簡易檢索 / 詳目顯示
| 研究生： |
李政德 Lee, Cheng-Te |
|---|---|
| 論文名稱： |
國防經濟的成長與福利分析—隨機內生成長模型的應用 |
| 指導教授： |
林柏生
Lin, Po-Sheng |
| 學位類別： |
博士
Doctor |
| 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： | 2005 |
| 畢業學年度： | 94 |
| 語文別： | 中文 |
| 論文頁數： | 76 |
| 中文關鍵詞： | 隨機內生性成長 、國防支出 、國家福利 、軍事威脅 、小型開放經濟體系 |
| 外文關鍵詞： | stochastic endogenous growth, military spending, national welfare, military threat, small open economy |
| 相關次數： | 點閱：71 下載：51 |
| 分享至: |
| 查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
本論文包括三篇有關「國防經濟」相關議題之研究。此三篇研究建立隨機的內生性成長模型，進行國防經濟的成長與福利分析，整個論文的主軸及行文順序如下：
第一篇文章為「國防支出、隨機成長與福利」，本文主要係延伸Barro (1990)、Turnovsky (1999) 與Gong and Zou (2003) 所提政府支出具生產力的概念，建構一個隨機的內生性成長模型，探討國防支出對於長期經濟成長率與福利水準的影響。我們發現國防支出與長期經濟成長率的關係是非線性的，並且得到使得長期經濟成長率最大時的最適國防支出比例。此外，我們也證明國防支出會透過兩種管道影響福利水準：第一種管道為國家安全效果，第二種管道為經濟成長效果。最後，本文首先提出國防支出波動程度對長期經濟成長率以及福利水準的衝擊會受到生產與國防支出干擾項的共變數以及代表性個人的風險偏好程度所影響。
第二篇文章為「軍事威脅、隨機成長與福利」，本文係延伸第一篇文章的架構，加入軍事威脅的隨機過程，並建構一個隨機的內生性成長模型，除了得到第一篇文章的結論外，更得到外國軍事支出的成長與本國長期內生成長率成反比以及外國軍事支出的波動程度與本國長期內生成長率成正比的結果。此外，本文亦首先證明外國軍事支出的成長與波動程度對於福利水準與長期經濟成長率的影響是相同的。換言之，若外國軍事支出的成長與波動程度導致長期經濟成長率增加，則福利水準也會增加；反之亦然。
第三篇文章為「軍事威脅、成長與福利：小型開放隨機成長模型」，本文建構一個小型開放的隨機內生性成長模型，探討外國軍事威脅對於本國長期經濟成長率與福利水準的影響。本文首先證明外國軍事威脅未預期的干擾對於本國長期經濟成長率的影響與本國是否為債權國或債務國有關。我們也首先證明外國軍事威脅的波動程度對於經濟成長率隨機過程變異數的衝擊會與本國是否為債權國或債務國以及消費的跨期替代彈性有關，即我們證明如果本國為淨債權國且消費的跨期替代彈性大於1或者如果本國為淨債務國且消費的跨期替代彈性小於1，此時若外國軍事威脅的波動程度愈大，則本國經濟成長率的隨機調整路徑愈平穩。
第一章 緒論 1
第二章 國防支出、隨機成長與福利 4
1. 前言 4
2. 理論模型 8
3. 總體均衡 12
4. 經濟成長與國防支出 15
5. 福利分析 18
6. 結論 23
附錄 25
第三章 軍事威脅、隨機成長與福利 26
1. 前言 27
2. 理論模型 30
3. 國防支出與經濟成長 34
4. 外國軍事支出與經濟成長 37
5. 福利分析 38
6. 結論 42
附錄 44
第四章 軍事威脅、成長與福利：小型開放隨機成長模型 48
1. 前言 48
2. 理論模型 51
3. 軍事威脅與經濟成長 55
4. 經常帳與貿易餘額 57
5. 福利分析 58
6. 結論 60
附錄1 63
附錄2 67
第五章 總結 68
參考文獻 71
Aizenman, J. and R. Glick (2003), “Military Expenditure, Threats and Growth,” NBER Working Paper, No. 9618.
Alexander, A. J., W. P. Butz, and M. Mihalka (1981), Modelling the Production and International Trade of Arms: an Economic Framework for Analyzing Policy Alternatives, The Rand Corporation, Santa Monica, CA.
Anderton, C. H. (1995), “Economic of Arms Trade,” in Hartley, K., Sandler, T. (Eds.), Handbook of Defense Economics, Vol. 1, 523-561, Elsevier, Amsterdam.
Barro, R. J. (1990), “Government Spending in a Simple Model of Endogenous Growth,” Journal of Political Economy, 98, S103-S125.
Barro, R. J. (1991), “Economic Growth in a Cross-Section of Countries,” Quarterly Journal of Economics, 106, 407-444.
Barro, R. J. and X. Sala-I-Martin (1992), “Public Finance in Models of Economic Growth,” Review of Economic Studies, 59, 645-661.
Benoit, E. (1973), Defense and Economic Growth in Developing Countries, Lexington Books, Lexington, MA.
Benoit, E. (1978), “Growth and Defense in Developing Countries,” Economic Development and Cultural Change, 26, 271-280.
Biswas, B. and R. Ram (1986), “Military Expenditures and Economic Growth in Less Developed Countries: an Augmented Model and Further Evidence,” Economic Development and Cultural Change, 34, 361-372.
Bouthoul, G. (1953), “La Guerre,” Que sais-je?, France University Press.
Brito, D. (1972), “A Dynamic Model of an Armaments Race,” International Economic Review, 13, 359-375.
Brumm, H. J. (1997), “Military Spending, Government Disarray, and Economic Growth: a Cross-Country Empirical Analysis,” Journal of Macroeconomics, 19, 827-838.
Campbell, J. Y. (1996), “Understanding Risk and Return,” Journal of Political Economy, 104, 298-345.
Chang, W. Y., H. F. Tsai, and C. C. Lai (1996), “Effects of Anticipated Foreign Military Threat on Arms Accumulation,” Southern Economic Journal, 63, 507-514.
Chang, W. Y., H. F. Tsai, and C. C. Lai (2002), “Anticipated Foreign Military Threat, Arms Accumulation, and the Current Account in a Small Open Economy,” Journal of International Money and Finance, 21, 1035-1052.
Corsetti, G. (1997), “A Portfolio Approach to Endogenous Growth: Equilibrium and Optimal Policy,” Journal of Economic Dynamics and Control, 21, 1627-1644.
Deger, S. (1986), Military Expenditure in Third World Countries: The Economic Effects, Routledge, London.
Deger, S. and S. Sen (1983), “Military Expenditure, Spin-Off and Economic Development,” Journal of Development Economics, 13, 67-83.
Deger, S. and S. Sen (1984), “Optimal Control and Differential Game Models of Military Expenditures in Less Developed Countries,” Journal of Economic Dynamics and Control, 7, 153-169.
Deger, S. and S. Sen (1992), “Military Expenditure, Aid and Economic Development,” in Proceedings of the World Bank Annual Conference on Development Economics, 159-189.
Deger, S. and S. Sen (1995), “Military Expenditure and Developing Countries,” in Hartley, K., Sandler, T. (Eds.), Handbook of Defense Economics, Vol. 1, 275-307, Elsevier, Amsterdam.
Deger, S. and R. Smith (1983), “Military Expenditure and Growth in Less Developed Countries,” Journal of Conflict Resolution, 27, 335-353.
DeRouen, K. R., Jr. (1995), “Arab-Israeli Defence Spending and Economic Growth,” Conflict Management and Peace Science, 14, 25-47.
Dixit, A. K. and R. S. Pindyck (1994), Investment Under Uncertainty, Princeton, New Jersey: Princeton University Press.
Dritsakis, N. (2004), “Defense Spending and Economic Growth: an Empirical Investigation for Greece and Turkey,” Journal of Policy Modeling, 26, 249-264.
Faini, R., P. Annez, and L. Taylor (1984), “Defense Spending, Economic Structure, and Growth: Evidence Among Countries and Over Time,” Economic Development and Cultural Change, 32, 187-198.
Futagami, K., Y. Morita, and A. Shibata (1993), “Dynamic Analysis of an Endogenous Growth Model with Public Capital,” Scandinavian Journal of Economics, 95, 607-625.
Gong, L. and H. F. Zou (2002), “Effects of Growth and Volatility in Public Expenditures on Economic Growth: Theory and Evidence,” Annals of Economics and Finance, 3, 379-406.
Gong, L. and H. F. Zou (2003), “Military Spending and Stochastic Growth,” Journal of Economic Dynamics and Control, 28, 153-170.
Greiner, A. (1998), “Fiscal Policy in an Endogenous-growth Model with Public Investment: a Note,” Journal of Economics, 68, 193-198.
Greiner, A. and H. Hanusch (1998), “Growth and Welfare Effects of Fiscal Policy in an Endogenous Growth Model with Public Investment,” International Tax and Public Finance, 5, 249-261.
Huand, C. and A. Mintz (1990), “Ridge Regression Analysis of the Defense-Growth Tradeoff in the United States,” Defense Economics, 2, 29-37.
Huand, C. and A. Mintz (1991), “Defense Expenditures and Economics Growth: the Externality Effect,” Defense Economics, 3, 35-40.
Intriligator, M. (1975), “Strategic considerations in the Richardson model of arms races,” Journal of Political Economy, 83, 339-353.
Intriligator, M. and D. Brito (1976), “Formal models of arms races,” Journal of Peace Science, 2, 77-88.
Judd, K. L. (1982), “An Alternative to Steady-state Comparisons in Perfect Foresight Models,” Economics Letters, 10, 55-59.
Judd, K. L. (1987), “The Welfare Cost of Factor Taxation in a Perfect-Foresight Model,” Journal of Political Economy, 95, 675-709.
Kamien, M. I. and N. L. Schwartz (1991), Dynamic Optimization
the Calculus of Variations and Optimal Control in Economics and Management, 2nd edition, Amsterdam: North-Holland.
Landau, D. (1992), The Impact of Military Spending on Economic Growth in LDCs, World Bank, Washington, DC Mimeo.
Landau, D. (1993), “The Economic Impact of Military Expenditure,” The World Bank Working Paper Series, No. 1138. The World Bank, Washington, DC.
Landau, D. (1996), “Is One of the ‘Peace Dividents’ Negative? Military Expenditure and Economic Growth in the Wealthy OECD Countries,” The Quarterly Review of Economics and Finance, 36, 183-195.
Levhari, D. and T. N. Srinivasan (1969), “Optimal Savings under Uncertainty,” Review of Economic Studies, 36, 153-163.
Lipow, J. and C. M. Antinori (1995), “External Security Threats, Defence Expenditures, and the Economic Growth of Less Developed Countries,” Journal of Policy Modeling, 17, 579-595.
Macnair, E., C. Murdoch, and T. Sandier (1995), “Growth and Defense: Pooled Estimates for the NATO Alliance, 1951-1988,” Southern Economic Journal, 61, 846-860.
Malliaris, A. G. and W. A. Brock (1982), Stochastic Methods in Economics and Finance, Amsterdam, North-Holland.
Mintz, A. and C. Huang (1990), “Defense Expenditures, Economic Growth and the Peace Dividend,” American Political Science Review, 84, 1283-1293.
Mintz, A. and R. Stevenson (1995), “Defense Expenditures, Economic Growth and the Peace Dividend: a Longitudinal Analysis of 103 Countries,” Journal of Conflict Resolution, 39, 283-305.
Mueller, M. and H. Atesoglu (1993), “Defense Spending, Technological Change, and Economic Growth in the United States,” Defense Economics, 4, 259-269.
Murdoch, J. C., C. R. Pi, and T. Sandler (1997), “The Impact of Defense and Non-Defense Public Spending on Growth in Asia and Latin America,” Defense and Peace Economics, 8, 205-224.
Obstfeld, M. (1994), “Risk-Taking, Global Diversification, and Growth,” American Economic Review, 84, 1310-1329.
Pindyck, R. S. (1991), “Irreversibility, Uncertainty, and Investment,” Journal of Economic Literature, 29, 1110-1152.
Ram, R. (1995), “Defense Expenditure and Economic Growth,” in Hartley, K., Sandler, T. (Eds.), Handbook of Defense Economics, Vol. 1, 251-273, Elsevier, Amsterdam.
Ramey, G. and V. Ramey (1995), “Cross-Country Evidence on the Link Between Volatility and Growth,” American Economic Review, 85, 1138-1151.
Rebelo, S. (1991), “Long-Run Policy Analysis and Long-Run Growth,” Journal of Political Economy, 99, 500-521.
Richardson, L. (1960), Arms and Security, Boxwood Press, Chicago.
Sandler, T. and K. Hartley (1995), The Economics of Defense, Cambridge University Press, Cambridge.
Sandmo, A. (1970), “The Effect of Uncertainty on Savings Decisions,” Review of Economic Studies, 37, 353-360.
Shieh, J. Y., C. C. Lai, and W. Y. Chang (2002a), “Endogenous Growth and Defense Expenditures: a New Explanation of the Benoit Hypothesis,” Defence and Peace Economics, 13, 179-186.
Shieh, J. Y., C. C. Lai, and W. Y. Chang (2002b), “The Impact of Military Burden on Long-Run Growth and Welfare,” Journal of Development Economics, 68, 443-454.
Simaan, M. and Jr. J. Cruz (1975), “Formulation of Richardson's Model of Arms Race from a Differential Game Viewpoint,” Review of Economic Studies, 42, 67-77.
Sivard, R. L. (1993), World Military and Social Expenditures, World Priorities, Washington, DC.
Stewart, D. (1991), “Economic Growth and the Defense Burden in Africa and Latin America: Simulations From a Dynamic Model,” Economic Development and Cultural Change, 40, 189-207.
Turnovsky, S. J. (1993), “The Impact of Terms of Trade Shocks on a Small Open Economy: a Stochastic Analysis,” Journal of International Money and Finance, 12, 278-297.
Turnovsky, S. J. (1999), “Productive Government Expenditure in a Stochastically Growing Economy,” Macroeconomic Dynamics, 3, 544-570.
Turnovsky, S. J. (2000), Methods of Macroeconomic Dynamics, 2nd edition, London: MIT Press.
US Arms Control and Disarmament Agency (US ACDA). (1991), World Military Expenditures and Arms Transfer, US Government Printing Office, Washington, DC.
US Arms Control and Disarmament Agency (US ACDA). (1992), World Military Expenditures and Arms Transfer, US Government Printing Office, Washington, DC.
US Arms Control and Disarmament Agency (US ACDA). (1994), World Military Expenditures and Arms Transfer, US Government Printing Office, Washington, DC.
van der Ploeg, F. and A. de Zeeuw (1990), “Perfect Equilibrium in a Model of Competitive Arms Accumulation,” International Economic Review, 31, 131-146.
Ward, M. and D. Davis (1992), “Sizing Up the Peace Dividend: Economic Growth and Military Spending in the United States: 1958-1996,” American Political Science Review, 86, 748-755.
Zou, H. F. (1995), “A Dynamic Model of Capital and Arms Accumulation,” Journal of Economic Dynamics and Control, 19, 371-393.