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完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 王泓仁(Hung-JenWang) | |
dc.contributor.author | Li-Wen Hsu | en |
dc.contributor.author | 許力文 | zh_TW |
dc.date.accessioned | 2021-05-20T20:05:33Z | - |
dc.date.available | 2009-08-17 | |
dc.date.available | 2021-05-20T20:05:33Z | - |
dc.date.copyright | 2009-08-17 | |
dc.date.issued | 2009 | |
dc.date.submitted | 2009-08-13 | |
dc.identifier.citation | Abel, Andrew B. (1985), “Inventories, stock-outs and production smoothing”, The Review of Economic Studies, 52(2), 283–293.
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(1987), “Seasonality, aggregation and the testing of the production smoothing hypothesis”, The American Economic Review, 77(3), 464–469. Ghali, Moheb A. (2003), “Production-planning horizon, production smoothing, and convexity of the cost functions”, International Journal of Production Economics, 81–82, 67–74. Hatanaka, Michio (1974), “An efficient two-step estimator for the dynamic adjustment model with autoregressive errors”, Journal of Econometrics, 2(3), 199–220. Holt, Charles C. et al. (1960), Planning production, inventories, and work force, Prentice Hall. Kahn, James A. (1987), “Inventories and the volatility of production”, The American Economic Review, 77(4), 667–679. Kahn, James A. (1992), “Why is productionmore volatile than sales? theory and evidence on the stockout-avoidance motive for inventory-holding”, The Quarterly Journal of Economics, 107(2), 481–510. Khan, Aubhik and Thomas, Julia K. (2007), “Inventories and the business cycle: An equilibrium analysis of (s,s) policies”, The American Economic Review, 97(4), 1165–1188. Krane, Spencer D. and Braun, Steven N. (1991), “Production smoothing evidence from physical-product data”, The Journal of Political Economy, 99(3), 558–581. Lovell, Michael (1961), “Manufacturers’ inventories, sales expectations, and the acceleration principle”, Econometrica, 29(3), 293–314. Lovell, Michael C. Comments on (1976), “Inventory behavior in durable-goods manufacturing: The target-adjustment model”, Brookings Papers on Economic Activity, (2), 351–408. Maccini, Louis J and Rossana, Robert J (1984), “Joint production, quasi-fixed factors of production, and investement in finished goods inventories”, Journal of Money, Credit and Banking, 16(2), 218–36. Maccini, Louis J. and Zabel, Edward (1996), “Serial correlation in demand, backlogging and production volatility”, International Economic Review, 37(2), 423– 452. Metzler, Lloyd A. 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(1987), “Evaluation of coverage and response in the manufacturers’ shipments, inventories, and orders survey”, in 1986 Proceedings of the Business and Economic Statistics Section, Alexandria, Va.: American Statis. Assoc. Wang, Hung-Jen (2002), “Nominal data and the production smoothing hypothesis”, Economics Letters, 76(2), 245–250. Wen, Yi (2005), “Understanding the inventory cycle”, Journal of Monetary Economics, 52(8), 1533–1555. West, Kenneth D. (1983), “A note on the econometric use of constant dollar inventory series”, Economics Letters, 13(4), 337–341. West, Kenneth D. (1986), “A variance bounds test of the linear quadratic inventory model”, The Journal of Political Economy, 94(2), 374–401. | |
dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/8976 | - |
dc.description.abstract | Krane and Braun (1991)在探討各產業存貨行為時, 觀察到若干生產原物料的產業,其持有存貨的動機及行為,似乎不同於其他生產最終消費品的產業。
本文以此觀察為出發,提出一個以Kahn (1987)所發展之避免缺貨模型為基礎的存貨模型, 解釋此一現象。我們在原始需求為AR(1)的假設下, 推導下游廠商的存貨行為, 並以此引伸出原物料需求, 作為分析上游廠商存貨行為的基礎, 最後比較雙方存貨行為差異。由理論模型得知,當原始需求呈現高度序列正相關時,上游廠商的生產波動相對於銷售波動而言,會大於下游廠商。 在實證方面,我們以「工業生產統計資料庫」中「工業產品群資料」為基礎, 以較嚴謹的方式, 計算上下游廠商生產波動對銷售波動的比值。結果發現, 上游廠商生產波動相對於銷售波動的比值, 較下游廠商大的產業樣本組中,其下游廠商所面對的需求, 大多具有高度的序列相關性。 這個結果與理論模型的預測相同, 因此本文推論, 上下游產業需求結構的差異, 為解釋產業間存貨行為差異的原因之一。 | zh_TW |
dc.description.provenance | Made available in DSpace on 2021-05-20T20:05:33Z (GMT). No. of bitstreams: 1 ntu-98-R96323019-1.pdf: 1203329 bytes, checksum: 1f2140f1619c6f0a7987e60beb53ad41 (MD5) Previous issue date: 2009 | en |
dc.description.tableofcontents | 1 前言 1
2 文獻回顧 5 2.1 早期研究及實證現象. . . . . . . . . . . . . 5 2.2 理論文獻. . . . . . . . . . . . . . . . . . 6 2.3 模型的選擇. . . . . . . . . . . . . . . . . 8 2.4 後續研究發展. . . . . . . . . . . . . . . 9 3 模型設定 11 3.1 廠商間互動及模型環境. . . . . . . . . . . 11 3.2 下游廠商之存貨行為. . . .. . . . . . . . . 14 3.3 上游廠商之存貨行為. . . . . . . . . . . . 18 3.4 產業間存貨行為之理論差異 . . . . . . . . . 22 3.5 模型設定小結. . . . . . . . . . . . . . . 24 4 實證分析 25 4.1 資料來源及簡介 . . . . . . . . . . . . . . 25 4.2 實體單位資料與生產平穩 . . . . . . . . . . 27 4.3 產業間存貨行為之實證差異 . . . . . . . . . 28 4.4 實證分析小結. . . . . . . . . . . . . . . 32 5 結語 33 附錄 35 A 圖形及其說明 36 A.1 產銷變異比之差異. . . . . . . . . . . . . 36 A.2 彙整資料之影響 . . . . . . . . . . . . . 37 B 表格及說明 38 B.1 存貨投資與產出間之關係 . . . . . . . . . 38 B.2 去除季節因素之產銷變異比 . . . . . . . . 39 B.3 工業產品群之資料說明 . . . . . . . . . . . 40 B.4 變異比對照表之計算說明 . . . . . . . . . . 42 B.5 產業對照表 . . . . . . . . . . . . . . . . 44 B.6 相關係數之估計誤差 . . . . . . . . . . . . 47 C 數學附錄49 C.1 最適決策求解過程. . . . . . . . . . . . . 49 C.2 產銷變異比之計算. . . . . . . . . . . . . 53 參考文獻 58 | |
dc.language.iso | zh-TW | |
dc.title | 產業間存貨行為差異之原因 | zh_TW |
dc.title | Inventory Behaviors in Upstreamand Downstream Industries: Theory and Evidence | en |
dc.type | Thesis | |
dc.date.schoolyear | 97-2 | |
dc.description.degree | 碩士 | |
dc.contributor.oralexamcommittee | 毛慶生,陳南光,姚睿 | |
dc.subject.keyword | 存貨行為,生產平穩,避免缺貨, | zh_TW |
dc.subject.keyword | Inventory Behavior,Production Smoothing,Stock Out Avoidance, | en |
dc.relation.page | 60 | |
dc.rights.note | 同意授權(全球公開) | |
dc.date.accepted | 2009-08-13 | |
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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