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研究生: 羅可婷
Lo, Ko-Ting
論文名稱: 就業安定基金對臺灣各縣市失業率之影響
The effect of the Employment Security Fund on Unemployment Rates across Counties and cities in Taiwan
指導教授: 黃智聰
口試委員: 張敏蕾
劉彩卿
學位類別: 碩士
Master
系所名稱: 社會科學學院 - 財政學系
Department of Public Finance
論文出版年: 2026
畢業學年度: 114
語文別: 中文
論文頁數: 64
中文關鍵詞: 失業率就業安定基金動態空間追蹤自我迴歸模型一般動差法
外文關鍵詞: Unemployment Rates, Employment Security Fund, Dynamic Panel Spatial Autoregressive Model, Generalized Method of Moments
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  • 失業率是衡量經濟景氣與勞動市場效率的核心指標,其波動會影響社會整體穩定性,透過政策工具預防結構性失業一直是政府的施政重點。本研究以2018年至2024年期間臺灣20個縣市(不包含金門縣、連江縣)追蹤資料為樣本,有效樣本共140個,探討各縣市平均每人就業安定基金是否對失業率造成影響,以及臺灣各縣市之間的失業率是否存在空間相依性及動態效果。本研究使用一般動差法(Generalized Method of Moments,GMM)於動態空間追蹤自我迴歸模型(Dynamic Panel Spatial Auto Regression Model,DPSAR)進行實證估計。
    本研究得出以下主要研究結果。首先,實證結果顯示,失業率的空間相關性為正相關,當本地失業率上升,鄰近地區的失業率也會隨之上升,所以應強化區域協作,推動跨縣市治理。再者,動態效果為正向影響,失業率會受到上一期失業率的影響,建議政府建立失業預警機制,在預測到景氣可能轉弱時,提前增加相關預算以應對失業率的時間依賴性。其次,平均每人就業安定基金越多,失業率越低。最後,本研究發現勞動參與率越高,失業率越低;自有住宅率越高,失業率越高;15歲以上民間人口具大專以上教育程度、人均可支配所得、第三級以及第一級產業就業人數則在本研究中效果不顯著。


    Unemployment is a key indicator of economic and labor market conditions, and addressing structural unemployment remains a major policy concern. This study analyzes panel data from 20 cities and counties in Taiwan from 2018 to 2024, comprising a total of 140 observations, to investigate the impact of the intensity of Employment Security Fund allocation on local unemployment rates. Additionally, the research explores the potential spatial correlation and dynamic effects of unemployment across these regions. The Generalized Method of Moments (GMM) is employed within a Dynamic Panel Spatial Auto Regression Model (DPSAR) for empirical estimation.
    The main findings are as follows: First, the empirical results reveal a positive spatial correlation in unemployment rates, indicating that rising unemployment in one area tends to drive up rates in neighboring regions. Second, a positive dynamic effect is observed, where current unemployment is significantly influenced by past levels, indicating the persistence of unemployment. Regarding the explanatory variables, the study finds that higher Employment Security Fund allocation per capita and greater labor force participation are associated with lower unemployment rates, whereas a higher homeownership rate is associated with higher unemployment. Other variables, including civilian population aged 15 and over with junior college or higher education, disposable income per capita, and employment in the primary and tertiary sectors, are found to be statistically insignificant.

    第一章、緒論 1
    第一節、前言與研究動機 1
    第二節、研究目的與貢獻 3
    第三節、研究流程與架構 4
    第二章、文獻回顧 6
    第一節、擴張性財政政策影響失業率之相關文獻 6
    第二節、積極性勞工市場政策影響失業率之相關文獻 9
    第三節、其他影響失業率之相關文獻 14
    第三章、現況分析 20
    第一節、臺灣各縣市失業率空間分布情況 20
    第二節、臺灣各縣市就業安定基金分配情況 28
    第四章、研究方法 33
    第一節、空間動態GMM模型設定 33
    第二節、實證模型設定 35
    第三節、變數說明與資料來源 37
    第五章、實證結果與分析 42
    第一節、變數資料檢定 42
    第二節、實證模型估計結果 44
    第三節、穩健性測試 52
    第六章、結論與意涵 54
    第一節、結論 54
    第二節、政策建議 56
    第三節、研究限制 58
    參考文獻 60

    一、中文文獻
    林美惠、官德星(2004),「台灣近年來失業原因的探討」。《經社法制論叢》,34,頁125-164。
    二、英文文獻
    Arellano, M. and O. Bover (1995), “Another Look at The Instrumental Variable Estimation of Error-Components Models.” Journal of Econometrics, 68(1), 29–51. https://doi.org/10.1016/0304-4076(94)01642-D.
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    Bairam, Erkin (1991), “Government Expenditure, Money Supply and Unemployment in the USA: An Analysis of the Pre-war and Post-war Functional Forms.” Applied Economics, 23, 1483–1486. https://doi.org/10.1080/00036849100000199.
    Baltagi, B.H. (2005), Econometric Analysis of Panel Data. 3rd Edition. New York: John Wiley & Sons Inc.
    Baltagi, B.H., B. Fingleton, and A. Pirotte (2014), “Estimating and Forecasting with a Dynamic Spatial Panel Data Model.” Oxford Bulletin of Economics and Statistics, 76(1), 112–138. https://doi.org/10.1111/obes.12011.
    Bilenkisi, Fikret (2024), “Uncertainty, Labour Force Participation and Job Search.” Economic Modelling, 139, 106833. https://doi.org/10.1111/j.1468-0084.1992.mp54004001.x.
    Blackaby, D.H. and D.N. Mannin (1992), “Regional Earnings and Unemployment - A Simultaneous Approach.” Oxford Bulletin of Economics and Statistics, 54(4), 481–501. https://doi.org/10.1111/j.1468-0084.1992.mp54004001.x
    Blundell, R. and S. Bond (1998),“Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.” Journal of Econometrics, 87(1), 115–143. https://doi.org/10.1016/S0304-4076(98)00009-8.
    Boone, J. and J.C. Ours (2004), “Effective Labor Market Policies.” CentER Discussion Paper, 87, 1–38. https://doi.org/10.2139/ssrn.602406.
    Card, David, Jochen Kluve, and Andrea Weber (2018), “What Works? A Meta Analysis of Recent Active Labor Market Program Evaluations.” Journal of the European Economic Association, 16(3), 894–931. https://doi.org/10.1093/jeea/jvx028.
    Chung, Yih-Chyi and Wei-Wen Lai (2008), “The Sources of Taiwanʼs Regional Unemployment: A Cross-Region Panel Analysis.” Hitotsubashi Journal of Economics, 49, 47–65.
    https://doi.org/10.15057/16515.
    CM, J., N.T. Hoang, and S.R. Yarram (2025), “Interaction Effect of Economic Globalization and Income per Capita on Unemployment Economies.” Economies, 13(3), 72–100. https://doi.org/10.3390/economies13030072.
    Cre´pon, B., E. Duflo, M. Gurgand, R. Rathelot, and P. Zamora (2013), “Do Labor Market Policies Have Displacement Effects? Evidence From a Clustered Randomized Experiment” The Quarterly Journal of Economics, 128(2), 531–580. https://doi.org/10.1093/qje/qjt001.
    Elhorst, J. Paul (2003), “The Mystery of Regional Unemployment Differentials: Theoretical and Empirical Explanation” Journal of Economic Surveys, 17(5), 709–748. https://doi.org/10.1046/j.1467-6419.2003.00211.x.
    Escudero, Verónica (2018), “Are Active Labour Market Policies Effective in Activating and Integrating Low-Skilled Individuals? An International Comparison.” IZA Journal of Labor Policy, 7(4), 1–26. https://doi.org /10.1186/s40173-018-0097-5.
    Holden, Steina and Victoria Sparrman (2018), “Do Government Purchases Affect Unemployment?” Scandinavian Journal of Economics, 120(1), 124–158. https://doi.org/10.1111/sjoe.12214.
    Keynes, J.M. (1936), The General Theory of Employment, Interest, and Money. London: Macmillan.
    Kluve, Jochen (2010), “The Effectiveness of European Active Labor Market Programs.” Labour Economics, 17, 904–918. https://doi.org/10.1016/j.labeco.2010.02.004.
    Lai, W.W., C.H. Wu, M.C. Liu, and J.C. Wang (2024), “Evaluating Taiwan’s Economic and Labour Market Recovery Strategies Against COVID-19.” Australian Economic Papers, 63, 687–711. https://doi.org/10.1111/1467-8454.12362.
    Levin, Andrew, Chien-Fu Lin, and Chia-Shang J. Chu(2002), “Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties.” Journal of Econometrics, 108(1), 1–24. https://doi.org/10.1016/S0304-4076(01)00098-7.
    Mankiw, N.G. (2019), Principles of Macroeconomics. 9th Edition, Boston: Cengage Learning.
    Soto, M. (2009), “System GMM Estimation with a Small Sample.” Barcelona Economics Working Paper Series, 395, 1–28.
    Thiede, Brain C. and Shannon M. Monnat (2016), “The Great Recession and America’s Geography of Unemployment.” Demographic Research, 35, 891−928. https://doi.org/10.4054/DemRes.2016.35.30.
    Wang, Siyan and Burton A. Abrams (2011), “The Effect of Government Size on The Steady‐state Unemployment Rate: A Dynamic Perspective.” Delaware Economics Working Paper Series, 12, 1−42.
    三、網站資料與數據來源
    中華民國統計資訊網,主計總處統計專區,取自網址:https://www.stat.gov.tw/cl.aspx?n=3562
    中華民國統計資訊網,縣市重要指標,取自網址:https://winstacity.dgbas.gov.tw/DgbasWeb/ZWeb/StateFile_ZWeb.aspx
    內政部戶政司全球資訊網,人口統計資料,取自網址:https://www.ris.gov.tw/app/portal/346
    勞動部,勞動部各年度對直轄市及縣市政府計畫型補助情形,取自網址:https://www.mol.gov.tw/1607/28752/28774/28784/30757/post
    勞動部勞動力發展署,補助地方政府經費相關規定彙編,取自網址:https://www.wda.gov.tw/News.aspx?n=60&sms=10329
    勞動部勞動統計查詢網,統計資料庫查詢,取自網址:https://statfy.mol.gov.tw/statistic_DB.aspx

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