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題 名 | 物價膨脹之共積分析=Cointegration Analysis of Inflation |
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作 者 | 莊武仁; 汪志遠; | 書刊名 | 淡江人文社會學刊 |
卷 期 | 3 1999.05[民88.05] |
頁 次 | 頁133-161 |
分類號 | 561.16 |
關鍵詞 | 物價膨脹; 共積分析; Inflation; Cointegration; |
語 文 | 中文(Chinese) |
中文摘要 | 本文利用共積分析將影響臺灣物價膨脹的因素分成內部、貨幣和外部三個部門, 以偏離各部門長期均衡關係之誤差修正項,建立一個物價膨脹模型,實證結果發現三個部門 的誤差修正項,均對物價膨脹有顯著的影響,內部部門之工資超漲將產生明顯的成本推動效 果,貨幣部門的超額供給亦有需求拉動之作用,外部部門的失衡亦將造成顯著之輸入性膨脹 效果。就此三部門對物價膨脹的影響程度而言,在長期中工資超漲的成本推動影響最明顯, 貨幣的需求拉動效果次之,而輸入性膨脹的影響則最小。 |
英文摘要 | The determination of inflation in Taiwan is investigated by dividing the economy into internal, monetary, and external sectors to analyze the effects of each sector on inflation. The long-run equilibrium relationships for each sector are obtained by using cointegration analysis, and the deviations from the derived long-run relationships in each sector are used to establish an empirical model to determine the influence on inflation. The results show that all the error correction terms have significant impacts on inflation. Wage inflation in the internal sector has a significant cost push effect. Excess money in the monetary sector will cause a demand pull inflation. And, an imbalance in the external sector will result in an imported inflation. In terms of the magnitude of the effects, cost push effect is the most significant followed by demand pull and imported inflation effects. |
本系統中英文摘要資訊取自各篇刊載內容。