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題名:東亞國家失業率之磁滯性探討
作者:林瓊香 引用關係
作者(外文):Chiung-Hsiang Lin
校院名稱:東吳大學
系所名稱:經濟學系
指導教授:李秀雲
學位類別:博士
出版日期:2004
主題關鍵詞:追蹤資料單根檢定極小化 LM 單根檢定磁滯貿易條件panel unit root testmiminimum L M unit root testhysteresisterm of trade
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本文探討東亞國家失業率的長期表現。失業率除了是衡量總體經濟活動的重要指標之外,它的長期趨勢也攸關政府政策的有效性而有自然失業率假說與磁滯假說之爭議。本文第一部份以 IPS 檢定及 Fisher 檢定等不同的追蹤資料單根檢定,修正傳統單根檢定樣本數少檢定力低的問題,除了發現包含香港、印尼、日本、新加坡、南韓、馬來西亞、菲律賓、泰國和台灣等東亞九國的失業率在 1976-2002 年,無法拒絕傳統之單根假說;本文也考慮這些東亞國家之勞動市場受產業結構轉變的影響,利用包含結構轉變的極小化 LM 單根檢定及追蹤資料 LM 單根檢定,也同樣獲得東亞國家失業率無法拒絕單根假說。在發現東亞國家失業率無法拒絕單根之磁滯假說後,有鑑於東亞國家勞動市場的特殊性,本文第二部份也透過一開放總體模型,以貿易條件的隨機走勢,嘗試說明東亞國家失業率的磁滯現象。本文以東亞三國:台灣、日本及南韓的資料,藉卡門過濾法估計結構模型,發現本文理論模型在台灣的應用實證結果最佳,理論模型可以通過假說檢定;對於日本的資料驗證上,得到其失業率明顯地受貿易條件影響,而有結構轉變的考量對模型解釋能力有提升的效果,但整個受限模型的假說檢定則是被拒絕;南韓的實證結果較差,貿易條件對失業率的影響在放入結構因素後是不顯著的,因此也無法解釋其變化趨勢。由於本文之理論模型建立於工資契約模型,當無預測誤差時,體系回到充分就業,本文對於台灣的實證結果間接地支持自然失業率假說。
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