臺灣人文及社會科學引文索引資料庫系統

:::

詳目顯示

回上一頁
第 1 筆 / 總合 1 筆   第一頁 上一頁 下一頁 最後一頁
/1頁
題名：影響來臺旅遊人數及觀光外匯收入總體變數決定因素之研究
書刊名：管理學報
作者：聶建中 引用關係／周明智
作者(外文)：Nieh, Chien-chung／Chou, Ming-che
出版日期：2002
卷期：19:6
頁次：頁1153-1172
主題關鍵詞：來臺觀光人數；觀光外匯收入；總體經濟因素；時間序列；Travel industry；Inbound visitor；Inbound revenue；Macroeconomic factor；Time series
原始連結：連回原系統網址new window
相關次數：
  • 被引用次數被引用次數:期刊(7) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:7
  • 共同引用共同引用:4
  • 點閱點閱:43
本文針對台灣觀光旅遊業，探討自1956年至2000年期間，最可能影響旅遊業榮枯之實質國內生產毛額、消費者物價及匯率等三個總體經濟因素與作為旅遊業興盛指標的歷年來台觀光人數及觀光外匯收入之長、短期互動影響模式。Johansen共整發現，五個選取變數間存在長期均衡的關係，其共移模式含線性趨勢及二次趨勢；變數間短期互動，由Granger(1988)含誤差修正項之因果關係得知，除了外匯走勢外，來台觀光客人數的變化，對CPI、實質GDP、及觀光外匯收入等變數的走勢，均呈現顯著相對領先的地位，此外，實質GDP為觀光外匯收入之顯著領先指標；由衝擊反映函數得知；短期間，匯率的起落(升、貶)，對來台觀光人數的所造成的衝擊，扮演著重要的角色，長期而言，對來台觀光人數的衝擊，取而代之的為實質GDP以及觀光外匯收入；由變異數分解可歸納：匯率以及實質的GDP波動在解釋觀光客人數的變異上，在長、短期扮演著一個輪動解釋觀光客人數變異之兩個重要關鍵角色，而來台觀光人數在解釋觀光外匯收入波動上，具有較強的解釋力。綜合上述各項結果顯示，於領先指標上，來台觀光客人數的變化，對CPI、實質GDP、以及觀光外匯收入等變數的走勢，均呈現顯著影響；從突發衝擊及波動產生的角度來觀察，發現匯率水準及實質GDP對來台觀光人數以及觀光外匯收入具有較強的衝擊影響及波動解釋能力。
Emphasized on the travel industries of Taiwan, this study investigates the long-term and short-term dynamic relationship among the variables of travel indeices-inbound visitor and inbound revenue and macroeconomic factors-real gross domestic product (GDP) consumer price index (CPI) and exchange rate for the sample periods from 1956 through 2000. A long-term equilibrium relationship in the presence of linear trend and quadratic trend is found the Johansen’s cointegration test. Regarding the short-term interaction among those variables, Granger causality with the error correction model found that, except for the trend of exchange rate, the change of the number of inbound visitors shows a significant leading position to the trend of CPI, real GDP and inbound revenue. Besides, real GDP was found obviously preceding the inbound revenue. From impulse response function, we found that the exchange rate fluctuation were the main impulse to the number of inbound visitors in short period. However, for a longer period, the main impulses to the number of inbound visitors were replaced by real GDP and inbound revenue. Finally variance decomposition found that exchange rate and real GDP play two key roles in explanation of the variance of the number of inbound visitors no matter in short or long period, whereas it is more convincible to explain the variance of inbound revenue by the number of inbound Visitor. In view of all the above, the leading indicates that the number of inbound visitors shows significant influence on the trend of CPI, real GDP and inbound revenue. Besides, from impulse response and variance decomposition, inbound visitors and inbound revenue are found strongly responded to the shock of exchange rate and real GDP. Exchange rate and real GDP are also the main factors, which explain the fluctuation of inbound visitors and revenue.
期刊論文
1.Ng, Serena、Perron, Pierre(1995)。Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag。Journal of the American Statistical Association，90(429)，268-281。  new window
2.Agarwal, V. B.、Yochum, G. R.(1999)。Tourist spending and race of visitors。Journal of Travel Research，38(2)，173-176。  new window
3.Kashyap, Rajiv、Bojanic, David C.(2000)。A Structural Analysis of Value, Quality, and Price Perceptions of Business and Leisure Travelers。Journal of Travel Research，39(1)，45-51。  new window
4.Crompton, J. L.、Lee, S. K.、Shuster, T. J.(2001)。A guide for undertaking economic impact studies: The springfest example。Journal of Travel Research，40(1)，79-87。  new window
5.Lim, Christine(1999)。Meta-Analytic Review of International Tourism Demand。Journal of Travel Research，37，407-428。  new window
6.Papatheodorou, A.(1999)。The Demand for International Tourism in the Mediterranean Region。Applied Economics，31(5)，619-630。  new window
7.Johansen, Soren(1994)。The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables。Econometric Reviews，13(2)，205-229。  new window
8.Hall, Alastair R.(1994)。Testing for a Unit Root in Time Series with Pretest Data-based Model Selection。Journal of Business and Economic Statistics，12(4)，461-470。  new window
9.Nieh, C. C.、Lee, C. F.(2001)。Dynamic Relationship Between Stock Prices and Exchange Rates for G-7 Countries。Quarterly Review of Economics and Finance，41(4)，477-490。  new window
10.Reimers, H. E.(1992)。Comparisons of tests for multivariate cointegration。Statistical Papers，33(1)，335-359。  new window
11.Schwert, G. William(1989)。Tests for Unit Roots: A Monte Carlo Investigation。Journal of Business and Economic Statistics，7(2)，147-159。  new window
12.Zhou, S.(1995)。The Response of Real Exchange Rates to Various Economic Shocks。Southern Economic Journal，61(4)，936-954。  new window
13.Granger, C. W. J.(1988)。Some Recent Development in a Concept of Causality。Journal of Econometrics，39，199-211。  new window
14.King, Robert G.、Plosser, Charles I.、Stock, James H.、Watson, Mark W.(1991)。Stochastic Trends and Economic Fluctuations。American Economic Review，81(4)，819-840。  new window
15.Osterwald-Lenum, M.(1992)。A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics。Oxford Bulletin of Economics and Statistics，54(3)，461-471。  new window
16.Schwarz, Gideon(1978)。Estimating the Dimension of a model。The Annals of Statistics，6(2)，461-464。  new window
17.Schwert, G. William(1989)。Why Does Stock Market Volatility Change Over Time?。Journal of Finance，44(5)，1115-1153。  new window
18.Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society，37(3)，424-438。  new window
19.Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society，49(4)，1057-1072。  new window
20.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control，12(2/3)，231-254。  new window
21.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
22.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica，55(2)，251-276。  new window
23.Sosvilla-Rivero, Simon、Jenkinson, Tim、Dolado, Juan J.(1990)。Cointegration and Unit Roots。Journal of Economic Surveys，4(3)，249-273。  new window
24.Webber, A. G.(2001)。Exchange Rate Volatility and Cointegration in Tourism Demand。Journal of Travel Research，39(4)，398-405。  new window
25.錢思敏、李元和(1998)。我國出國人次與總體經濟變數關係之研究。臺灣銀行季刊，49(4)，143-167。new window  延伸查詢new window
26.Baaijens, S.、Nijkamp, P.(2000)。Meta-Analytic Methods for Comparative and Exploratory Policy Research: An Application to the Assessment of Regional Tourist Multipliers。Journal of Policy Modeling，22(7)，821-858。  new window
27.Coshall, J. T.(2000)。Spectral Analysis of Overseas Tourists' Expenditures in the United Kingdom。Journal of Travel Research，38(3)，292-298。  new window
28.Goldstein, A.(2001)。Infrastructure Development and Regulatory Reform in Sub-Saharan Africa: The Case of Air Transport。The World Economy，24(2)，212-248。  new window
29.Goodrich, Jonathan N.(2001)。Tourism and Development in Mountain Regions。Journal of Travel Research，30(9)，468-469。  new window
30.Lim, Christine、McAleer, Michael(2001)。Cointegration Analysis of Quarterly Tourism Demand by Hong Kong and Singapore for Australia。Applied Economics，33(12)，1599-1619。  new window
31.Lindberg, K.、Aylward, B.(1999)。Price Responsiveness in the Developing Country Nature Tourism Context: Review and Costa Rican Case Study。Journal of Leisure Research，31(3)，281-299。  new window
32.Matteo, L. D.(1999)。Using Alternative Methods to Estimate the Determinants of Cross-Border Trips。Applied Economics，31(1)，77-88。  new window
33.Oppermann, M.、Cooper, M.(1999)。Outbound Travel and Quality of Life: The Effect of Airline Price Wars。Journal of Business Research，44(3)，179-188。  new window
34.Richards, G.(1999)。Vacations and the Quality of Life: Patterns and Structures。Journal of Business Research，44(3)，189-198。  new window
35.Strizzi, N.、Meis, S.(2001)。Challenges Facing Tourism Markets in Latin America and the Caribbean Region in the New Millennium。Journal of Travel Research，40(2)，183-192。  new window
36.Shachmurove, Y.(1999)。The Premium in Black Foreign Exchange Markets: Evidence From Developing Economies。Journal of Policy Modeling，21(1)，1-39。  new window
37.Toh, Rex S.、Khan, Habibullah、Koh, Ai-Jin(2001)。A Travel Balance Approach for Examining Tourism Area Life Cycles: The Case of Singapore。Journal of Travel Research，39(4)，426-432。  new window
38.Victurine, R.(2000)。Building Tourism Excellence at the Community Level: Capacity Building for Community-Based Entrepreneurs in Uganda。Journal of Travel Research，38(3)，221-229。  new window
學位論文
1.曹文彬(1995)。出國觀光消費者行為與支出特性之研究(碩士論文)。淡江大學。  延伸查詢new window
2.江麗文(1995)。來華旅客需求計量經濟模式之研究(碩士論文)。文化大學。  延伸查詢new window
3.甘承洲(1991)。影響國人出國觀光旅遊之社會、經濟因素探討，臺北。  延伸查詢new window
4.劉雪華(1998)。臺灣觀光旅館股價報酬率與經濟變數關係之研究，0。  延伸查詢new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE

臺灣人文及社會科學引文索引資料庫

目前上線人數：1088（臺灣：1088，外國：0） ／ 本年度總使用人次：1855660 ／ 訪客人次（自102年09月）：67654083
國家圖書館著作權聲明 Copyright © 2013 All rights reserved.
本館地址: 100201臺北市中山南路20號． 本館地圖及交通資訊．
總機：(02)23619132．最佳瀏覽解析度為1024x768以上