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題 名 | 動態線性支出體系:十二類總合產品支出分析=Dynamic Linear Expenditure System: An Analysis of Expenditures on 12 Aggregate Commodity Groups |
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作 者 | 李皇照; 林豐騰; | 書刊名 | 農產運銷論叢 |
卷 期 | 3 1998.03[民87.03] |
頁 次 | 頁185-196 |
分類號 | 551.85 |
關鍵詞 | 線性支出體系; 動態設定; 概似比值檢定; 需求彈性; Linear expenditure system; Dynamic specification; Likelihood ratio test; Demand elasticities; |
語 文 | 中文(Chinese) |
中文摘要 | 本研究以線性支體系分析臺灣地區十二類總合產品由民國五十年至八十四年間之 支出消費型態。顯示性偏好公理( GARP )檢定結果指出樣本期間支出和價格資料滿足效用 極大化條件。 四種不同線性支出體系實証設定式包括靜態、誤差結構 AR ( 1 ),動態模 式習慣形成, 以及含 AR ( 1 )動態模式之驗証和比較,結果顯示最合適於樣本資料的線 性支出體系實証設定式應納入習慣形成和誤差結構含 AR ( 1 )因素。 十二類產品估測的 無補償自身價格彈性值都在 0.5 至 0.7 之間,支出彈性估測值小於一者有食品類、菸絲及 捲菸,和燃料及燈光等三類,支出彈性值較大者有飲料類,家庭設備類,交通及通訊類,和 其它類。此外,衣飾類,租金及水費,和育樂文化類的支出彈性值都接近於一。 |
英文摘要 | This study analyzed consumption patterns in Taiwan from 1961 to 1995 using the linear expenditure system (LES). The Generalized Axiom of Revealed Preference (GARP) testing reveals that expenditures and their corresponding price data are consistent with the utility maximization process during the sample period. Four empirical specifications of LES, including static, first-order autoregressive (AR(1)), simple habit formation (dynamic model), and dynamic model with AR(1), are examined and compared. The likelihood ratio tests show that the LES incorporating habits and allowing for autocorrelation appears to be a suitable specification in modeling consumption patterns. Estimated uncompensated own-price elasticities range from 0.52 for other goods to 0.67 for education and amusement. Results also indicate that food, tobacco, and fuel and power have relatively low expenditure responsiveness while income effects are strong for beverage, household equipment, transportation and communication, and other goods. In particular, clothing, rent and water expense, education and amusement have approximately unitary expenditure elasticities. |
本系統中英文摘要資訊取自各篇刊載內容。