本研究旨在探討國家的經濟成長率和國防支出佔國內生產毛額（GDP）比例之門檻效果（threshold effect），運用縱橫門檻（panel threshold）自我迴歸模型，檢測是否存在一最適經濟成長門檻值，使得國防支出佔GDP比例受到經濟成長率的影響，而呈現上下不對稱之兩個以上區間關係。研究以臺灣、中國大陸、日本、韓國、新加坡、義大利、法國、英國等八國家1986至2003年之政府支出與總體經濟資料為樣本，實證結果發現：國防支出佔GDP比例受到經濟成長率的影響，存在具有雙重門檻值1及3.9的雙重門檻效果－當經濟成長率小於1％時，經濟的成長會使國防支出之比例增加；當經濟成長率介於兩門檻值之間（1％<g□≤3.9％）時，經濟成長率的上升反而促使國防支出比例下滑；當經濟成長率大於3.9％時，對國防支出之影響並不顯著。另外，研究亦發現控制變數與國防支出呈現顯著正相關，意味著國內支出與國際收支差額佔GDP比例的提高有助於提升國防支出比例。

Employing the newly developed panel threshold autoregressive model, this paper aims to investigate the nonlinear relationship between economic growth rate and the ratio of national defense spending to GDP. One or more threshold values of economic growth rates are conjectured for examining the asymmetric effects of the eocnomic growth rate on the ratio of defense spending. Panel data of eight countries, which include Taiwan, China, Japan, Korea, Singapore, Italy, France, and the UK, for the period running from 1986 to 2003 are utilized for our panel threshold effect analysis. Two threshold values of 1 and 3.9 for the economic growth rates are found in our empirical research. This double-threshold effect shows that the ratio of defense spending is proportional increasing to the rate of economic growth when growth rate is less than 1, whereas a negative relationship between these two variables is found when the rate of economic growth is within the two threshold values (i.e.,), but not significant when more than 3.9. Moremover, the research also finds that the two control variables of the domestic autonomous expenditure and the trade balance are both showing positive effects on the ratio of defense spending, implying that the more the autonomous expenditure and the trade balance, the higher the ratio of defense spending will be.