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研究生: 蕭美珠
論文名稱: 購買力平價論 : 台灣實證之研究
指導教授: 滑明曙
學位類別: 碩士
Master
系所名稱: 商學院 - 國際經營與貿易學系
Department of International Business
論文出版年: 1983
畢業學年度: 71
論文頁數: 147
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  • 感言
    第一章 緒論1
    第一節 研究動機與目的1
    第二節 研究方法3
    第三節 本文結構4
    第二章 購買力平價論的檢閱5
    第一節 購買力平價論的淵源及發展5
    第二節 購買力平價論的內容10
    第三節 購買力平價論的重要性21
    第四節 購買力平價論與其他滙率理論之關係22
    第五節 購買力平價論的修正與檢討25
    第三章 購買力平價論實證的檢討41
    第一節 購買力平價論的絕對觀與相對觀實證文獻的探討42
    第二節 滙率偏離購買力平價之實證研究文獻的檢閱45
    (一)生產力偏差的檢定
    (二)滙率與物價的因果性檢定
    (三)經濟結構改變影響的檢定
    (四)世界物價齊一論的檢定
    第四章 台灣的實證分析53
    第一節 實證模型之建立56
    第二節 資料來源與計算方法58
    第三節 實證結果分析69
    第四節 檢驗時間落後調整對PPP論實證結果的影響84
    第五節 探討PPP論在台灣實證不能成立的原因97
    第六節 實證之檢討114
    第五章 結論121
    參考書目125
    附表
    圖表目錄
    表3-1-1 PPP絕對觀與相對觀之實證文獻檢閱43
    表3-1-2檢驗PPP論長期有效性之比較靜態實證研究44
    表3-2-1生產力偏差假設的檢定47
    表3-2-2滙率與物價之因果性檢定48
    表3-2-3檢驗經濟結構或實質因素改變對PPP論成立性之分析48
    表4-1世界通貨膨脹率60
    圖4-1世界通貨膨脹率及標準差61
    表4-2台灣的國際收支帳及經常帳餘額表63
    表4-3-1檢驗台灣的滙率是否遵循PPP論絕對觀的廻歸結果(1966年為基期固定權數)71
    表4-3-2檢驗台灣的滙率是否遵循PPP論相對觀的廻歸結果(1966年為基期固定權數)72
    表4-3-3檢驗台灣的滙率是否遵循PPP論絕對觀的廻歸結果(1976年為基期固定權數)77
    表4-3-4檢驗台灣的滙率是否遵循PPP論相對觀的廻歸結果(1976年為基期固定權數)78
    表4-3-5檢驗台灣的滙率是否遵循PPP論絕對觀的廻歸結果(1966年為基期變動權數)81
    表4-3-6檢驗台灣的滙率是否遵循PPP論相對觀的廻歸結果(1966年為基期變動權數)82
    表4-4-1檢驗台灣的滙率與國外相對物價是否遵循部分調整模型(1966年為基期固定權數法)88
    表4-4-2檢驗台灣的滙率與國內外相對物價是否遵循部分調整模型(1976年為基期固定權數法)89
    表4-4-3檢驗台灣的滙率與國內外相對物價是否遵循部分調整模型(1966年為基期變動權數法)90
    表4-4-4檢驗台灣的滙率隨國內外相對物價落後調整的現象93
    表4-4-5檢驗滙率與國內外相對物價有否落後調整現象95
    表4-4-6檢驗滙率與國內外相對物價有否落後調整現象(線性重合之假設下)96
    表4-5-1台灣的實質有效滙率指數101
    表4-5-2檢驗結構改變對實質有效滙率的影響(' 66=100)102
    表4-5-3檢驗結構改變對實質有效滙率的影響(' 76=100)103
    圖4-2台灣的實質有效滙率指數的趨勢圖104
    表4-5-4四個實質因變時間數列表108
    表4-5-5檢驗台灣的實質有效滙率指數長期偏離PPP的原因109
    表4-5-6檢驗台灣的實質有效滙率指數偏離的影響112
    附表1 台灣之二十三個主要貿易對手國之資料來源表
    附表2 依Wᵈ計算台灣的十四個貿易對手國之貿易權數表
    附表3 幾何平均法之PPP論的廻歸結果
    附表4 檢驗滙率有否隨國內外相對物價落後調整現象
    附表5 檢驗經濟結構改變對台灣實質有效滙率的影響

    一、中文部分:
    1.何台章,"新台幣有效滙率指數計算方法之檢討",中國國際商業銀行,民國七十二年。
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    3.彭淮南,"有效滙率、出口價格競爭能力及滙率制度之檢討",經濟研究,中興大學經濟系。
    4.楊金龍,有效滙率理論與其就台灣的實證分析,國立政治大學國際貿易研究所碩士論文,民國六十九年六月。
    5.滑明曙,"世界物價齊一論與國際間通貨膨脹的傳遞:對台灣之實證研究",中華經濟研究院討論論文,台北,民國七十二年。
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