簡易檢索 / 詳目顯示
| 研究生： |
陳佩玗 |
|---|---|
| 論文名稱： |
通貨膨脹率與貿易開放性之關係 -分量迴歸於追蹤資料的應用 |
| 指導教授： | 林馨怡 |
| 學位類別： |
碩士
Master |
| 系所名稱： |
社會科學學院 - 經濟學系 Department of Economics |
| 論文出版年： | 2009 |
| 畢業學年度： | 97 |
| 語文別： | 中文 |
| 論文頁數： | 89 |
| 中文關鍵詞： | 貿易開放性 、通貨膨脹率 、追蹤資料 、分量迴歸 |
| 相關次數： | 點閱：319 下載：123 |
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本文章使用 Koenker (2004) 的追蹤資料分量迴歸模型
來分析貿易開放性與通貨膨脹率之間的關係。此外，本文更考量匯率制度的影響以及探討不同型態的國家樣本間貿易開放性對通貨膨脹率的影響。
實證結果發現貿易開放性只對較高的通貨膨脹率呈現顯著負向關係，若加入匯率制度於模型後，貿易開放性仍只對較高的通貨膨脹率呈現顯著負向影響；
而 OECD ( Organization for Economic Cooperation and Development ) 國家的實證結果顯示貿易開放性與不同分量通貨膨脹率之間皆有顯著的負向關係；但嚴重負債國家在大部分的分量下並無顯著負向關係。
1.簡介 1
2.通貨膨脹率與貿易開放性之關係 3
3.分量迴歸概述 8
3.1 模型與估計方法 .................8
3.2 大樣本性質 .................... 9
3.3 假設檢定 ......................11
4.追蹤資料 14
4.1 估計方法 ......................14
4.2 假設檢定 ......................18
4.3 追蹤資料分量迴歸分析 ........... 19
5.實證分析 23
5.1 資料 ..........................23
5.2 橫斷面資料分析 .................31
5.3 追蹤資料分析 ...................34
5.4 匯率制度的角色 .................36
5.5 OECD國家 ......................40
5.6 嚴重負債國家 ...................42
6.結論 45
參考文獻 46
附錄 50
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