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題名:我國與APEC國家間進出口貿易之時間趨勢行為探討
書刊名:中華管理學報
作者:徐子光 引用關係陳柏琪 引用關係
作者(外文):Hsu, Tzu-kuangChen, Pochi
出版日期:2004
卷期:5:3
頁次:頁69-94
主題關鍵詞:貿易差額單根檢定結構轉變Trade balanceUnit root testsStructural change
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:16
  • 點閱點閱:8
     本文採用傳統之ADF檢定以及Perron(1997)之一次結構變動的單根檢定,探討我國與APEC全體國家、中國大陸+香港、日本、韓國與美國等幾個主要貿易夥伴國間,進口、出口與貿易差額三項變數變動的趨勢與特性。 根據ADF與Perron檢定的結果,發現除了臺灣對日本、韓國之出口及貿易差額變數是屬於非定態的數列外,其餘臺灣對各地區之貿易變數幾乎都是定態的。這樣的結果顯示,我國對日本與韓國所採用的減少貿易逆差之相關經貿政策,是具有長期效果的。因此,我國政府應以積極的態度思圖改善對日本,甚至對韓國的逆差,特別是切實施行有關改善我國產業結構方面之政策與措施。 另一方面,就我國與中國大陸(包括香港)、新加坡與美國等國間的貿易順差來看,任何隨機衝擊大都只產生暫時性的效果,最後都將會回歸到平均趨勢值。
     This paper analyzes the long run relationship of the trade behavior between Taiwan and its trading partners, including APEC economies, Mainland China, Japan, Korea, and United States using import, export and trade balance data over the period 1989-2001. In empirical methodology, we employ the traditional Augmented Dicker-Fuller Test and the Perron method to test for a unit root without and with structural break. Both the ADF and Perron tests reveal that there is no mean reverting between Taiwan and Japan’s bilateral trade deficit, and between Taiwan and Korea’s trade deficit. These results suggest that any trade policies which decrease the Taiwan and Japan and Korea trade imbalance would get better results. Therefore, it still remains possible that bilateral trade would be more balanced if Taiwan government uses the better policy on industrial structure. Moreover, any shocks can only have a temporary effect on Taiwan and Mainland China bilateral trade surplus, Taiwan and Singapore bilateral trade surplus, and Taiwan and United States bilateral trade surplus. It is said that there is a tendency in the long run to return to its mean.
期刊論文
1.朱萃法(19950700)。檢討改善對日貿易逆差。今日經濟,335,19-22。  延伸查詢new window
2.吳建臺(19951000)。近年來中日貿易逆差激增原因之探討。臺灣經濟研究月刊,18(10)=214,28-33。new window  延伸查詢new window
3.金美敬(19950600)。中韓兩國對日貿易逆差趨勢與政策。臺灣經濟研究月刊,18(6)=210,65-68。new window  延伸查詢new window
4.蘇卿彥(20020400)。臺灣對日本貿易逆差之探討(1973-2000)。企銀季刊,25(2),63-85。  延伸查詢new window
5.Wu, Yangru、Zhang, Junxi(1998)。An Empirical Investigation on the Time-Series Behavior of the U.S.-China Trade Deficit。Journal Of Asian Economics,9(3),467-485。  new window
6.Li, Qing、Papell, David(1999)。Convergence of International Output: Time Series Evidence for 16 OECD Countries。International Review of Economics and Finance,8,267-280。  new window
7.Ghysels, Eric、Perron, P.(1996)。The Effect of Linear Filters on Dynamic Time Series with Structural Change。Journal of Econometrics,70,69-97。  new window
8.Arestis, P.、Mariscal, I. B.(1999)。Unit Roots and Structural Breaks in OECD Unemployment。Economics Letters,65,149-156。  new window
9.Perron, P.(1997)。Further Evidence on Breaking Trend Functions in Macroeconomic Variables。Journal of Econometrics,80(2),355-385。  new window
10.徐之強(20010900)。多次結構變動下趨勢穩定與差分穩定之認定--臺灣總體資料實證研究。經濟論文,29(3),321-339。new window  延伸查詢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.林灼榮、鄒季博、金大勇、陳正亮(19960600)。臺灣對日貿易條件與貿易逆差之動態分析。逢甲學報,29,19-36。new window  延伸查詢new window
13.Lumsdaine, Robin L.、Papell, David H.(1997)。Multiple Trend Breaks and the Unit-root Hypothesis。The Review of Economics and Statistics,79(2),212-218。  new window
14.Perron, Pierre(1989)。The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis。Econometrica: Journal of the Econometric Society,57(6),1361-1401。  new window
15.Zivot, Eric、Andrews, Donald W. K.(1992)。Further Evidence on the Great Crash, the Oil-price Shock, and the Unit-root Hypothesis。Journal of Business and Economic Statistics,10(3),251-270。  new window
學位論文
1.陳宜靜(1994)。貿易收支的長期決定因素--臺灣實證分析(碩士論文)。逢甲大學。  延伸查詢new window
2.林信宏(1995)。臺灣與日韓港貿易收支之動態關係(碩士論文)。逢甲大學。  延伸查詢new window
3.李秋瑤(2000)。臺灣與主要貿易國家貿易收支之實證研究(碩士論文)。國立臺北大學。  延伸查詢new window
其他
1.行政院經濟建設委員會(1994)。中華民國82年國家建設計畫總體經濟計畫執行檢討。  延伸查詢new window
圖書論文
1.Campbell, J. Y.、Perron, P.(1991)。Pitfalls and Opportunities: What Macroeconomics Should Know about Unit Root。NBER Macroeconomic Annual。Cambridge:MIT Press。  new window
 
 
 
 
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