer arrival rate, and uncertainty on job search decisions. The second part provides an empirical illustration to validate the simulation results by using unemployment data from the 2006-2010 Taiwan Manpower Utilization Survey. The main findings of this thesis can be summarized as follows: (i) The wage volatility is related positively with the reservation wage of the unemployed, but inversely with the transition probability into employment. (ii) If a rising offer arrival rate is expected, the unemployed increase reservation wages and thus decrease transition probabilities. Furthermore, higher learning speed acts to intensively lower the reservation wage. (iii) When the degree of payoff uncertainty is higher, the unemployed decrease reservation wages and thus increase transition probabilities. |
| Reference: | 一、中文部分
林祖嘉(1991)，「工作搜尋模型與失業期間─台灣地區大專畢業生之經驗」，經濟論文，第19卷第2期，頁183-215。
洪嘉瑜和羅德芬(2008)，「台灣失業保險制度對失業期間的影響」，經濟論文叢刊，第36卷第2期，頁235-270。
張清溪和駱明慶(1992)，「台灣勞動力失業期間的研究」，勞動市場與勞資關係，頁75-109。
張森林(2005)，「勞工退休金條例草案的財務分析-實質選擇權應用(3/3)」，行政院國家科學委員會專題研究計畫。
陶宏麟和李嘉宏(2006)，「保留工資, 勞工個人特性與失業期間之關聯」，經濟論文，第34卷第3期，頁325-353。
葉玫惠(2004)，「由實質選擇權方法看失業保險制度與工作搜尋理論」，台灣大學財務金融學系碩士論文。
二、英文部分
Böheim, R., Horvath, G. T., & Winter-Ebmer, R. (2011). “Great Expectations: Past Wages and Unemployment Durations.” Labour Economics, 18(6), 778-785.
Bloemen, H. G., & Stancanelli, E. G. F. (2001). “Individual Wealth, Reservation Wages, and Transitions into Employment.” Journal of Labor Economics, 19(2), 400-439.
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Caliendo, M., Schmidl, R., & Uhlendorff, A. (2011). “Social Networks, Job Search Methods and Reservation Wages: Evidence for Germany.” International Journal of Manpower, 32(7), 796-824.
Chirinko, R. S. (1982). “An Empirical Investigation of the Returns to Job Search.” The American Economic Review, 72(3), 498-501.
Comay, Y., Melnik, A., & Pollatschek, M. A. (1973). “The Option Value of Education and the Optimal Path for Investment in Human Capital.” International Economic Review, 14(2), 421-435.
Cox, D. R. (1972). “Regression Models and Life-Tables.” Journal of the Royal Statistical Society. Series B (Methodological), 187-220.
DellaVigna, S., & Paserman, M. D. (2005). “Job Search and Impatience.” Journal of Labor Economics, 23(3), 527-588.
Dixit, A. K., & Pindyck, R. S. (1994). Investment under Uncertainty: Princeton Univ Pr.
Gonzalez, F. M., & Shi, S. (2010). “An Equilibrium Theory of Learning, Search, and Wages.” Econometrica, 78(2), 509-537.
Heckman, J. J., Lochner, L. J., & Todd, P. E. (2006). “Earnings Functions, Rates of Return and Treatment Effects: The Mincer Equation and Beyond.” Handbook of the Economics of Education, 1, 307-458.
Hogan, V., & Walker, I. (2007). “Education Choice under Uncertainty: Implications for Public Policy.” Labour Economics, 14(6), 894-912.
Jacobs, B. (2007). “Real Options and Human Capital Investment.” Labour Economics, 14(6), 913-925.
Jones, S. R. G. (1989). “Reservation Wages and the Cost of Unemployment.” Economica, 56(222), 225-246.
Jovanovic, B. (1979). “Job Matching and the Theory of Turnover.” The Journal of Political Economy, 87(5), 972-990.
Katz, L. F., & Meyer, B. D. (1990). “The Impact of the Potential Duration of Unemployment Benefits on the Duration of Unemployment.” Journal of public economics, 41(1), 45-72.
Miao, J., & Wang, N. (2011). “Risk, Uncertainty, and Option Exercise.” Journal of Economic Dynamics and Control, 35(4), 442-461.
Mortensen, D. T. (1986). “Job Search and Labor Market Analysis.” Handbook of labor economics, 2, 849-919.
Nishimura, K. G., & Ozaki, H. (2004). “Search and Knightian Uncertainty.” Journal of Economic Theory, 119(2), 299-333.
Prasad, E. (2003). What Determines the Reservation Wages of Unemployed Workers?: New Evidence from German Micro Data: International Monetary Fund.
Trigeorgis, L. (1996). Real Options: Managerial Flexibility and Strategy in Resource Allocation: the MIT Press.
Van den Berg, G. J. (1994). “The Effects of Changes of the Job Offer Arrival Rate on the Duration of Unemployment.” Journal of Labor Economics, 12(3), 478-498. |
| Description: | 碩士
國立政治大學
經濟學系
99258016
100 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0992580161 |
| Data Type: | thesis |
| Appears in Collections: | [經濟學系] 學位論文
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