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題名：臺灣主要貿易預測之績效評析--以中華經濟研究院、行政院主計總處與中央研究院經濟研究所為例
書刊名：臺灣經濟預測與政策
作者：周大森 引用關係／林建甫 引用關係／林世昌 引用關係
作者(外文)：Chou, Ta-sheng／Lin, Chien-fu／Lin, Eric S.
出版日期：2013
卷期：44:1
頁次：頁81-132
主題關鍵詞：貿易預測；預測評估；預測有用性檢定；Trade forecasts；Forecast evaluation；Usefulness tests of forecasts
原始連結：連回原系統網址new window
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  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
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  • 共同引用共同引用:30
  • 點閱點閱:49
中華經濟研究院、行政院主計總處與中央研究院經濟研究所發布的貿易預測受到國內公、私部門使用者重視，本文由傳統以及晚近發展的計量方法等不同觀點，研析該三個機構1996年至2010年的貿易預測績效。實證結果顯示三個機構對隔年方向變化之預測，幾乎為統計顯著的優質狀況。根據Ashley的預測有用性指標，三個機構的當季與後一季預測頗優；此外，Lin et al.（2011）的預測有用性檢定亦支持三者的年預測均展現極佳的有用性。綜合言之，主計總處的當年預測、中研院經濟所的後一年預測，最能讓使用者安心引用；而臺灣對主要貿易夥伴的出、進口變化，中經院的當年預測，亦屬優良。
The trade forecast for Taiwan conducted by the Chung-Hua Institution for Economic Research (CIER), the Directorate-General of Budget, Accounting and Statistics (DGBAS), and the Institute of Economics, Academia Sinica (lEAS) has received considerable attention from decision makers in the private and public sectors. We evaluate the forecasting performance of the three institutions in terms of the conventional criteria and the usefulness tests recently developed by Lin et al. (2011). More specifically, we analyze the samples for the annual and quarterly projections released by CIER, DGBAS and IEAS from 1996 to 2010. Our findings are as follows. First, the directional accuracy statistics show that the one-year-ahead annual projections are generally well produced. Second, Ashley's usefulness statistics indicate that the current-quarter forecasts released by those institutions perform the best. In addition, based on the tests for usefulness (Lin et al., 2011), the annual forecasts have also done a good job. Overall, the current year forecasts (prepared in the middle of the same year) produced by DGBAS and the next-year forecasts (prepared at the end of each year) produced by IEAS perform the best. Meanwhile, the current-year forecasts for the changes in trade between Taiwan and specific countries produced by CIER also provide useful information.
期刊論文
1.梁國源、周大森(20021000)。臺灣經濟預測引用國際數據之檢視--以WEFA、IMF與OECD為例。臺灣經濟預測與政策，33(1)，41-74。new window  延伸查詢new window
2.欉清全、李政峰、郭炳伸(20060900)。過濾自體抽樣預測績效檢定量。經濟論文叢刊，34(3)，317-334。new window  延伸查詢new window
3.陳宜廷、徐士勛、劉瑞文、莊額嘉(20110300)。經濟成長率預測之評估與更新。經濟論文叢刊，39(1)，1-44。new window  延伸查詢new window
4.欉清全、李政峰、郭炳伸(20050300)。預測績效檢定：簡單迴歸之應用。經濟論文，33(1)，1-33。new window  延伸查詢new window
5.Abeysinghe, T.(1998)。Forecasting Singapore’s Quarterly GDP with Monthly External Trade。International Journal of Forecasting，14(4)，505-513。  new window
6.Holden, K.、Peel, D. A.(1990)。On Testing for Unbiasedness and Efficiency of Forecasts。The Manchester School，58(2)，120-127。  new window
7.Lin, E. S.、Chou, P. H.、Chou, T. S.(2011)。Testing for the Usefulness of Forecasts。Journal of Forecasting，30(5)，469-489。  new window
8.Summers, P. M.(2001)。Forecasting Australia’s Economic Performance during theAsian Crisis。International Journal of Forecasting，17(3)，499-515。  new window
9.Ashley, R.(1983)。On the Usefulness of Macroeconomic Forecasts as Inputs to Forecasting Models。Journal of Forecasting，2(3)，211-223。  new window
10.Chong, Y. Y.、Hendry, D. F.(1986)。Econometric Evaluation of Linear Macroeconometric Models。Review of Economic Studies，53(4)，671-690。  new window
11.Cicarelli, J.(1982)。A New Method of Evaluating the Accuracy of Economic Forecasts。Journal of Macroeconomics，4(4)，469-475。  new window
12.Moriarty, M. M.(1985)。Design Features of Forecasting Systems Involving Management Judgements。Journal of Marketing Research，22(4)，353-364。  new window
13.Pons, J.(2000)。The Accuracy of IMF and OECD Forecasts for G7 Countries。Journal of Forecasting，19(1)，53-63。  new window
14.Stekler, H. O.(1994)。Are Economic Forecasts Valuable。Journal of Forecasting，13(6)，495–505。  new window
15.Fair, R. C.、Shiller, R. J.(1990)。Comparing Information in Forecasts from Econometric Models。American Economic Review，80(3)，375-389。  new window
16.Levine, Ross、Renelt, David(1992)。A Sensitivity Analysis of Cross-Country Growth Regressions。American Economic Review，82(4)，942-963。  new window
17.Henriksson, Roy D.、Merton, Robert C.(1981)。On market timing and investment performance II: Statistical procedures for evaluating forecasting skills。Journal of Business，54(4)，513-533。  new window
18.梁國源(19950300)。臺灣兩個主要總體經濟季模型預測能力之評估。經濟論文叢刊，23(1)，43-82。new window  延伸查詢new window
19.Politis, D. N.、Romano, J. P.(1994)。The Stationary Bootstrap。Journal of the American Statistical Association，89(428)，1303-1313。  new window
20.黃台心(20021200)。出口與經濟成長的因果關係：臺灣的實證研究。經濟論文叢刊，30(4)，465-490。new window  延伸查詢new window
21.Diebold, Francis X.、Mariano, Roberto S.(1995)。Comparing Predictive Accuracy。Journal of Business and Economic Statistics，13(3)，253-263。  new window
22.Newey, Whitney K.、West, Kenneth D.(1987)。A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。Econometrica，55(3)，703-708。  new window
研究報告
1.林祖嘉、譚瑾瑜(2011)。兩岸經濟合作與東亞區域經濟整合新契機。  延伸查詢new window
2.Baldwin, R.、Seghezza, E.(1996)。Trade-Induced Investment-Led Growth。  new window
3.Dollar, D.、Kraay, A.(2001)。Growth Is Good for the Poor。  new window
圖書
1.Barrionuevo, J. M.(1993)。How Accurate Are the World Economic Outlook。Staff Studies for the World Economic Outlook。Washington, DC：International Monetary Fund。  new window
2.Diebold, F. X.(2004)。Elements of Forecasting。Cincinnati, OH：South-Western College Publishing。  new window
3.Theil, Henri(1966)。Applied Economic Forecasting。Amsterdam：North-Holland Publishing Co.。  new window
4.Clements, M. P.、Hendry, D. F.(1998)。Forecasting Economic Time Series。Cam-bridge, MA：Cambridge University Press。  new window
圖書論文
1.Hiris, L.、Guha, D.(2001)。A Cyclical Framework for Forecasting Trade Flows。International Public Policy and Regionalism at the Turn of the Century。Amsterdam：Emerald Group Publishing Limited。  new window
2.Mincer, J.、Zarnowitz, V.(1969)。The Evaluation of Economic Forecasts。Economic Forecasts and Expectations。New York：National Bureau of Economic Research。  new window
 
 
 
 
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