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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/94762


    Title: 利用門檻迴歸探討金融發展與經濟成長之關係
    Authors: 胡聚男
    Contributors: 黃台心
    胡聚男
    Keywords: 門檻迴歸模型
    工具變數
    技術效率
    一般化動差法
    世界生產函數
    Date: 2008
    Issue Date: 2016-05-09 11:50:01 (UTC+8)
    Abstract: 本文從translog生產函數的角度出發，藉由三項金融發展指標分析金融發展對各項生產力指標的影響，而金融發展指標分別為商業銀行對中央銀行資產比、流動性負債除以國民所得與金融機構對私部門放款除以國民所得。使用Hansen (1999)與Caner and Hansen (2004)兩種門檻迴歸模型，前者與固定效果模型搭配估計世界生產函數，後者則動態縱橫資料模型搭配，用以彌補使用固定效果模型假設各國在樣本期間技術效率值不變之缺失。

    由固定效果模型迴歸結果可知，除了流動性負債除以國民所得的門檻估計值不呈統計顯著外，其他金融發展指標門檻值皆顯著，代表金融發展對經濟成長確有其影響存在。而金融發展程度高的樣本國家，技術效率值、資本產量彈性以及資本邊際產量皆較高，顯示金融發展使得各國能充分運用資本存量要素投入。然而，「所得水準高且金融發展程度高」的樣本國家，雖然資本產量彈性亦較高，但是技術效率值與技術進步率則較其比較組為低，因此金融發展對高所得國家可能較無影響。而就動態縱橫資料模型而言，雖然模型配適結果較前者為佳，但是僅流動性負債除以國民所得達到統計顯著。而該項金融發展程度愈高，技術效率、資本產量彈性、資本邊際產出以及調整速度亦較高，與固定效果模型的結果一致。
    Reference: 參考文獻
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    Description: 碩士
    國立政治大學
    金融研究所
    95352014
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0095352014
    Data Type: thesis
    Appears in Collections:[Department of Money and Banking] Theses

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