台灣總體計量模型之產業結構探討

Abstract

本研究以探討產業結構變遷對於國內總體經濟發展之影響為主旨。首先回顧了過去對於產業結構、產業結構與勞動市場、失業率與總體經濟成長研究之文獻，再參考先進者對於總體經濟計量模型之建構認知，並將產業結構變動之衡量方式，加入總體經濟計量模型，用以探討產業結構與總體經濟之間的互動關係。 模型之設定邏輯乃構基在將總體經濟給予不同部門及市場之分類，藉由單一方程式之設立，將相關之經濟變數予以連結，而方程式間亦存在共同變動之因子。因此透過一條條方程式之建立，逐漸將總體經濟的運作方式以方程式間之互動行為予以捕捉。模型之擬真能力可以從其樣本內與樣本外之預測能力檢視，由於預測之樣本數並不夠大，故於本研究並沒有以統計方法來予以檢定，相對地，以既有之預測能力表現指標來對模型運作能力進行檢視。 透過模型之靜態與動態之預測能力之檢定後，針對台灣人口成長、國際油價變動與中國經濟軟著陸等情境，各自設定對應之外生或內生變數予以設定後，利用模型之動態隨機式預測進行情境分析，藉以針對台灣未來可能或即將面對之國際局勢之變動，所造成之國內總體經濟之震盪作出前瞻性的展望。

This is a study conducted to explore the role of industrial structure to macroeconomic environment in Taiwan. Initially, by reviewing relevant papers about ways to measure industrial structure、industry and labor market、unemployment rate and economic growth and originating from many research with macro-econometric model, I get a basic idea to establish the model for this topic. While building the macro-econometric model, it is required to divide the economy into many sectors and markets. Linkage among the variables will be connected through the setup of the equation or the function. These linkages can help the model to make a simulation of the way real economy circulates, and this macro-economy will be much well-working just as the structure of the model’s equations becomes complete. To examine the accuracy that model works, it needs to take a look on the prediction of in-sample and out-sample with some criterions. After checking the ability the model works, this study starts to do scenario analysis on this model. First, the fertility rate in Taiwan rises due to government’s promotion of family planning policy, and it aims support for population growth rate.. Second, world oil price increases steadily in following years. Finally, the soft landing of China affects Taiwan. These three cases are highly expected to meet in future. By doing the scenario analysis, it may provide some help to have more comprehension about Taiwan economy’s prospect.