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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 | 林建甫(Chien-Fu Lin) | |
dc.contributor.author | Hsiao-Ching Tseng | en |
dc.contributor.author | 曾筱晴 | zh_TW |
dc.date.accessioned | 2021-06-17T02:22:10Z | - |
dc.date.available | 2025-08-17 | |
dc.date.copyright | 2020-08-21 | |
dc.date.issued | 2020 | |
dc.date.submitted | 2020-08-18 | |
dc.identifier.citation | 中文文獻 何金巡 (2005),「供需估測季模型9408號」,行政院主計總處第三局。 何金巡、林建甫、周麗芳 (2005),「油價、景氣與政府財政的總體經濟分析」,2005年總體經濟計量模型研討會,中央研究院經濟研究所及行政院主計總處。 何金巡、林建甫、周濟、周麗芳 (2007),「油價高漲年代政府油價政策對政府財政政策及總體經濟之影響與預測」, 2007年總體經濟計量模型研討會,中央經濟研究院。 林金龍 (2003),「利率政策的傳遞機制及其對總體經濟金融影響效果之實證分析」,《中央銀行季刊》,25(1),頁5-48。 吳佩璇、林雅雯 (2016),「總體經濟計量年模型之研修」,《主計月刊》,727,頁90-92。 吳中書、高志祥、蘇文瑩、陳雅玟、單易、王淑娟、蔡秀慧、黃純宜、羅雅惠(2002),「包含失業隔閡之總供需估測模型台灣經濟預測與政策」,《台灣經濟預測與政策》,33(1),頁111-160,中央研究院經濟研究所。 吳中書 (2005),「我國所得稅最低稅負制度對總體所得與物價影響之研究」,財政部賦稅署研究報告,頁1-37。 林建甫(2006),「台灣總體經濟金融模型之建立」,《中央銀行季刊》,28(1),頁5-41。 林建甫(2010),「總體經濟計量模型的建立與應用」,《經濟論文叢刊》,38(1),頁1-64。 周濟、彭素玲、蔡慧美 (2003),「兩岸總體經濟計量連結模型之建構與分析」,行政院經濟建設委員會委託中華經濟研究院專案計畫。 黃琝琇、林建甫 (2009),「課徵能源稅的總體經濟效果」,《農業與資源經濟》,6(2),頁29-69。 綜合統計處國民所得科 (2012),「統計專題研究報告-以連鎖法衡量經濟成長率」,行政院主計總處。 劉瑞文、許嘉棟 (1996),「政府收支與赤字融通的總體計量分析」,《台灣總體經濟計量模型研討會論文集》,頁233-294。 英文文獻 Bureau of Economic Analysis (1996), “A Look at How BEA Presents the National Income and Product Accounts,” Survey of Current Business, pp. 33-37, May. Box, G.E.P., and G.M. Jenkins (1976), Time Series Analysis: Forecasting and Control, San Francisco, CA: Holden-Day Press. Crew, J.M. (1985), “Macroeconometric models,” in T.M. Havrilesky(ed.), Modern Concepts in Macroeconomics, Arlington Heights: Harlan Davidson Inc. Engle, R.F. and C.W.J. Granger (1987),” Co-integration and error correction: Representation, estimation, and testing”, Econometrica, 55, 251-276. European Commission, International Monetary Fund, Organization for Economic Cooperation and Development, United Nations, World Bank (2008), System of National Accounts, ch.15. Fair, R. (1984), Specification, Estimation, and Analysis of Macroeconometric Models, MA: Harvard University Press. Fratzscher, Marcel; Lo Duca, Marco; Straub, Roland (2013) “On the international spillovers of US quantitative easing”, Discussion Papers, DIW Berlin, No. 1304 Garratt, A., K. Lee, M. H., and Y. Shin (2006), Global and National Macroeconometric Modelling: A Long_Run Structural Approach. Oxford University Press, U.S.A. Kim, S. (2001), “International transmission of U.S. monetary policy shocks: Evidence from VAR’s”, Journal of Monetary Economics, 48, 339-372 Klein, L. R. (1950), Economic Fluctuations in the United States, 1921-1941, New York: Wiley Press. Lucas, R. E. (1976), “Econometric Policy Evaluation: A Critique,” in K. Brunner and A.H. Meltzer (eds.), The Phillips Curve and Labor Markets, 19–46, Amsterdam: North-Holland, volume 1 of Carnegie-Rochester Conference Series on Public Policy. Mackowiak, B. (2007), “External shocks, US monetary policy and macroeconomic fluctuations in emerging markets,” Journal of Monetary Economics 54, 2512-2520 Sims, C.A. (1980), “Macroeconomics and Reality,” Econometrica, 48(1), 1-48. Teo, W.L. (2009), “An Estimated Dynamic Stochastic General Equilibrium Model of the Taiwanese Economy” Pacific Economic Review 14(2), 194-231 Theil, H. (1958), Economic Forecasts and Policy, Amsterdam: North-Holland. Tiao, G.C., R.S. Tsay and T. Wang (1993), “Usefulness of Linear Transformations in Multivariate Time-Series Analysis.” Empirical Economics, 18(4), 567–593. Young, A. Allan (1993), Alternative Measures of Change in Real Output and Prices, Quarterly Estimates for 1959–92, Survey of Current Business, pp. 31-41, March. | |
dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/68472 | - |
dc.description.abstract | 行政院主計總處於2014年頒布了以連鎖值法取代定基法之消息,因此主計總處的總體資料此後都會使用此方法來進行計算。此方法雖有助於改善定基法的替代性偏誤,但也因為基期不斷變換的情況下,使得在連鎖值法下的實質國內生產毛額,並不再具有可加性,這對從支出面出發的大型計量總體模型來說,可說是相當大的缺點,因此本文將以大型計量總體模型為基礎,加入連鎖值法,建立一總體模型,並探討在連鎖法下,本研究所需作的模型設定上的改變,以及資料處理上會遇到什麼困難。
本文共計有60條方程式,其中結構方程式為38條,定義式則為22條。樣本前間則為2002年第一季至2019年第三季間。本研究將透過這些方程式以及變數樣本資料,建構出具有連鎖值法特色的總體計量模型。 建構模型完後,本研究將對其作配適度以及預測能力的評估,並進行檢討,是否模型還有改進的空間。另外本研究模型也進行了基準預測的部分,此部分是針對台灣的經濟所做的長期趨勢預測,而本研究透過連鎖值法建立的模型在此部分仍然有所不足之處,在預測結果中,雖然趨勢一致,但有稍微偏離的部分,而這導致預測結果的不精確,而這些預測結果可用來判斷模型的高估或是低估,可做為未來改善模型的各項變數使用的基礎。 | zh_TW |
dc.description.abstract | The Directorate-General of Budget, Accounting and Statistics, Executive Yuan announced in 2014 that the chain-linked method replaced the fixed-base method. Therefore, the overall data of the Chief Accounting Office will be calculated using this method thereafter. The advantage of the chain-linked method is reducing the alternative bias because its based period is constantly changing. However, this character also makes it doesn’t additive when we calculate the real gross production. The real gross production cannot be calculated by the addition of real variables, is really disadvantageous to construct a macroeconomic model. Therefore, we try to construct a SEAs model that uses the data based on the chain-linked method and figure out how to fix this problem. The model will include 38 Structural equations, 22 definition equations. The sample space is from 2001 Q1 to 2019 Q3. We use this model to construct a SEAs model under the chain-linked method. After constructing the model, we will evaluate its goodness of fit and predictability and consider which part of the model has to be improved. In this model, we also do the benchmark forecast. This part is a long-term trend forecast for Taiwan’s economy. We can find some shortcomings of the model by the results of the benchmark forecast. In the forecast results, the trend of the model is consistent with reality, but there is a slight deviation, which leads to inaccuracy of the prediction results. These prediction results can be used to judge the overestimation or underestimation of the model and can be used as the basis for improving the variables which the model used in the future. | en |
dc.description.provenance | Made available in DSpace on 2021-06-17T02:22:10Z (GMT). No. of bitstreams: 1 U0001-1708202013403700.pdf: 4948197 bytes, checksum: a25814377c654c1507dbd3e1749897e7 (MD5) Previous issue date: 2020 | en |
dc.description.tableofcontents | 目錄 謝辭 I 中文摘要 II Abstract III 目錄 IV 圖目錄 VI 表目錄 VII 第一章 緒論 1 1.1 研究動機 1 第二章 研究主題與文獻資料 3 2.1 研究主題 3 2.1.1 指數理論 3 2.1.2 定基法與連鎖法 5 2.2 總體計量模型文獻 7 第三章 研究方法及步驟 10 3.1 建立模型 10 3.2 模型求解 11 3.3 模型靜態評估及基準預測 12 第四章 模型介紹 14 4.1.1 國民所得會計 14 4.1.2 國民消費支出 17 4.1.3 國內資本形成 18 4.1.4 進出口 20 4.2 勞動市場 21 4.3 金融市場 22 4.4 外匯市場 25 4.5 政府稅收 26 4.6 物價與平減指數 27 第五章 模型評估 30 5.1 模型靜態測驗 30 5.2 樣本內預測驗證法 43 5.3 基準預測 50 第六章 結論與建議 69 參考文獻 71 中文文獻 71 英文文獻 73 附錄 75 內生變數 75 外生變數 79 結構方程式 81 一、商品市場 81 二、平減指數與物價 84 四、金融市場 89 五、政府部門 92 定義式 93 | |
dc.language.iso | zh-TW | |
dc.title | 連鎖值法下總體計量模型的建構 | zh_TW |
dc.title | Build a Macro-econometric Model Based on Chain-Linked Method | en |
dc.type | Thesis | |
dc.date.schoolyear | 108-2 | |
dc.description.degree | 碩士 | |
dc.contributor.oralexamcommittee | 郭平欣(Ping-Sing Kuo),杜震華(enn-Hwa Tu),林世昌(Shih-Chang Lin) | |
dc.subject.keyword | 總體計量模型,基期預測,連鎖值法,經濟成長,薪資, | zh_TW |
dc.subject.keyword | Macro-econometric model,Chain-linked metho,Economic growth,Wages, | en |
dc.relation.page | 94 | |
dc.identifier.doi | 10.6342/NTU202003733 | |
dc.rights.note | 有償授權 | |
dc.date.accepted | 2020-08-19 | |
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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