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題名：儲蓄與投資的長期均衡與因果關係--美國、日本、臺灣及南韓的實證研究
書刊名：臺灣銀行季刊
作者：陳仕偉 引用關係／偕倩瑜
出版日期：2011
卷期：62:1
頁次：頁66-85
主題關鍵詞：儲蓄；投資；清償能力限制條件
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(1) 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:1
  • 共同引用共同引用:0
  • 點閱點閱:3
本文旨在探討美國、日本、臺灣及南韓的國內儲蓄與國內投資之長期均衡及因果關係，並檢驗是否符合Nell and Santos（2008）所提出的嚴格型態的長期清償能力限制條件與弱式型態的長期清償能力限制條件。邊界共整合檢定結果顯示：美國、日本及南韓存在共整合的長期均衡關係。因果關係檢定結果顯示，日本及南韓的儲蓄對投資的存在單向的長期因果關係，此結果驗證了Nell and Santos（2008）文中的命題一：嚴格型態的長期清償能力限制條件，表示長期投資支出必須由國內儲蓄所融通；而美國則呈現長期雙向的因果關係，此一結果符合了Nell and Santos（2008）文中所提出的命題二：弱式型態的長期清償能力限制條件，隱含儲蓄和投資間存在雙向的長期因果關係。
期刊論文
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研究報告
1.Hericourt, J.、Maurel, M.(2005)。The Feldstein-Horioka puzzle revisited: an "European-Regional" perspective。  new window
圖書
1.Enders, Walter(2004)。Applied Econometric Time Series。John Wiley & Sons。  new window
圖書論文
1.Feldstein, M.、Bacchetta, P.(1991)。National Saving and International Investment。National Saving and Economic Performance。Chicago：University of Chicago Press。  new window
2.Artis, M. J.、Bayoumi, T.(1992)。Global capital market integration and the current account。Money and Financial Markets。Oxford：Blackwell。  new window
 
 
 
 
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