三篇越南經濟問題之實證研究__臺灣人文及社會科學引文索引資料庫

:::

詳目顯示

第 1 筆 / 總合 1 筆

/1頁

論文基本資料
外文摘要
參考文獻

題名：	三篇越南經濟問題之實證研究
作者：	阮清人
作者(外文)：	NGUYEN THANH NHAN
校院名稱：	逢甲大學
系所名稱：	經濟學系
指導教授：	秦國軒顏厚棟
學位類別：	博士
出版日期：	2023
主題關鍵詞：	越南經濟；外商直接投資；經濟增長；二氧化碳排放；散戶投資者；預測股票指數；Vietnamese economy；Foreign direct investment；Economic growth；Carbon dioxide emmision；Retails investor；Forecasting stock index
原始連結：	連回原系統網址
相關次數：	被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0) 排除自我引用:0 共同引用:0 點閱:0

Vietnam is an emerging economy in the Association of Southeast Asian Nations (ASEAN), and after 2000 it has been considered to be a successful example of a transitional economy moving from centrally-planned to market-oriented. The beginning of market-oriented reforms was initiated in 1986 to create an open economy, also known as the Doi Moi policy. Since that time, three key economic issues have become major concerns in Vietnam: the role of foreign direct investment (FDI), the deterioration of the environment, and the development of the domestic stock market. This thesis investigates these three issues through empirical analysis.
Following the introduction in chapter 1, chapter 2 first presents an endogenous growth model to demonstrate the benefit of FDI inflows and their related technology transfers on economic growth and then conducts empirical studies via growth regression by focusing on provincial-level data of Vietnam. For robustness consideration, this study uses four methodologies to build the empirical models: Pool OLS, Pool 2SLS, RE-GLS, and system GMM. The results illustrate the significant effect of FDI and other macroeconomic variables in the provinces of Vietnam.
In chapter 3, given that FDI inflows contribute to the country’s pollution, we look to identify those significant causal factors so that policy-makers can establish environmental regulations for said inflows. Noting the growing deterioration of the environment in Vietnam, this study uses the system GMM to estimate nine versions of the Stochastic Impact by Regression on Population, Affluence and Technology (STIRPAT) models, which provide evidence for Vietnam policymakers to design suitable strategies for attracting FDI.
In chapter 4 we focus on the stock market development since investing behavior by the public should benefit household wealth, which can affect aggregate demands. During the COVID-19 period, the market values of Vietnamese stocks increased fast due to participation of retail investors. While retail investors are becoming more and more important in the domestic stock market, their investment decisions need to be supported due to a lack of quality market information. This chapter thus proposes a robust forecasting model on stock indices to benefit retail investors’ stock portfolio decisions. The optimized lagged-terms (Box-Jenkins ARIMA-GARCH) and fixed lagged-terms (VAR-BEKK-GARCH(4) are presented to compare the forecast accuracy of the stock index. The empirical results show the comparison of models one step ahead and five steps ahead. The findings suggest that the competitive model can solve problems of both linear and non-linear characteristics in stock indices, and that optimized lagged-terms should be the suitable selection to build the forecast model. Through these three studies on the economic issues of Vietnam, this dissertation provides evidence to support the appropriate decision-making process of households (retail investors) and policy-makers.

以文找文

Abdouli, M., & Hammami, S. (2017). Economic growth, FDI inflows and their impact on the environment: an empirical study for the MENA countries. Quality & Quantity, 51(1), 121-146.
Abid, N., Wu, J., Ahmad, F., Draz, M.U., Chandio, A. A., & Xu, H. (2020). Incorporating Environmental Pollution and Human Development in the Energy-Growth Nexus: A Novel Long Run Investigation for Pakistan. International Journal of Environmental Research and Public Health, 17(14), 5154.
Aghion, P., Howitt, P., & Mayer-Foulkes, D. (2005). The effect of financial development on convergence: Theory and evidence. The Quarterly Journal of Economics, 120(1), 173-222.
Ahmad, M., Khan, Z., Rahman, Z. U., Khattak, S. I., & Khan, Z. U., (2021) Can innovation shocks determine CO2 emissions (CO2e) in the OECD economies? A new perspective. Economics of Innovation and New Technology, 30(1), 89-109
Ahmed, J. (2016). Credit conditions in Pakistan: supply constraints or demand efficiencies?. The Developing Economies, 54(2), 139-161.
Alfaro, L., Chanda, A., Kalemli-Ozcan, S., & Sayek, S. (2004). FDI and economic growth: the role of local financial markets. Journal of International Economics, 64(1), 89-112.
Alfaro, L., Kalemli‐Ozcan, S., & Sayek, S. (2009). FDI, productivity, and financial development. The World Economy, 32(1), 111-135.
Alfaro, L., & Charlton, A. (2009). Intra-industry foreign direct investment. American Economic Review, 99(5), 2096-2119.
Al-mulali, U. (2012). Factors affecting CO2 emission in the Middle East: a panel data analysis. Energy, 44(1), 564-569.
Auffhammer, M., Sun, W., Wu, J., & Zheng, S. (2016). The Decomposition and Dynamics of Industrial Carbon Dioxide Emissions for 287 Chinese Cities in 1998–2009. Journal of Economic Surveys, 30(3), 460-481.
Awartani, B., & Maghyereh, A. I. (2013). Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries. Energy Economics, 36, 28-42.
Babu, C. N., & Reddy, B. E. (2014). A moving-average filter-based hybrid ARIMA–ANN model for forecasting time series data. Applied Soft Computing, 23(10), 27-38.
Babu, A. S., & Reddy, S. K. (2015). Exchange rate forecasting using ARIMA, neural network, and fuzzy neuron. Journal of Stock & Forex Trading, 3(4), 1-5.
Baek, J. (2016). A new look at the FDI–income–energy-environment nexus: Dynamic panel data analysis of ASEAN. Energy Policy, 91, 22-27.
Balsalobre-Lorente, D., Gokmenoglu, K. K., Taspinar, N., & Cantos-Cantos, J. M. (2019). An approach to the pollution haven and pollution halo hypotheses in MINT countries. Environmental Science and Pollution Research, 26(22), 23010-23026.
Baum, C., Schaffer, M., & Stillman, S. (2007). IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg. Link: https://EconPapers.repec.org/RePEc:boc:bocode:s429401 (Last accessed on June 20-2022).
Bauwens, L., Laurent, S., & Rombouts, J. V. (2006). Multivariate GARCH models: a survey. Journal of Applied Econometrics, 21(1), 79-109.
Bellgard, C., & Goldschmidt, P. (1999). Forecasting across frequencies: Linearity and non-linearity. In forecasting across frequencies: Linearity and non-linearity (pp. 41-48). School of Information Technology, Bond University.
Beugelsdijk, S., Smeets, R., & Zwinkels, R. (2008). The impact of horizontal and vertical FDI on host's country economic growth. International Business Review, 17(4), 452-472.
Bolesta, A. (2022). From socialism to capitalism with communist characteristics: the building of a post-socialist developmental state in Central Asia. Post-Communist Economies, 34(1), 71-98.
Borensztein, E., De Gregorio, J., & Lee, J. W. (1998). How does foreign direct investment affect economic growth? Journal of International Economics, 45(1), 115-135.
Box, G. E. P., & Jenkins, G. M. (1976). Time series analysis: Forecasting and control. San Francisco, CA: Holdan-Day.
Brooks, C. (2014). Introductory econometrics for finance. Cambridge University Press.
Buckley, P. J. (2020). The theory and empirics of the structural reshaping of globalization. Journal of International Business Studies, 1-13.
Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115-143.
Campbell, J. Y., Champbell, J. J., Campbell, J. W., Lo, A. W., Lo, A. W., & MacKinlay, A. C. (1997). The Econometrics of Financial Markets. Princeton University Press.
Caviglia-Harris, J.L., Chambers, D., & Kahn, J.R., (2009). Taking the "U" out of Kuznets: A comprehensive analysis of the EKC and environmental degradation. Ecological Economics 68, 1149–1159.
Chang, S. C., & Li, M. H. (2019). Impacts of foreign direct investment and economic development on carbon dioxide emissions across different population regimes. Environmental and Resource Economics, 72(2), 583-607.
Chen, S. M. (1996). Forecasting enrollments based on fuzzy time series. Fuzzy Sets and Systems, 81(3), 311-319.
Chuang, I. Y., Lu, J. R., & Tswei, K. (2007). Interdependence of international equity variances: evidence from East Asian markets. Emerging Markets Review, 8(4), 311-327.Corsetti, G., Pesenti, P., & Roubini, N. (1999). Paper tigers?: A model of the Asian crisis. European Economic Review, 43(7), 1211-1236.
Council, W. (2008). Energy efficiency policies around the world: review and evaluation. London: World Energy Council. Link: https://www.worldenergy.org (Last accessed on June 20-2022).
Crespo, N., & Fontoura, M. P. (2007). Determinant factors of FDI spillovers–what do we really know? World Development, 35(3), 410-425.
Dauda, L., Long, X., Mensah, C. N., & Salman, M. (2019). The effects of economic growth and innovation on CO2 emissions in different regions. Environmental Science and Pollution Research, 26(15), 15028-15038.
Dawid, H., & Zou, B. (2017). Foreign direct investment with endogenous technology choice. Pacific Economic Review, 22(1), 3-22.
De Mello, L. R. (1999). Foreign direct investment-led growth: evidence from time series and panel data. Oxford Economic Papers, 51(1), 133-151.
Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366a), 427-431.
Driffield, N., Love, J. H., & Yang, Y. (2016). Reverse international knowledge transfer in the MNE: (Where) does affiliate performance boost parent performance? Research Policy, 45(2), 491-506.
Du, L., & He, Y. (2015). Extreme risk spillovers between crude oil and stock markets. Energy Economics, 51, 455-465.
Easterly, W., & Levine, R. (2001). What have we learned from a decade of empirical research on growth? It's Not Factor Accumulation: Stylized Facts and Growth Models. The World Bank Economic Review, 15(2), 177-219.
Ehrlich, P. R., & Holdren, J. P. (1971). Impact of population growth. Science, 171(3977), 1212-1217.
Ellis, J. (2010). Energy service companies (ESCOs) in developing countries. International Institute for Sustainable Development, Manitoba, Canada. Link: https://www.iisd.org/publications/report/energy-service-companies-escos-developing-countries (Last accessed on June 20-2022).
Engle, R. F. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica: Journal of the Econometric Society, 987-1007.
Engle, R. F., & Kroner, K. F. (1995). Multivariate simultaneous generalized ARCH. Econometric Theory, 122-150.
Engle, R. F., & Patton, A. J. (2002). What good is a volatility model? V Quantitative Finance. Institute of Physics Publishing, 1, 237-245.
Eskeland, G. S., & Harrison, A. E. (2003). Moving to greener pastures? Multinationals and the pollution haven hypothesis. Journal of Development Economics, 70(1), 1-23.
Fama, E. F. (1965). The behavior of stock-market prices. The Journal of Business, 38(1), 34-105.
Fan, Y., Zhang, Y. J., Tsai, H. T., & Wei, Y. M. (2008). Estimating' Value at Risk' crude oil price and its spillover effect using the GED-GARCH approach. Energy Economics, 30(6), 3156-3171.
Fang, W. S., Miller, S. M., & Yeh, C.-C. (2012). The effect of ESCOs on energy use. Energy Policy, 51, 558-568.
Fang, W., & Miller, S. M. (2013). The effect of ESCOs on carbon dioxide emissions. Applied Economics, 45(34), 4796-4804.
Fatima, S. T. (2016). Productivity spillovers from foreign direct investment: evidence from Turkish micro-level data. The Journal of International Trade & Economic Development, 25(3), 291-324.
Feyrer, J. D. (2008). Convergence by parts. The BE Journal of Macroeconomics, 8(1), 1-33.
Fung, M. K. (2009). Financial development and economic growth: convergence or divergence?. Journal of International Money and Finance, 28(1), 56-67.
Gökmenoğlu, K., & Taspinar, N. (2016). The relationship between CO2 emissions, energy consumption, economic growth, and FDI: the case of Turkey. The Journal of International Trade & Economic Development, 25(5), 706-723.
Gönel, F., & Aksoy, T. (2016). Revisiting FDI-led growth hypothesis: the role of sector characteristics. The Journal of International Trade & Economic Development, 25(8), 1144-1166.
Goodell, J. W. (2020). COVID-19 and finance: Agendas for future research. Finance Research Letters, 35, 101512.
Gormsen, N. J., & Koijen, R. S. (2020). Coronavirus: Impact on stock prices and growth expectations. The Review of Asset Pricing Studies, 10(4), 574-597.
Goujon, M. (2006). Fighting inflation in a dollarized economy: The case of Vietnam. Journal of Comparative Economics, 34(3), 564-581.
Greenaway, D., & Kneller, R. (2007). Firm heterogeneity, exporting and foreign direct investment. The Economic Journal, 117(517), F134-F161.
Gui, S., Wu, C., Qu, Y., & Guo, L. (2017). Path analysis of factors impacting China's CO2 emission intensity: Viewpoint on energy. Energy Policy, 109, 650-658.
Gujarati, D. N. (2021). Essentials of Econometrics. SAGE Publications.
Guterres, A. (2020). Tackling the inequality pandemic: A new social contract for a new era. Nelson Mandela Annual Lecture. Link: https://www.un.org/africarenewal/web-features/tackling-inequality-pandemic-new-social-contract-new-era (Last accessed on June 20-2022).
Hansen, L. P., & Sargent, T. J. (1981). A note on Wiener-Kolmogorov prediction formulas for rational expectations models. Economics Letters, 8(3), 255-260.
Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. The Econometrics Journal, 3(2), 148-161.
Haini, H., & Tan, P. (2022). Re‐examining the impact of sectoral‐and industrial‐level FDI on growth: Does institutional quality, education levels, and trade openness matter? Australian Economic Papers, 61(3), 12253.
Hao, Y., Wu, Y., Wu, H., & Ren, S. (2020). How do FDI and technical innovation affect environmental quality? Evidence from China. Environmental Science and Pollution Research, 27(8), 7835-7850.
Harris, R., & Tzavalis, E. (1996). Inference for unit roots in dynamic panels. Discussion Papers 9604, University of Exeter, England.
He, J. (2006). Pollution haven hypothesis and environmental impacts of foreign direct investment: the case of industrial emission of sulfur dioxide (SO2) in Chinese provinces. Ecological Economics, 60(1), 228-245.
Hepburn, C., O'Callaghan, B., Stern, N., Stiglitz, J., & Zenghelis, D. (2020). Will COVID-19 fiscal recovery packages accelerate or retard progress on climate change? Oxford Review of Economic Policy, 36(Supplement_1), S359-S381.
Hikichi, S. E., Salgado, E. G., & Beijo, L. A. (2017). Forecasting number of ISO 14001 certifications in the Americas using ARIMA models. Journal of Cleaner Production, 147, 242-253.
Hoang, H. H., Huynh, C. M., Duong, N. M. H., & Chau, N. H. (2022). Determinants of foreign direct investment in Southern Central Coast of Vietnam: a spatial econometric analysis. Economic Change and Restructuring, 55(1), 285-310.
Hor, C. L., Watson, S. J., & Majithia, S. (2006, June). Daily load forecasting and maximum demand estimation using ARIMA and GARCH. In 2006 International Conference on Probabilistic Methods Applied to Power Systems (pp. 1-6). IEEE.
Hotte, L., & Winer, S. L. (2012). Environmental regulation and trade openness in the presence of private mitigation. Journal of Development Economics, 97(1), 46-57.
Huang, J., Liu, Q., Cai, X., Hao, Y., & Lei, H. (2018). The effect of technological factors on China's carbon intensity: New evidence from a panel threshold model. Energy Policy, 115, 32-42.
Huarng, K., & Yu, T. H.-K. (2006). The application of neural networks to forecast fuzzy time series. Physica A: Statistical Mechanics and its Applications, 363(2), 481-491.
Huarng, K.-H., Yu, T. H.-K., & Hsu, Y. W. (2007). A multivariate heuristic model for fuzzy time-series forecasting. IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics), 37(4), 836-846.
Hübler, M. (2011). Technology diffusion under contraction and convergence: A CGE analysis of China. Energy Economics, 33(1), 131-142.
Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53-74.
International Panel on Climate Change (IPCC). 2007. Climate Change 2007: Synthesis Report. International Panel on Climate Change, New York. Link: https://www.globalchange.gov/browse/reports/ipcc-climate-change-2007-synthesis-report (Last accessed on June 20-2022).
Khan, H., Weili, L., & Khan, I. (2022). The role of institutional quality in FDI inflows and carbon emission reduction: evidence from the global developing and belt road initiative countries. Environmental Science and Pollution Research, 29, 30594-30621.
Kijima, M., Nishide, K., & Ohyama, A., (2010). Economic models for the environmental Kuznets curve: a survey. Journal of Economic Dynamics & Control, 34, 1187–1201.
Kon, S. J. (1984). Models of stock returns—a comparison. The Journal of Finance, 39(1), 147-165.
Kurtović, S., Maxhuni, N., Halili, B., & Talović, S. (2020). The determinants of FDI location choice in the Western Balkan countries. Post-Communist Economies, 32(8), 1089-1110.
Kuznets, S. (1955). Economic growth and income inequality. The American Economic Review, 45(1), 1-28.
Lagoarde-Segot, T., & Leoni, P. L. (2013). Pandemics of the poor and banking stability. Journal of Banking & Finance, 37(11), 4574-4583.
Lau, L.-S., Choong, C.-K., & Eng, Y.-K. (2014). Investigation of the environmental Kuznets curve for carbon emissions in Malaysia: Do foreign direct investment and trade matter? Energy Policy, 68, 490-497.
Lebdioui, A., Lee, K., & Pietrobelli, C. (2021). Local-foreign technology interface, resource-based development, and industrial policy: How Chile and Malaysia are escaping the middle-income trap. The Journal of Technology Transfer, 46(3), 660-685.
Lei, M., Yin, Z., Yu, X., & Deng, S. (2017). Carbon-weighted economic development performance and driving force analysis: Evidence from China. Energy Policy, 111, 179-192.
Le Quéré, C., Jackson, R. B., Jones, M. W., Smith, A. J., Abernethy, S., Andrew, R. M., ... & Peters, G. P. (2020). Temporary reduction in daily global CO2 emissions during the COVID-19 forced confinement. Nature Climate Change, 10(7), 647-653.
Levin, A., Lin, C. F., & Chu, C. S. J. (2002). Unit root tests in panel data: asymptotic and finite-sample properties. Journal of Econometrics, 108(1), 1-24.
Li, B., Liu, X., & Li, Z. (2015). Using the STIRPAT model to explore the factors driving regional CO2 emissions: a case of Tianjin, China. Natural Hazards, 76(3), 1667-1685.
Li, C., Cong, J., & Yin, L. (2021a). Extreme heat and exports: Evidence from Chinese exporters. China Economic Review, 66, 101593.
Li, G., Kou, C., & Wen, F. (2021b). The dynamic development process of urban resilience: From the perspective of interaction and feedback. Cities, 114, 103206.
Li, H. (2020). Volatility spillovers across European stock markets under the uncertainty of Brexit. Economic Modelling, 84, 1-12.
Linares, P., & Labandeira, X. (2010). Energy efficiency: economics and policy. Journal of Economic Surveys, 24(3), 573-592.
Liu, Y., Hao, Y., & Gao, Y. (2017). The environmental consequences of domestic and foreign investment: evidence from China. Energy Policy, 108, 271-280.
Lo, A. W., & MacKinlay, A. C. (1988). Stock market prices do not follow random walks: Evidence from a simple specification test. The Review of Financial Studies, 1(1), 41-66.
Makridakis, S., Williams, T., Kirkham, R., & Papadaki, M. (2018). Forecasting, uncertainty and risk management. International Journal of Forecasting, 35(2), 659-666.
Mankiw, N. G., Romer, D., & Weil, D. N. (1992). A contribution to the empirics of economic growth. The Quarterly Journal of Economics, 107(2), 407-437.
Martinez-Zarzoso, I., & Maruotti, A., (2011). The impact of urbanization on CO2 emissions: evidence from developing countries. Ecological Economics 70, 1344–1353.
Martin, C. A., & Witt, S. F. (1989). Accuracy of econometric forecasts of tourism. Annals of Tourism Research, 16(3), 407–428.
Matthew A. C., Robert J.R.E., & Liyun Z.. (2017). Foreign Direct Investment and the Environment. Annual Review of Environment and Resources, 42(1), 465-487.
Mert, M., & Bölük, G. (2016). Do foreign direct investment and renewable energy consumption affect the CO2 emissions? New evidence from a panel ARDL approach to Kyoto Annex countries. Environmental Science and Pollution Research, 23(21), 21669-21681.
Mishra, B., Ghosh, S., & Kanjilal, K. (2020). Evaluation of import substitution strategy in Indian telecom sector: Empirical evidence of non-linear dynamics. Telecommunications Policy, 44(7), 101998.
Muhammad, S., Long, X., Salman, M., & Dauda, L. (2020). Effect of urbanization and international trade on CO2 emissions across 65 belt and road initiative countries. Energy, 196, 117102.
Nelson, D. B., & Cao, C. Q. (1992). Inequality constraints in the univariate GARCH model. Journal of Business & Economic Statistics, 10(2), 229-235.
Nguyen, H. (2012). When development means political maturation: Adolescents as miniature communists in post-war and pre-reform Vietnam, 1975–1986. The History of the Family, 17(2), 256-278.
Nguyen, C. P., & Lee, G. S. (2021). Uncertainty, financial development, and FDI inflows: Global evidence. Economic Modelling, 99, 105473.
Nguyen-Thanh, N., & Huarng, K. H. (2020). A Competitive model to Forecast a Stock Market Index. Journal of Business Accounting and Finance Perspectives, 2(2), 1-14.
Nguyen-Thanh, N., Chin, K. H. & Nguyen, V. (2022). Does the pollution halo hypothesis exist in this “better” world? The evidence from STIRPAT model. Environmental Science and Pollution Research, 29, 87082-87096.
Olsson, O. (2013). Essentials of Advanced Macroeconomic Theory. Routledge.
Ortmann, R., Pelster, M., & Wengerek, S. T. (2020). COVID-19 and investor behavior. Finance Research Letters, 37, 101717.
Pao, H. T., & Tsai, C. M. (2011). Multivariate Granger causality between CO2 emissions, energy consumption, FDI (foreign direct investment) and GDP (gross domestic product): evidence from a panel of BRIC (Brazil, Russian Federation, India, and China) countries. Energy, 36(1), 685-693.
Pak, A., Adegboye, O. A., Adekunle, A. I., Rahman, K. M., McBryde, E. S., & Eisen, D. P. (2020). Economic consequences of the COVID-19 outbreak: the need for epidemic preparedness. Frontiers in Public Health, 8, 241.
Park, J. S., & Seo, Y. J. (2016). The impact of seaports on the regional economies in South Korea: Panel evidence from the augmented Solow model. Transportation Research Part E: Logistics and Transportation Review, 85, 107-119.
Petrică, A. C., Stancu, S., & Tindeche, A. (2016). Limitation of ARIMA models in financial and monetary economics. Theoretical & Applied Economics, 23(4).
Peña, D. (2020). Agustín Maravall: An interview with the International Journal of Forecasting. International Journal of Forecasting, 36(4), 1241-1251.
Pfaff, B. (2016). Financial Risk Modeling and Portfolio Optimization with R. John Wiley & Sons.
Phan, D. H. B., & Narayan, P. K. (2020). Country responses and the reaction of the stock market to COVID-19—A preliminary exposition. Emerging Markets Finance and Trade, 56(10), 2138-2150.
Phuc Nguyen, C., Schinckus, C., & Dinh Su, T. (2020). Economic integration and CO2 emissions: evidence from emerging economies. Climate and Development, 12(4), 369-384.
Polanski, A., & Stoja, E. (2010). Incorporating higher moments into value‐at‐risk forecasting. Journal of Forecasting, 29(6), 523-535.
Popp, D. (2004). ENTICE endogenous technological change in the DICE model of global warming. Journal of Environmental Economics and Management, 48(1), 742-768.
Popp, D. (2010). Innovation and climate policy. Annual Review of Resource Economics, 2(1), 275-298.
Qin, Q., Huang, Z., Zhou, Z., Chen, Y., & Zhao, W. (2022). Hodrick–Prescott filter-based hybrid ARIMA–SLFNs model with residual decomposition scheme for carbon price forecasting. Applied Soft Computing, 119, 108560.
Rehman, A., Ma, H., Ozturk, I., & Ulucak, R. (2021). Sustainable development and pollution: the effects of CO2 emission on population growth, food production, economic development, and energy consumption in Pakistan. Environmental Science and Pollution Research, 29, 17319-17330.
Rojas, I., Valenzuela, O., Rojas, F., Guillén, A., Herrera, L. J., Pomares, H., Marquez, L., & Pasadas, M. (2008). Soft-computing techniques and ARMA model for time series prediction. Neurocomputing, 71(4), 519-537.
Romer, P. M. (1994). The origins of endogenous growth. The Journal of Economic Perspectives, 8(1), 3-22.
Rose, P. (2020). Pillars of the Post-Pandemic Economy. Sovereign Wealth Funds, Ohio State Legal Studies Research Paper No. 626. Link: https://ssrn.com/abstract=3811511 (Last accessed on June 20-2022).
Saikawa, E., & Urpelainen, J. (2014). Environmental standards as a strategy of international technology transfer. Environmental Science & Policy, 38, 192-206.
Sala-i-Martin, X. (1997). I just ran four million regressions. American Economic Review, 87(2), 178-183.
Salisu, A. A., & Mobolaji, H. (2013). Modeling returns and volatility transmission between oil price and U.S.–Nigeria exchange rate. Energy Economics, 39, 169-176.
Schreiber, I., Müller, G., Klüppelberg, C., & Wagner, N. (2012). Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis. International Review of Financial Analysis, 24, 57-65.
Segis, A., & Hauge, J. (2020). Foreign direct investments could contract by 40% this year, hitting developing countries hardest. World Economic Forum. Link: https://www.weforum.org/agenda/2020/06/coronavirus-covid19-economics-fdi-investment-united-nations/ (Last accessed on June 20-2022)
Shahbaz, M., Nasir, M. A., & Roubaud, D. (2018). Environmental degradation in France: the effects of FDI, financial development, and energy innovations. Energy Economics, 74, 843-857.
Shan, J., Yu, M., & Lee, C. Y. (2014). An empirical investigation of the seaport’s economic impact: Evidence from major ports in China. Transportation Research Part E: Logistics and Transportation Review, 69, 41-53.
Shi, A., (2003). The impact of population pressure on global carbon dioxide emissions, 1975–1996: evidence from pooled cross-country data. Ecological Economics 44, 29–42.
Skoufias, E. (2003). Economic crises and natural disasters: Coping strategies and policy implications. World Development, 31(7), 1087-1102.
Song, Y., Paramati, S. R., Ummalla, M., Zakari, A., & Kummitha, H. R. (2021). The effect of remittances and FDI inflows on income distribution in developing economies. Economic Analysis and Policy, 72, 255-267.
Song, L., & van Geenhuizen, M. (2014). Port infrastructure investment and regional economic growth in China: Panel evidence in port regions and provinces. Transport Policy, 36, 173-183.
Spiesová, D. (2014). The prediction of exchange rates with the use of Auto-Regressive Integrated Moving-Average models. Acta Universitatis Danubius Economica, 10(5), 28-38.
Stelzer, R. (2008). On the relation between the VEC and BEKK multivariate GARCH models. Econometric Theory, 24(4), 1131-1136.
Tang, C. F., & Tan, B. W. (2015). The impact of energy consumption, income and foreign direct investment on carbon dioxide emissions in Vietnam. Energy, 79, 447-454.
Tassey, G. (2014). Competing in advanced manufacturing: The need for improved growth models and policies. Journal of Economic Perspectives, 28(1), 27-48.
Tsuji, C. (2008). How do the time-varying risk prices behave in Japan? An investigation with a multivariate GARCH-CAPM approach. The Open Economics Journal, 1, 58-63.
Udemba, E. N. (2020). Ecological implication of offshored economic activities in Turkey: foreign direct investment perspective. Environmental Science and Pollution Research, 27(30), 38015-38028.
Vine, E. (2005). An international survey of the energy service company (ESCO) industry. Energy Policy, 33(5), 691-704.
Wang, J. Y., Tran, C. D., & Wu, W. L. (2020). Value at risk based on Skewed Distributions: Evidence from Asian Equity Markets. International Review of Accounting, Banking & Finance, 12(2), 1-20.
Wang, A. Y., & Young, M. (2020). Terrorist attacks and investor risk preference: Evidence from mutual fund flows. Journal of Financial Economics, 137(2), 491-514.
Wang, W. Z., Liu, L. C., Liao, H., & Wei, Y. M. (2021). Impacts of urbanization on carbon emissions: An empirical analysis from OECD countries. Energy Policy, 151, 112171.
Waggoner, P. E., & Ausubel, J. H. (2002) A framework for sustainability science: a renovated IPAT identity, Proceedings of the National Academy of Sciences (PNAS), 99, 7860–5.
Wei, Y., & Liu, X. (2006). Productivity spillovers from R&D, exports and FDI in China's manufacturing sector. Journal of International Business Studies, 37(4), 544-557.
Weisang, G., & Awazu, Y. (2008). Vagaries of the Euro: an Introduction to ARIMA modeling. Case Studies in Business, Industry, and Government Statistics, 2(1), 45-55.
Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data. MIT press.
Wu, L., Jia, X., Gao, L., & Zhou, Y. (2021). Effects of population flow on regional carbon emissions: evidence from China. Environmental Science and Pollution Research, 28, 62628-62639.
Xu, S. N., Zhao, K., & Sun, J. J. (2015, January). An empirical analysis of exchange rates based on ARIMA-GJR-GARCH model. In Applied Engineering Sciences: Proceedings of the 2014 AASRI International Conference on Applied Engineering Sciences, Hollywood, LA, USA (Vol. 1, p. 83-88). CRC Press.
Xu, J., Zhou, M., & Li, H. (2016). ARDL-based research on the nexus among FDI, environmental regulation, and energy consumption in Shanghai (China). Natural Hazards, 84(1), 551-564.
Yang, Y., Cai, W., & Wang, C. (2014). Industrial CO2 intensity, indigenous innovation and R&D spillovers in China's provinces. Applied Energy, 131, 117-127.
Yang, T., Dong, Q., Du, Q., Du, M., Dong, R., & Chen, M. (2021). Carbon dioxide emissions and Chinese OFDI: From the perspective of carbon neutrality targets and environmental management of home country. Journal of Environmental Management, 295, 113120.
Yimer, A. (2022). The effects of FDI on economic growth in Africa. The Journal of International Trade & Economic Development, 1-35.
Yu, L., Zha, R., Stafylas, D., He, K., & Liu, J. (2020). Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. International Review of Financial Analysis, 68, 101280.
Yu, T. H.-K., & Huarng, K.-H. (2008). A bivariate fuzzy time series model to forecast the TAIEX. Expert Systems with Applications, 34(4), 2945-2952.
Yu, T. H.-K., & Huarng, K.-H. (2010). A neural network-based fuzzy time series model to improve forecasting. Expert Systems with Applications, 37(4), 3366-3372.
York, R., Rosa, E.A., & Dietz, T., (2003). STIRPAT, IPAT and ImPACT: analytic tools for unpacking the driving forces of environmental impacts. Ecological Economics, 46, 351–365.
Yusof, F., & Kane, I. L. (2013). Volatility modeling of rainfall time series. Theoretical and Applied Climatology, 113(1-2), 247-258.
Zarsky, L. (1999). Havens, halos and spaghetti: untangling the evidence about foreign direct investment and the environment. Foreign Direct Investment and the Environment, 13(8), 47-74.
Zhang, L. (2017). The knowledge spillover effects of FDI on the productivity and efficiency of research activities in China. China Economic Review, 42, 1-14.
Zhang, Y., & Zhang, S. (2018). The impacts of GDP, trade structure, exchange rate and FDI inflows on China's carbon emissions. Energy Policy, 120, 347-353.
Zhang, C., & Zhou, X. (2016). Does foreign direct investment lead to lower CO2 emissions? Evidence from a regional analysis in China. Renewable and Sustainable Energy Reviews, 58, 943-951.
Zhang, X. Q., Zhao, K., & Xu, S. N. (2015). Research on the volatility of Chinese Open-end Funds’ return based on the ARMA-GARCH model. In Applied Engineering Sciences: Proceedings of the 2014 AASRI International Conference on Applied Engineering Sciences, Hollywood, LA, USA (Vol. 1, p. 77-82). CRC Press.
Zhou, B., He, D., & Sun, Z. (2006, April). Traffic predictability based on ARIMA/GARCH model. In 2006 2nd Conference on Next Generation Internet Design and Engineering, 2006. NGI'06. (pp. 8-pp). IEEE.
Zhu, H., Duan, L., Guo, Y., & Yu, K. (2016). The effects of FDI, economic growth and energy consumption on carbon emissions in ASEAN-5: Evidence from panel quantile regression. Economic Modelling, 58, 237-248.
Zugravu-Soilita, N. (2017). How does foreign direct investment affect pollution? Toward a better understanding of the direct and conditional effects. Environmental and Resource Economics, 66(2), 293-338.

推文
推薦
引用網址
引用嵌入語法
轉寄

top

:::

相關期刊
相關論文
相關專書
相關著作
熱門點閱

1.	外商直接投資的技術外溢效應、勞動力流動的人力資本累積效應與中國經濟增長

1.	外人直接投資與經濟增長：臺灣與東南亞國家實證研究

無相關書籍

無相關著作

無相關點閱

QR Code

臺灣人文及社會科學引文索引資料庫系統

詳目顯示

臺灣人文及社會科學引文索引資料庫