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題名：使用卡爾曼濾波方法實證分析中國政府的貪污變動(1990~2006)
書刊名：人文社會科學研究
作者：孫德華
作者(外文)：Sun, Te-hua
出版日期：2010
卷期：4:4
頁次：頁47-76
主題關鍵詞：卡爾曼濾波；貪污指標；可變參數模型；Kalman filter；Corruption index；Time-varying parameter model
原始連結：連回原系統網址new window
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  • 點閱點閱:38
中國的貪污很嚴重，一般僅是概略的印象，因貪污是個隱藏性的問題，我們無法知道它在哪一個官僚層級較嚴重？為了找出這個不可觀測的(Unobserved)變量，本文使用SWI景氣指數的研究方法，目的即是建立中國貪污的層級性指標來觀察中國的貪污。這個方法，是將動態的OLS方法應用於研究貪污領域。本文假設在這個系統中的其他環境參數為零，只分析所獲得的超參數，從每項政府支出建立隨時間變動的超參數，設定它為貪污層級指標。動態的OLS方法，即是狀態空間模型，它是探討在政海各項支出變量的共同變動背後，存在著一個共同的因素即貪污，這一因素可由一個單一的、不可觀測的(Unobserved)基本變量，貪污指標，來體現。研究的結果，是從貪污層級指標，綜合分析中國貪污，在層級間的變遷及相互間的相關性。
Corruption has become a very serious problem in China. Since corruptions are an unobserved crime, we can only get a general impression on this problem without knowing exactly who is doing it. However, in order to figure out the true facts, we now use the same research approach as has been used on the study of the economic index of Stock-Watson. The research goal of this article is to establish a stratum corruption index of China so as to observe her corruption phenomena. This approach adopts the method of the dynamic OLS to the study of corruption. When we conducted this study, we neglected all environmental parameters other than the special one which is analyzed in this study. By analyzing every time-varying governmental expenditure, we gain a special parameter which we deem as the stratum corruption index of China. The dynamic OLS is a space state model, which is used in an attempt to find out the same parameter hidden behind every governmental expenditure. This parameter is defined as corruption. This parameter can be expressed by a single unobserved fundamental variable-corruption index. The result of the research is to conduct a complex analysis on the stratum's corruption index and compare it with the corruption events found in China.
期刊論文
1.孫德華、許永河、陳玥潼(20080400)。中國的經濟成長與貪污及制度建構間的關係。臺南科技大學通識教育學刊，7，頁259-285。new window  延伸查詢new window
2.Jain, Arvind K.(2001)。Corruption: A review。Journal of Economic Surveys，15(1)，71-121。  new window
3.Mauro, Paolo(1997)。Why Worry about Corruption。International Monetary Fund-Economic Issues，6，1-13。  new window
4.Mo, Pak Hung(2001)。Corruption and Economic Growth。Journal of Comparative Economics，29(1)，66-79。  new window
5.丁仁方(19990600)。統合化、半侍從結構與臺灣地方派系的轉型。政治科學論叢，10，59-82。new window  延伸查詢new window
6.Krueger, Anne O.(1974)。The Political Economy of the Rent-Seeking Society。American Economic Review，64(3)，291-303。  new window
7.Shleifer, Andrei、Vishny, Robert W.(1993)。Corruption。Quarterly Journal of Economics，108(3)，599-617。  new window
8.Barro, Robert J.(1990)。Government Spending in a Simple Model of Endogenous Growth。Journal of Political Economy，98(5)，S103-S125。  new window
9.徐瑞、張莉敏(2006)。由可變參數模型的狀態空間方程分析城鄕居民的消費需求。農業科學硏究，27(3)，54-56。  延伸查詢new window
10.彭浩偉(2007)。印度民間出奇招印製『0元鈔票』反貪。商業週刊，1014，154。  延伸查詢new window
11.董文泉、高鐵梅、陳磊、吳桂珍(1995)。Stock-Watson型景氣指數及其對我國經濟的應用。數量經濟技術經濟硏究，12，35。  延伸查詢new window
12.Bond, Jon R.、Fleisher, Richard、B. Wood, Dan(2003)。The Marginal and Time-Varying Effect of Public Approval on Presidential Success in Congress。The Journal of Politics，65(1)，92-110。  new window
13.Leff, N. H.(1964)。Economic Development through Bureaucratic Corruption。American Behavioural Scientist，11，8-14。  new window
14.Prado, West、Krystal(2001)。Multichannel Electroencephalographic Analyses via Dynamic Regression Models with Time-Varying Lag-Lead Structure。Applied Statistics，50(1)，95-109。  new window
15.Tahmiscioglu, A. Kamil(2001)。Intertemporal Variation in Financial Constraints on Investment A Time-Varying Parameter Approach Using Panel Data。Journal of Business & Economic Statistics，79(2)，153-165。  new window
研究報告
1.Mauro, Paolo(1996)。The Effects of Corruption on Growth, Investment, and Government Expenditure。Washington, DC：International Money Fund。  new window
2.Clements, Benedict、Hugounenq, Rejane、Schwartz, Gerd(1995)。Government Subsidies: Concepts, International trends and Reform Options。Washington, DC。  new window
3.Stock, J. H.、Mark, W. Watson(1988)。A Probability Model of the Coincident Economic Indicators。  new window
學位論文
1.孫德華(2002)。貪污腐敗之成因分析--一個理論與實證的探討(碩士論文)。國立成功大學。  延伸查詢new window
2.康書隆(2005)。外商直接投資對我國經濟影響的動態分析。國立大連東北財經大學。  延伸查詢new window
3.侯青(2007)。通貨膨脹目標制與我國貨幣政策框架的重構。國立泉州華僑大學。  延伸查詢new window
圖書
1.Rose-Ackerman, S.(1999)。Corruption and government。Cambridge：Cambridge University Press。  new window
2.Books, Chris(2002)。Introductory Econometrics for Finance。Cambridge：Cambridge University Press。  new window
3.Greene, William H.(2008)。Econometric Analysis。Upper Saddle River, NJ：Prentice Hall。  new window
4.Huntington, Samuel P.(1968)。Political Order in Changing Societies。Yale University Press。  new window
5.王曉丹(2007)。印度社會觀察。北京。  延伸查詢new window
6.李芳齢、Perkins, John(2007)。新帝國遊戲。台北。  延伸查詢new window
7.李培林(2008)。2008年中國社會形勢分析與預測。北京。  延伸查詢new window
8.林喆、馬長生、蔡雪冰(2002)。腐敗犯罪學硏究。北京。  延伸查詢new window
9.袁宗綺、Gifford, Bob(2007)。312號公路。台北。  延伸查詢new window
10.黃中憲、Perkins, John(2007)。美利堅帝國陰謀。台北。  延伸查詢new window
11.張連文、郭海鵬(2006)。貝葉斯網引論。北京。  延伸查詢new window
12.Chang, T. C.(2004)。Growth, Corruption and State Capacity: China in Comparative Perspective。Columbia。  new window
13.Moore, Stephen(1997)。Power and Corruption。U.K.。  new window
14.Nicholson, Walter(2002)。Microecnomic Theory。New York。  new window
15.Nicholson, W.(2002)。Microecnomic Theory。New York。  new window
16.OECD(2005)。Governance in China。Paris。  new window
17.Varian, Hal. R.(1992)。Microecnomic Analysis。New York。  new window
18.Ades, A.、Rafael, D. T.(1995)。National Champions and Corruption: Some Unpleasant Competitiveness Arithmetic。Oxford。  new window
19.俞可平(2004)。治理與善治。中國公民社會的與起與變遷。北京。  延伸查詢new window
20.Stone, Andrew、Levy, Brian、Paredes, Ricardo(1996)。Public Institutions and Private Transactions: a comparative analysis of the legal and regulatory environment for business transactions in Brazil and Chile。Empirical Studies in Institutional Change。New York and Melbourne。  new window
其他
1.林琮盛(2009)。搶大陸市場外商找機賄。  延伸查詢new window
2.張鐵志(2010)。中國的民生不能與民主脫勾。  延伸查詢new window
3.中國網─觀點中國(2010)。灰色收入不應回避，http://big5.china.com.cn/gate/big5/opinion.china.com.cn/opinion_19_619.html， 20101218。  new window
4.OECD(2008)。Challenge for the Pension in OECD，http://www.oecd.org/dataoecd/29/24/35048255.pdf， 20081012。  new window
圖書論文
1.Hutchcroft, Paul D.(1997)。The Politics of Privilege: Assessing the Impact of Rents, Corruption, and Clentelism on Third World Development。Political Corruption。Norwich：Page Bros。  new window
2.Stock, J. H.、Watson, M. W.(1989)。New indexes of coincident and leading economic indicators。NBER Macroeconomics Annual。  new window
3.Scott, James C.(1977)。Patron-Client Politics and Political Change in Southeast Asia。Friends, Followers, and Factions: A Reader in Political Clientelism。University of California Press。  new window
 
 
 
 
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