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完整後設資料紀錄
DC 欄位 | 值 | 語言 |
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dc.contributor.advisor | 陳旭昇(Shiu-Sheng Chen) | |
dc.contributor.author | Kuan-Hsuan Liang | en |
dc.contributor.author | 梁冠璇 | zh_TW |
dc.date.accessioned | 2021-06-17T06:14:31Z | - |
dc.date.available | 2020-09-25 | |
dc.date.copyright | 2018-09-25 | |
dc.date.issued | 2018 | |
dc.date.submitted | 2018-09-17 | |
dc.identifier.citation | 王泓仁(2005),”台灣匯率對我國經濟金融活動之影響”,《中央銀行季刊》,27(1),13-46。
杜巧霞等(2014),”全球價值鏈發展對我國經貿關係之意涵”,經濟部國際貿易局與外交部委託研究計畫。 林建甫等(2016),”紅色供應鏈對台灣產業之影響評估”,臺灣證券交易所股份有限公司委託研究計畫。 徐千婷(2006),”匯率與總體經濟變數之關係:台灣實證分析”,《中央銀行季刊》,28(4),13-42。 張博欽(2015),”從全球價值鏈之附加價值分析法探討我國金融業的角色與定位”,《台灣經濟研究月刊》,38(6),89-96。 陳旭昇(2016),”央行「阻升不阻貶」? -再探台灣匯率不對稱干預政策”,《經濟論文叢刊》,44(2),187-213。 陳旭昇與吳聰敏(2008),”台灣匯率制度初探”,《經濟論文叢刊》,36(2),147-182。 黃台心(2002),”出口與經濟成長的因果關係:台灣的實證研究”,《經濟論文叢刊》,30(4),465-490。 楊雅惠與許嘉棟(2005),”新台幣匯率與央行干預行為”,《台灣經濟預測與政策》,35(2),23-41。 蔡佩珍(2015),”全球價值鏈重組對臺灣分工地位之衝擊”,《經濟研究》,15,77-102。 Ahmed, Swarnali et al. (2015), “Depreciations without Exports? Global Value Chains and the Exchange Rate Elasticity of Exports”, World Bank Policy Research Working Paper WPS7390, Washington DC. - (2017), “Global Value Chains and the Exchange Rate Elasticity of Exports”, B.E. Journal of Macroeconomics, 17(1), 1-24. Bang, Hokyung and Misook Park (2017), “Global Value Chain and its Impact on the Linkage between Exchange Rate and Export: Cases of China, Japan and Korea”, The World Economy, 1-25. Elliott, Graham et al. (1996), “Efficient tests for an autoregressive unit root”, Econometrica, 64(4), 813-836. Hausmann, Ricardo et al. (2005), “Growth Accelerations”, Journal of Economic Growth, 10, 303-329. Herderson, Tamara (2018), “Strong Asian Currencies Will Hit India, China Exports Hardest”, Bloomberg, March 12, url = https://www.bloomberg.com/news/articles/2018-03-12/india-china-exports-most-at-risk-from-currency-strength-in-asia. Kilian, Lutz (2009), “Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market”, American Economic Review, 99(3), 1053-1069. Koopman, Robert et al. (2014), “Tracing Value-Added and Double Counting in Gross Exports”, American Economic Review, 104(2), 459-494. Krugman, Paul (2015), “Strength is Weakness”, New York Times, March 13, url = https://www.nytimes.com/2015/03/13/opinion/paul-krugman-strength-is-weakness.html. - (2016), “The Return of Elasticity Pessimism”, New York Times, April 16, url = https://krugman.blogs.nytimes.com/2016/04/16/the-return-of-elasticity-pessimism-wonkish/. Leigh, D. et al. (2017), “Exchange Rates and Trade: A Disconnect?”, IMF Working Pater WP/17/58. Nelson, Charles R. and Charles I. Plosser (1982), “Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications”, Journal of Monetary Economics, 10(2), 139-162. Obstfeld, Maurice and Kenneth Rogoff (2007), “The Unsustainable U.S. Current Account Position Revisited”, in Richard H. Clarida (ed.), G7 Current Account Imbalances: Sustainability and Adjustment, Chicago: University of Chicago Press, 339-376. Ollivaud, P. et al. (2015), “The Changing Role of the Exchange Rate for Macroeconomic Adjustment”, OECD Economics Department Working Paper No. 1190. Rodrik, Dani (2008), “The Real Exchange Rate and Economic Growth”, Brookings Papers on Economic Activity, Fall 2008, ed. D.W. Elmendorf, N.G. Mankiw, and L.H. Summers, 365-412. | |
dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/71908 | - |
dc.description.abstract | 本文的目的是分析台灣出口貿易與匯率之間的關係。我們試圖檢視是否真如外界一般咸認,新台幣貶值有利於出口。同時,我們進一步探討台灣在全球價值鏈之參與程度如何影響匯率與出口之間的關係。台灣出口產業企盼中央銀行可以維持低匯率,讓台灣產品具國際競爭力。然而,隨著出口產品所需的進口中間財投入比例增加,出口的匯率彈性亦可能會因而下降,亦即,匯率貶值對於刺激出口的效果未必能符合預期。
本研究以 1996:M1-2011:M12 的月資料,透過時間序列模型分析,檢視出口與匯率之間的動態關係。實證結果發現,貨幣貶值在早期有助於出口增加,此結果與外界的預期一致。然而,隨著近年國際情勢及雙邊貿易競合等因素改變,匯率與出口的關係似乎開始呈現脫鉤的現象。尤有甚者,由於我國全球價值鏈參與程度很高,進而影響兩者之間的關係,使得出口匯率彈性呈現具有統計顯著性的下降。即使只考慮 2007 年全球金融危機之前的樣本期間 (1996:M1-2007:M12),實證結果並無二致。 | zh_TW |
dc.description.abstract | This study aims to analyze the relationship between Taiwan's exports and the New Taiwan (NT) dollar exchange rate. In particular, we exam whether a depreciation of NT dollar helps to boost exports. We further explore how Taiwan's participation in global value chains has affected the relationship between exchange rates and exports. As the proportion of imported intermediate materials required for export products increases, the exchange rate elasticity of exports may decline accordingly. That is, the effect of exchange rate depreciation on stimulating exports may not be in line with expectations. Using monthly data from 1996 to 2011, it is found that currency depreciation is beneficial to exports in the early sample periods. However, with the changes in international business environment and bilateral trade competition in recent years, the relationship between exchange rate and exports seems to be weakened. In particular, due to Taiwan's growing participation in global value chains, the exchange rate elasticity of exports has declined with statistical significance. Even considering the period before the Great Recession, the empirical results remain robust. | en |
dc.description.provenance | Made available in DSpace on 2021-06-17T06:14:31Z (GMT). No. of bitstreams: 1 ntu-107-P05323027-1.pdf: 1583057 bytes, checksum: 802d1cadd8f1fb59bc7c55e1d2fd881a (MD5) Previous issue date: 2018 | en |
dc.description.tableofcontents | 口試委員會審定書 i
謝辭 ii 中文摘要 iii 英文摘要 iv 1. 前言 1 2. 實證模型 5 3. 資料描述 7 4. 實證結果 9 4.1 出口的匯率彈性 9 4.2 全球價值鏈參與程度對出口匯率彈性的影響 10 5. 穩健度分析 11 6. 結語 12 參考文獻 14 | |
dc.language.iso | zh-TW | |
dc.title | 新台幣貶值是否有助於我國出口? | zh_TW |
dc.title | Can the Depreciation of NT Dollar be Beneficial to Exports? | en |
dc.type | Thesis | |
dc.date.schoolyear | 107-1 | |
dc.description.degree | 碩士 | |
dc.contributor.oralexamcommittee | 駱明慶(Ming-Ching Luoh),張勝凱(Sheng-Kai Chang) | |
dc.subject.keyword | 出口,匯率,出口匯率彈性,貨幣貶值,全球價值鏈, | zh_TW |
dc.subject.keyword | export,exchange rate,exchange rate elasticity of exports,currency depreciation,GVC, | en |
dc.relation.page | 23 | |
dc.identifier.doi | 10.6342/NTU201804125 | |
dc.rights.note | 有償授權 | |
dc.date.accepted | 2018-09-18 | |
dc.contributor.author-college | 社會科學院 | zh_TW |
dc.contributor.author-dept | 經濟學研究所 | zh_TW |
顯示於系所單位: | 經濟學系 |
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