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題 名 | 出口與經濟成長的因果關係:臺灣的實證研究=An Empirical Study of the Export-led Growth Hypothesis Using Taiwanese Data |
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作 者 | 黃台心; | 書刊名 | 經濟論文叢刊 |
卷 期 | 30:4 2002.12[民91.12] |
頁 次 | 頁465-490 |
分類號 | 558.5 |
關鍵詞 | 共整合; 因果關係檢定; 出口導引經濟成長; Cointegration; Causality test; Export-let growth; |
語 文 | 中文(Chinese) |
中文摘要 | 本研究使用四變數(所得、出口、固定資本形成及貿易條件)向量自我迴歸模型,分別採用Toda and Phillips(19331994)和Toda and Yamamoto(1995)兩種Granger無因果關係檢定法,探討出口導引經濟成長假說,是否適用於臺灣。實證分析結果,兩種方法均無法拒絕此假說,顯示政府過去採行的出品擴張政策,成功地導引總體經濟成長.另外,經濟成長刺激出口增加的假說,遭到兩種方法的拒斥。 |
英文摘要 | The current paper tests the export-led growth hypothesis using Taiwan's time series data from 1951 to 1998 within the framework of four-variable vector autoregressive (VAR) models that contain unit roots. Two testing procedures are employed. One is proposed by Toda and Phillips (1993,1994), which employs a Johansen-type error correction model. The 0ther is a lag-augmented VAR approach, proposed by Toda and Yamamoto (1995), which need not take into account possible integration and cointegration among series. Empirical results from both approaches appear to reject the null hypothesis of Granger no-causality from export to output. However, no causal link from output to export is found. |
本系統中英文摘要資訊取自各篇刊載內容。