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研究生: 賴沂良
論文名稱: 高所得份額趨勢探討-分量迴歸下結構性改變之應用
Trends in top income shares-structural changes in regression quantiles
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: 2012
畢業學年度: 100
語文別: 中文
論文頁數: 91
中文關鍵詞: 高所得份額分量迴歸結構性改變
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  • 本文使用Qu(2008)以及Oka and Qu(2011)分量迴歸下結構性改變檢定分析20世紀與二次世界大戰戰後不同區域與國家之高所得份額趨勢變化。不同以往一般結構性改變檢定,加入分量迴歸的概念研究一國家之高所得份額趨勢改變是否來自中高分量。不同區域的實證扣除考慮多個分量下沒有偵測出結構性改變的區域外,有一半支持高所得份額趨勢改變來自中高分量;戰後不同國家扣除考慮多個分量下沒有偵測出結構性改變的國家外,除了美國其餘國家都支持高所得份額趨勢改變來自中高分量。


    1 緒論……………………………………………………………………………………………………………………1
    2 文獻回顧………………………………………………………………………………………………………………3
    2.1 盎格魯薩克遜地區(澳洲、紐西蘭、愛爾蘭、加拿大、英國、美國)……………5
    2.2 斯堪地那維亞地區(挪威、瑞典、芬蘭)…………………………………………………………7
    2.3 歐洲大陸地區(法國、德國、荷蘭、西班牙、瑞士、葡萄牙)…………………………8
    2.4 亞洲地區(印度、日本、新加坡)……………………………………………………………………11

    3 分量迴歸下結構性改變檢定……………………………………………………………………………14
    3.1單一結構性改變檢定……………………………………………………………………………………14
    3.1.1 給定分量下單一結構性改變檢定………………………………………………………14
    3.1.2 多個分量下單一結構性改變檢定………………………………………………………19
    3.2 多個結構性改變檢定…………………………………………………………………………………19
    3.2.1 給定分量下多個結構性改變之參數與變動時間點的估計與推論……23
    3.2.2 多個分量下多個結構性改變之參數與變動時間點的估計與推論……24
    3.3 重複橫斷面之給定分量及多個分量下多個結構性改變檢定之係數與變動時間點的估計與推論……………………………………………………………………………………………25
    3.4 給定分量及多個分量下結構性改變檢定之變動時間點數量決定……………28

    4 實證…………………………………………………………………………………………………………………31
    4.1 資料與模型…………………………………………………………………………………………………31
    4.2 20世紀高所得份額之結構改變…………………………………………………………………34
    4.3 二次世界大戰戰後高所得份額之結構改變………………………………………………39
    4.3.1 四大區域…………………………………………………………………………………………39
    4.3.2 個別國家…………………………………………………………………………………………43
    4.4 個別區域與國家各個分量支配整個結構性變動點討論…………………………55

    5 結論…………………………………………………………………………………………………………………58

    附錄………………………………………………………………………………………………………………………59

    參考文獻………………………………………………………………………………………………………………79

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