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題名:匯率變動對產業生產的影響:產業關聯分析
書刊名:財金論文叢刊
作者:洪振義 引用關係李見發 引用關係鍾怡君簡俊銘
作者(外文):Hong, Cheng-yihLi, Jian-faChung, Yi-chunChien, Chun-ming
出版日期:2012
卷期:17
頁次:頁43-59
主題關鍵詞:產業關聯分析波及效果模型匯率變動Input-output analysisSpill-over effect modelExchange rate change
原始連結:連回原系統網址new window
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在影響台灣經濟成長的主要因素中,出口爲重要的因素,所以出口的增加,將可提高經濟成長之動力。在金融危機過後,全球貿易衰退的現象,出口的減少充分顯現在這次的全球金融危機當中,由於台灣是出口導向的國家,因此對於我國的經濟產生很大衝撃。本文以採用行政院主計處所公布的95年產業關聯表作爲基礎,並以波及效果模型來探討當匯率變動時,對於台灣產業影響之程度。實證分析顯示,當台灣增加中國之出口最終需要爲35.05億美元,預期帶來經濟總和效果爲56.76億美元,其中包含直接效果30.1億美元、第一次間接波及效果20.79億美元及第二次間接波及效果5.87億美元。而台灣對美國之出口最終需要增加額爲10.92億美元,可以推估它所帶來經濟總和效果爲17.69億美元,其中包含直接效果、第一次間接波及效果及第二次間接波及效果之生產誘發額,分別爲9.38億美元、6.48億美元及1.83億元。另外,在七個部門之波及效果分析的實證結果,對於台灣出口中國及美國的主要部門皆是以服務業占最多,其次是機械業,最後才是化學業。
The economic growth in Taiwan is influenced by export. Thus, the export is one of the important factors in this process. Due to financial crisis and recession in the global trade, export had decreased throughout the period. As might have been known Taiwan is an export-oriented country, which will certainly have a great impact on Taiwan's economy.To given sequences by D.G.B.A.S (2006) accounting and statistics with the input-output table issued. In addition, spill-over effects model enable to explore of exchange rate changes the in Taiwan's industry. The research result suggests that Taiwan should do exports to China, which is about 3.505 billion dollars, and expected to gain 5.676 billion dollars for the economic total spillover effect, which includes the direct effect is 3.01 billion dollars, the first indirect spill-over effects is 2.079 billion dollars and the second indirect spill-over effect is 587 million dollars. In addition, Taiwan should do a big amount of exports to USA, which should be 1.092 billion dollars, and expected to gain 1.769 billion dollars for the economic total spill-over effect, which includes the direct effect, the first indirect of spill-over effects and the second indirect of spill-over effects is 938 million dollars, 648 million dollars and 183 million dollars respectively.Moreover, analysis of empirical results in the spill-over effects of the seven departments, the main sectors of Taiwan's exports to China and the United States are based on the services sector accounted for up to, followed by the machinery industry, and finally the chemical industry.
期刊論文
1.Zhang, Yanhong、Chang, Hui S.、Gauger, Jean.(2006)。The Threshold Effect of Exchange Rate Volatility on Trade Volume: Evdience from G-7 Countries。International Economic Journal,20(4),461-476。  new window
2.Pozo, S.(1992)。Conditional exchange rate volatility and volume of inter national trade: Evidence from the early 1900's。The Review of Economics and statistics,74,325-329。  new window
3.Pablo Ruiz-Napoles(2004)。Exports, growth, and employment in Mexico, 1978-2000。Journal of Post Keynesian Economics,27(1),105。  new window
4.Swamy, P. A. V. B.、Mehta, Jatinder. S.、Tavlas, George. S.(1997)。On the Assumptions used to Identify Structural-form Coefficients in terms of Reduced-form Coefficients。Journal of Applied Statistical Science,247-257。  new window
5.Dong He, Wenlang Zhang(2010)。How dependent is the Chinese economy on exports and in what sensehas its growth been export-led?。Journal of Asian Economics,87-104。  new window
6.張萃貞(20090300)。產業關聯表家計所得乘數之推估及其應用。經濟研究,9,27-58。new window  延伸查詢new window
7.張熙蕙、李怡璇、張萃貞、黃星滿(20100400)。美國房市景氣落底及對我國出口影響的探討。經濟研究,10,249-278。new window  延伸查詢new window
8.傅祖壇、張靜貞(20001200)。東南亞國協自由貿易區域組織對我國農產貿易之影響。東南亞區域研究通訊,12,30-39。new window  延伸查詢new window
9.王塗發(198603)。投入產出分析及其應用--臺灣地區實證研究。臺灣銀行季刊,37(1),186-218。new window  延伸查詢new window
10.Sukar, A. H.、Hassan, S.(2001)。US Exports and Time-Varying Volatility of Real Exchange Rate。Global Finance Journal,12(1),109-119。  new window
11.Gotur, P.(1985)。Effects of Exchange Rate Volatility on Trade: Some Further Evidence。International Monetary Fund Staff Papers,32(3),475-512。  new window
12.Klaassen, F.(2004)。Why is It so Difficult to Find an Effect of Exchange Rate Risk on Trade?。Journal of International Money and Finance,23,817-839。  new window
13.Kwak, S. J.、Yoo, S. H.、Chang, J. I.(2005)。The role of the maritime industry in the Korean national economy: an input-output analysis。Marine Policy,29(4),371-383。  new window
14.Ulan, M.、Tavlas, G. S.、Bailey, M. J.(1986)。Exchange Rate and Trade Performance: Evidence for the Big Seven Industrial Countries。Weltwirtschaftliches Archiv,122,466-476。  new window
15.Arize, Augustine C.(1997)。Conditional Exchange-Rate Volatility and the Volume of Foreign Trade: Evidence from Seven Industrialized Countries。Southern Economic Journal,64(1),235-254。  new window
16.Chowdhury, A. R.(1993)。Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error-correction Models。The Review of Economics and Statistics,75(4),700-706。  new window
17.Hooper, Peter、Kohlhagen, Steven W.。The Effect of Exchange Rate Uncertainty on the Prices and Volume of International Trade。Journal of International Economics,8(4),483-511。  new window
18.Kenen, P.、Rodrik, D.(1986)。Measuring and Analyzing the Effects of Short-term Volatility in Real Exchange Rates。The Review of Economics and Statistics,68(2),311-315。  new window
會議論文
1.林幸君、王韻婷(2008)。台灣能源消費變動因素之投入產出分析--SDA方法之應用。全國實證經濟論文研討會。臺北:臺灣大學。  延伸查詢new window
研究報告
1.李高朝(2005)。實用產業關聯分析精義。臺北:行政院經濟建設委員會。  延伸查詢new window
2.倪安順、楊幼文(2000)。臺灣地區運輸部門建設產業關聯效果研究。台北市:交通部運輸研究所。new window  延伸查詢new window
學位論文
1.紀乃文、林幸君(2010)。製造業產業空洞化?與產業關聯效果影響之探討(碩士論文)。國立嘉義大學。  延伸查詢new window
2.林育樟(2008)。應用投入產出分析模式探討我國運輸部門之產業關聯效果(碩士論文)。開南大學。  延伸查詢new window
3.林淑菁(2004)。油價變動的波及效果:台灣產業關聯表的實證分析(碩士論文)。世新大學。  延伸查詢new window
圖書
1.Akhtar, M. A.、Hilton, R. S.(1984)。Exchange Rate Uncertainty and International Trade: Some Conceptual Issues and New Estimates for Germany and the United States。Federal Reserve Bank of New York。  new window
2.Miller, Ronald E.、Blair, Peter D.(1985)。Input-Output Analysis: Foundations and Extensions。Prentice-Hall。  new window
 
 
 
 
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