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題名：美國景氣循環期間穩定性､相依性及政策影響力--另一種實證分析方法
書刊名：經濟論文叢刊
作者：李紀珠
出版日期：1993
卷期：21:2
頁次：頁99-122
主題關鍵詞：政策；相依性；美國；景氣循環；穩定性
原始連結：連回原系統網址new window
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　　　　　本文目的是利用Markov隨機轉換程序觀念，來建立新的景氣狀態期間估 計模型及檢定景氣狀態轉換期間相依性的方法，並探討政策工具對景氣狀態期間 之影響。在我們以1888年5月以來美國景氣循環為實證對象時，發現二次大戰後 美國景氣循環較戰前來得期間穩定，且整個循環週期期間戰後明顯增長，而景氣 狀態不論是由擴張轉為緊縮或由緊縮轉為擴張，且不論戰前或戰後皆存在正期間 相依性，而整個循環週期結束之轉換率亦其正期間相依性。此外，政府支出擴張 確實有助於擴張期之延長，而寬鬆的貨幣供給則有助於緊縮期間之縮短，故政府 支出與貨幣供給調整對影響景氣循環期間穩定的作用並不對稱，而失業保險計劃 的推行，則有增長緊縮期間的現象。
　　　　　The purpose of this paper is to construct a new estimatable and testablemodel by employing Markov stochastic switch process, in order to estimate the duration and test the duration dependence of business cycle. Atthe same time, we attempt to understand the effect of discretionary government policy and unemployment insurance program on duration. Taking U.S. business cycles for empirical study, we found postwar durations aremore stable and the whole cycle durations are longer. Both contractionsand expansions do exist positive duration dependence either pre-or post-World War II, and whole cycles also display positive duration dependence. The growth rate of real government expenditure expanding willlengthen the expansion duration, and the growth rate of money supplyincreasing will shorten contraction duration. Moreover, unemploymentinsurance program do lengthen the contraction durations.
期刊論文
1.Fisher, I.(1925)。Our Unstable Dollar and the So-called Business Cycle。Journal of American Statistical Association，20，179-202。  new window
2.Kiefer, N. M.(1988)。Economic Duration Data and Hazard Functions。Journal of Economic Literature，26(2)，646-679。  new window
3.Meyer, Bruce D.(1990)。Unemployment Insurance and Unemployment Spells。Econometrica，58(4)，757-782。  new window
4.Gerlach, S.(1988)。World Business Cycles under Fixed and Flexible Exchange Rates。Journal of Money, Credit, and Banking，20，621-632。  new window
5.Sichel, D. E.(1991)。Business Cycle Duration Dependence: A Parametric Approach。Review of Economics and Statistics，73，254-260。  new window
6.Baily, M. N.(1978)。Stabilization Policy and Private Economic Behavior。Brookings Papers on Economic Activity，1，11-60。  new window
7.Balke, Nathan S.、Gordon, Robert J.(1989)。The Estimation of Prewar Gross National Product: Methodology and New Evidence。Journal of Political Economy，97，38-92。  new window
8.Baxter, M.(1991)。Business Cycle. Stylized Facts, and the Exchange Rate Regime: Evidence from the United States。Journal of International Money and Finance，10，71-88。  new window
9.Baxter, M.、Stockman, A. C.(1989)。Business, Cycle and The Exchange Rate Regime: Some International Evidence。Journal of Monetary Economics，23，377-400。  new window
10.Burns, A. F.(1960)。Progress toward Economic Stability。Economic Review，50，1-19。  new window
11.Diebold, F.、Rudebusch, G.(1990)。A Nonparametric Investigation of Duration Dependence in the American Business Cycle。Journal of Political Economy，596-616。  new window
12.Diebold, F.、Rudebusch, G.(1992)。Have Postwar Economic Fluctuation Been Stabilized?。American Economic Review，82(4)，993-1005。  new window
13.Lebergott, S.(1986)。Diffusion and Timing of Business Cycle Turning Points。Journal of Economic History，46，367-371。  new window
14.McCulloch, J. H.(1975)。The Monte-Carlo Cycle in Business Activity。Economic Inquiry，303-321。  new window
15.Neftic, S. N.(1982)。Optimal Prediction of Cyclical Downturns。Journal of Economic Dynamics and Control，4，225-241。  new window
16.Romer, C. D.(1986)。Spurious Volatility in Historical Unemployment Data。Journal of Political Economy，94，1-37。  new window
17.Romer, C. D.(1986)。Is the Stabilization of the Postwar Economy a Figment of the Data?。American Economic Review，76，314-334。  new window
18.Romer, C. D.(1986)。New Estimates of Prewar Gross National Product and Unemployment。Journal of Economic History，46，341-352。  new window
19.Romer, C. D.(1988)。World War I and the Postwar Depression: A Reinterpretation Based on Alternative Estimates of GNP。Journal of Monetary Economics，22，91-115。  new window
20.Romer, Christina D.(1989)。The Prewar Business Cycle Reconsidered: New Estimates of Gross National Product, 1869-1908。Journal of Political Economy，97，1-37。  new window
21.Savin, N. E.(1977)。A Test of the Monte-Carlo Hypothesis Comment。Economic Inquiry，613-617。  new window
22.Weir, D. R.(1986)。The Reliability of Historical Macroeconomic Data for Comparing Cyclical Stability。Journal of Economic History，46，353-365。  new window
23.Zarnowitz, V.(1985)。Recent Work on Business Cycles in Historical Perspective。Journal of Economic Literature，23，523-580。  new window
24.Hamilton, James D.(1989)。A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle。Econometrica: Journal of the Econometric Society，57(2)，357-384。  new window
會議論文
1.張清溪、駱明慶(1991)。台灣勞動力失業期間的研究。勞動市場與勞資關係研討會。台北。  延伸查詢new window
研究報告
1.De Leeuw, F.(1987)。Do Expansion Have Memory?。  new window
2.Diebold, F.、Rudebusch, G.(1987)。Does the Business Cycle Have Duration Memory?。  new window
3.Zarnowitz, V.(1989)。Reacts and Factors in the Recent Evolution of Business Cycles in the United States。Cambridge, MA：National Bureau of Economic Research。  new window
圖書
1.蕭峰雄、洪慧燕(1992)。景氣分析與對策。台北市：遠東經濟研究顧問社有限公司。  延伸查詢new window
2.Miller, R. G.(1981)。Survival Analysis。NY：John Wiley and Sons。  new window
3.Albel, A. B.、Bernake, B. S.(1992)。Macroeconomics。Addison-Wesley Publishing Company。  new window
4.Bry, G.(1971)。Cyclical Analysis of Time Series, Selected Procedures and Computer Programs。National Bureau of Economic Research。  new window
5.Burns, Arthur F.、Mitchell, Wesley C.(1946)。Measuring Business Cycles。New York：National Bureau of Economic Research。  new window
6.Cox, D. R.、Oakes, D.(1983)。Analysis of Survival Date, Monographs on Statistics and Applied Probability。Chapman and Hall。  new window
7.Gordon, R.(1986)。The American Business Cycle: Continuity and Change。The University of Chicago Press。  new window
8.International Monetary Fund(1992)。International Financial Statistics。International Monetary Fund。  new window
9.Kalbfleisch, John D.、Prentice, Ross L.(1980)。The Statistical Analysis of Failure Time Data。New York：John Wiley and Sons。  new window
10.Kendrick, J. W.(1961)。Productivity Trends in the United States。Princeton：Princeton University Press。  new window
11.Lawless, J. F.(1982)。Statistical Models and Method for Life Time Data。N.Y.：Wiley。  new window
12.(1991)。Survey of Current Business。U.S. Department of Commerce。  new window
其他
1.Johnso, G.(1987)。On the Prediction of Turning Points in the Time Series of the Unemployment Rate，University of Michigan。  new window
圖書論文
1.DeLong, J. Bradford、Summer, Lawrence H.(1986)。The Changing Cyclical Variability of Economic Activity in the United States。The American Business Cycle: Continuity and Change。Chicago：University of Chicago Press。  new window
2.De Long, J. Bradford、Summer, L. H.(1988)。How Does Macroeconomic Policy Affect Out-put?。Brookings Papers on Economic Activity。  new window
3.Mussa, Michael L.(1986)。Nominal Exchange Rate Regimes and the Behavior of Real Exchange Rates。Real Business Cycles, Real Exchange Rates and Actual Policies。Amsterdam：North-Holland。  new window
 
 
 
 
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