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題名:金融活動影響經濟犯罪之分析
書刊名:警學叢刊
作者:詹裕安
作者(外文):Chan, Yu-ane
出版日期:2000
卷期:31:2=132
頁次:頁157-173
主題關鍵詞:經濟犯罪金融變數單根共整合多元共整合向量因果關係檢定
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
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  • 共同引用共同引用:89
  • 點閱點閱:29
     本文係探討國內金融活動對經濟犯罪之影響,在不確定因素下,引進利率、股價加權指數、銀行短期放款、退票率、失業率等變對對經濟犯罪之影響。理論模型導出了經濟犯罪函數,實證方面以民國八十年一月至民國八十八年九月之月資料,以單根、共整合、Johansen的多元共整合向量、因果關係等方式分析。 由實證分析結果,利率、股價加權指數、銀行短期放款、退票率、失業率、經濟犯罪等變數均具單根,且各金融變數與經濟犯罪具共整合關係。因此,利率、股價加權指數、銀行短期放款、退票率、退票率、失業率等金融變數與經濟犯罪存在著長期關係,至於因果關係檢定分析之結果,失業率、短期放款與經濟犯罪成單向因果關係,股價指數與經濟犯罪成雙向因果關係。
期刊論文
1.朱敬一、姜念匯(19910600)。論徒刑與罰金刑之最適取捨。經濟論文叢刊,19(2),177-196。new window  延伸查詢new window
2.朱敬一(19860600)。由經濟學的觀點看告訴乃論與公訴之取捨。經濟論文叢刊,14,93-104。new window  延伸查詢new window
3.周立勳(19931100)。社會變遷中的教育、經濟與犯罪之關係。嘉義師院學報,7,1-17。  延伸查詢new window
4.張倉耀、方文碩、林哲彥(19990700)。多變量共整合誤差修正模型對臺灣地區犯罪人口率的研究:1951-1996。警學叢刊,30(1)=125,89-135。new window  延伸查詢new window
5.Dickey, D. A.、Fuller, W. A.(1981)。Likelihood Ratio Statistics for Autogressive Time Series with a Unit Root。Econometrica,49,1057-1072。  new window
6.Ehrlich, I.(1973)。Participation in Illegitimate Avtivities: a Theoretical and Emperical Investigation。Journal of Political Economy,81,521-565。  new window
7.Ehrlich, I.(1996)。Crime, Punishment, and the Market for Offenses。Journal of Economic Perspectives,10(1),43-67。  new window
8.Ehrlich, I.、Brower, G. D.(1987)。On the issue of Causality in the Economic Model of Crime and law Enforcement: Some Theoretical Considerations and Experimental Evidence。Deterrence and Enforcement of Laws,77(2),99-110。  new window
9.Engle, R. F.、Yoo, B. S.(1987)。Forecasting and Testing in Co-Integration System。Journal of Econometrics,35,143-159。  new window
10.Gartner, R.(1990)。The Victims of Homicide: A Temporal and National Comparison。American Sociological Review,55,92-106。  new window
11.Jarrell, S.、Howsen, R. M.(1990)。Transient Crowding and the more Strangers in an area, the more Crime Except Murder, Assault and Rape。American Journal of Economic Sociology,49,483-493。  new window
12.Johansen, Soren、Juselius, Katarina(1992)。Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK。Journal of Econometrics,53,211-244。  new window
13.Masih, A. M.、Masih, R.(1996)。Temporal Causality and the Dynamics of Different Categories of Crime and Their Socioeconomic Determinants: Evidence from Australia。Applied Economics,28,1093-1104。  new window
14.Marselli, R.、Vannini, M.(1997)。Estimating a Crime Equation in the Presence of Organized Crime: Evidence from Italy。International Review of Law Economics,17,89-113。  new window
15.Scorcu, A. E.、Cellini, R.(1998)。Ecconomic Activity and Crime in the long run: an Empirical Investigation on Aggregate data from Italy, 1951-1994。International Review of Law and Economics,18,279-292。  new window
16.Cantor, D.、Land, K. C.(1985)。Unemployment and Crime Rates in the Post-World War II United States: A Theoretical and Empirical Analysis。American Sociological Review,50(3),317-332。  new window
17.Johansen, S.(1991)。Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autogressive Models。Econometrica,59,1551-1580。  new window
18.Johansen, S.(1992)。Determination of Cointegration Rank in the Presence of a Linear Trend。Oxford Bulletin of Economics and Statistics,54,383-397。  new window
19.Phillips, P. C. B.(1987)。Time series regression with a unit root。Econometrica: Journal of the Econometric Society,55(2),277-301。  new window
20.李湧清、蔣基萍(19940100)。犯罪與經濟--一個宏觀的時間序列分析。警政學報,24,127-146。  延伸查詢new window
21.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
22.Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics,52(2),169-210。  new window
23.Becker, Gary S.(1968)。Crime and Punishment: An Economic Approach。Journal of Political Economy,76(2),169-217。  new window
24.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
25.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。  new window
研究報告
1.中央銀行經濟研究處(1990)。中華民國台灣地區金融統計月報。  延伸查詢new window
2.行政院財政部(1991)。財政統計月報。  延伸查詢new window
3.行政院內政部(1991)。警政統計月報。  延伸查詢new window
圖書
1.林山田(1981)。經濟犯罪與經濟刑法。三民書局。new window  延伸查詢new window
2.林東茂(1987)。經濟犯罪之研究。中央警察大學。  延伸查詢new window
3.楊雅惠(1986)。犯罪行為之經濟分析。台北:中華經濟研究院。  延伸查詢new window
4.Harvey, A. C.(1993)。Time Series Model。  new window
 
 
 
 
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