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標題: | 電子及光學產業全球價值鏈參與對出口匯率彈性的影響—以中、日、韓、台、馬、星為例 The Impact of Global Value Chain Participation on the Elasticity of Export Exchange Rates in Computer, Electronic and Optical Equipment Industry - A Case Study of China, Japan, Korea, Taiwan, Malaysia, and Singapore |
作者: | Te-Hui Huang 黃德惠 |
指導教授: | 陳思寬 |
關鍵字: | 全球價值鏈,實質有效匯率,電子及光學產品,時間序列,追蹤資料分析, Global Value Chain,Real Effective Exchange Rate,Electrical and Optical Equipment,Time Series,Panel Data Analysis, |
出版年 : | 2018 |
學位: | 碩士 |
摘要: | 日本、韓國、台灣、中國、馬來西亞、新加坡等經濟體,為東亞主要出口電子及光學產品類別的國家,且皆具有以出口促進經濟的相同特點,因此匯率對該六國出口的影響是相當重要的議題,但近期的研究中,漸漸地不再認為透過影響價格競爭力的政策,可實際達到增加出口的效果,其主要的原因之一為全球價值鏈的貿易型態,逐漸改變了匯率對於各國實質出口的影響。
本文以6國於2000至2011年間的追蹤資料型態分析,資料為生產者物價指數所計算的電子及光學產品類別實質有效匯率,併以全球價值鏈中對於加工出口國家影響最大的向後連鎖,以及各國面對的外國實質所得與顯示性比較優勢,測試在全球價值鏈的影響下,實質有效匯率的波動,對附加價值實質出口之影響程度;以追蹤資料的時間序列進行實證,透過單根及共整合檢定,最終以DOLS模型進行分析,雖然因為樣本數量過少,使得結果不顯著,但從大方向來看,各國仍可透過提升產業生產的競爭力,增加實質出口,而非如過去一般,以貶值獲得出口價格競爭力,達到刺激出口的效果。 In East Asia, Japan, Korea, Taiwan, China, Malaysia, and Singapore are the main exporter of electrical and optical equipment. All of the six countries are export-oriented. Naturally, the exchange rate for these economies is an important factor for the economic development and growth. However, recent research shows that the effect of depreciation of exchange rate to promote export has weakened. One of the explanations is the flourish of Global Value Chains (GVCs). This essay adopted a panel framework to study the electrical and optical equipment sector of these six economies over the year of 2000 to 2011. The model in this essay included the data of the industrial real effective exchange rate (REER), the GVCs backward linkage index, the real foreign GDP, and the revealed comparative advantages. The electrical and optical equipment industrial REER represents the price of competitiveness and is based on the sectoral producer price index. The GVCs backward linkage index, which contained the share of foreign value added, offers the measurement for the export. The real foreign GDP is a proxy for the global demand. The revealed comparative advantages show the relative advantage of the exporter in the GVCs. The empirical model adopted the panel unit root test, cointegration test, and dynamic OLS. Under the available but insufficient data, the empirical results imply that depreciation policy has less effect on promotion of price competitiveness of electrical and optical equipment for all these economies. |
URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/69759 |
DOI: | 10.6342/NTU201800686 |
全文授權: | 有償授權 |
顯示於系所單位: | 國際企業學系 |
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