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題名 | 臺灣對日貿易條件與貿易逆差之動態分析=A Dynamic Study on Terms of Trade and Trade Deficit about Taiwan-Japan Trade |
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作者 | 林灼榮; 鄒季博; 金大勇; 陳正亮; Lin, Jwu-rong; Chou, Chi-pow; Kam, Tai-yung; Chen, Cheng-liang; |
期刊 | 逢甲學報 |
出版日期 | 19960600 |
卷期 | 29 1996.06[民85.06] |
頁次 | 頁19-36 |
分類號 | 558.5231 |
語文 | chi |
關鍵詞 | 貿易條件; 貿易逆差; 單根檢定; 因果關係; 變異數分解; 衝擊反應分析; Terms of trade; Trade deficit; Unit root test; Causality; Variance decomposition; Impulse response analysis; |
中文摘要 | 本文之主要貢獻,在於引用較新之時間數列計量模型,實証臺灣對日貿易條件與 貿易逆差之互動關係。 實証結果顯示貿易條件屬臨時性 I(0) 型態而貿易逆差為恆常性 I(1) 型態,二者不具長期共積關係且僅呈單向因果關係,而其跨期動態衝擊效果, 僅局限 在相對短之期限;此等訊息顯示,臺灣過去對日貿易條件之持續惡化,係產生貿易逆差肇因 之一,而未來政府之經貿政策若能有效改善貿易條件,則對縮減對日貿易逆差當稍有助益。 |
英文摘要 | There is substantial body of literature devoted to the issue of dynamic relationship between Terms of Trade (P) and Trade Deficit (B). The contribution of this study is that it employs the advanced time series econometric technique to investigate the issue for the case of Taiwan-Japan trade relationship. The results indicate that the P is integrated of order I(0) and the B is I(1). They possess no long-term cointegration but do exhibit uni-directional causal relationship from P to B. In addition, the impulse response effects were confined within a relatively short period of time. The results imply that the terms of trade deterioration is one of the causes of Taiwan's trade deficit against Japan. To reduce the deficit, Taiwan is necessary to improve it's terms of trade condition against Japan. |
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