請用此 Handle URI 來引用此文件：
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/84732完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 黃志典(Jyh-Dean Hwang) | |
| dc.contributor.author | Chong-Yu Lan | en |
| dc.contributor.author | 藍崇瑜 | zh_TW |
| dc.date.accessioned | 2023-03-19T22:22:47Z | - |
| dc.date.copyright | 2022-09-07 | |
| dc.date.issued | 2022 | |
| dc.date.submitted | 2022-09-06 | |
| dc.identifier.citation | 中文文獻 [1]白裕成，2005，台灣景氣循環波動與國際原油價格變動之長期關係-馬可夫轉換模型分析，國立成功大學未出版之博士論文。 [2]陳虹均、郭炳伸與林信助，2012，能源價格衝擊與臺灣總體經濟，臺灣經濟預測與政策，42(2)，1-36。 英文文獻 [1]Bernanke, B. S. 1983. Irreversibility, Uncertainty, and Cyclical Investment. The Quarterly Journal of Economics, 98(1), 85-106. [2]Berndt, E. R., & Wood, D. O. 1979. Engineering and Econometric Interpretations of Energy-Capital Complementarity. The American Economic Review, 69(3), 342-354. [3]Birol, F. 2004. Analysis of the Impact of High Oil Prices on the Global Economy. International Energy Agency, 1-15. [4]Brown, S. P., & Yuecal, M. 1999. Oil Prices and US Aggregate Economic Activity: a Question of Neutrality. Economic and Financial Review-Federal Reserve Bank of Dallas, 16-23. [5]Burbidge, J., & Harrison, A. 1984. Testing for the Effects of Oil-Price Rises Using Vector Autoregressions. International Economic Review, 459-484. [6]Choi, I. 2001. Unit root Tests for Panel Data. Journal of International Money and Finance, 20(2), 249-272. [7]Christiano, L. J., & Eichenbaum, M. 1992. Current Real-Business-Cycle Theories and Aggregate Labor-Market Fluctuations. The American Economic Review, 430-450. [8]Cosimano, T. F., & Sheehan, R. G. 1994. The Federal Reserve Operating Procedure, 1984–1990: an Empirical Analysis. Journal of Macroeconomics, 16(4), 573-588. [9]Cuñado, J., & de Gracia, F. P. 2003. Do Oil Price Shocks Matter? Evidence for Some European Countries. Energy Economics, 25(2), 137-154. [10]Davis, S. J., & Haltiwanger, J. 2001. Sectoral Job Creation and Destruction Responses to Oil Price Changes. Journal of Monetary Economics, 48(3), 465-512. [11]Dickey, D. A., & Fuller, W. A. 1979. Distribution of the Estimators for Autoregressive Time Series With a Unit Root. Journal of the American Statistical Association, 74(366a), 427-431. [12]Ferderer, J. 1996. Oil Price Volatility and Macroeconomy: A Solution to the Asymmetry Puzzle. Journal of Macroeconomics, 18(1), 1-26. [13]Fischer, S. 1985. Supply Shocks, Wage Stickiness, and Accommodation. Journal of Money, Credit and Banking, 17(1), 1-15. [14]Granger, C. W., & Newbold, P. 1974. Spurious Regressions in Econometrics. Journal of Econometrics, 2(2), 111-120. [15]Gronwald, M. 2008. Large Oil Shocks and the US Economy: Infrequent Incidents With Large Effects. The Energy Journal, 29(1). [16]Guo, H., & Kliesen, K. L. 2005. Oil Price Volatility and US Macroeconomic Activity. Federal Reserve Bank of Saint. Louis Review, 87(6), 669. [17]Hamilton, J. D. 1983. Oil and the Macroeconomy Since World War II. Journal of Political Economy, 91(2), 228-248. [18]Hamilton, J. D. 1988. A Neoclassical Model of Unemployment and the Business Cycle. Journal of Political Economy, 96(3), 593-617. [19]Hamilton, J. D. 1996. This Is What Happened to the Oil Price-Macroeconomy Relationship. Journal of Monetary Economics, 38(2), 215-220. [20]Hamilton, J. D. 2008. Oil and the Macroeconomy. The New Palgrave Dictionary of Economics, 2. [21]Hausman, J. A. 1978. Specification Tests in Econometrics. Econometrica: Journal of the Econometric Society, 1251-1271. [22]Holmes, M., & Wang, P. 2003. Oil Price Shocks and the Asymmetric Adjustment of UK Output: a Markov-Switching Approach. International Review of Applied Economics, 17(2), 181-192. [23]Hondroyiannis, G., & Papapetrou, E. 2001. Macroeconomic Influences on the Stock Market. Journal of Economics and Finance, 25(1), 33-49. [24]Hooker, M. A. 1996. What Happened to the Oil Price-Macroeconomy Relationship? Journal of Monetary Economics, 38(2), 195-213. [25]Huntington, H. G. 2007. Oil Shocks and Real US Income. The Energy Journal, 28(4). [26]Im, K. S., Pesaran, M. H., & Shin, Y. 2003. Testing for Unit Roots in Heterogeneous Panels. Journal of Econometrics, 115(1), 53-74. [27]Jiménez-Rodríguez*, R., & Sánchez, M. 2005. Oil Price Shocks and Real GDP Growth: Empirical Evidence for Some OECD Countries. Applied Economics, 37(2), 201-228. [28]Kim, I.-M., & Loungani, P. 1992. The Role of Energy in Real Business Cycle Models. Journal of Monetary Economics, 29(2), 173-189. [29]Koenker, R. 2004. Quantile Regression for Longitudinal Data. Journal of Multivariate Analysis, 91(1), 74-89. [30]Koenker, R., & Bassett Jr, G. 1978. Regression Quantiles. Econometrica: Journal of the Econometric Society, 33-50. [31]Lee, H.-H., Huh, H.-S., & Harris, D. 2003. The Relative Impact of the US and Japanese Business Cycles on the Australian Economy. Japan and the World Economy, 15(1), 111-129. [32]Lee, K., Ni, S., & Ratti, R. A. 1995. Oil Shocks and the Macroeconomy: the Role of Price Variability. The Energy Journal, 16(4). [33]Levin, A., Lin, C.-F., & Chu, C.-S. J. 2002. Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties. Journal of Econometrics, 108(1), 1-24. [34]Lilien, D. M. 1982. Sectoral Shifts and Cyclical Unemployment. Journal of Political Economy, 90(4), 777-793. [35]Loungani, P. 1986. Oil Price Shocks and the Dispersion Hypothesis. The Review of Economics and Statistics, 536-539. [36]Maddala, G. S., & Wu, S. 1999. A Comparative Study of Unit Root Tests With Panel Data and a New Simple Test. Oxford Bulletin of Economics and Statistics, 61(S1), 631-652. [37]Malthus, T. R. 1986. An Essay on the Principle of Population (1798). The Works of Thomas Robert Malthus, London, Pickering & Chatto Publishers, 1, 1-139. [38]McCallum, B. T. 1983. On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective. Journal of Monetary Economics, 11(2), 139-168. [39]Mork, K. A. 1989. Oil and the Macroeconomy When Prices Go up and Down: an Extension of Hamilton's Results. Journal of Political Economy, 97(3), 740-744. [40]Mork, K. A., Olsen, O., & Mysen, H. T. 1994. Macroeconomic Responses to Oil Price Increases and Decreases in Seven OECD Countries. The Energy Journal, 15(4). [41]Mory, J. F. 1993. Oil Prices and Economic Activity: Is the Relationship Symmetric? The Energy Journal, 14(4). [42]Narayan, P. K., & Smyth, R. 2008. Energy Consumption and Real GDP in G7 Countries: New Evidence From Panel Cointegration With Structural Breaks. Energy Economics, 30(5), 2331-2341. [43]Nelson, C. R., & Plosser, C. R. 1982. Trends and Random Walks in Macroeconmic Time Series: Some Evidence and Implications. Journal of Monetary Economics, 10(2), 139-162. [44]Rasche, R. H., & Tatom, J. A. 1977. The Effects of the New Energy Regime on Economic Capacity, Production, and Prices. Federal Reserve Bank of Saint. Louis Review, 59(4), 2-12. [45]Rasche, R. H., & Tatom, J. A. 1981. Energy Price Shocks, Aggregate Supply and Monetary Policy: The Theory and the International Evidence. Carnegie-Rochester Conference Series on Public Policy, 14: 9-93. [46]Raymond, J. E., & Rich, R. W. 1997. Oil and the Macroeconomy: A Markov State-Switching Approach. Journal of Money, Credit, and Banking, 193-213. [47]Said, S. E., & Dickey, D. A. 1984. Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order. Biometrika, 71(3), 599-607. [48]Shapiro, M. D., & Watson, M. W. 1988. Sources of Business Cycle Fluctuations. NBER Macroeconomics Annual, 3, 111-148. [49]Sims, C. A. 1980. Macroeconomics and Reality. Econometrica: Journal of the Econometric Society, 1-48. [50]Stock, J. H., & Watson, M. W. 1989. Interpreting the Evidence on Money-Income Causality. Journal of Econometrics, 40(1), 161-181. [51]Strongin, S. 1995. The Identification of Monetary Policy Disturbances Explaining the Liquidity Puzzle. Journal of Monetary Economics, 35(3), 463-497. [52]Yoon, J. H. 2004. Oil and the G7 Business Cycle: Friedman’s Plucking Markov Switching Approach. Econometric Society 2004 Far Eastern Meetings. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/84732 | - |
| dc.description.abstract | 本文建立了 33 個國家，涵蓋 1996 年至 2020 年 25 年，共計 2,901 個觀察值的非平衡型追蹤資料模型，並考量匯率波動、油價的不同衡量方式以及三種國家特性的調節效應試圖了解油價如何影響一國之經濟成長率。本文採用一般 OLS 迴歸模型與分量迴歸模型進行交互比對，發現油價變動率對經濟成長率的影響程度相當低，而油價標準差是更為顯著的影響因子，且當國家處於不同的經濟成長狀態時受到油價波動的影響程度也會有所差異。其次，發現油價上漲時對經濟成長率影響不大，然而下跌時卻對經濟成長率存在負面影響。最後，本文發現第二級產業比重、原油淨出口占 GDP 比重兩個國家特性在油價對經濟成長率的影響具有顯著調節效果，而原油消費彈性的調節效果不顯著。 | zh_TW |
| dc.description.abstract | We construct a non-balanced panel model for 33 countries, covering 25 years from 1996 to 2020, with a total of 2,901 observations, and consider exchange rate fluctuations, different oil price measures, and three country characteristics to examine how oil prices affect a country's economic growth rate. We use OLS regression model and a quantile regression model to compare, and the empirical results show that the oil price growth has little impact on the economic growth rate, while oil price volatility is a more significant impact factor, and the degree of impact of oil price volatility varies when countries are in different economic growth states. Secondly, the results show that an increase in oil prices has little impact on the economic growth rate, while a decrease in oil prices has a negative effect. Finally, we find that the share of secondary industries and the ratio of net crude oil exports to GDP have a significant moderation effect on the impact of oil prices on economic growth rate, while the elasticity of crude oil consumption is not a significant moderator variable. | en |
| dc.description.provenance | Made available in DSpace on 2023-03-19T22:22:47Z (GMT). No. of bitstreams: 1 U0001-0609202202231100.pdf: 2091603 bytes, checksum: 14013c607af4aaea1693778e150cf77f (MD5) Previous issue date: 2022 | en |
| dc.description.tableofcontents | 誌謝 i 摘要 ii ABSTRACT iii 目錄 iv 圖目錄 vi 表目錄 vii 第一章 緒論 8 第一節 研究背景與動機 8 第二節 研究目的 10 第三節 研究流程與章節安排 10 第二章 文獻回顧 11 第一節 經濟成長之決定因素 11 第二節 油價與經濟成長的關係 13 第三章 研究方法與變數選取 23 第一節 研究命題與假說建立 23 第二節 研究方法 28 第三節 資料來源 33 第四節 變數定義與處理 34 第四章 實證結果 44 第一節 敘述統計量與相關性分析 44 第二節 單根檢定結果 50 第三節 Hausman 檢定結果 54 第四節 追蹤資料迴歸結果 55 第五章 結論與建議 69 第一節 結論與建議 69 第二節 研究限制 70 參考文獻 72 附錄 75 | |
| dc.language.iso | zh-TW | |
| dc.subject | 油價衝擊 | zh_TW |
| dc.subject | 追蹤資料 | zh_TW |
| dc.subject | 調節效應 | zh_TW |
| dc.subject | 不對稱性 | zh_TW |
| dc.subject | 分量迴歸 | zh_TW |
| dc.subject | Moderation Effect | en |
| dc.subject | Panel Data | en |
| dc.subject | Quantile Regression | en |
| dc.subject | Oil Price Shock | en |
| dc.subject | Asymmetry | en |
| dc.title | 油價對經濟成長影響之探討—考慮國家特性差異的追蹤資料分量迴歸 | zh_TW |
| dc.title | A Study of the Impact of Oil Prices on Economic Growth—A Panel Quantile Regression Considering Country Characteristics | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 110-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 廖咸興(Hsien-Hsing Liao),陳聿宏(Yu-Hong Chen) | |
| dc.subject.keyword | 追蹤資料,分量迴歸,油價衝擊,不對稱性,調節效應, | zh_TW |
| dc.subject.keyword | Panel Data,Quantile Regression,Oil Price Shock,Asymmetry,Moderation Effect, | en |
| dc.relation.page | 87 | |
| dc.identifier.doi | 10.6342/NTU202203186 | |
| dc.rights.note | 同意授權(限校園內公開) | |
| dc.date.accepted | 2022-09-06 | |
| dc.contributor.author-college | 管理學院 | zh_TW |
| dc.contributor.author-dept | 國際企業學研究所 | zh_TW |
| dc.date.embargo-lift | 2022-09-07 | - |
| 顯示於系所單位： | 國際企業學系 | |
文件中的檔案：
| 檔案 | 大小 | 格式 | |
|---|---|---|---|
| U0001-0609202202231100.pdf 授權僅限NTU校內IP使用（校園外請利用VPN校外連線服務） | 2.04 MB | Adobe PDF |
系統中的文件，除了特別指名其著作權條款之外，均受到著作權保護，並且保留所有的權利。