台灣所得分配總體計量研究

Abstract

近幾年來，因經濟的不景氣，使國內的所得分配持續惡化，導致在媒體新聞中時常可見因所得不均所帶來的社會亂象，一方面有因失業帶全家走上絕路的悲劇，也時有耳聞上億元的豪宒供不應求，而所得分配的改善與惡化對台灣總體經濟何響影呢？台灣早期的經濟發展過程，曾經以「均」和「富」讓世界各國所稱羡，但近年來因中國崛起和全球化的雙重衝擊下，台灣似乎面臨一結構性的轉變，而所得分配其中又扮演什麼樣的角色呢？ 首先本研究利用台灣總體經濟資料，建立一台灣總體經濟計量模型，其包含79條方程式(46條結構式及33條定義式)，79個內生變數與28個外生變數，並使用國際間常用的所得分配衡量指標-吉尼係數來反應我國所得分配的情形。模型採用樣本期間包括1960年第1季至2006年第3季。 本研究分別利用總體計量模型討論，發現吉尼係數與台灣經濟成長間為負向關係，即所得分配愈平均有利於台灣經濟成長。利用總體計量模型做樣本內配適與樣本外基準預測，預估2007年至2009年經濟成長率約為4%到6%，吉尼係數界於0.34至0.37。最後利用情境分析分別討論 (1)吉尼係數(2)對外直接投資(3)外國對本國直接投資及(4)中國GDP改變下對台灣的衝擊。其情境分析的結果分別為，所得分配的改善有利於經濟成長；對外直接投資的增加不利長期經濟發展及所得分配；而外國直接對本國投資增加有利於經濟發展但所得分配會惡化；最後中國經濟成長有利於本國經濟，但會帶來所得分配的惡化。

This paper studies the relationship between income inequality and economic growth in Taiwan. It uses the data in Taiwan to build a macro-econometric model for the Taiwan economy, and use it to forecast the economy’s future performance, and perform scenario analysis under various unpredictable shocks. It includes 79 equations and 109 variables. This paper uses the Gini coefficient to represent the income distribution for Taiwan. Our sample of this model includes from the first quarter in 1960 to the third quarter in 2006. We find that there is negative relationship between the Gini coefficient and economic growth rate in our model. We generate the prediction of the economy from the first quarter in 2007 to the forth quarter in 2009. Our prediction on the range of the GDP growth rate is between 4 % to 6% from the first quarter in 2007 to the forth quarter in 2009, with the prediction on the Gini coefficient between 0.35 to 0.37 at the same interval. Moreover, we can also use the scenario analysis concerning other variations on topic such as income distribution, outward foreign indirect investment, inward foreign indirect investment and China’s economic growth rate. The income inequality has a negative effect on economic growth rate. The outward foreign indirect investment has a negative effect on the economic growth rate and a positive effect on the income inequality. The inward foreign indirect investment has a positive effect on the economic growth rate and the income inequality. Finally, the economic growth rate in China has a positive effect on the economic growth rate and income inequality in Taiwan. Generally speaking, our model's predictions perform well and without any sharp rising and falling. The direction of future study and improvement are appointed in the end of this thesis.