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題名：區間測試法探討總體經濟與出國旅遊之影響關係
書刊名：臺大管理論叢
作者：周明智／聶建中 引用關係
作者(外文)：Chou, Ming-che／Nieh, Chien-chung
出版日期：2005
卷期：16:1
頁次：頁1-20
主題關鍵詞：出國旅遊人次；區間測試法；一般化衝擊反應函數；Outbound visitors；ARDL；Bounding test；G-IRF
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(2) 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:2
  • 共同引用共同引用:4
  • 點閱點閱:42
本文旨在探討旅遊模型中，工業生產指數、物價指數及匯率對於出國旅遊人次之長、短期影響。由Johansen共整法及ARDL區間測試法，分別得到各變數間之長期均衡，存在及不存在之相反結果。由於各項單根測試發現各變數之整合齊次不盡相同，因此採用了ARDL法所得變數間不存有長期共移的結果較具說服力，ARDL法之短期分析，發現於一段固定期間內之出國旅遊總人次應是某個固定數值，若於前些月份之出國旅遊人次過高，則會衝擊當月之出國旅遊意願，使出國旅遊人次降低。本研究又以一般化衝擊反應函數進行變數間之動態跨期衝擊影響做分析，發現對出國旅遊人次之影響，除了出國旅遊人次之自身短期顯著影響之短暫性衝擊外，工業生產指數於短期間對出國旅遊人次亦有負向之短暫性衝擊。
This articles aims to discuss the long-term and short-term influence on number of overseas visitors, price index, and exchange rate. Using Johansen Cointegration Method and ARDL Bounds testing, the long-term balance of different variants and the opposite results of existing and non-existing are reached. The short-term analysis by ARDL finds that the number of outbound visitors during a fixed term should be a fixed figure, and if the number is excessively high during earlier months, then the willingness for outbound tourism of that month will be affected, and consequently, the number of outbound visitors will reduce. This study also uses generalized impact to reflect function and carries out analysis on dynamic impact of different phases among variants. It finds that industrial production index also has a brief negative impact on the number of outbound visitors within short time, other than the brief impact by outbound visitors' own short-time significant influence, concerninig the influence on outbound visitors.
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研究報告
1.Pesaran, M. H.(1995)。An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis。Cambridge, UK。  new window
2.Pesaran, M. H.、Shin, Y.、Smith, R. J.(1996)。Testing for the Existence of a Long-run Relationship。Cambridge, UK。  new window
學位論文
1.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
2.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
3.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
4.陳美秀(1988)。臺灣觀光事業之整體經濟關聯性研究，0。  延伸查詢new window
5.Kanta, A.(1998)。Bilateral Exchange Rate and the Performance of the Tourism Industry: Evidence for Canada，Montreal, Canada。  new window
6.Kointarangkul, S.(1990)。The Relationships of Certain Economic Factors to Tourism Demand as Observed in Touristic Interactions between Japan, West Germany, the United Kingdom, and the United States，San Diego, CA。  new window
圖書
1.Lorde, C. E.(1995)。International and Caribbean Tourism Management through Forecasting Techniques。Minneapolis, MN：Walden Iniversity。  new window
其他
1.Pesaran, M. H.，Shin, Y.(1995)。Long Run Structural Modelling，Cambridge, UK。  new window
 
 
 
 
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